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Optimal regularized low rank inverse approximation

Article ID Journal Published Year Pages File Type
6416311 Linear Algebra and its Applications 2015 10 Pages PDF
Abstract

In this paper, we consider the problem of finding approximate inverses of a given matrix. We give an explicit solution to the rank-constrained regularized inverse approximation problem and obtain an inverse-regularized Eckart-Young-like theorem.

Keywords
65F2215A29TSVDLow rank approximationTikhonov regularizationInverse problemsIll-posed problemsRegularization
Related Topics
Physical Sciences and Engineering Mathematics Algebra and Number Theory
Preview
Optimal regularized low rank inverse approximation
Authors
Julianne Chung, Matthias Chung, Dianne P. O'Leary,
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Linear Algebra and its Applications
Journal: Linear Algebra and its Applications
Related Categories
65F22
15A29
TSVD
Low rank approximation
Tikhonov regularization
Inverse problems
Ill-posed problems
Regularization
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