arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2007.13196math.NAcs.NA
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最佳低秩逼近与Kolmogorov n-宽度

Best low-rank approximations and Kolmogorov n-widths

Michael S. Floater, Carla Manni, Espen Sande, Hendrik Speleers

摘要:

我们涉及的问题的最佳低秩逼近的谱范数的矩阵$A$ Kolmogorov $n$ -宽度和相应的最佳空间。我们刻画了所有的最佳空间的图像下的欧几里德单位球$A$,我们表明,任何规范正交基的$n$维最佳空间生成一个最佳的秩$n$近似$A$。我们还提出了一个简单而明确的建设,以获得一个序列的最佳$n$维空间,一旦初始的最佳空间是已知的。这导致各种解决方案的最佳低秩近似问题,并提供替代截断奇异值分解。这种多样性可以用来获得最好的低秩近似与面向问题的属性。

英文摘要:

We relate the problem of best low-rank approximation in the spectral norm for a matrix $A$ to Kolmogorov $n$-widths and corresponding optimal spaces. We characterize all the optimal spaces for the image of the Euclidean unit ball under $A$ and we show that any orthonormal basis in an $n$-dimensional optimal space generates a best rank-$n$ approximation to $A$. We also present a simple and explicit construction to obtain a sequence of optimal $n$-dimensional spaces once an initial optimal space is known. This results in a variety of solutions to the best low-rank approximation problem and provides alternatives to the truncated singular value decomposition. This variety can be exploited to obtain best low-rank approximations with problem-oriented properties.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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