In this paper, we investigate the complexity of the numerical construction of the so-called Hankel structured low-rank approximation (HSLRA). Briefly, HSLRA is the problem of finding the closest (in some pre-defined norm) rank r approximation of a given Hankel matrix, which is also of Hankel structure.

Optimization problems in structured low rank approximation

KVASOV, Dmitry;
2016-01-01

Abstract

In this paper, we investigate the complexity of the numerical construction of the so-called Hankel structured low-rank approximation (HSLRA). Briefly, HSLRA is the problem of finding the closest (in some pre-defined norm) rank r approximation of a given Hankel matrix, which is also of Hankel structure.
2016
978-0-7354-1438-9
Low-rank approximation; Applied mathematics; Numerical optimization
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.11770/178302
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