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2013 On the Low-Rank Approximation Arising in the Generalized Karhunen-Loeve Transform
Xue-Feng Duan, Qing-Wen Wang, Jiao-Fen Li
Abstr. Appl. Anal. 2013(SI33): 1-8 (2013). DOI: 10.1155/2013/528281

Abstract

We consider the low-rank approximation problem arising in the generalized Karhunen-Loeve transform. A sufficient condition for the existence of a solution is derived, and the analytical expression of the solution is given. A numerical algorithm is proposed to compute the solution. The new algorithm is illustrated by numerical experiments.

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Xue-Feng Duan. Qing-Wen Wang. Jiao-Fen Li. "On the Low-Rank Approximation Arising in the Generalized Karhunen-Loeve Transform." Abstr. Appl. Anal. 2013 (SI33) 1 - 8, 2013. https://doi.org/10.1155/2013/528281

Information

Published: 2013
First available in Project Euclid: 26 February 2014

zbMATH: 1328.94019
MathSciNet: MR3055972
Digital Object Identifier: 10.1155/2013/528281

Rights: Copyright © 2013 Hindawi

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Vol.2013 • No. SI33 • 2013
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