Error analysis of the generalized low-rank matrix approximation

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Abstract

In this paper, we propose an error analysis of the generalized low-rank approximation, which is a generalization of the classical approximation of a matrix A ∈ Rm×n by a matrix of a rank at most r, where r ≤ min{m, n}.

Original languageEnglish
Pages (from-to)544-548
Number of pages5
JournalElectronic Journal of Linear Algebra
Volume37
DOIs
StatePublished - 2021

Keywords

  • Error analysis
  • Frobenius norm
  • Generalized low-rank approximation
  • Pseudoinverse
  • SVD

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