Finding a low-rank basis in a matrix subspace - Nakatsukasa, Yuji; Soma, Tasuku; Uschmajew, André (Mathematical programming, 2017)
Keywords: Algorithms; Calculus of Variations and Optimal Control; Optimization; Combinatorics; Data compression; Eigenvalues; Eigenvectors; Full Length Paper; Mathematical analysis; Mathematical and Computational Physics; Mathematical Methods in Physics; Mathematics; Mathematics and Statistics; Mathematics of Computing; Matrices (mathematics); Matrix; Matrix methods; Numerical Analysis; Optimization; Sparsity; Studies; Subspaces; Tensors; Theoretical; Alternating projections; Matrix compression; 90C26 Nonconvex programming, global optimization; Low-rank matrix subspace; Singular value thresholding; relaxation