Approximate low-rank factorization with structured factors

Ivan Markovsky and Mahesan Niranjan

Computational Statistics & Data Analysis, 2010, vol. 54, issue 12, 3411-3420

Abstract: An approximate rank revealing factorization problem with structure constraints on the normalized factors is considered. Examples of structure, motivated by an application in microarray data analysis, are sparsity, nonnegativity, periodicity, and smoothness. In general, the approximate rank revealing factorization problem is nonconvex. An alternating projections algorithm is developed, which is globally convergent to a locally optimal solution. Although the algorithm is developed for a specific application in microarray data analysis, the approach is applicable to other types of structures.

Date: 2010
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