Matrix product constraints by projection methods

Veit Elser ()
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Veit Elser: Cornell University

Journal of Global Optimization, 2017, vol. 68, issue 2, No 5, 329-355

Abstract: Abstract The decomposition of a matrix, as a product of factors with particular properties, is a much used tool in numerical analysis. Here we develop methods for decomposing a matrix C into a product XY, where the factors X and Y are required to minimize their distance from an arbitrary pair $$X_0$$ X 0 and $$Y_0$$ Y 0 . This type of decomposition, a projection to a matrix product constraint, in combination with projections that impose structural properties on X and Y, forms the basis of a general method of decomposing a matrix into factors with specified properties. Results are presented for the application of these methods to a number of hard problems in exact factorization.

Keywords: Matrix decomposition; Projection methods; Non-negative factorization (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (4)

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DOI: 10.1007/s10898-016-0466-9

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