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Feb 26, 2013 at 21:53 vote accept Timur
Feb 23, 2013 at 19:05 answer added Suvrit timeline score: 4
Feb 19, 2013 at 20:55 comment added Federico Poloni Hmm, good point! I was too quick and didn't think it through.
Feb 19, 2013 at 20:18 comment added Timur Problem with this is that definition of rank is not invariant with this rescaling - for example, if you do element-wise rescaling of matrix by itself you can get matrix of rank $0$.
Feb 19, 2013 at 20:01 comment added Federico Poloni The norm that you are suggesting is simply a weighted version of the Frobenius norm. So you just have to rescale the entries of the matrix according to the weights and apply Eckart-Young on the resulting problem.
Feb 19, 2013 at 19:42 history asked Timur CC BY-SA 3.0