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Results tagged with na.numerical-analysis
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user 31589
Numerical algorithms for problems in analysis and algebra, scientific computation
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best rank r approximation for non-Frobenius norm
The best rank $r$ approximation to a given matrix $M$ in Frobenius norm, according to Eckart-Young theorem, is truncated SVD - just keep $r$ largest singular values. What if I need to construct best r …
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