The Eckart-Young-Mirsky theorem solves the problem of approximating a matrix by one of lower rank. However, the approximation generally differs from the original in all its elements. In this paper it is shown how to obtain a best approximation of lower rank in which a specified set of ...
AGeneralizationoftheEckart-Young-MirskyMatrixApproximationTheoremG.H.Golub*DepartmentofComputerScienceStanfordUniversityStanford,Cali..
So by applying Theorem 3 of [2] and the EYM theorem, one obtains the asser- tions of the theorem. 0 3. Perturbation theory for the EYM theorem In this section we will present the perturbation theory for the EYM theorem. When considering the LS, the TLS and the equality constrained least...
1. Perturbation theory for the Eckart-Young-Mirsky theorem and the constrained total least squares problem [J] . Wei MS. Linear Algebra and its Applications . 1998,第2a3期 机译:Eckart-Young-Mirsky定理的摄动理论和受约束的总最小二乘问题 2. PERTURBATION THEORY FOR ORTHOGONAL PROJECTION METHOD...