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Block-row Hankel weighted low rank approximation. (English) Zbl 1174.65390

Summary: This paper extends the weighted low rank approximation approach to linearly structured matrices. In the case of Hankel matrices with a special block structure, an equivalent unconstrained optimization problem is derived and an algorithm for solving it is proposed.

MSC:

65F30 Other matrix algorithms (MSC2010)
65K05 Numerical mathematical programming methods
90C20 Quadratic programming
15A03 Vector spaces, linear dependence, rank, lineability
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