A+ CATEGORY SCIENTIFIC UNIT

Approximating real linear operators

Volume 179 / 2007

Marko Huhtanen, Olavi Nevanlinna Studia Mathematica 179 (2007), 7-25 MSC: 15A18, 15A04. DOI: 10.4064/sm179-1-2

Abstract

A framework to extend the singular value decomposition of a matrix to a real linear operator ${\cal M}:{\mathbb C}^n \rightarrow {\mathbb C}^p$ is suggested. To this end real linear operators called operets are introduced, to have an appropriate generalization of rank-one matrices. Then, adopting the interpretation of the singular value decomposition of a matrix as providing its nearest small rank approximations, ${\cal M}$ is approximated with a sum of operets.

Authors

  • Marko HuhtanenInstitute of Mathematics
    Helsinki University of Technology
    Box 1100, FIN-02015, Finland
    e-mail
  • Olavi NevanlinnaInstitute of Mathematics
    Helsinki University of Technology
    Box 1100, FIN-02015, Finland
    e-mail

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