1. Computing lower rank approximations of matrix polynomials
- Author
-
Joseph Haraldson, Mark Giesbrecht, and George Labahn
- Subjects
FOS: Computer and information sciences ,Computer Science - Symbolic Computation ,Quadratic growth ,Algebra and Number Theory ,Floating point ,Iterative method ,010102 general mathematics ,Low-rank approximation ,010103 numerical & computational mathematics ,Symbolic Computation (cs.SC) ,01 natural sciences ,Upper and lower bounds ,Matrix polynomial ,Computational Mathematics ,Matrix (mathematics) ,Robustness (computer science) ,Applied mathematics ,0101 mathematics ,Mathematics - Abstract
Given an input matrix polynomial whose coefficients are floating point numbers, we consider the problem of finding the nearest matrix polynomial which has rank at most a specified value. This generalizes the problem of finding a nearest matrix polynomial that is algebraically singular with a prescribed lower bound on the dimension given in a previous paper by the authors. In this paper we prove that such lower rank matrices at minimal distance always exist, satisfy regularity conditions, and are all isolated and surrounded by a basin of attraction of non-minimal solutions. In addition, we present an iterative algorithm which, on given input sufficiently close to a rank-at-most matrix, produces that matrix. The algorithm is efficient and is proven to converge quadratically given a sufficiently good starting point. An implementation demonstrates the effectiveness and numerical robustness of our algorithm in practice., 31 Pages
- Published
- 2020
- Full Text
- View/download PDF