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Low-rank matrix approximation in the infinity norm

Linear Algebra and its Applications. 2019. Vol. 581. P. 367–382.
Gillis N., Shitov Y.

The low-rank matrix approximation problem with respect to the entry-wise l∞-norm is the following: given a matrix M and a factorization rank r, find a matrix X whose rank is at most r and that minimizes max_i,j | M_ij − X_ij |. In this paper, we prove that the decision variant of this problem for r = 1 is NP-complete using a reduction from the problem ‘not all equal 3SAT’. We also analyze several cases when the problem can be solved in polynomial time, and propose a simple practical heuristic algorithm which we apply on the problem of the recovery of a quantized low-rank matrix, that is, to the problem of recovering a low-rank matrix whose entries have been rounded up to some accuracy.

Priority areas: mathematics
Language: English
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Keywords: вычислительная сложностьComputational ComplexityLow-rank matrix approximationаппроксимация матриц
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