A Truncation Algorithm for Minimizing the Frobenius-Schatten Norm to Find a Sparse Matrix

作者:Wang, L. P.*; Matveev, I. A.; Moroz, I. I.
来源:Journal of Computer and Systems Sciences International, 2018, 57(3): 434-442.
DOI:10.1134/S1064230718030097

摘要

A problem of optimizing a matrix sparse in the joint Frobenius-Schatten norm is considered. The least rows are proposed to be truncated according to the lower bound to fight the ill-conditionality of the matrix. Truncation not only helps avoid incorrect termination of the algorithm but it also reduces the computational complexity. Convergence analysis ensures that a truncation algorithm finds an approximate solution to the problem. The numerical experiments show the advantage of the truncation method over the previous algorithm.

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