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In mathematics, low-rank approximation refers to the process of approximating a given matrix by a matrix of lower rank. More precisely, it is a minimization problem, in which the cost function measures the fit between a given matrix (the data) and an approximating matrix (the optimization variable), subject to a constraint that the approximating matrix has reduced rank.
Low-rank matrix approximations are essential tools in the application of kernel methods to large-scale learning problems. [ 1 ] Kernel methods (for instance, support vector machines or Gaussian processes [ 2 ] ) project data points into a high-dimensional or infinite-dimensional feature space and find the optimal splitting hyperplane.
In practice, we can construct one specific rank factorization as follows: we can compute , the reduced row echelon form of .Then is obtained by removing from all non-pivot columns (which can be determined by looking for columns in which do not contain a pivot), and is obtained by eliminating any all-zero rows of .
Suppose is a data set containing elements . is a ranking method applied to .Then the in can be represented as a binary matrix. If the rank of is higher than the rank of , i.e. < , the corresponding position of this matrix is set to value of "1".
The high rank matrix completion in general is NP-Hard. However, with certain assumptions, some incomplete high rank matrix or even full rank matrix can be completed. Eriksson, Balzano and Nowak [10] have considered the problem of completing a matrix with the assumption that the columns of the matrix belong to a union of multiple low-rank subspaces.
By adding redundancy with coding k-symbol word to a n-symbol word, a rank code can correct any errors of rank up to t = ⌊ (d − 1) / 2 ⌋, where d is a code distance. As an erasure code , it can correct up to d − 1 known erasures.
The best known lower bound, due to Göös, Pitassi and Watson, [5] states that . In other words, there exists a sequence of functions f n {\displaystyle f_{n}} , whose log-rank goes to infinity, such that
A matrix that has rank min(m, n) is said to have full rank; otherwise, the matrix is rank deficient. Only a zero matrix has rank zero. f is injective (or "one-to-one") if and only if A has rank n (in this case, we say that A has full column rank). f is surjective (or "onto") if and only if A has rank m (in this case, we say that A has full row ...