Matrix product constraints by projection methods
Abstract
The decomposition of a matrix, as a product of factors with particular properties, is a much used tool in numerical analysis. Here we develop methods for decomposing a matrix C into a product XY, where the factors X and Y are required to minimize their distance from an arbitrary pair X0 and Y0. This type of decomposition, a projection to a matrix product constraint, in combination with projections that impose structural properties on X and Y, forms the basis of a general method of decomposing a matrix into factors with specified properties. Results are presented for the application of these methods to a number of hard problems in exact factorization. © 2016, Springer Science+Business Media New York.
Date Published
Journal
Journal of Global Optimization
Volume
68
Issue
2
Number of Pages
329-355,
URL
https://www.scopus.com/inward/record.uri?eid=2-s2.0-84988420175&doi=10.1007%2fs10898-016-0466-9&partnerID=40&md5=bc2f2cf4d1d171eb9cb5d9f0ed5a90ba
DOI
10.1007/s10898-016-0466-9
Research Area
Group (Lab)
Veit Elser Group