Computing lower rank approximations of matrix polynomials
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Date
2020-05
Authors
Giesbrecht, Mark
Haraldson, Joseph
Labahn, George
Advisor
Journal Title
Journal ISSN
Volume Title
Publisher
Elsevier
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.
Description
The final publication is available at Elsevier via https://doi.org/10.1016/j.jsc.2019.07.012. © 2019. This manuscript version is made available under the CC-BY-NC-ND 4.0 license
http://creativecommons.org/licenses/by-nc-nd/4.0/
Keywords
matrix polynomials, symbolic-numeric computing, low-rank approximation