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B.L.R. De Moor
Problem
Applications
Decomposition
Approximation B
Algorithms
'Euclidean'
'Riemannian'
TLS (Eckart-Young) Weighted/Structured TLS
Linear relations, noisy data
SVD of A
'Identity' metric
Hankel matrices
Model reduction, Dynamic TLS
Relative error TLS
Maximum likelihood
Riemannian SVD of A
Positive definite metric Du,
Dv
Rank 1 modification Multilinear matrix function
Power method Power method
Christiaan's flow Christiaan's flow
same as the L2-optimal so-called errors-in-variables problem from system identification.
Acknowledgements
The author is a Senior Research Associate of the Belgian National ...