From this presentation on Structured Low-Rank Approximation as Optimization on a Grassmann Manifold by Konstantin Usevich, here is SLRA a structured low-rank approximation algorithm using an optimization on a Grassmann manifold. The Matlab/Octave/R code is on GitHub at: https://github.com/slra/slra/
Structured Low-Rank Approximation as Optimization on a Grassmann Manifold
- Variable projection methods for affinely structured low-rank approximation in weighted 2-norms
- Variable projection methods for approximate (greatest) common divisor computations
- Global and local optimization methods for structured low-rank approximation
- “Optimization on the Grassmann manifold: a case study” (slides)
- “Fast algorithms and software for weighted mosaic-Hankel-like low-rank approximation” (slides)
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