Generalized Low Rank Approximations of Matrices
Jieping Ye - University of Minnesota
We consider the problem of computing low rank approximations of matrices. The novelty of our approach is that the low rank approximations are on a sequenceof matrices. Unlike the problem of low rank approximations of a single matrix,which was well studied in the past, the proposed algorithm in this paper does notadmit a closed form solution in general. We did extensive experiments on face imagedata to evaluate the effectiveness of the proposed algorithm and compare thecomputed low rank approximations with those obtained from traditional Singular Value Decomposition based method.