Trading off 1-norm and sparsity against rank for linear models using mathematical optimization: 1-norm minimizing partially reflexive ah-symmetric generalized inverses
The M-P (Moore–Penrose) pseudoinverse has as a key application the computation of least-squares solutions of inconsistent systems of linear equations. Irrespective of whether a given input matrix is sparse, its M-P pseudoinverse can be dense, potentially leading to high computational burden, especia...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Université de Montpellier
2021-06-01
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| Series: | Open Journal of Mathematical Optimization |
| Subjects: | |
| Online Access: | https://ojmo.centre-mersenne.org/articles/10.5802/ojmo.6/ |
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