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Structured low-rank approximation for nonlinear matrices

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Abstract

Structured low-rank approximation problems are very popular in the scientific community since they are involved in several applications in different scientific fields. The search for new algorithms which improve the performance of the existing ones is still an active research topic. However, almost all the existing results focus on the class of linearly structured matrices. Motivated by two applications in the field of computer algebra and system identification, respectively, we propose an algorithm for structured low-rank approximation of nonlinearly structured matrices. The idea comes from an extension of the same method studied and tested by the author in the linear case.

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Notes

  1. The algorithm is not expected to find a common factor if two roots of the same polynomial are very close.

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Acknowledgements

The author is thankful to an anonymous referee for several constructive comments which improved the quality of the paper.

Funding

The research leading to these results has received funding from the Fond for Scientific Research Vlaanderen (FWO) projects G028015N and G090117N and the FNRS-FWO under Excellence of Science (EOS) Project no 30468160 “Structured low-rank matrix/tensor approximation: numerical optimization-based algorithms and applications.”

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Correspondence to Antonio Fazzi.

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Fazzi, A. Structured low-rank approximation for nonlinear matrices. Numer Algor 93, 1561–1580 (2023). https://doi.org/10.1007/s11075-022-01479-5

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