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Algorithm 805

Published in ACM Transactions on Mathematical Software • Sep 1, 2000
Authors:
Tamara G. Kolda
,
Dianne P. O'Leary

Abstract

We present algorithms for computing a semidiscrete approximation to a matrix in a weighted norm, with the Frobenius norm as a special case. The approximation is formed as a weighted sum of outer products of vectors whose elements are ±1 or 0, so the storage required by the approximation is quite sma...

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