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基于均值的Toeplitz矩阵填充的子空间算法

本站小编 Free考研考试/2021-12-27

刘丽霞1, 王川龙2
1. 太原理工大学数学学院, 太原 030024;
2. 太原师范学院工程科学计算山西省高等学校重点实验室, 太原 030012
收稿日期:2016-05-10出版日期:2017-05-15发布日期:2017-07-18
通讯作者:王川龙,E-mail:clwang1964@163.com

基金资助:国家自然科学基金(11371275).


THE SUBSPACE ALGORITHM WITH MEAN VALUE FOR TOEPLITZ MATRIX COMPLETION

Liu Lixia1, Wang Chuanlong2
1. Institution of Mathematics, Taiyuan University of Technology, Taiyuan 030024, China;
2. Higher Education Key Laboratory of Engineering Science Computing in Shanxi Province, Taiyuan Normal University, Taiyuan 030012, China
Received:2016-05-10Online:2017-05-15Published:2017-07-18







摘要



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本文提出一种基于均值的Toeplitz矩阵填充的子空间算法.通过在左奇异向量空间中对已知元素的最小二乘逼近,形成了新的可行矩阵;并利用对角线上的均值化使得迭代后的矩阵保持Toeplitz结构,从而减少了奇异向量空间的分解时间.理论上,证明了在一定条件下该算法收敛于一个低秩的Toeplitz矩阵.通过不同已知率的矩阵填充数值实验展示了Toeplitz矩阵填充的新算法比阈值增广Lagrange乘子算法在时间上和精度上更有效.
MR(2010)主题分类:
15A83
90C06

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