Low-Rank Matrix Approximation in the Infinity Norm

Nicolas Gillis; Yaroslav Shitov

doi:10.1016/j.laa.2019.07.017

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arXiv · 1706.00078

Low-Rank Matrix Approximation in the Infinity Norm

Nicolas Gillis·Yaroslav Shitov

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Abstract

The low-rank matrix approximation problem with respect to the entry-wise $\ell_{\infty}$-norm is the following: given a matrix $M$ and a factorization rank $r$, find a matrix $X$ whose rank is at most $r$ and that minimizes $\max_{i,j} |M_{ij} - X_{ij}|$. In this paper, we prove that the decision variant of this problem for $r=1$ is NP-complete using a reduction from the problem `not all equal 3SAT'. We also analyze several cases when the problem can be solved in polynomial time, and propose a simple practical heuristic algorithm which we apply on the problem of the recovery of a quantized low-rank matrix.

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BibTeX RIS

Nicolas Gillis, Yaroslav Shitov. 2017-05-31. Low-Rank Matrix Approximation in the Infinity Norm. https://doi.org/10.1016/j.laa.2019.07.017

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