Patent ID: 6909807

Claim:
A computerized method to compress a matrix, the method comprising: partitioning the matrix into a set of overlapping sub-blocks {m k , k=1, . . . , V}; weighting each sub-block m k by a weight matrix w k to form a weighted sub-block m k *w k , where w k has the same dimension as m k and * denotes element-by-element multiplication, wherein m k *w k has a decomposition m k * w k = ∑ i = 1 N ⁢ ( k ) ⁢ σ i ⁢ ( k ) ⁢ u i ⁢ ( k ) ⁢ v i ′ ⁢ ( k ) ; and representing each weighted sub-block m k *w k by a set of scalar weights {σ i (k), i=1, . . . , n(k)}, a set of vectors {u i(k), i= 1, . . . , n(k)}, and a set of vectors {v i (k), i=1, . . . , n(k)}, where n(k)≦N(k).