An analytical algorithm for generalized low-rank approximations of matrices
The algorithm for generalized low-rank approximations of matrices (GLRAM) has been developed recently. In this paper, the optimality property of GLRAM is revealed. Accordingly, an analytical method for GLRAM is proposed. The proposed method is non-iterative. Moreover, the relationship between 2DPCA and GLRAM is shown.
low-rank approximations of matrices 2dpca the optimization function