Efficient Algorithms for Low-Rank Matrix Optimization with Applications to Matrix Factorization
Abstract
Matrix factorization is a fundamental computational problem. The first goal of this proposal is to develop a new theory of structured matrix and operator factorization. This theory leads to largescale matrix optimization problems that cannot be solved with contemporary algorithms. The second goal of this proposal is to develop a new class of storage-optimal algorithms for largescale matrix optimization. These algorithms will support the computation of new types of matrix factorizations.
Document Details
- Document Type
- DoD Grant Award
- Publication Date
- Jan 04, 2017
- Source ID
- N000141712146
Entities
People
- Joel Tropp
Organizations
- California Institute of Technology
- Office of Naval Research
- United States Navy