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Low-Rank Approximations with Sparse Factors I: Basic Algorithms and Error Analysis

Low-Rank Approximations with Sparse Factors I: Basic Algorithms and Error Analysis

We consider the problem of computing low-rank approximations of matrices. The novel aspects of our approach are that we require the low-rank approximations to be written in a factorized form with sparse factors, and the degree of sparsity of the factors can be traded off for reduced reconstruction error by …