Measurability and continuity of parametric low-rank approximation in
Hilbert spaces: linear operators and random variables
Measurability and continuity of parametric low-rank approximation in
Hilbert spaces: linear operators and random variables
We develop a unified theoretical framework for low-rank approximation techniques in parametric settings, where traditional methods like Singular Value Decomposition (SVD), Proper Orthogonal Decomposition (POD), and Principal Component Analysis (PCA) face significant challenges due to repeated queries. Applications include, e.g., the numerical treatment of parameter-dependent partial differential equations (PDEs), where …