Algorithms for $\ell_p$ Low-Rank Approximation


We consider the problem of approximating a given matrix by a low-rank matrix so as to minimize the entrywise `p-approximation error, for any p ≥ 1; the case p = 2 is the classical SVD problem. We obtain the first provably good approximation algorithms for this version of low-rank approximation that work for every value of p ≥ 1, including p = ∞. Our… (More)


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