On Low Rank Approximation of Linear Operators in p-Norms and Some Algorithms

摘要

In this paper, we study the optimal or best approximation of any linear operator by low rank linear operators, especially, any linear operator on the l(p)-space, p is an element of [1,infinity), under l(p) norm, or in Minkowski distance. Considering generalized singular values and using techniques from differential geometry, we extend the classical Schmidt-Mirsky theorem in the direction of the l(p)-norm of linear operators for some p values. Also, we develop and provide algorithms for finding the solution to the low rank approximation problems in some nontrivial scenarios. The results can be applied to, in particular, matrix completion and sparse matrix recovery.