Adjustable Robust Singular Value Decomposition: Design, Analysis and Application to Finance
The Singular Value Decomposition (SVD) is a fundamental algorithm used to understand the structure of data by providing insight into the relationship between the row and column factors. SVD aims to approximate a rectangular data matrix, given some rank restriction, especially lower rank approximatio...
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| Format: | Article |
| Language: | English |
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MDPI AG
2017-08-01
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| Series: | Data |
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| Online Access: | https://www.mdpi.com/2306-5729/2/3/29 |