Optimal regularized low rank inverse approximation
In this paper, we consider the problem of finding approximate inverses of a given matrix. We give an explicit solution to the rank-constrained regularized inverse approximation problem and obtain an inverse-regularized EckartYoung-like theorem.
Linear Algebra and its Applications
Julianne Chung, Matthias Chung, Dianne P O'Leary. (2015). Optimal regularized low rank inverse approximation. Linear Algebra and its Applications, (468)