[FRIAM] Looking for an algorithm
Edward Angel
angel at cs.unm.edu
Thu Nov 4 16:16:59 EDT 2021
I remember from my days doing systems and controls that the Kronecker product arises when you extend 1D methods for linear-quadradic problems to 2D. I actually used it in my thesis.
Ed
_______________________
Ed Angel
Founding Director, Art, Research, Technology and Science Laboratory (ARTS Lab)
Professor Emeritus of Computer Science, University of New Mexico
1017 Sierra Pinon
Santa Fe, NM 87501
505-984-0136 (home) angel at cs.unm.edu <mailto:angel at cs.unm.edu>
505-453-4944 (cell) http://www.cs.unm.edu/~angel <http://www.cs.unm.edu/~angel>
> On Nov 4, 2021, at 1:36 PM, Jon Zingale <jonzingale at gmail.com> wrote:
>
> Thanks to everyone who helped pitch in on this. I was happy to finally track down a pdf of Van Loan & Pitsianis [1993]. As stated in this other article on "Automated Kronecker Product Approximation"[KoPA]:
>
> "This was introduced in the matrix computation literature as the nearest Kronecker product problem in Van Loan and Pitsianis, who demonstrated its equivalence to the best rank-one approximation and therefore also to the SVD, after a proper rearrangement of the matrix entries."
>
> As well as:
>
> "Finding a low-rank approximation of a given matrix is closely related to the singular value decomposition, and the connection was revealed as early as Eckart and Yount (1936)]"
>
> It is surprising that it took until the 90s for the problem to bite someone and for explicit algorithms to emerge. Also, I am amazed that the body of the literature seems to come from the data sciences, as I arrived at the problem from studying discrete dynamical systems. I am hoping to write up a paper on the connection between them and NKP soon. Would anyone know where I can find a python, C++, or Haskell implementation easily?
>
> Thanks again for the help.
>
> [1993] https://www.cs.cornell.edu/cv/ResearchPDF/Approximation%20with%20Kronecker%20Products,%20from%20Linear%20Algebra%20for%20Large%20Scale%20and%20Real-%20Time%20Applications.pdf <https://www.cs.cornell.edu/cv/ResearchPDF/Approximation%20with%20Kronecker%20Products,%20from%20Linear%20Algebra%20for%20Large%20Scale%20and%20Real-%20Time%20Applications.pdf>
>
> [KoPA] https://arxiv.org/pdf/1912.02392.pdf <https://arxiv.org/pdf/1912.02392.pdf>
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