Generalized Rank-Constrained Matrix Approximations
Shmuel Friedland, Anatoli Torokhti · SIAM Journal on Matrix Analysis and Applications · 2007
In this paper we give an explicit solution to the rank-constrained matrix approximation in Frobenius norm, which is a generalization of the classical approximation of an $m\times n$ matrix A by a matrix of, at most, rank k.