Abstract and Applied Analysis
Volume 2013 (2013), Article ID 528281, 8 pages
http://dx.doi.org/10.1155/2013/528281
Research Article

On the Low-Rank Approximation Arising in the Generalized Karhunen-Loeve Transform

Xue-Feng Duan,1 Qing-Wen Wang,2 and Jiao-Fen Li1

1College of Mathematics and Computational Science, Guilin University of Electronic Technology, Guilin 541004, China
2Department of Mathematics, Shanghai University, Shanghai 200444, China

Received 11 March 2013; Accepted 25 April 2013

Academic Editor: Masoud Hajarian

Copyright © 2013 Xue-Feng Duan et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Abstract

We consider the low-rank approximation problem arising in the generalized Karhunen-Loeve transform. A sufficient condition for the existence of a solution is derived, and the analytical expression of the solution is given. A numerical algorithm is proposed to compute the solution. The new algorithm is illustrated by numerical experiments.