no code implementations • 31 May 2017 • Nicolas Gillis, Yaroslav Shitov
The low-rank matrix approximation problem with respect to the entry-wise $\ell_{\infty}$-norm is the following: given a matrix $M$ and a factorization rank $r$, find a matrix $X$ whose rank is at most $r$ and that minimizes $\max_{i, j} |M_{ij} - X_{ij}|$.