Abstract
The decomposition of a matrix, as a product of factors with particular properties, is a much used tool in numerical analysis. Here we develop methods for decomposing a matrix C into a product XY, where the factors X and Y are required to minimize their distance from an arbitrary pair \(X_0\) and \(Y_0\). This type of decomposition, a projection to a matrix product constraint, in combination with projections that impose structural properties on X and Y, forms the basis of a general method of decomposing a matrix into factors with specified properties. Results are presented for the application of these methods to a number of hard problems in exact factorization.
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Notes
This is equivalent to the behavior of the probability that M random points on the \((N-1)\)-sphere all lie within the same hemisphere, an old problem apparently first analyzed by Ludwig Schläfli.
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Acknowledgments
I thank Nicolas Gillis and Arnaud Vandaele for providing difficult instances of non-negative factorization.
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Dedicated to the memory of Jonathan Borwein
Most of this work was competed on sabbatical at Disney Research, Boston. I thank Disney and the Simons Foundation for financial support during that period.
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Elser, V. Matrix product constraints by projection methods. J Glob Optim 68, 329–355 (2017). https://doi.org/10.1007/s10898-016-0466-9
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DOI: https://doi.org/10.1007/s10898-016-0466-9