Matrix Approximation

Matrix Approximation

Matrix Approximation (2)

Matrix Approximation (3)

Matrix Approximation (4)

Matrix Approximation (5)

Matrix Approximation (6)

Matrix Approximation (7)

The best rank-$k$ approximation of $A$ in the spectral norm is obtained by

For the rank-$k$ truncation $A_k$, the Frobenius-norm error $\|A - A_k\|_F$ equals