Approximate factorization of positive matrices by using methods of tropical optimization

Abstract

The problem of rank-one factorization of positive matrices with missing (unspecified) entries is considered where a matrix is approximated by a product of column and row vectors that are subject to box constraints. The problem is reduced to the constrained approximation of the matrix, using the Chebyshev metric in logarithmic scale, by a matrix of unit rank. Furthermore, the approximation problem is formulated in terms of tropical mathematics that deals with the theory and applications of algebraic systems with idempotent addition. By using methods of tropical optimization, direct analytical solutions to the problem are derived for the case of an arbitrary positive matrix and for the case when the matrix does not contain columns (rows) with all entries missing. The results obtained allow one to find the vectors of the factor decomposition by using expressions in a parametric form which is ready for further analysis and immediate calculation. In conclusion, an example of approximate rank-one factorization of a matrix with missing entries is provided.