Abstract

Given U an n×m matrix of rank n whose columns are denoted by (uj)j⩽m, several authors have already considered the problem of finding a subset σ⊂{1,…,m} such that (ui)i∈σ span Rn and Tr((∑i∈σuiuit)−1) is minimized. In this paper, we generalize this problem by selecting arbitrary rank matrices instead of rank 1 matrices. Another generalization is considering the same problem while allowing a part of the matrix to be fixed. The methods of selection employed develop into algorithms.

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