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Factorization with noisy
data
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Once again: use SVD of W
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Set all but the
first three singular values to 0
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Yields new matrix
W’
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W’ is
optimal rank 3 approximation of W
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Approach
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Estimate W’,
then use noise-free factorization of W’ as before
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Result minimizes
the SSD between positions of image features
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and projection of
the reconstruction
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