scholarly journals A Gradient System for Low Rank Matrix Completion

Axioms ◽  
2018 ◽  
Vol 7 (3) ◽  
pp. 51 ◽  
Author(s):  
Carmela Scalone ◽  
Nicola Guglielmi
Keyword(s):  
Sparse Matrix ◽  
Matrix Completion ◽  
Low Rank ◽  
Frobenius Norm ◽  
Gradient System ◽  
Large Matrix ◽  
Rank Matrix ◽  
Matrix Differential Equations ◽  
Low Rank Matrix Completion ◽  
Matrix Differential

In this article we present and discuss a two step methodology to find the closest low rank completion of a sparse large matrix. Given a large sparse matrix M, the method consists of fixing the rank to r and then looking for the closest rank-r matrix X to M, where the distance is measured in the Frobenius norm. A key element in the solution of this matrix nearness problem consists of the use of a constrained gradient system of matrix differential equations. The obtained results, compared to those obtained by different approaches show that the method has a correct behaviour and is competitive with the ones available in the literature.

scholarly journals Low-rank matrix completion and denoising under Poisson noise

2020 ◽  
Author(s):  
Andrew D McRae ◽  
Mark A Davenport
Keyword(s):  
Matrix Completion ◽  
Universal Constant ◽  
Poisson Noise ◽  
Nuclear Norm ◽  
Low Rank ◽  
Frobenius Norm ◽  
Rank Matrix ◽  
The Matrix ◽  
Low Rank Matrix Completion ◽  
Low Rank Matrix

Abstract This paper considers the problem of estimating a low-rank matrix from the observation of all or a subset of its entries in the presence of Poisson noise. When we observe all entries, this is a problem of matrix denoising; when we observe only a subset of the entries, this is a problem of matrix completion. In both cases, we exploit an assumption that the underlying matrix is low-rank. Specifically, we analyse several estimators, including a constrained nuclear-norm minimization program, nuclear-norm regularized least squares and a non-convex constrained low-rank optimization problem. We show that for all three estimators, with high probability, we have an upper error bound (in the Frobenius norm error metric) that depends on the matrix rank, the fraction of the elements observed and the maximal row and column sums of the true matrix. We furthermore show that the above results are minimax optimal (within a universal constant) in classes of matrices with low-rank and bounded row and column sums. We also extend these results to handle the case of matrix multinomial denoising and completion.

scholarly journals A Singular Value Thresholding with Diagonal-Update Algorithm for Low-Rank Matrix Completion

2020 ◽  
Vol 2020 ◽  
pp. 1-14
Author(s):  
Yong-Hong Duan ◽  
Rui-Ping Wen ◽  
Yun Xiao
Keyword(s):  
Matrix Completion ◽  
Arithmetic Operation ◽  
Computational Cost ◽  
Singular Value ◽  
Low Rank ◽  
Simple Arithmetic ◽  
Rank Matrix ◽  
Low Rank Matrix Completion ◽  
Low Rank Matrix ◽  
Singular Value Thresholding

The singular value thresholding (SVT) algorithm plays an important role in the well-known matrix reconstruction problem, and it has many applications in computer vision and recommendation systems. In this paper, an SVT with diagonal-update (D-SVT) algorithm was put forward, which allows the algorithm to make use of simple arithmetic operation and keep the computational cost of each iteration low. The low-rank matrix would be reconstructed well. The convergence of the new algorithm was discussed in detail. Finally, the numerical experiments show the effectiveness of the new algorithm for low-rank matrix completion.

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