The matrix completion problem consists in the recovery of a low-rank or approximately low-rank matrix from a sampling of its entries. The solution rank is typically unknown, and this makes the problem even more challenging. However, for a broad class of interesting matrices with so-called displacement structure, the originally ill-posed completion problem can find an acceptable solution by exploiting the knowledge of the associated displacement rank. The goal of this paper is to propose a variational non-convex formulation for the low-rank matrix completion problem with low-rank displacement and to apply it to important classes of medium-large scale structured matrices. Experimental results show the effectiveness and efficiency of the proposed approach for Toeplitz and Hankel matrix completion problems
Lazzaro, D., Morigi, S. (2020). Matrix completion for matrices with low-rank displacement. ELECTRONIC TRANSACTIONS ON NUMERICAL ANALYSIS, 53, 481-499 [10.1553/etna_vol53s481].
Matrix completion for matrices with low-rank displacement
Lazzaro, Damiana;Morigi, Serena
2020
Abstract
The matrix completion problem consists in the recovery of a low-rank or approximately low-rank matrix from a sampling of its entries. The solution rank is typically unknown, and this makes the problem even more challenging. However, for a broad class of interesting matrices with so-called displacement structure, the originally ill-posed completion problem can find an acceptable solution by exploiting the knowledge of the associated displacement rank. The goal of this paper is to propose a variational non-convex formulation for the low-rank matrix completion problem with low-rank displacement and to apply it to important classes of medium-large scale structured matrices. Experimental results show the effectiveness and efficiency of the proposed approach for Toeplitz and Hankel matrix completion problemsFile | Dimensione | Formato | |
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