Damiana Lazzaro,
Serena Morigi
S. 481 - 499
doi:
10.1553/etna_vol53s481
Verlag der Österreichischen Akademie der Wissenschaften
doi:
10.1553/etna_vol53s481
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 problems.
matrix completion, low-rank matrices, displacement rank, non-convex optimization
Published Online:
2020/07/13 08:33:22
Object Identifier:
0xc1aa5576 0x003babc5
Rights:All rights reserved.For questions regarding copyright and copies please contact us by email.
Electronic Transactions on Numerical Analysis (ETNA) is an electronic journal for the publication of significant new developments in numerical analysis and scientific computing. Papers of the highest quality that deal with the analysis of algorithms for the solution of continuous models and numerical linear algebra are appropriate for ETNA, as are papers of similar quality that discuss implementation and performance of such algorithms. New algorithms for current or new computer architectures are appropriate provided that they are numerically sound. However, the focus of the publication should be on the algorithm rather than on the architecture. The journal is published by the Kent State University Library in conjunction with the Institute of Computational Mathematics at Kent State University, and in cooperation with the Johann Radon Institute for Computational and Applied Mathematics of the Austrian Academy of Sciences (RICAM). Reviews of all ETNA papers appear in Mathematical Reviews and Zentralblatt für Mathematik. Reference information for ETNA papers also appears in the expanded Science Citation Index. ETNA is registered with the Library of Congress and has ISSN 1068-9613.
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