Normalized iterative hard thresholding for matrix completion (Q2870672)
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scientific article; zbMATH DE number 6248317
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Normalized iterative hard thresholding for matrix completion |
scientific article; zbMATH DE number 6248317 |
Statements
21 January 2014
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matrix completion
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compressed sensing
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low rank approximation
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alternating projection
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algorithm
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Normalized iterative hard thresholding for matrix completion (English)
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Matrices of low rank can be uniquely determined from fewer linear measurements, or entries, than the total number of entries in the matrix. The authors propose an alternating projection algorithm which uses an adaptive step size calculated to be exact for a restricted subspace. The proposed method has near-optimal order recovery guarantees from dense measurement masks and average case performance superior in some respects to other matrix completion algorithms for dense measurement masks and entry measurements. The proposed algorithm is able to recover matrices from extremely close to the minimum number of measurements necessary.
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