Spectral Compressed Sensing via Projected Gradient Descent

DOI10.1137/17M1141394zbMath1447.94008arXiv1707.09726MaRDI QIDQ4687234

Ke Wei, Jian-Feng Cai, Tian-ming Wang

Publication date: 11 October 2018

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1707.09726

zbMATH Keywords

low-rank Hankel matrix completionspectral compressed sensingnonconvex projected gradient descent

Mathematics Subject Classification ID

Ill-posedness and regularization problems in numerical linear algebra (65F22) Nonconvex programming, global optimization (90C26) Control/observation systems with incomplete information (93C41) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Inverse problems in linear algebra (15A29) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Approximation with constraints (41A29) Matrix completion problems (15A83)

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Uses Software

• PROPACK
• CVX
• PDCO
• CoSaMP
• Wirtinger Flow

Cites Work

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