A preconditioned Riemannian gradient descent algorithm for low-rank matrix recovery

DOI10.1137/23m1570442MaRDI QIDQ6641764

Fengmiao Bian, Rui Zhang, Jian-Feng Cai

Publication date: 21 November 2024

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

phase retrievalRiemannian optimizationlow-rank matrix manifoldlow-rank matrix sensingpreconditioned Riemannian gradient descent

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Numerical optimization and variational techniques (65K10) Numerical methods for low-rank matrix approximation; matrix compression (65F55)

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