Projected Landweber iteration for matrix completion

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:235

Article

Zhang, H.¹  Cheng, L. Z.¹ 

[1] Natl Univ Def & Technol, Coll Sci, Dept Math, Changsha 410073, Hunan, Peoples R China

关键词: Matrix completion;    Projected Landweber iteration;    Nuclear norm;    Optimization;   

DOI  :  10.1016/j.cam.2010.06.010

来源: Elsevier

【 摘 要 】

Recovering an unknown low-rank or approximately low-rank matrix from a sampling set of its entries is known as the matrix completion problem. In this paper, a nonlinear constrained quadratic program problem concerning the matrix completion is obtained. A new algorithm named the projected Landweber iteration (PLW) is proposed, and the convergence is proved strictly. Numerical results show that the proposed algorithm can be fast and efficient under suitable prior conditions of the unknown low-rank matrix. (C) 2010 Elsevier B.V. All rights reserved.

【 授权许可】

Free