Solving a low-rank factorization model for matrix completion by a nonlinear successive over-relaxation algorithm (Q1946921): Difference between revisions

The matrix completion problem is to recover a low-rank matrix from a subset of its entries. The authors propose a low-rank factorization model and construct a nonlinear succesive over-relaxation algorithm that only requires solving a linear least squares problem per iteration. Numerical experiments show that the algorithm can reliable solve a wide range of problems.