Alternating Least-Squares for Low-Rank Matrix Reconstruction

DOI10.1109/LSP.2012.2188026MaRDI QIDQ6233627zbMATH OpenWikidataFDO

Authors Dave Zachariah, Martin Sundin, Magnus Jansson, Saikat Chatterjee

Publication date 12 June 2012

Full work available at URL https://doi.org/10.1109/LSP.2012.2188026

Abstract: For reconstruction of low-rank matrices from undersampled measurements, we develop an iterative algorithm based on least-squares estimation. While the algorithm can be used for any low-rank matrix, it is also capable of exploiting a-priori knowledge of matrix structure. In particular, we consider linearly structured matrices, such as Hankel and Toeplitz, as well as positive semidefinite matrices. The performance of the algorithm, referred to as alternating least-squares (ALS), is evaluated by simulations and compared to the Cram'er-Rao bounds.

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