Convergence analysis of the rank-restricted soft SVD algorithm

DOI10.3934/FODS.2024014MaRDI QIDQ6620131zbMATH OpenFDO

Authors Mahendra Panagoda, T. Berry, Harbir Antil

Publication date 16 October 2024

Published in Foundations of Data Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/FODS.2024014

zbMATH Keywords

low rank approximationmatrix completionregularizationsoft SVD

Mathematics Subject Classification ID

Matrix completion problems (15A83) Ill-posedness and regularization problems in numerical linear algebra (65F22) Numerical methods for low-rank matrix approximation; matrix compression (65F55)

Recommendations

• Analysis of singular value thresholding algorithm for matrix completion
• A Singular Value Thresholding Algorithm for Matrix Completion
• Matrix completion and low-rank SVD via fast alternating least squares
• A matrix completion algorithm using randomized SVD
• Matrix completion by singular value thresholding: sharp bounds

Cites work

• A Singular Value Thresholding Algorithm for Matrix Completion
• Matrix completion and low-rank SVD via fast alternating least squares
• New Fast and Accurate Jacobi SVD Algorithm. I
• New Fast and Accurate Jacobi SVD Algorithm. II
• Spectral regularization algorithms for learning large incomplete matrices

This page was built for publication: Convergence analysis of the rank-restricted soft SVD algorithm

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6620131)