A gradient system for low rank matrix completion (Q2305876)
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English | A gradient system for low rank matrix completion |
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A gradient system for low rank matrix completion (English)
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20 March 2020
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Summary: In this article we present and discuss a two step methodology to find the closest low rank completion of a sparse large matrix. Given a large sparse matrix \(M\), the method consists of fixing the rank to \(r\) and then looking for the closest rank-\(r\) matrix \(X\) to \(M\), where the distance is measured in the Frobenius norm. A key element in the solution of this matrix nearness problem consists of the use of a constrained gradient system of matrix differential equations. The obtained results, compared to those obtained by different approaches show that the method has a correct behaviour and is competitive with the ones available in the literature.
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low rank completion
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matrix odes
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gradient system
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