Recovery of Low Rank Symmetric Matrices via Schatten p Norm Minimization

DOI10.1142/S0217595916500032zbMath1405.90101MaRDI QIDQ2800802

Di-Rong Chen, Jian-Feng Xie, Li Cui, Lu Liu

Publication date: 18 April 2016

Published in: Asia-Pacific Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

singular value decompositionrestricted isometry propertynull space propertyrank minimization problemSchatten \(p\) norm minimization

Mathematics Subject Classification ID

Convex programming (90C25) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Numerical linear algebra (65F99)

Uses Software

• PROPACK

Cites Work

• Exact minimum rank approximation via Schatten \(p\)-norm minimization
• The null space property for sparse recovery from multiple measurement vectors
• Sparsest solutions of underdetermined linear systems via \( \ell _q\)-minimization for \(0<q\leqslant 1\)
• The geometry of graphs and some of its algorithmic applications
• Sparse Recovery Algorithms: Sufficient Conditions in Terms of Restricted Isometry Constants
• Interior-Point Method for Nuclear Norm Approximation with Application to System Identification
• Guaranteed Minimum-Rank Solutions of Linear Matrix Equations via Nuclear Norm Minimization
• Tight Oracle Inequalities for Low-Rank Matrix Recovery From a Minimal Number of Noisy Random Measurements