Rank 2r Iterative Least Squares: Efficient Recovery of Ill-Conditioned Low Rank Matrices from Few Entries

DOI10.1137/20M1315294MaRDI QIDQ4999366FDOQ4999366

Authors: Jonathan Bauch, Boaz Nadler, Pini Zilber 

Publication date: 6 July 2021

Published in: SIAM Journal on Mathematics of Data Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2002.01849

zbMATH Keywords

matrix completionlow ranklow rank matricesR2RILS algorithm

Mathematics Subject Classification ID

Numerical methods for low-rank matrix approximation; matrix compression (65F55)

Cites Work

• LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
• Spectral regularization algorithms for learning large incomplete matrices
• Low-rank matrix completion via preconditioned optimization on the Grassmann manifold
• A Singular Value Thresholding Algorithm for Matrix Completion
• Exact matrix completion via convex optimization
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• Local operator theory, random matrices and Banach spaces.
• Inference and uncertainty quantification for noisy matrix completion
• The Power of Convex Relaxation: Near-Optimal Matrix Completion
• Solving a low-rank factorization model for matrix completion by a nonlinear successive over-relaxation algorithm
• An accelerated proximal gradient algorithm for nuclear norm regularized linear least squares problems
• Matrix Completion From a Few Entries
• Fixed point and Bregman iterative methods for matrix rank minimization
• Low-rank matrix completion by Riemannian optimization
• Recovering Low-Rank Matrices From Few Coefficients in Any Basis
• A simpler approach to matrix completion
• Low-rank matrix completion using alternating minimization
• Matrix recipes for hard thresholding methods
• Uniqueness of low-rank matrix completion by rigidity theory
• Low-rank matrix recovery via iteratively reweighted least squares minimization
• Fixed-rank matrix factorizations and Riemannian low-rank optimization
• Normalized iterative hard thresholding for matrix completion
• Guaranteed Matrix Completion via Non-Convex Factorization
• Title not available (Why is that?)
• On the Wiberg algorithm for matrix factorization in the presence of missing components
• Nonconvex Optimization Meets Low-Rank Matrix Factorization: An Overview
• CGIHT: conjugate gradient iterative hard thresholding for compressed sensing and matrix completion
• On $l_q$ Optimization and Matrix Completion
• Low rank matrix completion by alternating steepest descent methods
• Guarantees of Riemannian optimization for low rank matrix recovery
• Completing any low-rank matrix, provably
• Harmonic mean iteratively reweighted least squares for low-rank matrix recovery

Cited In (3)

• Rank $2r$ iterative least squares: efficient recovery of ill-conditioned low rank matrices from few entries
• Low-rank matrix recovery with composite optimization: good conditioning and rapid convergence
• GNMR: a provable one-line algorithm for low rank matrix recovery

Uses Software

• LSQR
• softImpute
• Jellyfish
• RTRMC
• CRAIG

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