Structured Gradient Descent for Fast Robust Low-Rank Hankel Matrix Completion
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Publication:6098521
nuclear magnetic resonancerobust matrix completionlow-rank Hankel matrixoutliers detentionstructured gradient descent
Matrix completion problems (15A83) Nonconvex programming, global optimization (90C26) Toeplitz, Cauchy, and related matrices (15B05) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Approximation with constraints (41A29) Numerical methods for low-rank matrix approximation; matrix compression (65F55) Robustness in mathematical programming (90C17)
Abstract: We study the robust matrix completion problem for the low-rank Hankel matrix, which detects the sparse corruptions caused by extreme outliers while we try to recover the original Hankel matrix from the partial observation. In this paper, we explore the convenient Hankel structure and propose a novel non-convex algorithm, coined Hankel Structured Gradient Descent (HSGD), for large-scale robust Hankel matrix completion problems. HSGD is highly computing- and sample-efficient compared to the state-of-the-arts. The recovery guarantee with a linear convergence rate has been established for HSGD under some mild assumptions. The empirical advantages of HSGD are verified on both synthetic datasets and real-world nuclear magnetic resonance signals.
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Cited in
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- Robust tensor CUR decompositions: rapid low-Tucker-rank tensor recovery with sparse corruptions
- Structure-preserving thresholding algorithm based on F-norm for Hankel matrix completion
- On the nuclear norm heuristic for a Hankel matrix completion problem
- An accelerated proximal gradient algorithm for Hankel tensor completion
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