Structured Gradient Descent for Fast Robust Low-Rank Hankel Matrix Completion

DOI10.1137/22M1491009zbMATH Open1516.65033arXiv2204.03316MaRDI QIDQ6098521FDOQ6098521

Authors: HanQin Cai, Jian-Feng Cai, Juntao You 

Publication date: 14 June 2023

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/2204.03316

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zbMATH Keywords

nuclear magnetic resonancerobust matrix completionlow-rank Hankel matrixoutliers detentionstructured gradient descent

Mathematics Subject Classification ID

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)

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Cited In (7)

• Structure-preserving thresholding algorithm based on F-norm for Hankel matrix completion
• An accelerated proximal gradient algorithm for Hankel tensor completion
• Structure-preserving thresholding algorithm based on \(l_\infty\)-norm for Hankel matrix completion
• On the nuclear norm heuristic for a Hankel matrix completion problem
• A gradient system approach for Hankel structured low-rank approximation
• Robust tensor CUR decompositions: rapid low-Tucker-rank tensor recovery with sparse corruptions
• Exact matrix completion based on low rank Hankel structure in the Fourier domain

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