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Matrix Completion via Thresholding

4.4 | 5 ratings Rate this file 17 Downloads (last 30 days) File Size: 4.61 KB File ID: #26395 Version: 1.0

Matrix Completion via Thresholding



Convex, Non-convex and NP hard matrix completion algorithms

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Contains three matrix completion algorithms and a demo script for running them. Also compares against other matrix completion algorithms - Singular Value Thresholding and Fixed Point Iteration.
Solves the following three optimization problems:
min rank(X) subject to ||y - M(X)||_2<err via Iterated Hard Thresholding
min nuclear-norm(X) subject to ||y - M(X)||_2<err via Iterated Soft Thresholding
min ||S||_p subject to ||y - M(X)||_2<err, where S = svd(X) via Iterated Soft Thresholding
Requires Sparco since the masking operator has been defined in according to the Sparco framework.
The algorithms are general enough to work with any other linear operator, and not only the masking operator. The masking operator is just a special case when the problem boils down to one of matrix completion.
For comparing the results with other algorithms download the Singular Value Thresholding toolbox

MATLAB release MATLAB 7.8 (R2009a)
Other requirements Sparco: SVT:
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Comments and Ratings (5)
20 Oct 2016 quang nguyen

30 May 2016 chenhong yang

30 Sep 2015 Janki Mehta

26 Aug 2014 Anton Semechko

Anton Semechko (view profile)


18 Apr 2014 muhammad Faris

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