A Gradient Descent Algorithm on the Grassman Manifold for Matrix Completion

27 Oct 2009Raghunandan H. KeshavanSewoong Oh

We consider the problem of reconstructing a low-rank matrix from a small subset of its entries. In this paper, we describe the implementation of an efficient algorithm called OptSpace, based on singular value decomposition followed by local manifold optimization, for solving the low-rank matrix completion problem... (read more)

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