COSAM » Events » 2016 » February » Algebra/Linear Algebra Seminar

 Algebra/Linear Algebra Seminar Time: Feb 23, 2016 (04:00 PM) Location: Parker Hall 244 Details: Speaker: Anbao Xu Title: Low-Rank Approximation Pursuit for Matrix and Tensor Completion Abstract: We introduce an efficient greedy algorithm for the matrix completion problem: $$\mathop{\min}\limits_{X\in\mathbb{R}^{m\times n}} {\rm rank}(X) \,\, {\rm such\, that}\, \ P_\Omega(X)=P_\Omega(Y).$$ Our algorithm is literally a generalization of OR1MP algorithm [Z. Wang, M. J. Lai, Z. Lu, W. Fan, H. Davulcu and J. Ye, SIAM Journal on Scientific Computing, 2015] in the sense that multiple $$s$$ candidates are identified per iteration by low-rank matrix approximation. Owing to the selection of multiple $$s$$ candidates, our approach is finished with much smaller number of iterations when compared to the OR1MP. In addition, we extend the OR1MP algorithm to deal with tensor completion problem.

Last updated: 02/22/2016