Events

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:

minXRm×nrank(X)suchthat PΩ(X)=PΩ(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.