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A lower bound guaranteeing exact matrix completion via singular value thresholding algorithm
- Source :
-
Applied & Computational Harmonic Analysis . Nov2011, Vol. 31 Issue 3, p454-459. 6p. - Publication Year :
- 2011
-
Abstract
- Abstract: In this paper, we give a lower bound guaranteeing exact matrix completion via singular value thresholding (SVT) algorithm. The analysis shows that when the parameter in SVT algorithm is beyond some finite scalar, one can recover some unknown low-rank matrices exactly with high probability by solving a strictly convex optimization problem. Furthermore, we give an explicit expression for such a finite scalar. This result in the paper not only has theoretical interests, but also guides us to choose suitable parameters in the SVT algorithm. [Copyright &y& Elsevier]
Details
- Language :
- English
- ISSN :
- 10635203
- Volume :
- 31
- Issue :
- 3
- Database :
- Academic Search Index
- Journal :
- Applied & Computational Harmonic Analysis
- Publication Type :
- Academic Journal
- Accession number :
- 65515469
- Full Text :
- https://doi.org/10.1016/j.acha.2011.04.004