Structured Nuclear Norm Matrix Completion: Guaranteeing Exact Recovery via Block‐Column Scaling

ABSTRACT The goal of low‐rank matrix completion is to minimize the rank of a matrix while adhering to the constraint that known (non‐missing) elements are fixed in the approximation. Minimizing rank is a difficult, non‐convex, NP‐hard problem, often addressed by substituting rank with the nuclear no...

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Published inNumerical linear algebra with applications Vol. 32; no. 4
Main Authors Usevich, Konstantin, Gillard, Jonathan, Dreesen, Philippe, Markovsky, Ivan
Format Journal Article
LanguageEnglish
Published Hoboken, USA John Wiley & Sons, Inc 01.08.2025
Wiley Subscription Services, Inc
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Online AccessGet full text
ISSN1070-5325
1099-1506
1099-1506
DOI10.1002/nla.70031

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Abstract ABSTRACT The goal of low‐rank matrix completion is to minimize the rank of a matrix while adhering to the constraint that known (non‐missing) elements are fixed in the approximation. Minimizing rank is a difficult, non‐convex, NP‐hard problem, often addressed by substituting rank with the nuclear norm to achieve a convex relaxation. We focus on structured matrices for completion, where, in addition to the constraints described earlier, matrices also adhere to a predefined structure. We propose a technique that ensures the exact recovery of missing entries by minimizing the nuclear norm of a matrix where the non‐missing entries are first subject to block‐column scaling. We provide the proofs for exact recovery and propose a way for choosing the scaling parameter to ensure exact recovery. The method is demonstrated in several numerical examples, showing the usefulness of the proposed technique.
AbstractList ABSTRACT The goal of low‐rank matrix completion is to minimize the rank of a matrix while adhering to the constraint that known (non‐missing) elements are fixed in the approximation. Minimizing rank is a difficult, non‐convex, NP‐hard problem, often addressed by substituting rank with the nuclear norm to achieve a convex relaxation. We focus on structured matrices for completion, where, in addition to the constraints described earlier, matrices also adhere to a predefined structure. We propose a technique that ensures the exact recovery of missing entries by minimizing the nuclear norm of a matrix where the non‐missing entries are first subject to block‐column scaling. We provide the proofs for exact recovery and propose a way for choosing the scaling parameter to ensure exact recovery. The method is demonstrated in several numerical examples, showing the usefulness of the proposed technique.
The goal of low‐rank matrix completion is to minimize the rank of a matrix while adhering to the constraint that known (non‐missing) elements are fixed in the approximation. Minimizing rank is a difficult, non‐convex, NP‐hard problem, often addressed by substituting rank with the nuclear norm to achieve a convex relaxation. We focus on structured matrices for completion, where, in addition to the constraints described earlier, matrices also adhere to a predefined structure. We propose a technique that ensures the exact recovery of missing entries by minimizing the nuclear norm of a matrix where the non‐missing entries are first subject to block‐column scaling. We provide the proofs for exact recovery and propose a way for choosing the scaling parameter to ensure exact recovery. The method is demonstrated in several numerical examples, showing the usefulness of the proposed technique.
Author Gillard, Jonathan
Dreesen, Philippe
Markovsky, Ivan
Usevich, Konstantin
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Snippet ABSTRACT The goal of low‐rank matrix completion is to minimize the rank of a matrix while adhering to the constraint that known (non‐missing) elements are...
The goal of low‐rank matrix completion is to minimize the rank of a matrix while adhering to the constraint that known (non‐missing) elements are fixed in the...
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wiley
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SubjectTerms Constraints
exact recovery
Matrix algebra
matrix completion
nuclear norm
Recovery
Scaling
Structured matrices
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Title Structured Nuclear Norm Matrix Completion: Guaranteeing Exact Recovery via Block‐Column Scaling
URI https://onlinelibrary.wiley.com/doi/abs/10.1002%2Fnla.70031
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