Matrix Completion via Thresholding
Contains three matrix completion algorithms and a demo script for running them. Also compares against other matrix completion algorithms - Singular Value Thresholding and Fixed Point Iteration.
Solves the following three optimization problems:
min rank(X) subject to ||y - M(X)||_2<err via Iterated Hard Thresholding
min nuclear-norm(X) subject to ||y - M(X)||_2<err via Iterated Soft Thresholding
min ||S||_p subject to ||y - M(X)||_2<err, where S = svd(X) via Iterated Soft Thresholding
Requires Sparco since the masking operator has been defined in according to the Sparco framework.
http://www.cs.ubc.ca/labs/scl/sparco/
The algorithms are general enough to work with any other linear operator, and not only the masking operator. The masking operator is just a special case when the problem boils down to one of matrix completion.
For comparing the results with other algorithms download the Singular Value Thresholding toolbox
http://svt.caltech.edu/
引用格式
Angshul Majumdar (2024). Matrix Completion via Thresholding (https://www.mathworks.com/matlabcentral/fileexchange/26395-matrix-completion-via-thresholding), MATLAB Central File Exchange. 检索来源 .
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