15 #ifndef __MLPACK_METHODS_MATRIX_COMPLETION_MATRIX_COMPLETION_HPP 16 #define __MLPACK_METHODS_MATRIX_COMPLETION_MATRIX_COMPLETION_HPP 22 namespace matrix_completion {
90 const arma::umat& indices,
91 const arma::vec& values,
92 const arma::mat& initialPoint);
106 const arma::umat& indices,
107 const arma::vec& values);
114 void Recover(arma::mat& recovered);
141 static size_t DefaultRank(
const size_t m,
const size_t n,
const size_t p);
Linear algebra utility functions, generally performed on matrices or vectors.
const optimization::LRSDP< optimization::SDP< arma::sp_mat > > & Sdp() const
Return the underlying SDP.
static size_t DefaultRank(const size_t m, const size_t n, const size_t p)
Select a rank of the matrix given that is of size m x n and has p known elements. ...
LRSDP is the implementation of Monteiro and Burer's formulation of low-rank semidefinite programs (LR...
size_t m
Number of rows in original matrix.
arma::mat values
Vector containing the values of the known entries.
optimization::LRSDP< optimization::SDP< arma::sp_mat > > & Sdp()
Modify the underlying SDP.
MatrixCompletion(const size_t m, const size_t n, const arma::umat &indices, const arma::vec &values, const size_t r)
Construct a matrix completion problem, specifying the maximum rank of the solution.
void InitSDP()
Initialize the SDP.
size_t n
Number of columns in original matrix.
optimization::LRSDP< optimization::SDP< arma::sp_mat > > sdp
The underlying SDP to be solved.
void Recover(arma::mat &recovered)
Solve the underlying SDP to fill in the remaining values.
arma::umat indices
Matrix containing the indices of the known entries (has two rows).
This class implements the popular nuclear norm minimization heuristic for matrix completion problems...
void CheckValues()
Validate the input matrices.