Exact Matrix Completion via Convex Optimization

Exact Matrix Completion via Convex Optimization

May 2008 | Emmanuel J. Candès† and Benjamin Recht‡
The paper "Exact Matrix Completion via Convex Optimization" by Emmanuel J. Candès and Benjamin Recht addresses the problem of recovering a low-rank matrix from a subset of its entries. The authors show that with a sufficient number of observed entries, most low-rank matrices can be perfectly recovered using a convex optimization program that minimizes the nuclear norm. Specifically, they prove that if the number of observed entries \( m \) satisfies the condition \( m \geq C n^{1.2} r \log n \) for some constant \( C \), then with high probability, most \( n \times n \) matrices of rank \( r \) can be recovered by solving the optimization problem. This result holds for all ranks if the exponent is replaced by 1.25. The paper also discusses the connection between matrix completion and compressed sensing, demonstrating that objects other than signals and images can be reconstructed from limited information. The main results are supported by numerical experiments and extensions to rectangular matrices and other low-rank matrix completion problems.The paper "Exact Matrix Completion via Convex Optimization" by Emmanuel J. Candès and Benjamin Recht addresses the problem of recovering a low-rank matrix from a subset of its entries. The authors show that with a sufficient number of observed entries, most low-rank matrices can be perfectly recovered using a convex optimization program that minimizes the nuclear norm. Specifically, they prove that if the number of observed entries \( m \) satisfies the condition \( m \geq C n^{1.2} r \log n \) for some constant \( C \), then with high probability, most \( n \times n \) matrices of rank \( r \) can be recovered by solving the optimization problem. This result holds for all ranks if the exponent is replaced by 1.25. The paper also discusses the connection between matrix completion and compressed sensing, demonstrating that objects other than signals and images can be reconstructed from limited information. The main results are supported by numerical experiments and extensions to rectangular matrices and other low-rank matrix completion problems.
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Understanding Exact Matrix Completion via Convex Optimization