Greedy Approach for Low-Rank Matrix Recovery

Abstract

We describe the Simple Greedy Matrix Completion Algorithm providing an efficient method for restoration of low-rank matrices from incomplete corrupted entries. We provide numerical evidences that, even in the simplest implementation, the greedy approach may increase the recovery capability of existing algorithms significantly.

References in corpus (3)

• The Augmented Lagrange Multiplier Method for Exact Recovery of Corrupted Low-Rank Matrices
• Low-rank Matrix Recovery from Errors and Erasures
• Correcting Errors in Linear Measurements and Compressed Sensing of Multiple Sources