Simultaneous Diagonalization of Incomplete Matrices and Applications

Jean-Sébastien Coron, Luca Notarnicola, Gabor Wiese

We consider the problem of recovering the entries of diagonal matrices $\{U_a{\}}_a$ for $a=1,\dots ,t$ from multiple "incomplete" samples $\{W_a{\}}_a$ of the form $W_a=P{U}_{a}Q$, wher…