13 #ifndef MLPACK_METHODS_MATRIX_COMPLETION_MATRIX_COMPLETION_HPP
14 #define MLPACK_METHODS_MATRIX_COMPLETION_MATRIX_COMPLETION_HPP
20 namespace matrix_completion {
70 const arma::umat& indices,
71 const arma::vec& values,
88 const arma::umat& indices,
89 const arma::vec& values,
90 const arma::mat& initialPoint);
104 const arma::umat& indices,
105 const arma::vec& values);
112 void Recover(arma::mat& recovered);
139 static size_t DefaultRank(
const size_t m,
const size_t n,
const size_t p);
const optimization::LRSDP< optimization::SDP< arma::sp_mat > > & Sdp() const
Return 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.
LRSDP is the implementation of Monteiro and Burer's formulation of low-rank semidefinite programs (LR...
void Recover(arma::mat &recovered)
Solve the underlying SDP to fill in the remaining values.
optimization::LRSDP< optimization::SDP< arma::sp_mat > > & Sdp()
Modify the underlying SDP.
This class implements the popular nuclear norm minimization heuristic for matrix completion problems...