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matrix_completion.hpp
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1 
13 #ifndef MLPACK_METHODS_MATRIX_COMPLETION_MATRIX_COMPLETION_HPP
14 #define MLPACK_METHODS_MATRIX_COMPLETION_MATRIX_COMPLETION_HPP
15 
18 
19 namespace mlpack {
20 namespace matrix_completion {
21 
54 {
55  public:
68  MatrixCompletion(const size_t m,
69  const size_t n,
70  const arma::umat& indices,
71  const arma::vec& values,
72  const size_t r);
73 
86  MatrixCompletion(const size_t m,
87  const size_t n,
88  const arma::umat& indices,
89  const arma::vec& values,
90  const arma::mat& initialPoint);
91 
102  MatrixCompletion(const size_t m,
103  const size_t n,
104  const arma::umat& indices,
105  const arma::vec& values);
106 
112  void Recover(arma::mat& recovered);
113 
118 
119  private:
121  size_t m;
123  size_t n;
125  arma::umat indices;
127  arma::mat values;
128 
131 
133  void CheckValues();
135  void InitSDP();
136 
139  static size_t DefaultRank(const size_t m, const size_t n, const size_t p);
140 };
141 
142 } // namespace matrix_completion
143 } // namespace mlpack
144 
145 #endif
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&#39;s formulation of low-rank semidefinite programs (LR...
Definition: lrsdp.hpp:30
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...