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We present explicit algorithms for computing structured matrix-vector products that are optimal in the sense of Strassen, i.e., using a provably minimum number of multiplications. These structures include Toeplitz/Hankel/circulant,…

Numerical Analysis · Mathematics 2016-03-23 Ke Ye , Lek-Heng Lim

The topic of recovery of a structured model given a small number of linear observations has been well-studied in recent years. Examples include recovering sparse or group-sparse vectors, low-rank matrices, and the sum of sparse and low-rank…

Information Theory · Computer Science 2014-07-28 Samet Oymak , Amin Jalali , Maryam Fazel , Yonina C. Eldar , Babak Hassibi

We consider the matrix completion problem of recovering a structured low rank matrix with partially observed entries with mixed data types. Vast majority of the solutions have proposed computationally feasible estimators with strong…

Machine Learning · Statistics 2020-05-27 Daqian Sun , Martin T. Wells

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…

Numerical Analysis · Mathematics 2013-04-16 Alexander Petukhov , Inna Kozlov

Matrix completion aims to recover an unknown low-rank matrix from a small subset of its entries. In many applications, the rank of the unknown target matrix is known in advance. In this paper, first we revisit a recently proposed rank-based…

Optimization and Control · Mathematics 2024-06-11 Tacildo de Souza Araújo , Douglas S. Gonçalves , Cristiano Torezzan

Estimation of low-rank matrices is of significant interest in a range of contemporary applications. In this paper, we introduce a rank-one projection model for low-rank matrix recovery and propose a constrained nuclear norm minimization…

Statistics Theory · Mathematics 2014-12-10 T. Tony Cai , Anru Zhang

In this paper we study the problem of recovering a low-rank matrix from a number of random linear measurements that are corrupted by outliers taking arbitrary values. We consider a nonsmooth nonconvex formulation of the problem, in which we…

Information Theory · Computer Science 2019-07-16 Xiao Li , Zhihui Zhu , Anthony Man-Cho So , Rene Vidal

Recovery of low-rank matrices has recently seen significant activity in many areas of science and engineering, motivated by recent theoretical results for exact reconstruction guarantees and interesting practical applications. A number of…

Machine Learning · Statistics 2011-09-12 S. Derin Babacan , Martin Luessi , Rafael Molina , Aggelos K. Katsaggelos

We present a novel recursive algorithm for reducing a symmetric matrix to a triangular factorization which reveals the rank profile matrix. That is, the algorithm computes a factorization $\mathbf{P}^T\mathbf{A}\mathbf{P} =…

Numerical Analysis · Computer Science 2018-03-01 Jean-Guillaume Dumas , Clement Pernet

We investigate the problem of recovering a partially observed high-rank matrix whose columns obey a nonlinear structure such as a union of subspaces, an algebraic variety or grouped in clusters. The recovery problem is formulated as the…

Machine Learning · Statistics 2022-12-12 Florentin Goyens , Coralia Cartis , Armin Eftekhari

We propose a structured low rank matrix completion algorithm to recover a time series of images consisting of linear combination of exponential parameters at every pixel, from under-sampled Fourier measurements. The spatial smoothness of…

Computer Vision and Pattern Recognition · Computer Science 2017-03-30 Arvind Balachandrasekaran , Mathews Jacob

We study low rank matrix and tensor completion and propose novel algorithms that employ adaptive sampling schemes to obtain strong performance guarantees. Our algorithms exploit adaptivity to identify entries that are highly informative for…

Machine Learning · Statistics 2013-11-12 Akshay Krishnamurthy , Aarti Singh

How to construct a suitable measurement matrix is still an open question in compressed sensing. A significant part of the recent work is that the measurement matrices are not completely random on the entries but exhibit considerable…

Information Theory · Computer Science 2017-09-08 Tao Huang , Yi-Zheng Fan , Ming Zhu

In this paper, we consider matrix completion from non-uniformly sampled entries including fully observed and partially observed columns. Specifically, we assume that a small number of columns are randomly selected and fully observed, and…

Machine Learning · Computer Science 2018-06-28 Yuanyu Wan , Jinfeng Yi , Lijun Zhang

We study the recovery of low-rank Hermitian matrices from rank-one measurements obtained by uniform sampling from complex projective 3-designs, using nuclear-norm minimization. This framework includes phase retrieval as a special case via…

Information Theory · Computer Science 2025-12-15 Timm Gilles

We study an estimator with a convex formulation for recovery of low-rank matrices from rank-one projections. Using initial estimates of the factors of the target $d_1\times d_2$ matrix of rank-$r$, the estimator admits a practical…

Statistics Theory · Mathematics 2021-01-12 Sohail Bahmani , Kiryung Lee

We provide a computational framework for approximating a class of structured matrices; here, the term structure is very general, and may refer to a regular sparsity pattern (e.g., block-banded), or be more highly structured (e.g., symmetric…

Numerical Analysis · Mathematics 2021-05-05 Misha E. Kilmer , Arvind K. Saibaba

In matrix recovery from random linear measurements, one is interested in recovering an unknown $M$-by-$N$ matrix $X_0$ from $n<MN$ measurements $y_i=Tr(A_i^T X_0)$ where each $A_i$ is an $M$-by-$N$ measurement matrix with i.i.d random…

Information Theory · Computer Science 2021-09-21 Elad Romanov , Matan Gavish

This paper studies two structured approximation problems: (1) Recovering a corrupted low-rank Toeplitz matrix and (2) recovering the range of a Fourier matrix from a single observation. Both problems are computationally challenging because…

Information Theory · Computer Science 2025-11-24 Albert Fannjiang , Weilin Li

This paper considers the problem of recovery of a low-rank matrix in the situation when most of its entries are not observed and a fraction of observed entries are corrupted. The observations are noisy realizations of the sum of a low rank…

Statistics Theory · Mathematics 2016-07-05 Olga Klopp , Karim Lounici , Alexandre B. Tsybakov