Low-Rank Matrix Completion for Positive Semidefinite Matrices
Jaya Narasimhan
EECS Department, University of California, Berkeley
Technical Report No. UCB/EECS-2016-79
May 13, 2016
http://www2.eecs.berkeley.edu/Pubs/TechRpts/2016/EECS-2016-79.pdf
In this report we lower the bounds on the number of required sampled entries for reconstructing low- rank positive semidefinite matrices through nuclear norm minimization. We show for an n × n matrix of rank r only O(r n logn loglogn) samped entries are needed to complete the matrix as compared to previous work’s O(r n log^2 n) entries. We obtain this result by using rejection sampling when constructing a dual variable certificate.
Advisors: Satish Rao
BibTeX citation:
@mastersthesis{Narasimhan:EECS-2016-79, Author= {Narasimhan, Jaya}, Title= {Low-Rank Matrix Completion for Positive Semidefinite Matrices}, School= {EECS Department, University of California, Berkeley}, Year= {2016}, Month= {May}, Url= {http://www2.eecs.berkeley.edu/Pubs/TechRpts/2016/EECS-2016-79.html}, Number= {UCB/EECS-2016-79}, Abstract= {In this report we lower the bounds on the number of required sampled entries for reconstructing low- rank positive semidefinite matrices through nuclear norm minimization. We show for an n × n matrix of rank r only O(r n logn loglogn) samped entries are needed to complete the matrix as compared to previous work’s O(r n log^2 n) entries. We obtain this result by using rejection sampling when constructing a dual variable certificate.}, }
EndNote citation:
%0 Thesis %A Narasimhan, Jaya %T Low-Rank Matrix Completion for Positive Semidefinite Matrices %I EECS Department, University of California, Berkeley %D 2016 %8 May 13 %@ UCB/EECS-2016-79 %U http://www2.eecs.berkeley.edu/Pubs/TechRpts/2016/EECS-2016-79.html %F Narasimhan:EECS-2016-79