13#ifndef MLPACK_METHODS_MATRIX_COMPLETION_MATRIX_COMPLETION_HPP
14#define MLPACK_METHODS_MATRIX_COMPLETION_MATRIX_COMPLETION_HPP
16#include <ensmallen.hpp>
19namespace matrix_completion {
69 const arma::umat& indices,
70 const arma::vec& values,
87 const arma::umat& indices,
88 const arma::vec& values,
89 const arma::mat& initialPoint);
103 const arma::umat& indices,
104 const arma::vec& values);
114 const ens::LRSDP<ens::SDP<arma::sp_mat>>&
Sdp()
const
119 ens::LRSDP<ens::SDP<arma::sp_mat>>&
Sdp() {
return sdp; }
132 ens::LRSDP<ens::SDP<arma::sp_mat>> sdp;
141 static size_t DefaultRank(
const size_t m,
const size_t n,
const size_t p);
This class implements the popular nuclear norm minimization heuristic for matrix completion problems.
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.
MatrixCompletion(const size_t m, const size_t n, const arma::umat &indices, const arma::vec &values, const arma::mat &initialPoint)
Construct a matrix completion problem, specifying the initial point of the optimization.
ens::LRSDP< ens::SDP< arma::sp_mat > > & Sdp()
Modify the underlying SDP.
const ens::LRSDP< ens::SDP< arma::sp_mat > > & Sdp() const
Return the underlying SDP.
void Recover(arma::mat &recovered)
Solve the underlying SDP to fill in the remaining values.
MatrixCompletion(const size_t m, const size_t n, const arma::umat &indices, const arma::vec &values)
Construct a matrix completion problem.
Linear algebra utility functions, generally performed on matrices or vectors.