A Random Algorithm for Low-Rank Decomposition of Large-Scale Matrices With Missing Entries

A random submatrix method (RSM) is proposed to calculate the low-rank decomposition U(m×r)V(n×r)(T) (r < m, n) of the matrix Y∈R(m×n) (assuming m > n generally) with known entry percentage 0 < ρ ≤ 1. RSM is very fast as only O(mr(2)ρ(r)) or O(n(3)ρ(3r)) floating-point operations (flops) are...

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Bibliographische Detailangaben
Veröffentlicht in:IEEE transactions on image processing : a publication of the IEEE Signal Processing Society. - 1992. - 24(2015), 11 vom: 24. Nov., Seite 4502-11
1. Verfasser: Liu, Yiguang (VerfasserIn)
Weitere Verfasser: Lei, Yinjie, Li, Chunguang, Xu, Wenzheng, Pu, Yifei
Format: Online-Aufsatz
Sprache:English
Veröffentlicht: 2015
Zugriff auf das übergeordnete Werk:IEEE transactions on image processing : a publication of the IEEE Signal Processing Society
Schlagworte:Journal Article Research Support, Non-U.S. Gov't