Matrix Completion via Thresholding

Convex, Non-convex and NP hard matrix completion algorithms
Updated 17 Jan 2010

View License

Contains three matrix completion algorithms and a demo script for running them. Also compares against other matrix completion algorithms - Singular Value Thresholding and Fixed Point Iteration.
Solves the following three optimization problems:
min rank(X) subject to ||y - M(X)||_2<err via Iterated Hard Thresholding
min nuclear-norm(X) subject to ||y - M(X)||_2<err via Iterated Soft Thresholding
min ||S||_p subject to ||y - M(X)||_2<err, where S = svd(X) via Iterated Soft Thresholding
Requires Sparco since the masking operator has been defined in according to the Sparco framework.
The algorithms are general enough to work with any other linear operator, and not only the masking operator. The masking operator is just a special case when the problem boils down to one of matrix completion.
For comparing the results with other algorithms download the Singular Value Thresholding toolbox

Cite As

Angshul Majumdar (2024). Matrix Completion via Thresholding (, MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2009a
Compatible with any release
Platform Compatibility
Windows macOS Linux

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!
Version Published Release Notes