2015Acta Scientiarum Naturalium Universitatis SunyatseniRequires access

Stable Recovery of Low Rank Matrices From Nuclear Norm Minimization

Huimin, Wang, Song, Li ..

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Abstract

Low rank matrix recovery is a new topic drawing the attention of many researchers which addresses the problem of recovering an unknown low rank matrix from few linear measurements. The matrix Dantzig selector and the matrix Lasso are two important algorithms based on nuclear norm minimization. In this paper,we first prove some decay properties of restricted isometry constants, then we discuss the recovery errors of these two algorithms and give a new bound of restricted isometry constant to guarantee stable recovery, which improves the results of [11].更多还原

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Low rank matrix recovery is a new topic drawing the attention of many researchers which addresses the problem of recovering an unknown low rank matrix from few linear measurements. The matrix Dantzig selector and the matrix Lasso are two important algorithms based on nuclear norm minimization. In this paper,we first prove some decay properties of restricted isometry constants, then we discuss the recovery errors of these two algorithms and give a new bound of restricted isometry constant to guarantee stable recovery, which improves the results of [11].更多还原

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Available abstract

Low rank matrix recovery is a new topic drawing the attention of many researchers which addresses the problem of recovering an unknown low rank matrix from few linear measurements. The matrix Dantzig selector and the matrix Lasso are two important algorithms based on nuclear norm minimization. In this paper,we first prove some decay properties of restricted isometry constants, then we discuss the recovery errors of these two algorithms and give a new bound of restricted isometry constant to guarantee stable recovery, which improves the results of [11].更多还原

Key concepts: Matrix norm, Isometry (Riemannian geometry), Rank (graph theory), Low-rank approximation, Mathematics, Matrix (chemical analysis), Restricted isometry property, Minification

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