Greedy Approach for Low-Rank Matrix Recovery - implementation -

Greedy Approach for Low-Rank Matrix Recovery by Alexander Petukhov, Inna Kozlov. The abstract reads:

We describe the Simple Greedy Matrix Completion Algorithm providing an efficient method for restoration of low-rank matrices from incomplete corrupted entries.

We provide numerical evidences that, even in the simplest implementation, the greedy approach may increase the recovery capability of existing algorithms significantly.

The attendant code implementation is here. Thanks Alex


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