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1 The Chain Rule - McGill Math Department
1 The Chain Rule - McGill Math Department

Let v denote a column vector of the nilpotent matrix Pi(A)(A − λ iI)ni
Let v denote a column vector of the nilpotent matrix Pi(A)(A − λ iI)ni

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Matrix completion



In mathematics, matrix completion is the process of adding entries to a matrix which has some unknown or missing values.In general, given no assumptions about the nature of the entries, matrix completion is theoretically impossible, because the missing entries could be anything. However, given a few assumptions about the nature of the matrix, various algorithms allow it to be reconstructed. Some of the most common assumptions made are that the matrix is low-rank, the observed entries are observed uniformly at random and the singular vectors are separated from the canonical vectors. A well known method for reconstructing low-rank matrices based on convex optimization of the nuclear norm was introduced by Emmanuel Candès and Benjamin Recht.
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