A New Algorithm for Positive Semidefinite Matrix Completion

Fangfang Xu, Peng Pan
2016 Journal of Applied Mathematics  
Positive semidefinite matrix completion (PSDMC) aims to recover positive semidefinite and low-rank matrices from a subset of entries of a matrix. It is widely applicable in many fields, such as statistic analysis and system control. This task can be conducted by solving the nuclear norm regularized linear least squares model with positive semidefinite constraints. We apply the widely used alternating direction method of multipliers to solve the model and get a novel algorithm. The applicability
more » ... and efficiency of the new algorithm are demonstrated in numerical experiments. Recovery results show that our algorithm is helpful.
doi:10.1155/2016/1659019 fatcat:az2re62rajb3zm7embqthof4tu