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Accelerated low rank matrix approximate algorithms for matrix completion
Authors:Jin Wang  Yan-Ping Wang  Zhi Xu  Chuan-Long Wang
Abstract:In this paper, we propose two accelerated algorithms for the low-rank approximate method in Wang et al. (0000) for matrix completion. The main idea is to use the successive over-relaxation technique. Based on the successive over-relaxation method for the feasible matrices or projection matrices, the low-rank matrix approximate method is modified and accelerated. Meanwhile, we discuss the convergence of the over-relaxation algorithm for the feasible matrix. Finally, the numerical experiments show them to be effective.
Keywords:Matrix completion  Over-relaxation acceleration  Low-rank matrix  Convergence
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