Low-Rank Matrix Fitting



 http://lmafit.blogs.rice.edu/

LMaFit is a MATLAB package that currently solves the following problems

1. Matrix Complete (MC)
   Find a rank-r matrix U such that Uij ~= Aij, (i,j) in E．
2. Sparse Matrix Separation (SMS)
   Find a rank-r matrix U and a sparse matrix S such that U + S ~= A.
3. Matrix Compressive Sensing (MCS)
   Find a rank-r matrix U such that L(U) ~= b.

where the matrix A is given either in part as in MC or completely as in SMS, while L in MCS is an “underdetermined” linear operator. In general, we assume that data in A or b contain noise. Currently, we also assume L*L’=I. The matrix completion code does not require users to set any parameter, while the other two codes requires the choice of a balancing parameter.