1 code implementation • 15 Mar 2017 • Christian Kümmerle, Juliane Sigl
We propose a new iteratively reweighted least squares (IRLS) algorithm for the recovery of a matrix $X \in \mathbb{C}^{d_1\times d_2}$ of rank $r \ll\min(d_1, d_2)$ from incomplete linear observations, solving a sequence of low complexity linear problems.
Numerical Analysis Information Theory Information Theory Optimization and Control
