OptSpace : A Matrix Completion Algorithm

Raghunandan H. Keshavan, Andrea Montanari, and Sewoong Oh

Purpose

An implementation of the matrix reconstruction algorithm described in the paper Matrix Completion from a Few Entries. Reconstructs a matrix from the revealed set under appropriate conditions as described in the paper.

Feedback

Please report bugs or other feedback to Raghunandan (raghuram AT stanford DOT edu), Andrea Montanari (montanar AT stanford DOT edu) or Sewoong Oh (swoh AT stanford DOT edu).