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Matrix completion with ε-algorithm

Authors
  • Gander, Walter1
  • Shi, Qiquan2
  • 1 ETH Zurich, Department of Computer Science, Zurich, Switzerland , Zurich (Switzerland)
  • 2 HKBU, Department of Computer Science, Kowloon Tong, Hong Kong , Kowloon Tong (Hong Kong SAR China)
Type
Published Article
Journal
Numerical Algorithms
Publisher
Springer US
Publication Date
Aug 06, 2018
Volume
80
Issue
1
Pages
279–301
Identifiers
DOI: 10.1007/s11075-018-0579-y
Source
Springer Nature
Keywords
License
Yellow

Abstract

We show in this paper how the convergence of an algorithm for matrix completion can be significantly improved by applying Wynn’s ε-algorithm. Straightforward generalization of the scalar ε-algorithm to matrices fails. However, accelerating the convergence of only the missing matrix elements turns out to be very successful.

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