Finding a low-rank basis in a matrix subspace

For a given matrix subspace, how can we find a basis that consists of low-rank matrices? This is a generalization of the sparse vector problem. It turns out that when the subspace is spanned by rank-1 matrices, the matrices can be obtained by the tensor CP decomposition. For the higher rank case, the situation is not as straightforward. In this work we present an algorithm based on a greedy process applicable to higher rank problems. Our algorithm first estimates the minimum rank by applying soft singular value thresholding to a nuclear norm relaxation, and then computes a matrix with that rank using the method of alternating projections. We provide local convergence results, and compare our algorithm with several alternative approaches. Applications include data compression beyond the classical truncated SVD, computing accurate eigenvectors of a near-multiple eigenvalue, image separation and graph Laplacian eigenproblems

A Splitting Augmented Lagrangian Method for Low Multilinear-Rank Tensor Recovery

This paper studies a recovery task of finding a low multilinear-rank tensor that fulfills some linear constraints in the general settings, which has many applications in computer vision and graphics. This problem is named as the low multilinear-rank tensor recovery problem. The variable splitting technique and convex relaxation technique are used to transform this problem into a tractable constrained optimization problem. Considering the favorable structure of the problem, we develop a splitting augmented Lagrangian method to solve the resulting problem. The proposed algorithm is easily implemented and its convergence can be proved under some conditions. Some preliminary numerical results on randomly generated and real completion problems show that the proposed algorithm is very effective and robust for tackling the low multilinear-rank tensor completion problem