matrix_completion.hpp

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#ifndef MLPACK_METHODS_MATRIX_COMPLETION_MATRIX_COMPLETION_HPP
#define MLPACK_METHODS_MATRIX_COMPLETION_MATRIX_COMPLETION_HPP

#include <mlpack/core/optimizers/sdp/sdp.hpp>
#include <mlpack/core/optimizers/sdp/lrsdp.hpp>

namespace mlpack {
namespace matrix_completion {

class MatrixCompletion
{
 public:
  MatrixCompletion(const size_t m,
                   const size_t n,
                   const arma::umat& indices,
                   const arma::vec& values,
                   const size_t r);

  MatrixCompletion(const size_t m,
                   const size_t n,
                   const arma::umat& indices,
                   const arma::vec& values,
                   const arma::mat& initialPoint);

  MatrixCompletion(const size_t m,
                   const size_t n,
                   const arma::umat& indices,
                   const arma::vec& values);

  void Recover(arma::mat& recovered);

  const optimization::LRSDP<optimization::SDP<arma::sp_mat>>& Sdp() const { return sdp; }
  optimization::LRSDP<optimization::SDP<arma::sp_mat>>& Sdp() { return sdp; }

 private:
  size_t m;
  size_t n;
  arma::umat indices;
  arma::mat values;

  optimization::LRSDP<optimization::SDP<arma::sp_mat>> sdp;

  void CheckValues();
  void InitSDP();

  static size_t DefaultRank(const size_t m, const size_t n, const size_t p);
};

} // namespace matrix_completion
} // namespace mlpack

#endif