Matrix completion for matrices with low-rank displacement

Abstract

The matrix completion problem consists in the recovery of a low-rank or approximately low-rank matrix from a sampling of its entries. The solution rank is typically unknown, and this makes the problem even more challenging. However, for a broad class of interesting matrices with so-called displacement structure, the originally ill-posed completion problem can find an acceptable solution by exploiting the knowledge of the associated displacement rank. The goal of this paper is to propose a variational non-convex formulation for the low-rank matrix completion problem with low-rank displacement and to apply it to important classes of medium-large scale structured matrices. Experimental results show the effectiveness and efficiency of the proposed approach for Toeplitz and Hankel matrix completion problems.