arXiv · 1001.2362
Dense Error Correction for Low-Rank Matrices via Principal Component Pursuit
Abstract
We consider the problem of recovering a low-rank matrix when some of its entries, whose locations are not known a priori, are corrupted by errors of arbitrarily large magnitude. It has recently been shown that this problem can be solved efficiently and effectively by a convex program named Principal Component Pursuit (PCP), provided that the fraction of corrupted entries and the rank of the matrix are both sufficiently small. In this paper, we extend that result to show that the same convex program, with a slightly improved weighting parameter, exactly recovers the low-rank matrix even if "almost all" of its entries are arbitrarily corrupted, provided the signs of the errors are random. We corroborate our result with simulations on randomly generated matrices and errors.
Explore related subjects
Keep this discovery
Arvind Ganesh, John Wright, Xiaodong Li, Emmanuel J. Candes, Yi Ma. 2010-01-22. Dense Error Correction for Low-Rank Matrices via Principal Component Pursuit. https://arxiv.org/abs/1001.2362
Cite the original work for its findings. Save a collection to share your selection of sources.