Alternating Least-Squares for Low-Rank Matrix Reconstruction

Dave Zachariah; Martin Sundin; Magnus Jansson; Saikat Chatterjee

doi:10.1109/lsp.2012.2188026

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arXiv · 1206.2493

Alternating Least-Squares for Low-Rank Matrix Reconstruction

Dave Zachariah·Martin Sundin·Magnus Jansson·Saikat Chatterjee

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Abstract

For reconstruction of low-rank matrices from undersampled measurements, we develop an iterative algorithm based on least-squares estimation. While the algorithm can be used for any low-rank matrix, it is also capable of exploiting a-priori knowledge of matrix structure. In particular, we consider linearly structured matrices, such as Hankel and Toeplitz, as well as positive semidefinite matrices. The performance of the algorithm, referred to as alternating least-squares (ALS), is evaluated by simulations and compared to the Cramér-Rao bounds.

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Dave Zachariah, Martin Sundin, Magnus Jansson, Saikat Chatterjee. 2012-06-12. Alternating Least-Squares for Low-Rank Matrix Reconstruction. https://doi.org/10.1109/lsp.2012.2188026

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