Spectrally optimal factorization of incomplete matrices

From the recovery of structure from motion to the separation of style and content, many problems in computer vision have been successfully approached by using bilinear models. The reason for the success of these models is that a globally optimal decomposition is easily obtained from the Singular Value Decomposition (SVD) of the observation matrix. However, in practice, the observation matrix is often incomplete, the SVD can not be used, and only suboptimal solutions are available. The majority of these solutions are based on iterative local refinements of a given cost function, and lack any guarantee of convergence to the global optimum. In this paper, we propose a globally optimal solution, for particular patterns of missing entries. To achieve this goal, we re-formulate the problem as the minimization of the spectral norm of the matrix of residuals, i.e., we seek the completion of the observation matrix such that the largest singular value of its difference to a low rank matrix is t...

• Type: Conference
• Year: 2008
• Where: CVPR
• Authors: Pedro M. Q. Aguiar, João M. F. Xavier, Marko Stosic
• Keywords: Computer Vision, CVPR 2008, Largest Singular Value, Low Rank Matrix, Observation Matrix, Optimal Solution, Singular Value Decomposition