LMaFit is a MATLAB package that currently solves the following problems
- Matrix Complete (MC)
Find a rank-r matrix U such that Uij ~= Aij, (i,j) in E．
- Sparse Matrix Separation (SMS)
Find a rank-r matrix U and a sparse matrix S such that U + S ~= A.
- Matrix Compressive Sensing (MCS)
Find a rank-r matrix U such that L(U) ~= b.
where the matrix A is given either in part as in MC or completely as in SMS, while L in MCS is an “underdetermined” linear operator. In general, we assume that data in A or b contain noise. Currently, we also assume L*L’=I. The matrix completion code does not require users to set any parameter, while the other two codes requires the choice of a balancing parameter.