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<a href="matrix__completion_8hpp.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a name="l00001"></a><span class="lineno"> 1</span> </div><div class="line"><a name="l00013"></a><span class="lineno"> 13</span> <span class="preprocessor">#ifndef MLPACK_METHODS_MATRIX_COMPLETION_MATRIX_COMPLETION_HPP</span></div><div class="line"><a name="l00014"></a><span class="lineno"> 14</span> <span class="preprocessor">#define MLPACK_METHODS_MATRIX_COMPLETION_MATRIX_COMPLETION_HPP</span></div><div class="line"><a name="l00015"></a><span class="lineno"> 15</span> </div><div class="line"><a name="l00016"></a><span class="lineno"> 16</span> <span class="preprocessor">#include <<a class="code" href="sdp_8hpp.html">mlpack/core/optimizers/sdp/sdp.hpp</a>></span></div><div class="line"><a name="l00017"></a><span class="lineno"> 17</span> <span class="preprocessor">#include <<a class="code" href="lrsdp_8hpp.html">mlpack/core/optimizers/sdp/lrsdp.hpp</a>></span></div><div class="line"><a name="l00018"></a><span class="lineno"> 18</span> </div><div class="line"><a name="l00019"></a><span class="lineno"> 19</span> <span class="keyword">namespace </span><a class="code" href="namespacemlpack.html">mlpack</a> {</div><div class="line"><a name="l00020"></a><span class="lineno"><a class="line" href="namespacemlpack_1_1matrix__completion.html"> 20</a></span> <span class="keyword">namespace </span>matrix_completion {</div><div class="line"><a name="l00021"></a><span class="lineno"> 21</span> </div><div class="line"><a name="l00053"></a><span class="lineno"><a class="line" href="classmlpack_1_1matrix__completion_1_1MatrixCompletion.html"> 53</a></span> <span class="keyword">class </span><a class="code" href="classmlpack_1_1matrix__completion_1_1MatrixCompletion.html">MatrixCompletion</a></div><div class="line"><a name="l00054"></a><span class="lineno"> 54</span> {</div><div class="line"><a name="l00055"></a><span class="lineno"> 55</span>  <span class="keyword">public</span>:</div><div class="line"><a name="l00068"></a><span class="lineno"> 68</span>  <a class="code" href="classmlpack_1_1matrix__completion_1_1MatrixCompletion.html#ac10286ac5d7b8ca5e5dd35a35578ead8">MatrixCompletion</a>(<span class="keyword">const</span> <span class="keywordtype">size_t</span> <a class="code" href="classmlpack_1_1matrix__completion_1_1MatrixCompletion.html#ab0177338a3308b55c52ec2972d93eeb1">m</a>,</div><div class="line"><a name="l00069"></a><span class="lineno"> 69</span>  <span class="keyword">const</span> <span class="keywordtype">size_t</span> <a class="code" href="classmlpack_1_1matrix__completion_1_1MatrixCompletion.html#ada1f30af3dd744f73ac4e1802c2bfca2">n</a>,</div><div class="line"><a name="l00070"></a><span class="lineno"> 70</span>  <span class="keyword">const</span> arma::umat& <a class="code" href="classmlpack_1_1matrix__completion_1_1MatrixCompletion.html#a2966b9f707643aa4775002d6a26af255">indices</a>,</div><div class="line"><a name="l00071"></a><span class="lineno"> 71</span>  <span class="keyword">const</span> arma::vec& <a class="code" href="classmlpack_1_1matrix__completion_1_1MatrixCompletion.html#a460786684fa309192016bdfef5d4b1c9">values</a>,</div><div class="line"><a name="l00072"></a><span class="lineno"> 72</span>  <span class="keyword">const</span> <span class="keywordtype">size_t</span> r);</div><div class="line"><a name="l00073"></a><span class="lineno"> 73</span> </div><div class="line"><a name="l00086"></a><span class="lineno"> 86</span>  <a class="code" href="classmlpack_1_1matrix__completion_1_1MatrixCompletion.html#ac10286ac5d7b8ca5e5dd35a35578ead8">MatrixCompletion</a>(<span class="keyword">const</span> <span class="keywordtype">size_t</span> m,</div><div class="line"><a name="l00087"></a><span class="lineno"> 87</span>  <span class="keyword">const</span> <span class="keywordtype">size_t</span> n,</div><div class="line"><a name="l00088"></a><span class="lineno"> 88</span>  <span class="keyword">const</span> arma::umat& indices,</div><div class="line"><a name="l00089"></a><span class="lineno"> 89</span>  <span class="keyword">const</span> arma::vec& values,</div><div class="line"><a name="l00090"></a><span class="lineno"> 90</span>  <span class="keyword">const</span> arma::mat& initialPoint);</div><div class="line"><a name="l00091"></a><span class="lineno"> 91</span> </div><div class="line"><a name="l00102"></a><span class="lineno"> 102</span>  <a class="code" href="classmlpack_1_1matrix__completion_1_1MatrixCompletion.html#ac10286ac5d7b8ca5e5dd35a35578ead8">MatrixCompletion</a>(<span class="keyword">const</span> <span class="keywordtype">size_t</span> m,</div><div class="line"><a name="l00103"></a><span class="lineno"> 103</span>  <span class="keyword">const</span> <span class="keywordtype">size_t</span> n,</div><div class="line"><a name="l00104"></a><span class="lineno"> 104</span>  <span class="keyword">const</span> arma::umat& indices,</div><div class="line"><a name="l00105"></a><span class="lineno"> 105</span>  <span class="keyword">const</span> arma::vec& values);</div><div class="line"><a name="l00106"></a><span class="lineno"> 106</span> </div><div class="line"><a name="l00112"></a><span class="lineno"> 112</span>  <span class="keywordtype">void</span> <a class="code" href="classmlpack_1_1matrix__completion_1_1MatrixCompletion.html#af486903584214c283bc7354e18ce6fbd">Recover</a>(arma::mat& recovered);</div><div class="line"><a name="l00113"></a><span class="lineno"> 113</span> </div><div class="line"><a name="l00115"></a><span class="lineno"><a class="line" href="classmlpack_1_1matrix__completion_1_1MatrixCompletion.html#a6097ff2e54766f26b0e8c33bb7f30a08"> 115</a></span>  <span class="keyword">const</span> <a class="code" href="classmlpack_1_1optimization_1_1LRSDP.html">optimization::LRSDP<optimization::SDP<arma::sp_mat></a>>& <a class="code" href="classmlpack_1_1matrix__completion_1_1MatrixCompletion.html#a6097ff2e54766f26b0e8c33bb7f30a08">Sdp</a>()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> <a class="code" href="classmlpack_1_1matrix__completion_1_1MatrixCompletion.html#a3c30c67a9a103697f1cdbf186639d68c">sdp</a>; }</div><div class="line"><a name="l00117"></a><span class="lineno"><a class="line" href="classmlpack_1_1matrix__completion_1_1MatrixCompletion.html#a37e28472f6e6ea283fddd41c35b9d03c"> 117</a></span>  <a class="code" href="classmlpack_1_1optimization_1_1LRSDP.html">optimization::LRSDP<optimization::SDP<arma::sp_mat></a>>& <a class="code" href="classmlpack_1_1matrix__completion_1_1MatrixCompletion.html#a37e28472f6e6ea283fddd41c35b9d03c">Sdp</a>() { <span class="keywordflow">return</span> <a class="code" href="classmlpack_1_1matrix__completion_1_1MatrixCompletion.html#a3c30c67a9a103697f1cdbf186639d68c">sdp</a>; }</div><div class="line"><a name="l00118"></a><span class="lineno"> 118</span> </div><div class="line"><a name="l00119"></a><span class="lineno"> 119</span>  <span class="keyword">private</span>:</div><div class="line"><a name="l00121"></a><span class="lineno"><a class="line" href="classmlpack_1_1matrix__completion_1_1MatrixCompletion.html#ab0177338a3308b55c52ec2972d93eeb1"> 121</a></span>  <span class="keywordtype">size_t</span> <a class="code" href="classmlpack_1_1matrix__completion_1_1MatrixCompletion.html#ab0177338a3308b55c52ec2972d93eeb1">m</a>;</div><div class="line"><a name="l00123"></a><span class="lineno"><a class="line" href="classmlpack_1_1matrix__completion_1_1MatrixCompletion.html#ada1f30af3dd744f73ac4e1802c2bfca2"> 123</a></span>  <span class="keywordtype">size_t</span> <a class="code" href="classmlpack_1_1matrix__completion_1_1MatrixCompletion.html#ada1f30af3dd744f73ac4e1802c2bfca2">n</a>;</div><div class="line"><a name="l00125"></a><span class="lineno"><a class="line" href="classmlpack_1_1matrix__completion_1_1MatrixCompletion.html#a2966b9f707643aa4775002d6a26af255"> 125</a></span>  arma::umat <a class="code" href="classmlpack_1_1matrix__completion_1_1MatrixCompletion.html#a2966b9f707643aa4775002d6a26af255">indices</a>;</div><div class="line"><a name="l00127"></a><span class="lineno"><a class="line" href="classmlpack_1_1matrix__completion_1_1MatrixCompletion.html#a460786684fa309192016bdfef5d4b1c9"> 127</a></span>  arma::mat <a class="code" href="classmlpack_1_1matrix__completion_1_1MatrixCompletion.html#a460786684fa309192016bdfef5d4b1c9">values</a>;</div><div class="line"><a name="l00128"></a><span class="lineno"> 128</span> </div><div class="line"><a name="l00130"></a><span class="lineno"><a class="line" href="classmlpack_1_1matrix__completion_1_1MatrixCompletion.html#a3c30c67a9a103697f1cdbf186639d68c"> 130</a></span>  <a class="code" href="classmlpack_1_1optimization_1_1LRSDP.html">optimization::LRSDP<optimization::SDP<arma::sp_mat></a>> <a class="code" href="classmlpack_1_1matrix__completion_1_1MatrixCompletion.html#a3c30c67a9a103697f1cdbf186639d68c">sdp</a>;</div><div class="line"><a name="l00131"></a><span class="lineno"> 131</span> </div><div class="line"><a name="l00133"></a><span class="lineno"> 133</span>  <span class="keywordtype">void</span> <a class="code" href="classmlpack_1_1matrix__completion_1_1MatrixCompletion.html#a7b9e4dd2ec9b82afb04787e1cdaa90a2">CheckValues</a>();</div><div class="line"><a name="l00135"></a><span class="lineno"> 135</span>  <span class="keywordtype">void</span> <a class="code" href="classmlpack_1_1matrix__completion_1_1MatrixCompletion.html#a3145e17b0cbbfbb0a158f38ad3d4cbef">InitSDP</a>();</div><div class="line"><a name="l00136"></a><span class="lineno"> 136</span> </div><div class="line"><a name="l00139"></a><span class="lineno"> 139</span>  <span class="keyword">static</span> <span class="keywordtype">size_t</span> <a class="code" href="classmlpack_1_1matrix__completion_1_1MatrixCompletion.html#a1b40157c16060090be5313913ce9a0a1">DefaultRank</a>(<span class="keyword">const</span> <span class="keywordtype">size_t</span> m, <span class="keyword">const</span> <span class="keywordtype">size_t</span> n, <span class="keyword">const</span> <span class="keywordtype">size_t</span> p);</div><div class="line"><a name="l00140"></a><span class="lineno"> 140</span> };</div><div class="line"><a name="l00141"></a><span class="lineno"> 141</span> </div><div class="line"><a name="l00142"></a><span class="lineno"> 142</span> } <span class="comment">// namespace matrix_completion</span></div><div class="line"><a name="l00143"></a><span class="lineno"> 143</span> } <span class="comment">// namespace mlpack</span></div><div class="line"><a name="l00144"></a><span class="lineno"> 144</span> </div><div class="line"><a name="l00145"></a><span class="lineno"> 145</span> <span class="preprocessor">#endif</span></div><div class="ttc" id="namespacemlpack_html"><div class="ttname"><a href="namespacemlpack.html">mlpack</a></div><div class="ttdoc">Linear algebra utility functions, generally performed on matrices or vectors. </div><div class="ttdef"><b>Definition:</b> <a href="binarize_8hpp_source.html#l00018">binarize.hpp:18</a></div></div>
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<div class="ttc" id="classmlpack_1_1matrix__completion_1_1MatrixCompletion_html_a6097ff2e54766f26b0e8c33bb7f30a08"><div class="ttname"><a href="classmlpack_1_1matrix__completion_1_1MatrixCompletion.html#a6097ff2e54766f26b0e8c33bb7f30a08">mlpack::matrix_completion::MatrixCompletion::Sdp</a></div><div class="ttdeci">const optimization::LRSDP< optimization::SDP< arma::sp_mat > > & Sdp() const </div><div class="ttdoc">Return the underlying SDP. </div><div class="ttdef"><b>Definition:</b> <a href="matrix__completion_8hpp_source.html#l00115">matrix_completion.hpp:115</a></div></div>
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<div class="ttc" id="classmlpack_1_1matrix__completion_1_1MatrixCompletion_html_a1b40157c16060090be5313913ce9a0a1"><div class="ttname"><a href="classmlpack_1_1matrix__completion_1_1MatrixCompletion.html#a1b40157c16060090be5313913ce9a0a1">mlpack::matrix_completion::MatrixCompletion::DefaultRank</a></div><div class="ttdeci">static size_t DefaultRank(const size_t m, const size_t n, const size_t p)</div><div class="ttdoc">Select a rank of the matrix given that is of size m x n and has p known elements. ...</div></div>
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<div class="ttc" id="classmlpack_1_1optimization_1_1LRSDP_html"><div class="ttname"><a href="classmlpack_1_1optimization_1_1LRSDP.html">mlpack::optimization::LRSDP</a></div><div class="ttdoc">LRSDP is the implementation of Monteiro and Burer&#39;s formulation of low-rank semidefinite programs (LR...</div><div class="ttdef"><b>Definition:</b> <a href="lrsdp_8hpp_source.html#l00030">lrsdp.hpp:30</a></div></div>
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<div class="ttc" id="classmlpack_1_1matrix__completion_1_1MatrixCompletion_html_ab0177338a3308b55c52ec2972d93eeb1"><div class="ttname"><a href="classmlpack_1_1matrix__completion_1_1MatrixCompletion.html#ab0177338a3308b55c52ec2972d93eeb1">mlpack::matrix_completion::MatrixCompletion::m</a></div><div class="ttdeci">size_t m</div><div class="ttdoc">Number of rows in original matrix. </div><div class="ttdef"><b>Definition:</b> <a href="matrix__completion_8hpp_source.html#l00121">matrix_completion.hpp:121</a></div></div>
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<div class="ttc" id="classmlpack_1_1matrix__completion_1_1MatrixCompletion_html_a460786684fa309192016bdfef5d4b1c9"><div class="ttname"><a href="classmlpack_1_1matrix__completion_1_1MatrixCompletion.html#a460786684fa309192016bdfef5d4b1c9">mlpack::matrix_completion::MatrixCompletion::values</a></div><div class="ttdeci">arma::mat values</div><div class="ttdoc">Vector containing the values of the known entries. </div><div class="ttdef"><b>Definition:</b> <a href="matrix__completion_8hpp_source.html#l00127">matrix_completion.hpp:127</a></div></div>
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<div class="ttc" id="classmlpack_1_1matrix__completion_1_1MatrixCompletion_html_a37e28472f6e6ea283fddd41c35b9d03c"><div class="ttname"><a href="classmlpack_1_1matrix__completion_1_1MatrixCompletion.html#a37e28472f6e6ea283fddd41c35b9d03c">mlpack::matrix_completion::MatrixCompletion::Sdp</a></div><div class="ttdeci">optimization::LRSDP< optimization::SDP< arma::sp_mat > > & Sdp()</div><div class="ttdoc">Modify the underlying SDP. </div><div class="ttdef"><b>Definition:</b> <a href="matrix__completion_8hpp_source.html#l00117">matrix_completion.hpp:117</a></div></div>
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<div class="ttc" id="lrsdp_8hpp_html"><div class="ttname"><a href="lrsdp_8hpp.html">lrsdp.hpp</a></div></div>
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<div class="ttc" id="classmlpack_1_1matrix__completion_1_1MatrixCompletion_html_ac10286ac5d7b8ca5e5dd35a35578ead8"><div class="ttname"><a href="classmlpack_1_1matrix__completion_1_1MatrixCompletion.html#ac10286ac5d7b8ca5e5dd35a35578ead8">mlpack::matrix_completion::MatrixCompletion::MatrixCompletion</a></div><div class="ttdeci">MatrixCompletion(const size_t m, const size_t n, const arma::umat &indices, const arma::vec &values, const size_t r)</div><div class="ttdoc">Construct a matrix completion problem, specifying the maximum rank of the solution. </div></div>
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<div class="ttc" id="classmlpack_1_1matrix__completion_1_1MatrixCompletion_html_a3145e17b0cbbfbb0a158f38ad3d4cbef"><div class="ttname"><a href="classmlpack_1_1matrix__completion_1_1MatrixCompletion.html#a3145e17b0cbbfbb0a158f38ad3d4cbef">mlpack::matrix_completion::MatrixCompletion::InitSDP</a></div><div class="ttdeci">void InitSDP()</div><div class="ttdoc">Initialize the SDP. </div></div>
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<div class="ttc" id="sdp_8hpp_html"><div class="ttname"><a href="sdp_8hpp.html">sdp.hpp</a></div></div>
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<div class="ttc" id="classmlpack_1_1matrix__completion_1_1MatrixCompletion_html_ada1f30af3dd744f73ac4e1802c2bfca2"><div class="ttname"><a href="classmlpack_1_1matrix__completion_1_1MatrixCompletion.html#ada1f30af3dd744f73ac4e1802c2bfca2">mlpack::matrix_completion::MatrixCompletion::n</a></div><div class="ttdeci">size_t n</div><div class="ttdoc">Number of columns in original matrix. </div><div class="ttdef"><b>Definition:</b> <a href="matrix__completion_8hpp_source.html#l00123">matrix_completion.hpp:123</a></div></div>
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<div class="ttc" id="classmlpack_1_1matrix__completion_1_1MatrixCompletion_html_a3c30c67a9a103697f1cdbf186639d68c"><div class="ttname"><a href="classmlpack_1_1matrix__completion_1_1MatrixCompletion.html#a3c30c67a9a103697f1cdbf186639d68c">mlpack::matrix_completion::MatrixCompletion::sdp</a></div><div class="ttdeci">optimization::LRSDP< optimization::SDP< arma::sp_mat > > sdp</div><div class="ttdoc">The underlying SDP to be solved. </div><div class="ttdef"><b>Definition:</b> <a href="matrix__completion_8hpp_source.html#l00130">matrix_completion.hpp:130</a></div></div>
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<div class="ttc" id="classmlpack_1_1matrix__completion_1_1MatrixCompletion_html_af486903584214c283bc7354e18ce6fbd"><div class="ttname"><a href="classmlpack_1_1matrix__completion_1_1MatrixCompletion.html#af486903584214c283bc7354e18ce6fbd">mlpack::matrix_completion::MatrixCompletion::Recover</a></div><div class="ttdeci">void Recover(arma::mat &recovered)</div><div class="ttdoc">Solve the underlying SDP to fill in the remaining values. </div></div>
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<div class="ttc" id="classmlpack_1_1matrix__completion_1_1MatrixCompletion_html_a2966b9f707643aa4775002d6a26af255"><div class="ttname"><a href="classmlpack_1_1matrix__completion_1_1MatrixCompletion.html#a2966b9f707643aa4775002d6a26af255">mlpack::matrix_completion::MatrixCompletion::indices</a></div><div class="ttdeci">arma::umat indices</div><div class="ttdoc">Matrix containing the indices of the known entries (has two rows). </div><div class="ttdef"><b>Definition:</b> <a href="matrix__completion_8hpp_source.html#l00125">matrix_completion.hpp:125</a></div></div>
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<div class="ttc" id="classmlpack_1_1matrix__completion_1_1MatrixCompletion_html"><div class="ttname"><a href="classmlpack_1_1matrix__completion_1_1MatrixCompletion.html">mlpack::matrix_completion::MatrixCompletion</a></div><div class="ttdoc">This class implements the popular nuclear norm minimization heuristic for matrix completion problems...</div><div class="ttdef"><b>Definition:</b> <a href="matrix__completion_8hpp_source.html#l00053">matrix_completion.hpp:53</a></div></div>
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<div class="ttc" id="classmlpack_1_1matrix__completion_1_1MatrixCompletion_html_a7b9e4dd2ec9b82afb04787e1cdaa90a2"><div class="ttname"><a href="classmlpack_1_1matrix__completion_1_1MatrixCompletion.html#a7b9e4dd2ec9b82afb04787e1cdaa90a2">mlpack::matrix_completion::MatrixCompletion::CheckValues</a></div><div class="ttdeci">void CheckValues()</div><div class="ttdoc">Validate the input matrices. </div></div>
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