caesarcai / HSGD

Structured Gradient Descent for Fast Robust Low-Rank Hankel Matrix Completion

Hankel Structured Gradient Descent (HSGD)

This Matlab repository is for our paper:

[1] HanQin Cai, Jian-Feng Cai, and Juntao You. Structured Gradient Descent for Fast Robust Low-Rank Hankel Matrix Completion. SIAM Journal on Scientific Computing, to appear.

Run test_HSGD.m for a simple demo.

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