{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/harmonic-mean-iteratively-reweighted-least","title":"Harmonic Mean Iteratively Reweighted Least Squares for Low-Rank Matrix Recovery","arxiv_id":"1703.05038","date":"2017-03-15","proceeding":null,"authors":["Christian Kümmerle","Juliane Sigl"],"abstract":"We propose a new iteratively reweighted least squares (IRLS) algorithm for the recovery of a matrix $X \\in \\mathbb{C}^{d_1\\times d_2}$ of rank $r \\ll\\min(d_1,d_2)$ from incomplete linear observations, solving a sequence of low complexity linear problems. The easily implementable algorithm, which we call harmonic mean iteratively reweighted least squares (HM-IRLS), optimizes a non-convex Schatten-$p$ quasi-norm penalization to promote low-rankness and carries three major strengths, in particular for the matrix completion setting. First, we observe a remarkable global convergence behavior of the algorithm's iterates to the low-rank matrix for relevant, interesting cases, for which any other state-of-the-art optimization approach fails the recovery. Secondly, HM-IRLS exhibits an empirical recovery probability close to $1$ even for a number of measurements very close to the theoretical lower bound $r (d_1 +d_2 -r)$, i.e., already for significantly fewer linear observations than any other tractable approach in the literature. Thirdly, HM-IRLS exhibits a locally superlinear rate of convergence (of order $2-p$) if the linear observations fulfill a suitable null space property. While for the first two properties we have so far only strong empirical evidence, we prove the third property as our main theoretical result.","url_abs":"http://arxiv.org/abs/1703.05038v2","url_pdf":"http://arxiv.org/pdf/1703.05038v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"links_only","authors_date_abstract":"arXiv metadata, CC0 1.0 (https://info.arxiv.org/help/license), from the Kaggle arXiv metadata snapshot of 2026-09-12"},"code_links":[{"paper_slug":"harmonic-mean-iteratively-reweighted-least","repo_url":"https://github.com/ckuemmerle/hm_irls","is_official":0,"mentioned_in_paper":0,"mentioned_in_github":1,"framework":"none","reach":{"status":"ok","spdx":"GPL-3.0"}}],"tasks":[],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=1703.05038","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}