[mlpack-git] [mlpack] add a wrapper for the matrix completion SDP (#374)

Ryan Curtin notifications at github.com
Fri Jan 9 16:18:23 EST 2015


> + *
> + * An example of how to use this class is shown below:
> + *
> + * @code
> + * size_t m, n;        // size of unknown matrix
> + * arma::umat indices; // contains the known indices [2 x n_entries]
> + * arma::vec values;   // contains the known values [n_entries]
> + *
> + * MatrixCompletion mc(m, n, indices, values);
> + * mc.Recover();
> + * mc.Recovered();     // access completed matrix
> + * @endcode
> + *
> + * @see LRSDP
> + */
> +class MatrixCompletion

You mentioned you're writing an interior-point solver for SDPs... I think once you do that, we can templatize this, which would be really cool:
```
template<typename SDPSolverType = LRSDP> // Or default to the interior point solver, whichever seems to be more robust.
class MatrixCompletion;
```

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Reply to this email directly or view it on GitHub:
https://github.com/mlpack/mlpack/pull/374/files#r22743679
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