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

[Stephen Tu]

> +   * @param m Number of rows of original matrix.
> +   * @param n Number of columns of original matrix.
> +   * @param indices Matrix containing the indices of the known entries (must be
> +   *    [2 x p]).
> +   * @param values Vector containing the values of the known entries (must be
> +   *    length p).
> +   */
> +  MatrixCompletion(const size_t m,
> +                   const size_t n,
> +                   const arma::umat& indices,
> +                   const arma::vec& values);
> +
> +  /**
> +   * Solve the underlying SDP to fill in the remaining values.
> +   */
> +  void Recover();

`void Recover(arma::mat& output)` seems reasonable. Give me a day or two to think about CF. I'll either decide to put it aside for a separate pull request, or refactor it right away. 

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Reply to this email directly or view it on GitHub:
https://github.com/mlpack/mlpack/pull/374/files#r22746913
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