<p>In <a href="https://github.com/mlpack/mlpack/pull/374#discussion-diff-22746913">src/mlpack/methods/matrix_completion/matrix_completion.hpp</a>:</p>
<pre style='color:#555'>> + * @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();
</pre>
<p><code>void Recover(arma::mat& output)</code> 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. </p>
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