<p>In <a href="https://github.com/mlpack/mlpack/pull/374#discussion-diff-22743679">src/mlpack/methods/matrix_completion/matrix_completion.hpp</a>:</p>
<pre style='color:#555'>> + *
> + * 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
</pre>
<p>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:</p>
<pre><code>template<typename SDPSolverType = LRSDP> // Or default to the interior point solver, whichever seems to be more robust.
class MatrixCompletion;
</code></pre>
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