High-Rank Matrix Completion

This paper considers the problem of completing a matrix with many missing entries under the assumption that the columns of the matrix belong to a union of multiple low-rank subspaces. This generalizesthe standardlow-rankmatrix completion problem to situations in which the matrix rank can be quite high or even full rank. Since the columns belong to a union of subspaces, this problem may also be viewed as a missing-data version of the subspace clustering problem. Let X be an n×N matrix whose (complete) columns lie in a union of at most k subspaces, each of rank ≤ r 1 a constant depending on the usual incoherence conditions, the geometrical arrangement of subspaces, and the distribution of columns over the subspaces. The result is illustrated with numerical experiments and an application to Internet distance matrix completion and topology identification.