MCKit is a MATLAB library for Matrix Completion.
The problem of Matrix Completion is to recover a matrix from only a small sample of its entries. This library focuses on low-rank matrix completion, that is, we assume that the matrix to be recovered is low rank.
mckit currently implements the following algorithms:
- Singular Value Thresholding
- Inexact ALM
- Linearised ALM
Please see the manual.pdf for further details.