Major revision

Now we have the completion and alternating minimization running… Still
needs the free energy and the correct confer-term in completion

LowRAMP_UV_completion.m → Functions/LowRAMP_UV_completion.m

@@ -80,6 +80,8 @@
     u_var_all=zeros(m,RANK,RANK);
     v_var_all=zeros(n,RANK,RANK);
 
+    A_u_new=zeros(m,RANK,RANK);
+    A_v_new=zeros(m,RANK,RANK);
     A_u=zeros(m,RANK,RANK);%I have m of them
     B_u=zeros(m,RANK);
     A_v=zeros(n,RANK,RANK);%I have n of them
@@ -107,7 +109,6 @@
 
         for i=1:m  
             thisv=repmat(S_sup(i,:)',1,RANK).*v;
-            thisv=v;
             A_u_new(i,:,:)=thisv'*thisv/(n*Delta);      
         end
         for i=1:n  
@@ -127,8 +128,7 @@
             damp=opt.damping;
         end
          while (pass~=1) 
-            if (t>0)
-                %here should be corrected with ACTUAL matrix inversion!
+            if (t>0) 
                 A_u=(1-damp)*A_u_old+damp*A_u_new;
                 A_v=(1-damp)*A_v_old+damp*A_v_new;
                 B_u=(1-damp)*B_u_old+damp*B_u_new;
@@ -137,10 +137,7 @@
                 A_u=A_u_new;                A_v=A_v_new;
                 B_u=B_u_new;                B_v=B_v_new;
             end
-
-            u_var
-
-            u_var_old=u_var;
+
             logutot=0;u_var=zeros(RANK,RANK);
             for i=1:m  
                 [u(i,:),u_var_all(i,:,:),logu] = Fun_u(squeeze(A_u(i,:,:)),B_u(i,:));
@@ -149,7 +146,6 @@
             end
             u_var=u_var/m;
 
-            v_var_old=v_var;
             logvtot=0;
             for  i=1:n  
                 [v(i,:),v_var_all(i,:,:),logv] = Fun_v(squeeze(A_v(i,:,:)),B_v(i,:));
@@ -175,13 +171,6 @@
             end  
          end
 
-        v=0.5*v+0.5*v_old;
-        u=0.5*u+0.5*u_old;
-        v_var=0.5*v_var+v_var_old;
-        u_var=0.5*u_var+u_var_old;
-
-
-
         diff=mean2(abs(v-v_old))+mean2(abs(u-u_old));
 
         if ((t==0)||(mod(t,opt.verbose_n)==0))

README

@@ -17,7 +17,8 @@ Files included in this package :
     run_LowRAMP_XX.m : a Demo file
     subroutines folder : all subroutines needed by the different parts of the algorithm. 
 
-USAGE : from matlab, run the demo run_LowRAMP_UV and run_LowRAMP_XX
+USAGE : from matlab, includes the two subfolders Functions and Subroutines (for instance using path(path,'./Functions');
+path(path,'./Subroutines'); path(path,'./Functions');). Then  run the demo demo_LowRAMP_UV, demo_PCA_and_completion or demo_LowRAMP_XX
 
 These equations are based on http://arxiv.org/abs/1503.00338 (ISIT 2015) and http://arxiv.org/abs/1507.03857
 Comments and remarks regarding bugs or functionalities are more than welcome.

run_LowRAMP_UV.m → demo_LowRAMP_UV.m

@@ -1,4 +1,6 @@
 path(path,'./Subroutines');
+path(path,'./Functions');
+%
 n=2000;m=500;%size of the vector U and V
 Delta=1e-2;%Variance of the gaussian noise
 RANK=3;%rank

run_LowRAMP_XX.m → demo_LowRAMP_XX.m

@@ -1,4 +1,6 @@
 path(path,'./Subroutines');
+path(path,'./Functions');
+%
 n=2500;%size of the vector X
 RANK=3;%rank
 p=0.5;

run_PCA.m → demo_PCA_and_completion.m

@@ -1,4 +1,6 @@
 path(path,'./Subroutines');
+path(path,'./Functions');
+%
 m=1000;n=1000;%size of the vector U and V
 Delta=1e-4;%Variance of the gaussian noise
 RANK=3;%rank