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Typical and Generic Ranks in Matrix Completion

Published 26 Feb 2018 in math.ST, cs.NA, math.AG, math.NA, math.RA, and stat.TH | (1802.09513v2)

Abstract: We consider the problem of exact low-rank matrix completion from a geometric viewpoint: given a partially filled matrix M, we keep the positions of specified and unspecified entries fixed, and study how the minimal completion rank depends on the values of the known entries. If the entries of the matrix are complex numbers, then for a fixed pattern of locations of specified and unspecified entries there is a unique completion rank which occurs with positive probability. We call this rank the generic completion rank. Over the real numbers there can be multiple ranks that occur with positive probability; we call them typical completion ranks. We introduce these notions formally, and provide a number of inequalities and exact results on typical and generic ranks for different families of patterns of known and unknown entries.

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