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Uniqueness of Low Rank Matrix Completion and Schur Complement

Published 30 Jun 2022 in math.OC | (2206.15018v1)

Abstract: In this paper we study the low rank matrix completion problem using tools from Schur complement. We give a sufficient and necessary condition such that the completed matrix is globally unique with given data. We assume the observed entries of the matrix follow a special "staircase" structure. Under this assumption, the matrix completion problem is either globally unique or has infinitely many solutions (thus excluding local uniqueness). In fact, the uniqueness of the matrix completion problem totally depends on the rank of the submatrices at the corners of the "staircase". The proof of the theorems make extensive use of the Schur complement.

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