Low rank representations of matrices using nuclear norm heuristics
Date
2014
Authors
Osnaga, Silvia Monica, author
Kirby, Michael, advisor
Peterson, Chris, advisor
Bates, Dan, committee member
Wang, Haonan, committee member
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Abstract
The pursuit of low dimensional structure from high dimensional data leads in many instances to the finding the lowest rank matrix among a parameterized family of matrices. In its most general setting, this problem is NP-hard. Different heuristics have been introduced for approaching the problem. Among them is the nuclear norm heuristic for rank minimization. One aspect of this thesis is the application of the nuclear norm heuristic to the Euclidean distance matrix completion problem. As a special case, the approach is applied to the graph embedding problem. More generally, semi-definite programming, convex optimization, and the nuclear norm heuristic are applied to the graph embedding problem in order to extract invariants such as the chromatic number, Rn embeddability, and Borsuk-embeddability. In addition, we apply related techniques to decompose a matrix into components which simultaneously minimize a linear combination of the nuclear norm and the spectral norm. In the case when the Euclidean distance matrix is the distance matrix for a complete k-partite graph it is shown that the nuclear norm of the associated positive semidefinite matrix can be evaluated in terms of the second elementary symmetric polynomial evaluated at the partition. We prove that for k-partite graphs the maximum value of the nuclear norm of the associated positive semidefinite matrix is attained in the situation when we have equal number of vertices in each set of the partition. We use this result to determine a lower bound on the chromatic number of the graph. Finally, we describe a convex optimization approach to decomposition of a matrix into two components using the nuclear norm and spectral norm.
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Subject
chromatic number
convex optimization
Euclidean distance matrix completion
graph realizability
positive semidefinite cone