Help with MATLAB code on low rank assumption using nuclear norm using CVX and Matlab!

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Karim Wahdan 2021년 1월 18일
댓글: Bob Thompson 2021년 1월 25일
I have created code on low rank assumption using nuclear norm using CVX. For some reason my code isnt working and I'm getting the following error message. Any help will be appreciated Thanks!
Error message -
Error using * (line 40)
Inner matrix dimensions do not agree.
Error in Untitled (line 17)
A*Xe(:)==y
Below is my code -
r = 2; % the rank;
n = 32; % the dimension
a = randn(n,r);
b = randn(n,r);
X = a*b'; % low rank Matrix;
m=fix(n^2-1);
A = randn(n, n);
y = trace(A*X);
% low rank approximation using nuclear norm
cvx_begin
variable Xe(n,m)
minimize norm_nuc(Xe)
subject to
A*Xe(:)==y
cvx_end
error = norm(X-Xe)
for m = 1 : 10 : n^2
for mc = 1 : MONTE_CARLO
% Generate measurements
y = zeros(m, 1);
for i_m = 1 : m
A_i = randn(n, n);
y(i_m) = trace(A_i*X);
end
% Solve problem
for i_m = 1 : m
y(i_m) == trace(A_i*Xe);
end
% Store results
end
end
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Karim Wahdan 2021년 1월 19일
Yes Xe is a variable to hold n and m size. To me the code looks correct so im not sure whats wrong?

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답변(1개)

Bob Thompson 2021년 1월 19일
I believe the issue is with calling Xe(:) instead of Xe. Others who know more might be able to correct me, but my working theory is that A*Xe works because it's doing matrix math, and the inner dimensions agree, but A*Xe(:) does not work because it's now trying to compare A to each element of Xe, but the number of elements in A does not match the number of elements of Xe.
Are you trying to multiple the two matrices together, or to multiply the elements of the two matrices together?
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Bob Thompson 2021년 1월 25일
One issue you're going to have is that you're only going to be comparing y(i_m) == trace(A_i*Xe) using the last A_i array. Yes, I know that doesn't address the issue.
For the issue of undefined A_i, I would double check that you don't have a typo. The code you posted previously does not cause an issue of undefined function/variable. Have you changed the bit of code within the loop that defines the generation of A_i?

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