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Harmonic Mean Iteratively Reweighted Least Squares for Low-Rank Matrix Recovery

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Figure

Figure 1: Sparsity structure of the weight matrices P Md1d2ˆd1d2
Figure 2: Values of the matrix Hp1q of ”weight coefficients” corresponding to the orthonor-mal basis pup1qi vp1q˚jq4i,j“1 after the first iteration in the example
Figure 3: Relative Frobenius errors as a function of the iteration n for oversampling factorρ “ 2 (easy problem).
Figure 4: Relative Frobenius errors as a function of the iteration n for oversampling fac-tor ρ “ 1.2 (hard problem)
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