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I am trying to write the code for Optimization of the matrix completion model from the textbook for my practice The matrix completion problem in

I am trying to write the code for Optimization of the matrix completion model from the textbook for my practice

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The matrix completion problem in (9.21) can be solved following an alternating min imization approach. in a similar sense as with Kmeans. The gradient of the objective function g (C, W} = Z (c'lw; xgjf with respect to the pth column of W is given by (if! ER pr3 = 2 2 (6w? xtp) (3)1". (9.22} times: Setting the gradient to zero, we can recover the optimal wp by solving the following linear system of equations: 2 cl [elf wp = Z x;_,, (elf. (9.23} (men men Similarly, the optimal C\" can be found as a solution to e" E ijf = Z xjw}. (9.24} (NJ! 69 (nun en By alternately solving these linear system until the values of C and W do not change very much we can solve (9.21)

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