OPSA

This repo is for our 2025 ICML paper "Guarantees of a Preconditioned Subgradient Algorithm for Overparameterized Asymmetric Low-rank Matrix Recovery".

Environment

Matlab 2020a and later.

Examples

Run test_OPSA_diff_kappa.m to test OPSA with different condition numbers. Therein, you can find an example to call the OPSA algorithm.

Run test_mixed_norm_RIP.m to test the mixed norm RIP for Gaussian measurements. This test doesn't involve the OPSA algorithm.

Recommended citation

If you find this code useful, please use the following citation:

@inproceedings{giampouras2025opsa,
  title     = {Guarantees of a Preconditioned Subgradient Algorithm for Overparameterized Asymmetric Low-rank Matrix Recovery},
  author    = {Giampouras, Paris and Cai, HanQin and Vidal, Ren\'e},
  booktitle = {International Conference on Machine Learning},
  year      = {2025}
}