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felasfaw
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psd condition for matrix completion

The nuclear norm minimization for the matrix completion problem is given by \begin{align} \textrm{minimize } \quad &||X||_{*}\\ \textrm{subject to} \quad & X_{ij}=M_{ij} \quad (i,j)\in \Omega \end{align} where $\Omega$ is the set of randomly sampled entries. There are results that show that one can recover the underlying matrix $M$ with high probability given "enough" measurements(see Theorem 1.1 of Candes and Recht, 2008 paper )

Let the underlying matrix $M$ be semi positive definite.

  1. Without putting any condition on the optimization problem, simply considering the minimization problem above, is it expected that one would recover a positive definite matrix?

  2. If the question for $(1)$ is negative, are there recent results that show the positive definite completion and characterize the number of samples, successful recovery rate,...

Thank you for hints, directions or suggestions

felasfaw
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