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Second-Order Convergence of Alternating Minimizations

Pseudocode of Alternating Minimizations for Low-rank Matrix Recovery

Summary

This short note provides pseudocode of alternating minimizations for low-rank matrix recovery, to complement the work:

Alternating minimizations converge to second-order optimal solutions.
Qiuwei Li, Zhihui Zhu, and Gongguo Tang. In International Conference on Machine Learning, 2019.