Considering that data used in many applications are intrinsically in matrix form rather than in vector form, this paper focuses on the generalized version of the problem of a low-rank approximation of a matrix with missing components, i.e. low-rank approximations of a set of matrices with missing components. This generalized problem is formulated as an optimization problem at first, which minimizes the total reconstruction error of the known components in these matrices. Then, an iterative algorithm is designed for calculating the generalized low-rank approximations of matrices with missing components, called GLRAMMC. Finally, detailed algorithmic analysis is given. Extensive experimental results on synthetic data as well as on real image data show the effectiveness of our proposed algorithm.%针对在许多实际应用中数据以矩阵形式而非向量形式存在的问题, 重点讨论含缺失成分的矩阵低秩逼近问题的广义版本, 即如何对一组含缺失成分的矩阵进行低秩逼近. 首先构造一个最优化问题来表达原始的广义低秩逼近问题, 该最优化问题最小化输入矩阵组中已知成分的总重构误差; 然后提出了一种迭代优化算法来求解上述的最优化问题; 最后给出详细的算法分析. 大量的模拟实验与真实图像实验结果表明, 文中算法具有较好的性能.
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