This paper considers the problem of completing a matrix with many missing entries under the assumption that the columns of the matrix belong to a union of multiple low-rank subspaces. This generalizes the standard low-rank matrix completion problem to situations in which the matrix rank can be quite high or even full rank. Since the columns belong to a union of subspaces, this problem may also be viewed as a missing-data version of the subspace clustering problem. Let X be an n x N matrix whose (complete) columns lie in a union of at most k subspaces, each of rank > kn. The main result of the paper shows that under mild assumptions each column of X can be perfectly recovered with high probability from an incomplete version so long as at least CrNlog^2(n) entries of X are observed uniformly at random, with C>1 a constant depending on the usual incoherence conditions, the geometrical arrangement of subspaces, and the distribution of columns over the subspaces. The result is illustrated with numerical experiments and an application to Internet distance matrix completion and topology identification.
Modeling data by multiple low-dimensional planes is an important problem in many applications such as computer vision and pattern recognition. In the most general setting where only coordinates of the data are given, the problem asks to determine the optimal model parameters (i.e., number of planes and their dimensions), estimate the model planes, and cluster the data accordingly. Though many algorithms have been proposed, most of them need to assume prior knowledge of the model parameters and thus address only the last two components of the problem. In this paper we propose an efficient algorithm based on multiscale SVD analysis and spectral methods to tackle the problem in full generality. We also demonstrate its state-of-the-art performance on both synthetic and real data.