Let M be a random (alpha n) x n matrix of rank r<<n, and assume that a uniformly random subset E of its entries is observed. We describe an efficient algorithm that reconstructs M from |E| = O(rn) observed entries with relative root mean square error RMSE <= C(rn |E|)^0.5 . Further, if r=O(1), M can be reconstructed exactly from |E| = O(n log(n)) entries. These results apply beyond random matrices to general low-rank incoherent matrices. This settles (in the case of bounded rank) a question left open by Candes and Recht and improves over the guarantees for their reconstruction algorithm. The complexity of our algorithm is O(|E|r log(n)), which opens the way to its use for massive data sets. In the process of proving these statements, we obtain a generalization of a celebrated result by Friedman-Kahn-Szemeredi and Feige-Ofek on the spectrum of sparse random matrices.
 Experimental evidence suggests that spectral techniques are valuable for a wide range of applications. A partial list of such applications include (i) semantic analysis of documents used to cluster documents into areas of interest, (ii) collaborative filtering --- the reconstruction of missing data items, and (iii) determining the relative importance of documents based on citation link structure. Intuitive arguments can explain some of the phenomena that has been observed but little theoretical study has been done. In this paper we present a model for framing data mining tasks and a unified approach to solving the resulting data mining problems using spectral analysis. These results give strong justification to the use of spectral techniques for latent semantic indexing, collaborative filtering, and web site ranking. Given a matrix A, it is often desirable to find a good approximation to A that has low rank. We introduce a simple technique for accelerating the computation of such approximations when A has strong spectral features, that is, when the singular values of interest are significantly greater than those of a random matrix with size and entries similar to A. Our technique amounts to independently sampling and or quantizing the entries of A, thus speeding up computation by reducing the number of nonzero entries and or the length of their representation. Our analysis is based on observing that the acts of sampling and quantization can be viewed as adding a random matrix N to A, whose entries are independent random variables with zero-mean and bounded variance. Since, with high probability, N has very weak spectral features, we can prove that the effect of sampling and quantization nearly vanishes when a low-rank approximation to A p N is computed. We give high probability bounds on the quality of our approximation both in the Frobenius and the 2-norm.