Fast methods for denoising matrix completion formulations, with applications to robust seismic data interpolation

Editor: Recent SVD-free matrix factorization formulations have enabled rank optimization for extremely large-scale systems (millions of rows and columns). In this paper, we consider rank-regularized formulations that only require a target data-fitting error level, and propose an algorithm for the corresponding problem. We illustrate the advantages of the new approach using the Netflix prob-lem, and use it to obtain high quality results for seismic trace interpolation, a key application in exploration geophysics. We show that factor rank can be easily adjusted as the inversion proceeds, and propose a weighted extension that allows known subspace information to improve the results of matrix completion formulations. Using these methods, we obtain high-quality reconstructions for large scale seismic interpolation problems with real data. 1.