  We consider the problem of reconstructing a low-rank matrix from a small
subset of its entries. In this paper, we describe the implementation of an
efficient algorithm called OptSpace, based on singular value decomposition
followed by local manifold optimization, for solving the low-rank matrix
completion problem. It has been shown that if the number of revealed entries is
large enough, the output of singular value decomposition gives a good estimate
for the original matrix, so that local optimization reconstructs the correct
matrix with high probability. We present numerical results which show that this
algorithm can reconstruct the low rank matrix exactly from a very small subset
of its entries. We further study the robustness of the algorithm with respect
to noise, and its performance on actual collaborative filtering datasets.
