the signal-to-noise ratio in generating the matrix. Default snr = 3.
prop
the proportion of missing observations. Default prop = 0.5.
seed
the random seed. Default seed = 1.
Details
We generate the matrix by \(UV + \epsilon\), where \(U\), \(V\) are \(m\) by \(r\), \(r\) by \(n\) matrix satisfy standard normal
distribution. \(\epsilon\) has a normal distribution with mean 0 and variance \(\frac{r}{snr}\).