Correction to: Nature Reviews Methods Primers https://doi.org/10.1038/s43586-022-00184-w. Published online 22 December 2022.

In the version of this article originally published, the formatting of matrices in Boxes 1 and 2 and in the second and third paragraphs of the “Matrix completion” subsection was displayed incorrectly. In addition, annotations for refs. 5, 8, 15, 34, 53, 74, 79, 99, 106, 108 and 120 were missing. The corrections have been made in the HTML and PDF versions of the article.