A singular value thresholding with diagonal-update algorithm for low-rank matrix completion (Q2217856)

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A singular value thresholding with diagonal-update algorithm for low-rank matrix completion
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    A singular value thresholding with diagonal-update algorithm for low-rank matrix completion (English)
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    14 January 2021
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    Summary: The singular value thresholding (SVT) algorithm plays an important role in the well-known matrix reconstruction problem, and it has many applications in computer vision and recommendation systems. In this paper, an SVT with diagonal-update (D-SVT) algorithm was put forward, which allows the algorithm to make use of simple arithmetic operation and keep the computational cost of each iteration low. The low-rank matrix would be reconstructed well. The convergence of the new algorithm was discussed in detail. Finally, the numerical experiments show the effectiveness of the new algorithm for low-rank matrix completion.
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