Frame Soft Shrinkage as Proximity Operator

Abstract: Let

m a t h c a l H

and

m a t h c a l K

be real Hilbert spaces and

T i n m a t h c a l B (m a t h c a l H, m a t h c a l K)

an injective operator with closed range and Moore-Penrose inverse

T^{d} a g g e r

. Based on the well-known characterization of proximity operators by Moreau, we prove that for any proximity operator

e x t P r o x c o l o n m a t h c a l K o m a t h c a l K

the operator

T^{d} a g g e r, e x t P r o x, T

is a proximity operator on the linear space

m a t h c a l H

equipped with a suitable norm. In particular, it follows for the frequently applied soft shrinkage operator

e x t P r o x = S_{l a m b d a} c o l o n e l l_{2} i g h t a r r o w e l l_{2}

and any frame analysis operator

T c o l o n m a t h c a l H o e l l_{2}

, that the frame shrinkage operator

T^{d} a g g e r, S_{l} a m b d a, T

is a proximity operator in a suitable Hilbert space.

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