Recovering low-rank matrices from corrupted observations via the linear conjugate gradient algorithm

DOI10.1016/j.cam.2013.07.009zbMath1320.65068OpenAlexW2056189465MaRDI QIDQ2348962

Zheng-Fen Jin, Qiuyu Wang, Zhong-Ping Wan

Publication date: 16 June 2015

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2013.07.009

zbMATH Keywords

conjugate gradient methodalternating direction methodaugmented Lagrangian functionnuclear norm minimizationsingular value thresholding

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Inverse problems in linear algebra (15A29) Numerical computation of matrix norms, conditioning, scaling (65F35)

Related Items (3)

A penalty decomposition method for rank minimization problem with affine constraints ⋮ Strictly contractive Peaceman-Rachford splitting method to recover the corrupted low rank matrix ⋮ An alternating direction method with continuation for nonconvex low rank minimization

Uses Software

• PROPACK

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