Shrinkage function and its applications in matrix approximation

DOI10.13001/1081-3810.3218MaRDI QIDQ4594671zbMATH OpenOpenAlexFDO

Authors Toby Boas, Aritra Dutta, Xin Li, Katie Mercier, Eric Niderman

Publication date 24 November 2017

Published in The Electronic Journal of Linear Algebra (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1601.07600

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zbMATH Keywords

low-rank approximationshrinkage functionsingular value decompositionsparse approximation

Mathematics Subject Classification ID

Factorization of matrices (15A23) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical computation of matrix norms, conditioning, scaling (65F35) Computational methods for sparse matrices (65F50)

Abstract: The shrinkage function is widely used in matrix low-rank approximation, compressive sensing, and statistical estimation. In this article, an elementary derivation of the shrinkage function is given. In addition, applications of the shrinkage function are demonstrated in solving several well-known problems, together with a new result in matrix approximation.

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