An alternating minimization method for robust principal component analysis

DOI10.1080/10556788.2018.1496086zbMath1436.65071OpenAlexW2886901664WikidataQ129416268 ScholiaQ129416268MaRDI QIDQ5238069

Xin Liu, Hong-Yu Xu, Yuan Shen

Publication date: 28 October 2019

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2018.1496086

zbMATH Keywords

singular value decompositionrobust principal component analysisalternating minimizationsymmetric low rank product minimization

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06)

Related Items (2)

Alternating DC algorithm for partial DC programming problems ⋮ Fast algorithms for robust principal component analysis with an upper bound on the rank

Uses Software

• LMaFit

Cites Work

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