A singular value p-shrinkage thresholding algorithm for low rank matrix recovery

YF Li, K Shang, ZH Huang - Computational Optimization and Applications, 2019 - Springer
Computational Optimization and Applications, 2019Springer
In this paper, we propose an iterative singular value p-shrinkage thresholding algorithm for
solving low rank matrix recovery problem, and also give its two accelerated versions using
randomized singular value decomposition. The convergence result of the proposed singular
value p-shrinkage thresholding algorithm is proved. Numerical results based on simulation
data and real data show the effectiveness of all the three proposed algorithms compared to
the existing state-of-the-art algorithms.
Abstract
In this paper, we propose an iterative singular value p-shrinkage thresholding algorithm for solving low rank matrix recovery problem, and also give its two accelerated versions using randomized singular value decomposition. The convergence result of the proposed singular value p-shrinkage thresholding algorithm is proved. Numerical results based on simulation data and real data show the effectiveness of all the three proposed algorithms compared to the existing state-of-the-art algorithms.
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