Iterative partial matrix shrinkage algorithm for matrix rank minimization
Iterative partial matrix shrinkage algorithm for matrix rank minimization
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DOI：
10.1016/j.sigpro.2014.01.014
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发表时间：
2014-07-01
影响因子：
4.4
通讯作者：
Furukawa, Toshihiro
中科院分区：
文献类型：
--
作者：
Konishi, Katsumi;Uruma, Kazunori;Furukawa, Toshihiro
针对矩阵秩最小化问题，提出了一种新的矩阵收缩算法。该算法通过估计矩阵秩和迭代收缩非主导奇异值来提供低秩解。我们研究了算法的收敛性，结果表明该算法给出了近似的低秩解。数值结果表明，该算法能有效地解决复杂问题，且计算时间较短。(C)2014爱思唯尔有限公司版权所有。
This paper proposes a new matrix shrinkage algorithm for matrix rank minimization problems. The proposed algorithm provides a low rank solution by estimating a matrix rank and shrinking non-dominant singular values iteratively. We study the convergence properties of the algorithm, which indicate that the algorithm gives approximate lowrank solutions. Numerical results show that the proposed algorithm works efficiently for hard problems with low computing time. (C) 2014 Elsevier B.V. All rights reserved.