低秩矩阵分解 matlab,低秩矩阵分解-西安交通大学教师个人主页.PDF

低秩矩阵分解-西安交通大学教师个人主页

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-S 12

ADMM S 12 -

ALM

ALM

1

-

DA E A E

DA E

min rank(A) E l0

A E mn

(1)

st D A E

rank(A)A E l E l A

0 0

E

- NP-hard

[12]

[3] - rank-sparsity incoherence

: S 12 -

[4,5,6] Principle Component Pursuit PCP

min A E l1

A E mn

(2)

st D A E

l1

D

[7]D A E F ( 0) Stable Principle Component

2

Pursuit SPCP 3 A E O( )

min A E l1

A E mn

(3)

st D A E F

2 3 [6]

[8]

APG

1000 100050[9]

ALM ALMAPG

5

-D

A E E l

0

A

PCPSPCPl l

1 0

l

1

1

l [1011]l l

12 1 12

D

l12 S 12 l12

-S 12

min A 12 E a

mn S 12 la

A E (4)