/FastGradient

Primary LanguageMATLABGNU General Public License v3.0GPL-3.0

FastGradient

This Matlab implements for Low-Rank Estimations.

  • Folder demo-matrix includes codes for Low-Rank Matrix Estimation via projected gradient descent.

    • corresponding to the paper "Fast gradient method for Low-Rank Matrix Estimation".

  • Folder demo-ScaledGD includes codes for Low-Rank Matrix Estimation via scaled gradient descent.

    • corresponding to the paper "Local Linear Convergence Rate of Scaled Gradient Descent for Low-rank Matrix Estimation".

  • Folder fig stores the image results after running the program, including .eps format and .png format.

Copyright (C) 2022~2023

This program is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

You should have received a copy of the GNU General Public License along with this program. If not, see http://www.gnu.org/licenses/