MATLAB library for Principal Component Pursuit and Matrix Completion.
PCP Functions:
- pcp_fro (Gaussian noise)
- pcp_l1 (Sparse noise)
- pcp_l1l2 (Column-wise Gaussian noise)
Matrix Completion Functions:
- mc_svt (Singular Value Thresholding)
- mc_lin (Linearised ADM)
- mc_ialm (Inexact ALM)
- mc_relax_lin (Relaxed Linearised Gradient Descent)
- mc_relax_lin_ext (Relaxed Linearised Extended GD)
- mc_relax_lin_acc (Relaxed Linearised Accelerated GD)
Selective PCP:
- sel_pcp (Linearised ADM)
See the docs, demo and functions themselves for more details.
Created by Stephen Tierney (stierney@csu.edu.au)