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

Yu-Fan Li (), Kun Shang () and Zheng-Hai Huang ()
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Yu-Fan Li: Sun Yat-Sen University
Kun Shang: Hunan University
Zheng-Hai Huang: Tianjin University

Computational Optimization and Applications, 2019, vol. 73, issue 2, No 4, 453-476

Abstract: 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.

Keywords: Low rank matrix recovery; Matrix completion; Singular value p-shrinkage thresholding; Image inpainting; 65K05; 90C26; 90C59 (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s10589-019-00084-y

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