Article ID Journal Published Year Pages File Type
562563 Signal Processing 2014 8 Pages PDF
Abstract

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 low-rank solutions. Numerical results show that the proposed algorithm works efficiently for hard problems with low computing time.

Related Topics
Physical Sciences and Engineering Computer Science Signal Processing
Authors
, , , ,