文件名称:exact_alm_rpca
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- 上传时间：2012-10-21
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文件大小：372.33kb
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RPCA (Robust Principal Component Analysis)是目前用于矩阵填充、图像去噪的最有效的优化方法。该代码是求解RPCA的一种数值算法——Exact ALM（Exact Augmented Lagrange Multiplier）-The most basic form of the exact ALM function is [A, E] = exact_alm_rpca(D, λ), and that of the inexact ALM function is [A, E] = inexact_alm_rpca(D, λ), where D is a real matrix and λ is a positive real number. We solve the RPCA problem using the method of augmented Lagrange multipliers. The method converges Q-linearly to the optimal solution. The exact ALM algorithm is simple to implement, each iteration involves computing a partial SVD of a matrix the size of D, and converges to the true solution in a small number of iterations. The algorithm can be further speeded up by using a fast continuation technique, thereby yielding the inexact ALM algorithm.
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下载文件列表
exact_alm_rpca/
exact_alm_rpca/.DS_Store
__MACOSX/
__MACOSX/exact_alm_rpca/
__MACOSX/exact_alm_rpca/._.DS_Store
exact_alm_rpca/choosvd.m
exact_alm_rpca/exact_alm_rpca.m
__MACOSX/exact_alm_rpca/._exact_alm_rpca.m
exact_alm_rpca/PROPACK/
exact_alm_rpca/PROPACK/Afunc.m
exact_alm_rpca/PROPACK/AtAfunc.m
exact_alm_rpca/PROPACK/Atransfunc.m
exact_alm_rpca/PROPACK/bdsqr.m
exact_alm_rpca/PROPACK/bdsqr.mexglx
exact_alm_rpca/PROPACK/bdsqr.mexsg
exact_alm_rpca/PROPACK/bdsqr.mexsg64
exact_alm_rpca/PROPACK/bdsqr.mexsol
exact_alm_rpca/PROPACK/bdsqr.mexw32
exact_alm_rpca/PROPACK/bdsqr_mex.c
exact_alm_rpca/PROPACK/Cfunc.m
exact_alm_rpca/PROPACK/compute_int.m
exact_alm_rpca/PROPACK/dbdqr.f
exact_alm_rpca/PROPACK/helio.mat
exact_alm_rpca/PROPACK/lanbpro.doc
exact_alm_rpca/PROPACK/lanbpro.m
exact_alm_rpca/PROPACK/lanbpro.txt
exact_alm_rpca/PROPACK/laneig.doc
exact_alm_rpca/PROPACK/laneig.m
exact_alm_rpca/PROPACK/laneig.txt
exact_alm_rpca/PROPACK/lanpro.doc
exact_alm_rpca/PROPACK/lanpro.m
exact_alm_rpca/PROPACK/lanpro.txt
exact_alm_rpca/PROPACK/lansvd.doc
exact_alm_rpca/PROPACK/lansvd.m
exact_alm_rpca/PROPACK/lansvd.txt
exact_alm_rpca/PROPACK/mminfo.m
exact_alm_rpca/PROPACK/mmread.m
exact_alm_rpca/PROPACK/mmwrite.m
exact_alm_rpca/PROPACK/pythag.m
exact_alm_rpca/PROPACK/refinebounds.m
exact_alm_rpca/PROPACK/reorth.f
exact_alm_rpca/PROPACK/reorth.m
exact_alm_rpca/PROPACK/reorth.mexglx
exact_alm_rpca/PROPACK/reorth.mexsg
exact_alm_rpca/PROPACK/reorth.mexsg64
exact_alm_rpca/PROPACK/reorth.mexsol
exact_alm_rpca/PROPACK/reorth_mex.c
exact_alm_rpca/PROPACK/test.m
exact_alm_rpca/PROPACK/testtqlb.m
exact_alm_rpca/PROPACK/tqlb.f
exact_alm_rpca/PROPACK/tqlb.m
exact_alm_rpca/PROPACK/tqlb.mexglx
exact_alm_rpca/PROPACK/tqlb.mexsg
exact_alm_rpca/PROPACK/tqlb.mexsg64
exact_alm_rpca/PROPACK/tqlb.mexsol
exact_alm_rpca/PROPACK/tqlb_mex.c
exact_alm_rpca/PROPACK/update_gbound.m
exact_alm_rpca/.DS_Store
__MACOSX/
__MACOSX/exact_alm_rpca/
__MACOSX/exact_alm_rpca/._.DS_Store
exact_alm_rpca/choosvd.m
exact_alm_rpca/exact_alm_rpca.m
__MACOSX/exact_alm_rpca/._exact_alm_rpca.m
exact_alm_rpca/PROPACK/
exact_alm_rpca/PROPACK/Afunc.m
exact_alm_rpca/PROPACK/AtAfunc.m
exact_alm_rpca/PROPACK/Atransfunc.m
exact_alm_rpca/PROPACK/bdsqr.m
exact_alm_rpca/PROPACK/bdsqr.mexglx
exact_alm_rpca/PROPACK/bdsqr.mexsg
exact_alm_rpca/PROPACK/bdsqr.mexsg64
exact_alm_rpca/PROPACK/bdsqr.mexsol
exact_alm_rpca/PROPACK/bdsqr.mexw32
exact_alm_rpca/PROPACK/bdsqr_mex.c
exact_alm_rpca/PROPACK/Cfunc.m
exact_alm_rpca/PROPACK/compute_int.m
exact_alm_rpca/PROPACK/dbdqr.f
exact_alm_rpca/PROPACK/helio.mat
exact_alm_rpca/PROPACK/lanbpro.doc
exact_alm_rpca/PROPACK/lanbpro.m
exact_alm_rpca/PROPACK/lanbpro.txt
exact_alm_rpca/PROPACK/laneig.doc
exact_alm_rpca/PROPACK/laneig.m
exact_alm_rpca/PROPACK/laneig.txt
exact_alm_rpca/PROPACK/lanpro.doc
exact_alm_rpca/PROPACK/lanpro.m
exact_alm_rpca/PROPACK/lanpro.txt
exact_alm_rpca/PROPACK/lansvd.doc
exact_alm_rpca/PROPACK/lansvd.m
exact_alm_rpca/PROPACK/lansvd.txt
exact_alm_rpca/PROPACK/mminfo.m
exact_alm_rpca/PROPACK/mmread.m
exact_alm_rpca/PROPACK/mmwrite.m
exact_alm_rpca/PROPACK/pythag.m
exact_alm_rpca/PROPACK/refinebounds.m
exact_alm_rpca/PROPACK/reorth.f
exact_alm_rpca/PROPACK/reorth.m
exact_alm_rpca/PROPACK/reorth.mexglx
exact_alm_rpca/PROPACK/reorth.mexsg
exact_alm_rpca/PROPACK/reorth.mexsg64
exact_alm_rpca/PROPACK/reorth.mexsol
exact_alm_rpca/PROPACK/reorth_mex.c
exact_alm_rpca/PROPACK/test.m
exact_alm_rpca/PROPACK/testtqlb.m
exact_alm_rpca/PROPACK/tqlb.f
exact_alm_rpca/PROPACK/tqlb.m
exact_alm_rpca/PROPACK/tqlb.mexglx
exact_alm_rpca/PROPACK/tqlb.mexsg
exact_alm_rpca/PROPACK/tqlb.mexsg64
exact_alm_rpca/PROPACK/tqlb.mexsol
exact_alm_rpca/PROPACK/tqlb_mex.c
exact_alm_rpca/PROPACK/update_gbound.m
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