Fast algorithms for robust principal component analysis with an upper bound on the rank

DOI10.3934/ipi.2020067zbMath1468.65074arXiv2008.07972OpenAlexW3080022033MaRDI QIDQ2028928

Yanyan Li

Publication date: 3 June 2021

Published in: Inverse Problems and Imaging (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2008.07972

zbMATH Keywords

sparse matrixaccelerationnonconvex problemrobust principal component analysislow-rank matrix

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Computational methods for sparse matrices (65F50) Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Numerical methods for low-rank matrix approximation; matrix compression (65F55)

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