Robust PCA via regularized \textsc{Reaper} with a matrix-free proximal algorithm

DOI10.1007/s10851-021-01019-1OpenAlexW3132490924MaRDI QIDQ2036201

Robert Beinert, Gabriele Drauschke

Publication date: 28 June 2021

Published in: Journal of Mathematical Imaging and Vision (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2005.05449

zbMATH Keywords

robust PCAmatrix-free PCAPCA offsetregularized \text{Reaper}thick-restarted Lanczos algorithm

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Numerical optimization and variational techniques (65K10) Real-valued functions on manifolds (58C05) Computer science (68-XX) Information and communication theory, circuits (94-XX)

Uses Software

• TRLan
• SPGL1
• FMS

Cites Work

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