Convergence analysis of the rank-restricted soft SVD algorithm

DOI10.3934/fods.2024014MaRDI QIDQ6620131

Mahendra Panagoda, Harbir Antil, Tyrus Berry

Publication date: 16 October 2024

Published in: Foundations of Data Science (Search for Journal in Brave)

zbMATH Keywords

regularizationmatrix completionlow rank approximationsoft SVD

Mathematics Subject Classification ID

Ill-posedness and regularization problems in numerical linear algebra (65F22) Matrix completion problems (15A83) Numerical methods for low-rank matrix approximation; matrix compression (65F55)

Cites Work

• Unnamed Item
• Matrix Completion and Low-Rank SVD via Fast Alternating Least Squares
• A Singular Value Thresholding Algorithm for Matrix Completion
• New Fast and Accurate Jacobi SVD Algorithm. I
• New Fast and Accurate Jacobi SVD Algorithm. II

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