exact_alm_rpca

代码说明：

  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.)

文件列表：

exact_alm_rpca
..............\.DS_Store,6148,2009-10-31
..............\choosvd.m,560,2009-10-28
..............\exact_alm_rpca.m,3347,2009-10-31
..............\PROPACK
..............\.......\Afunc.m,202,1998-12-07
..............\.......\AtAfunc.m,224,1998-12-07
..............\.......\Atransfunc.m,232,1998-12-07
..............\.......\bdsqr.m,987,2009-07-02
..............\.......\bdsqr.mexglx,74546,2004-03-18
..............\.......\bdsqr.mexsg,25208,2004-03-18
..............\.......\bdsqr.mexsg64,26109,2000-05-01
..............\.......\bdsqr.mexsol,95852,2000-05-26
..............\.......\bdsqr.mexw32,55808,2009-03-14
..............\.......\bdsqr_mex.c,2102,2004-03-18
..............\.......\Cfunc.m,293,1998-12-07
..............\.......\compute_int.m,1504,2000-05-29
..............\.......\dbdqr.f,445,2004-03-18
..............\.......\helio.mat,256353,1998-09-08
..............\.......\lanbpro.doc,3544,2000-05-27
..............\.......\lanbpro.m,19514,2000-06-08
..............\.......\lanbpro.txt,3544,2000-05-27
..............\.......\laneig.doc,2522,2000-05-27
..............\.......\laneig.m,9695,2001-08-16
..............\.......\laneig.txt,2522,2000-05-27
..............\.......\lanpro.doc,3336,2000-05-27
..............\.......\lanpro.m,14762,2000-05-10
..............\.......\lanpro.txt,3336,2000-05-27
..............\.......\lansvd.doc,2386,2000-05-27
..............\.......\lansvd.m,9307,2000-05-17
..............\.......\lansvd.txt,2386,2000-05-27
..............\.......\mminfo.m,3238,2000-05-26
..............\.......\mmread.m,7224,2000-05-26
..............\.......\mmwrite.m,6574,2000-05-26
..............\.......\pythag.m,618,2000-04-10
..............\.......\refinebounds.m,939,2000-05-01
..............\.......\reorth.f,3580,2004-03-18
..............\.......\reorth.m,2663,2009-07-02
..............\.......\reorth.mexglx,9640,2004-03-18
..............\.......\reorth.mexsg,25428,2004-03-18
..............\.......\reorth.mexsg64,26694,2000-05-01
..............\.......\reorth.mexsol,86872,2000-05-26
..............\.......\reorth_mex.c,2828,2004-03-18
..............\.......\test.m,9510,2000-05-27
..............\.......\testtqlb.m,1611,2000-05-26
..............\.......\tqlb.f,5442,2004-03-18
..............\.......\tqlb.m,852,2004-03-18
..............\.......\tqlb.mexglx,9515,2004-03-18
..............\.......\tqlb.mexsg,25564,2004-03-18
..............\.......\tqlb.mexsg64,27536,2000-05-01
..............\.......\tqlb.mexsol,9676,2000-05-26
..............\.......\tqlb_mex.c,1301,2004-03-18
..............\.......\update_gbound.m,2599,1998-09-09
__MACOSX
........\exact_alm_rpca
........\..............\._.DS_Store,82,2009-10-31
........\..............\._exact_alm_rpca.m,171,2009-10-31