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• W1934134186 abstract "We address the problem of efficient sparse fixed-rank (S-FR) matrix decomposition, i.e., splitting a corrupted matrix $M$ into an uncorrupted matrix $L$ of rank $r$ and a sparse matrix of outliers $S$. Fixed-rank constraints are usually imposed by the physical restrictions of the system under study. Here we propose a method to perform accurate and very efficient S-FR decomposition that is more suitable for large-scale problems than existing approaches. Our method is a grateful combination of geometrical and algebraical techniques, which avoids the bottleneck caused by the Truncated SVD (TSVD). Instead, a polar factorization is used to exploit the manifold structure of fixed-rank problems as the product of two Stiefel and an SPD manifold, leading to a better convergence and stability. Then, closed-form projectors help to speed up each iteration of the method. We introduce a novel and fast projector for the $text{SPD}$ manifold and a proof of its validity. Further acceleration is achieved using a Nystrom scheme. Extensive experiments with synthetic and real data in the context of robust photometric stereo and spectral clustering show that our proposals outperform the state of the art." @default.
• W1934134186 created "2016-06-24" @default.
• W1934134186 creator A5055898646 @default.
• W1934134186 creator A5080968099 @default.
• W1934134186 date "2015-03-10" @default.
• W1934134186 modified "2023-09-27" @default.
• W1934134186 title "Fast and Robust Fixed-Rank Matrix Recovery." @default.
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• W1934134186 hasPublicationYear "2015" @default.
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