aparek/EnhancedLowRankMatrixApproximation
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The MATLAB code contained in this directory demonstrates the
Enhanced Low-Rank Matrix Approximation (ELMA) method [1] for
estimating a low-rank matrix from its noisy observation.
This directory contains the following files
1. demo.m
This file demonstrates the ELMA method and compares it with
the nuclear norm minimization (NNM).
2. demo2.m
This file plots the penalty functions and their corresponding
threshold functions.
Contact: Ankit Parekh (ankit.parekh@nyu.edu)
[1] Enhanced Low-Rank Matrix Approximation,
Ankit Parekh and Ivan Selesnick,
IEEE Signal Processing Letters, 2016.