%
%?References:
%
%?C.?Lu.?A?Library?of?ADMM?for?Sparse?and?Low-rank?Optimization.?National?University?of?Singapore?June?2016.
%?https://github.com/canyilu/LibADMM.
%?C.?Lu?J.?Feng?S.?Yan?Z.?Lin.?A?Unified?Alternating?Direction?Method?of?Multipliers?by?Majorization?
%?Minimization.?IEEE?Transactions?on?Pattern?Analysis?and?Machine?Intelligence?vol.?40?pp.?527-541?2018
%


addpath（genpath（cd））
clear

%%?Examples?for?testing?the?low-rank?matrix?based?models
%?For?detailed?description?of?the?sparse?models?please?refer?to?the?Manual.


%%?generate?toy?data
d?=?10;
na?=?200;
nb?=?100;

A?=?randn（dna）;
X?=?randn（nanb）;
B?=?A*X;
b?=?B（:1）;

opts.tol?=?1e-6;?
opts.max_iter?=?1000;
opts.rho?=?1.2;
opts.mu?=?1e-3;
opts.max_mu?=?1e10;
opts.DEBUG?=?0;


%%?RPCA
n1?=?100;
n2?=?200;
r?=?10;
L?=?rand（n1r）*rand（rn2）;?%?low-rank?part

p?=?0.1;
m?=?p*n1*n2;
temp?=?rand（n1*n21）;
[~I]?=?sort（temp）;
I?=?I（1:m）;
Omega?=?zeros（n1n2）;
Omega（I）?=?1;
E?=?sign（rand（n1n2）-0.5）;
S?=?Omega.*E;?%?sparse?part?S?=?P_Omega（E）

Xn?=?L+S;

lambda?=?1/sqrt（max（n1n2））;
opts.loss?=?‘l1‘;?
opts.DEBUG?=?1;
tic
[LhatShatobjerriter]?=?rpca（Xnlambdaopts）;
toc
rel_err_L?=?norm（L-Lhat‘fro‘）/norm（L‘fro‘）
rel_err_S?=?norm（S-Shat‘fro‘）/norm（S‘fro‘）

err
iter


%%?low?rank?matrix?completion?（lrmc）?and?regularized?lrmc

n1?=?100;
n2?=?200;
r?=?5;
X?=?rand（n1r）*rand（rn2）;

p?=?0.6;
omega?=?find（rand（n1n2）M?=?zeros（n1n2）;
M（omega）?=?X（omega）;
[Xhatobjerriter]?=?lrmc（M?omega?opts）;
rel_err_X?=?norm（Xhat-X‘fro‘）/norm（X‘fro‘）
?
E?=?randn（n1n2）/100;
M?=?X+E;
lambda?=?0.1;
[Xhatobjerriter]?=?lrmcR（M?omega?lambda?opts）;


%%?low?rank?representation?（lrr）
lambda?=?0.001;
opts.loss?=?‘l21‘;?
tic
[XEobjerriter]?=?lrr（AAlambdaopts）;
toc
obj
err
iter

%%?latent?LRR?（latlrr）
lambda?=?0.1;
opts.loss?=?‘l1‘;?
tic
[ZLobjerriter]?=?latlrr（Alambdaopts）;
toc
obj
err
iter

%%?low?rank?and?sparse?representation?（lrsr）
lambda1?=?0.1;
lambda2?=?4;
opts.loss?=?‘l21‘;?
tic
[XEobjerriter]?=?lrsr（ABlambda1lambda2opts）;
toc
obj
err
iter

%%?improved?graph?clustering?（igc）
n?=?100;
r?=?5;
X?=?rand（nr）*rand（rn）;
C?=?rand（size（X））;
lambda?=?1/sqrt（n）;
opts.loss?=?‘l1‘;?
opts.DEBUG?=?1;
tic
[LSobjerriter]?=?igc（XClambdaopts）;
toc
err
iter

%%?multi-task?low-rank?affinity?pursuit?（mlap）
n1?=?100;
n2?=?200;
K?=?10;
X?=?rand（n1n2K）;
lambda?=?0.1;
alpha?=?0.2;
opts.loss?=?‘l1‘;?
tic
[ZEobjerriter]?=?mlap（Xlambdaalphaopts）;
toc
err
iter

%%?robust?multi-view?spectral?clustering?（rmsc）
n?=?100;
r?=?5;
m?=?10;
X?=?rand（nnm）;
lambda?=?1/sqrt（n）;
opts.loss?=?‘l1‘;?
opts.DEBUG?=?1;
tic
[LSobjerriter]?=?rmsc（Xlambdaopts）;
toc
err
iter

%%?sparse?spectral?clustering?（sparsesc）
lambda?=?0.001;
n?=?100;
X?=?rand（nn）;
W?=?abs（X‘*X）;
I?=?eye（n）;
D?=?diag（sum（W1））;
L?=?I?-?sqrt（inv（D

?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----
?????目錄???????????0??2019-03-31?20:00??ADMM\
?????目錄???????????0??2019-03-31?20:00??ADMM\.git\
?????文件??????????14??2019-03-31?20:00??ADMM\.gitignore
?????文件?????????301??2019-03-31?20:00??ADMM\.git\config
?????文件??????????73??2019-03-31?20:00??ADMM\.git\description
?????文件??????????23??2019-03-31?20:00??ADMM\.git\HEAD
?????目錄???????????0??2019-03-31?20:00??ADMM\.git\hooks\
?????文件?????????478??2019-03-31?20:00??ADMM\.git\hooks\applypatch-msg.sample
?????文件?????????896??2019-03-31?20:00??ADMM\.git\hooks\commit-msg.sample
?????文件????????3327??2019-03-31?20:00??ADMM\.git\hooks\fsmonitor-watchman.sample
?????文件?????????189??2019-03-31?20:00??ADMM\.git\hooks\post-update.sample
?????文件?????????424??2019-03-31?20:00??ADMM\.git\hooks\pre-applypatch.sample
?????文件????????1638??2019-03-31?20:00??ADMM\.git\hooks\pre-commit.sample
?????文件????????1348??2019-03-31?20:00??ADMM\.git\hooks\pre-push.sample
?????文件????????4898??2019-03-31?20:00??ADMM\.git\hooks\pre-rebase.sample
?????文件?????????544??2019-03-31?20:00??ADMM\.git\hooks\pre-receive.sample
?????文件????????1492??2019-03-31?20:00??ADMM\.git\hooks\prepare-commit-msg.sample
?????文件????????3610??2019-03-31?20:00??ADMM\.git\hooks\update.sample
?????文件????????5775??2019-03-31?20:00??ADMM\.git\index
?????目錄???????????0??2019-03-31?20:00??ADMM\.git\info\
?????文件?????????240??2019-03-31?20:00??ADMM\.git\info\exclude
?????目錄???????????0??2019-03-31?20:00??ADMM\.git\logs\
?????文件?????????183??2019-03-31?20:00??ADMM\.git\logs\HEAD
?????目錄???????????0??2019-03-31?20:00??ADMM\.git\logs\refs\
?????目錄???????????0??2019-03-31?20:00??ADMM\.git\logs\refs\heads\
?????文件?????????183??2019-03-31?20:00??ADMM\.git\logs\refs\heads\master
?????目錄???????????0??2019-03-31?20:00??ADMM\.git\logs\refs\remotes\
?????目錄???????????0??2019-03-31?20:00??ADMM\.git\logs\refs\remotes\origin\
?????文件?????????183??2019-03-31?20:00??ADMM\.git\logs\refs\remotes\origin\HEAD
?????目錄???????????0??2019-03-31?20:00??ADMM\.git\objects\
?????目錄???????????0??2019-03-31?20:00??ADMM\.git\objects\info\
............此處省略75個文件信息