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    發布日期: 2021-05-29
  • 語言: 其他
  • 標簽: 矩陣填充??

資源簡介

基于奇異值閾值的矩陣填充算法原始代碼。附帶了一個FPC算法進行比較。

資源截圖

代碼片段和文件信息

function?[USVnumiter]??=?FPC(nOmegabmu_finalmaxitertol)
%?[USigmaVnumiter]??=?FPC(nOmegabmu_finalmaxitergtol)
%
%?Finds?mininum??mu?||X||_*?+?1/2?||?A(X)?-?b?||_2^2
%
%???where?A(X)?is?the?projection?of?X?onto?the?set?of?indices
%???in?Omega.
%
%?For?efficiency?the?algorithm?uses?continuation?(i.e.?a?series?of
%???mu?aka?the?“outer?loop“)?until?mu?=?mu_final.
%
%?maxiter?controls?maximum?number?of?iterations?per?inner?loop
%
%?Outputs:
%???UV?and?Sigma?are?singular?vectors?and?singular?values?where
%???????X?=?U*Sigma*V‘
%???numiter?is?the?number?of?iterations?over?all?inner?and?outer?loops

%?Reference:
%
%???“Fixed?point?and?Bregman?iterative?methods?for?matrix
%???????rank?minimization.“
%???Shiquian?Ma?Donald?Goldfarb?Lifeng?Chen?October?2008
%???ftp://ftp.math.ucla.edu/pub/camreport/cam08-78.pdf

%?code?by?Stephen?Becker?srbecker@caltech.edu?March?2009

%?May?2009:?adding?support?for?complex?matrices


%?--?some?parameters:
tau?=?1.99;??%?recommended?that?tau?is?between?1?and?2
eta_mu?=?1/4;???%?how?much?to?decrease?mu?at?every?step

%VERBOSE?=?false;??%?no?output
VERBOSE?=?1;????%?a?little?bit?of?output
VERBOSE?=?2;????%?even?more?output



if?nargin?????tol?=?1e-4;
end
if?nargin?????maxiter?=?500;
end
????
if?length(n)?==?1
????n1?=?n(1);?n2?=?n1;
elseif?length(n)?==?2
????n1?=?n(1);?n2?=?n(2);
end
if?n1*n2?????SMALLSCALE?=?true;?
????X?=?zeros(n1n2);
else
????SMALLSCALE?=?false;
end


m?=?length(Omega);?[tempindx]?=?sort(Omega);?
incre?=?5;
r?=?1;?s?=?r?+?1;??%?estimate?new?rank
normb?=?norm(b);

[i?j]?=?ind2sub([n1n2]?Omega);
G?=?sparse(ijbn1n2m);??%?i.e.?starting?with?X?=?0;
mu?=?normest(?G??1e-2?);

%?What?the?best?way?to?multiply?a?sparse?matrix?
[forwardType?transposeType]?=?findBestMultiply(G.2);

U?=?zeros(n11);
V?=?zeros(n21);
S?=?0;
relResid?=?2;

if?VERBOSE?fprintf(‘**************************************\n‘);?end
numiter?=?0;
while?mu?>?mu_final
????mu?=?max(mu?*?eta_mumu_final);
????if?VERBOSE?fprintf(‘FPC?mu?=?%f\n‘mu);?end
????if?VERBOSE?==?1?fprintf(‘\tIteration:??????‘);?end
????s?=?2*r?+?1;??%?estimate?new?rank?for?next?iteration
for?k?=?1:maxiter
????numiter?=?numiter?+?1;
????if?VERBOSE==1?fprintf(‘\b\b\b\b%4d‘k);??end

????%?Make?routines?for?multiplying?by?a?sparse?matrix
????Gt?=?G‘;
????switch?forwardType
????????case?1?Gforward?=?@(x)?G*x;
????????case?2?Gforward?=?@(x)?Gt‘*x;
????????case?3?Gforward?=?@(x)?smvp(Gx);
????end
????switch?transposeType?
????????case?1?Gtranspose?=?@(x)?Gt*x;
????????case?2?Gtranspose?=?@(x)?G‘*x;
????????case?3?Gtranspose?=?@(x)?smvp(Gtx);
????end
????
????%?Y?=?X?-?tau*G
????Y?=?@(x)?U*(S*(V‘*x))?-?tau*Gforward(x);
????Yt=?@(x)?V*(S*(U‘*x))?-?tau*Gtranspose(x);
????
????%?Perform?a?SVD
????if?SMALLSCALE
????????[USigmaV]?=?svd(full(X?-?tau*G)‘econ‘);
????else
????????OK?=?0;
????????while?~OK
????????????opts?=?[];?
????????????if?~isreal(G)?opts.eta?=?1e-16;?end
%?????

?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----
?????目錄???????????0??2016-01-26?21:32??SVT_MostRecent\
?????文件????????5167??2009-05-28?07:03??SVT_MostRecent\FPC.m
?????目錄???????????0??2015-12-16?10:01??SVT_MostRecent\private\
?????文件?????????986??2010-01-25?13:26??SVT_MostRecent\private\bdsqr.m
?????文件????????9263??2010-01-25?13:26??SVT_MostRecent\private\bdsqr.mexa64
?????文件???????14563??2010-01-25?13:26??SVT_MostRecent\private\bdsqr.mexglx
?????文件???????13200??2010-01-25?13:26??SVT_MostRecent\private\bdsqr.mexmac
?????文件????????9261??2010-01-25?13:26??SVT_MostRecent\private\bdsqr.mexmaci
?????文件????????9152??2011-04-26?00:39??SVT_MostRecent\private\bdsqr.mexmaci64
?????文件???????25208??2010-01-25?13:26??SVT_MostRecent\private\bdsqr.mexsg
?????文件???????26109??2010-01-25?13:26??SVT_MostRecent\private\bdsqr.mexsg64
?????文件???????95852??2010-01-25?13:26??SVT_MostRecent\private\bdsqr.mexsol
?????文件???????56832??2010-01-25?13:26??SVT_MostRecent\private\bdsqr.mexw32
?????文件???????57344??2010-01-25?13:26??SVT_MostRecent\private\bdsqr.mexw64
?????文件????????4686??2010-01-25?13:26??SVT_MostRecent\private\bdsqr_mex.c
?????文件????????1504??2010-01-25?13:26??SVT_MostRecent\private\compute_int.m
?????文件????????1346??2010-01-25?13:26??SVT_MostRecent\private\dbdqr.c
?????文件?????????445??2009-02-22?10:15??SVT_MostRecent\private\dbdqr.f
?????文件????????2160??2010-01-25?13:26??SVT_MostRecent\private\findBestMultiply.m
?????文件????????4124??2011-04-26?00:48??SVT_MostRecent\private\install_mex.m
?????文件???????23704??2010-01-25?13:26??SVT_MostRecent\private\lanbpro.m
?????文件???????12309??2010-01-25?13:26??SVT_MostRecent\private\lansvd.m
?????文件?????????173??2010-01-25?13:26??SVT_MostRecent\private\mexHelper.m
?????文件?????????939??2010-01-25?13:26??SVT_MostRecent\private\refinebounds.m
?????文件????????4433??2010-01-25?13:26??SVT_MostRecent\private\reorth.c
?????文件????????3580??2009-03-05?06:44??SVT_MostRecent\private\reorth.f
?????文件????????2714??2010-01-25?13:26??SVT_MostRecent\private\reorth.m
?????文件????????9332??2010-01-25?13:26??SVT_MostRecent\private\reorth.mexa64
?????文件???????16160??2010-01-25?13:26??SVT_MostRecent\private\reorth.mexglx
?????文件???????13276??2010-01-25?13:26??SVT_MostRecent\private\reorth.mexmac
?????文件???????21268??2010-01-25?13:26??SVT_MostRecent\private\reorth.mexmaci
............此處省略51個文件信息

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