Shrinkage Function And Its Applications In Matrix Approximation

Keywords

Low-rank approximation; Shrinkage function; Singular value decomposition; Sparse approximation

Abstract

The shrinkage function is widely used in matrix low-rank approximation, compressive sensing, and statistical estimation. In this article, an elementary derivation of the shrinkage function is given. In addition, applications of the shrinkage function are demonstrated in solving several well-known problems, together with a new result in matrix approximation.

Publication Date

5-1-2017

Publication Title

Electronic Journal of Linear Algebra

Volume

32

Number of Pages

163-171

Document Type

Article

Personal Identifier

scopus

DOI Link

https://doi.org/10.13001/1081-3810.3218

Socpus ID

85020864444 (Scopus)

Source API URL

https://api.elsevier.com/content/abstract/scopus_id/85020864444

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