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# Nov. 2014 # This code implements the Fixed-Rank Alternated Direction Method with Augmented # Lagrange Multiplier # algorithm for Robust Fixed-Rank Sparse Decompositions. # # D - m x n matrix of probably corrupted data # # lambda - weight on sparse error term in the cost function # # tol - tolerance for stopping criterion. # # maxIter - maximum number of iterations # # This code has been developed by: # # * German Ros (gros@cvc.uab.es) # Computer Vision Center and Universitat Autonoma de Barcelona (Spain) # # * Julio Guerrero (juguerre@um.es) # Dept. of Applied Mathematics, Universidad de Murcia (Spain) # # To know more details, please check our arXiv submission # "Fast and Robust Fixed-Rank Matrix Recovery" # at http://arxiv.org/abs/1503.03004 # # # This implementation is based on the implementation of the iALM method by # Minming Chen & Arvind Ganesh and LMAFIT by Yin Zhang. Thank you very much! # ################
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