The following Matlab project contains the source code and Matlab examples used for recovery of low rank and sparse matrix.
This code solves the problem of recovering a low rank and sparse(in transform domain)matrix from its lower dimensional projections
Minimize (lambda1)||X||* + (lambda2)||Dx||_1 + 1/2 || A(X) - y ||_2^2
Formulated as an unconstarined nuclear norm and L1 minimization problem using Split bregman algorithm, formulation for the problem is as follows
% Minimize (lambda1)||W||* + (lambda2)||Dz||_1 + 1/2 || A(X) - y ||_2^2 + eta1/2 || W-X-B1 ||_2^2 +eta2/2 || W-Z-B2 ||_2^2
%W, Z are auxillary variable and B1, B2 are the bregman variable
Use of split bregman technique helps improve the accuracy and convergence behavior of the algorithm.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

## Project Files:

File Name | Size |
---|---|

license.txt | 1514 |

DEMO.m | 1132 |

nuclear_L1_minimize.m | 2236 |

nuc_norm.m | 505 |

soft.m | 129 |

sp1.m | 149 |

sp3.m | 284 |