Robust PCA Action Set
References
Brand, M. (2006). “Fast Low-Rank Modifications of the Thin Singular Value Decomposition.” Linear Algebra and Its Applications 415:20–30.
Candès, E. J., Li, X., Ma, Y., and Wright, J. (2011). “Robust Principal Component Analysis?” Journal of the Association for Computing Machinery 58:1–37.
Lin, Z., Ganesh, A., Wright, J., Wu, L., Chen, M., and Ma, Y. (2009). “Fast Convex Optimization Algorithms for Exact Recovery of a Corrupted Low-Rank Matrix.” In IEEE International Workshop on Computational Advances in Multi-sensor Adaptive Processing. Piscataway, NJ: Institute of Electrical and Electronics Engineers.
Stor, N. J., Slapnicar, I., and Barlow, J. L. (2015). “Accurate Eigenvalue Decomposition of Real Symmetric Arrowhead Matrices and Applications.” Linear Algebra and Its Applications 464:62–89.
Zhou, Z., Li, X., Wright, J., Candès, E. J., and Ma, Y. (2010). “Stable Principal Component Pursuit.” In IEEE International Symposium on Information Theory Proceedings, 1518–1522. Piscataway, NJ: Institute of Electrical and Electronics Engineers.