Sparse and low-rank matrix decompositions

We consider the following fundamental problem: given a matrix that is the sum of an unknown sparse matrix and an unknown low-rank matrix, is it possible to exactly recover the two components? Such a capability enables a considerable number of applications, but the goal is both ill-posed and NP-hard...

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Bibliographic Details
Main Authors: Chandrasekaran, Venkat, Sanghavi, Sujay, Parrilo, Pablo A., Willsky, Alan S.
Other Authors: Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Format: Article
Language:en_US
Published: Institute of Electrical and Electronics Engineers 2010
Online Access:http://hdl.handle.net/1721.1/58946
https://orcid.org/0000-0003-1132-8477
https://orcid.org/0000-0003-0149-5888