Combinatorial search for the Lp-norm Principal Component of a matrix

In this repo we implent the algorithm of [1] for computing the Lp-norm Principal-Component of a matrix. Formally, for any $p\leq 1$, the provided script solves

• IEEEXplore article: https://ieeexplore.ieee.org/document/9048980
• Source code: https://github.com/dgchachlakis/Combinatorial-search-for-the-Lp-norm-Principal-Component-of-a-matrix

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Questions/issues

Inquiries regarding the scripts provided below are cordially welcome. In case you spot a bug, please let me know. If you use some piece of code for your own work, please cite the article above.

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Citing

If you use our algorihtms, please cite [1].

@INPROCEEDINGS{lpnormPC,
  author={D. G. {Chachlakis} and P. P. {Markopoulos}},
  booktitle={2019 53rd Asilomar Conference on Signals, Systems, and Computers}, 
  title={Combinatorial Search for the Lp-Norm Principal Component of a Matrix}, 
  year={2019},
  volume={},
  number={},
  pages={1611-1615},
  doi={10.1109/IEEECONF44664.2019.9048980}}

[1]	D. G. Chachlakis and P. P. Markopoulos, "Combinatorial Search for the Lp-Norm Principal Component of a Matrix," 2019 53rd Asilomar Conference on Signals, Systems, and Computers, Pacific Grove, CA, USA, 2019, pp. 1611-1615, doi: 10.1109/IEEECONF44664.2019.9048980.