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README.md

This is the code to reproduce the result in the paper "Fast algorithms for robust principal component analysis with an upper bound on the rank" by N. Sha, L. Shi, and M. Yan

There are many sections in each Demo file. You will need to run the section to obtain the corresponding results.

  • The first section loads the data, and the following sections compute the results.
  • Some sections may require a long time to finish, and some precomputed data can be loaded instead.
  • For some sections, you may need to change the parameters (such as rank and noise level). They are mentioned at the beginning of the sections.

The pdf file of the paper is included as well.

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