tlpipe.utils.rpca_decomp

Functions

MAD(a) Median absolute deviation divides 0.6745.
decompose(M[, rank, S, lmbda, threshold, …]) Stable principal component decomposition of an Hermitian matrix.
l0_norm(a) Return the \(l_0\)-norm (i.e., number of non-zero elements) of an array.
l1_norm(a) Return the \(l_1\)-norm of an array.
mad(a) Median absolute deviation.
shrink(a, lmbda) Soft thresholding operator, which works for both real and complex array.
sign(a) Sign of an array, which works for both real and complex array.
truncate(a, lmbda) Hard thresholding operator, which works for both real and complex array.