Generalized_Principal_Component_Analysis_Sastry

Generalized principal component analysis python codes

This repository aims to convert the original Matlab codes provided by http://www.vision.jhu.edu/gpca/ to python or ipython notebooks. Moreover, we will add more codes related to GPCA. The reference book is the following:

GENERALIZED PRINCIPAL COMPONENT ANALYSIS, Rene Vidal, Yi Ma, and S. Shankar Sastry, Springer Verlag 2016

Data

• Face image: http://www.cad.zju.edu.cn/home/dengcai/Data/FaceData.html

Illustrating examples

3.1.3 Matrix Completion by Convex Optimization [1]

Original and after 40 iterations of proximal gradient method:

References

[1] J.-F. Cai, E. J. Candès, and Z. Shen, “A singular value thresholding algorithm for matrix completion,” SIAM Journal on Optimization, vol. 20, no. 4, pp. 1956–1982, 2010. https://arxiv.org/abs/0810.3286