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A Unified Scalable Equivalent Formulation for Schatten Quasi-Norms

A Unified Scalable Equivalent Formulation for Schatten Quasi-Norms

The Schatten quasi-norm is an approximation of the rank, which is tighter than the nuclear norm. However, most Schatten quasi-norm minimization (SQNM) algorithms suffer from high computational cost to compute the singular value decomposition (SVD) of large matrices at each iteration. In this paper, we prove that for any p, …