brendt.wohlberg.net

Paul Rodríguez and Brendt Wohlberg, "Fast Principal Component Pursuit via Alternating Minimization", in *Proceedings of IEEE International Conference on
Image Processing (ICIP)*, (Melbourne, Australia), doi:10.1109/ICIP.2013.6738015, pp. 69--73, Sep 2013

We propose a simple alternating minimization algorithm for
solving a minor variation on the original Principal Component
Pursuit (PCP) functional. In computational experiments in the video
background modeling problem, the proposed algorithm is able to
deliver a consistent sparse approximation even after the first outer
loop, (taking approximately 12 seconds for a *640 × 480 ×
400* color test video) which is approximately an order of magnitude
faster than Inexact ALM to construct a sparse component of the same
quality.

@inproceedings{rodriguez-2013-fast,

author = {Paul Rodr\'{i}guez and Brendt Wohlberg},

title = {Fast Principal Component Pursuit via Alternating Minimization},

year = {2013},

month = Sep,

urlpdf = {http://brendt.wohlberg.net/publications/pdf/rodriguez-2013-fast.pdf},

booktitle = {Proceedings of IEEE International Conference on
Image Processing (ICIP)},

address = {Melbourne, Australia},

doi = {10.1109/ICIP.2013.6738015},

pages = {69--73}

}