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Fourier domain structured low-rank matrix priors are emerging as powerful alternatives to traditional image recovery methods such as total variation and wavelet regularization. These priors specify that a convolutional structured matrix, i.e., Toeplitz, Hankel, or their multi-level generalizations, built from Fourier data of the image should be low-rank. The main challenge in applying these schemes to large-scale problems is the computational complexity and memory demand resulting from lifting the image data to a large scale matrix. We introduce a fast and memory efficient approach called the Generic Iterative Reweighted Annihilation Filter (GIRAF) algorithm that exploits the convolutional structure of the lifted matrix to work in the original un-lifted domain, thus considerably reducing the complexity. Our experiments on the recovery of images from undersampled Fourier measurements show that the resulting algorithm is considerably faster than previously proposed algorithms, and can accommodate much larger problem sizes than previously studied.
Low rank matrix recovery problems, including matrix completion and matrix sensing, appear in a broad range of applications. In this work we present GNMR -- an extremely simple iterative algorithm for low rank matrix recovery, based on a Gauss-Newton
Low-rank Multi-view Subspace Learning (LMvSL) has shown great potential in cross-view classification in recent years. Despite their empirical success, existing LMvSL based methods are incapable of well handling view discrepancy and discriminancy simu
This paper is devoted to proposing a general weighted low-rank recovery model and designs a fast SVD-free computational scheme to solve it. First, our generic weighted low-rank recovery model unifies several existing approaches in the literature.~Mor
The problem of recovering a low-rank matrix from the linear constraints, known as affine matrix rank minimization problem, has been attracting extensive attention in recent years. In general, affine matrix rank minimization problem is a NP-hard. In o
We address the problem of efficient sparse fixed-rank (S-FR) matrix decomposition, i.e., splitting a corrupted matrix $M$ into an uncorrupted matrix $L$ of rank $r$ and a sparse matrix of outliers $S$. Fixed-rank constraints are usually imposed by th