Riemannian Robust Principle Component Pursuit (R2PCP) http://www.uni-graz.at/imawww/ifb/r2pcp/index.html ________________________________________________________________ OVERVIEW Robust principle component pursuit (RPCP) aims at decomposing a given data matrix additively into a low-rank matrix and a sparse matrix. R2PCP solves such a matrix decomposition problem by formulating a least- squares problem subject to rank- and cardinality constraints. The resulting constrained optimization problem is tackled by an (inexact) alternating minimization scheme on the respective matrix manifolds. In particular, the low-rank matrix subproblem is resolved by a Riemannian optimization step. In addition, based on particular applications, a heuristic trimming procedure is incorporated to adjust the rank and cardinality dynamically. The R2PCP package was implemented in MATLAB. _________________________________________________________________ REFERENCE Michael Hintermueller and Tao Wu, "Robust Principal Component Pursuit via Inexact Alternating Minimization on Matrix Manifolds", Journal of Mathematical Imaging and Vision, to appear. DOI:10.1007/s10851-014-0527-y _________________________________________________________________ DIRECTORY STRUCTURE demo_synthetic_data.m Demonstration of R2PCP on synthetic data. demo_airport_video.m Demonstration of R2PCP for background-foreground separation on the "airport" video. demo_lobby_video.m Demonstration of R2PCP for background-foreground separation on the "lobby" video. README.txt This file. Riem_RPCP (dir) Source codes of R2PCP. video_lobby (dir) Raw data for the "airport" video. video_lobby (dir) Raw data for the "lobby" video. utilities (dir) Utility functions used in demonstrations. _________________________________________________________________ ACKNOWLEDGEMENT The R2PCP package was developed by Michael Hintermueller from Department of Mathematics at the Humboldt-University of Berlin and Tao Wu from Institute for Mathematics and Scientific Computing at the University of Graz. This work is supported by the Austria Science Fund (FWF) under START-program Y305 "Interfaces and Free Boundaries" and the SFB F32 "Mathematical Optimization and Applications in Biomedical Sciences". _________________________________________________________________ DISCLAIMER The R2PCP package (including code modifications) may only be used for NON-COMMERCIAL RESEARCH purposes. For inquiries concerning a different use, please contact Prof. Michael Hintermueller from the Humboldt-University of Berlin (hint"at"math.hu-berlin.de). Your comments are welcome. Please keep track of bugs or missing/ confusing instructions and report them to Michael Hintermueller Tao Wu The algorithms contained in the R2PCP package were implemented by Tao Wu.