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jcreinhold / rpca_gpu.py
Last active February 7, 2024 04:10
GPU RPCA and SVT
#!/usr/bin/env python
# -*- coding: utf-8 -*-
"""
rpca_gpu
implementations of RPCA on the GPU (leveraging pytorch)
for low-rank and sparse matrix decomposition as well as
a nuclear-norm minimization routine via singular value
thresholding for matrix completion