1. Choose the scalar β larger than all the singular values of A and set i=0. Also initialize s(0), e.g, s(0)=A+ x. |
2. Set . |
3. Apply the shrinkage-threshold operator defined in (11): |
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4. Check the termination criterion. If neither the maximum number of iterations has passed nor a given stopping condition is fulfilled, increase i and return to the 2nd step. |