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svt function for MATLAB

svt is a MATLAB wrapper function for singular value thresholding.

The function is developed by Cai Li and Hua Zhou.

Compatibility

The code is tested on MATLAB R2013a, but should work on other versions of MATLAB with no or little changes. Current version works on these platforms: Windows 32-bit, Windows 64-bit, Linux 64-bit, and Mac (Intel 64-bit). Type computer in MATLAB's command window to determine the platform.

Download

ZIP File or TAR Ball

Installation

1. Download the zip or tar package.
2. Extract the zip or tar package.

unzip PackageName.zip

or

tar xvzf PackageName.tar.gz

3. Rename the folder from PackageName to svt.

mv PackageName svt

4. Add the svt folder to MATLAB search path. Start MATLAB, cd to the svt directory, and execute the following commands
   addpath(pwd) %<-- Add the toolbox to the MATLAB path
savepath %<-- Save for future MATLAB sessions
5. Go through following tutorials for the usage. For help of individual functions, type ? followed by the function name in MATLAB.

Tutorial

• Singular value thresholding

Licensing

svt function for MATLAB is licensed under the BSD license. Please use at your own risk.

How to cite

If you use this function in any way, please cite the software itself along with at least one publication or preprint.

• Software reference
  C Li and H Zhou. MATLAB svt function Version 0.0.1. Available online, July 2014.
  C Li and H Zhou (2017) svt: Singular Value Thresholding in MATLAB. [Journal of Statistical Software](in press)

Contacts

Cai Li [email protected] | Hua Zhou [email protected]