Title: Generalized singular value thresholding operator to affine matrix rank minimization problem,
Abstract: It is well known that the affine matrix rank minimization problem is NP-hard
and all known algorithms for exactly solving it are doubly exponential in
theory and in practice due to the combinational nature of the rank function. In
this paper, a generalized singular value thresholding operator is generated to
solve the affine matrix rank minimization problem. Numerical experiments show
that our algorithm performs effectively in finding a low-rank matrix compared
with some state-of-art methods.