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Matrix recovery using split bregman

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Recovery of low rank matrix, using Split Bregman, via nuclear norm minimization

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This work deals with recovering a low rank matrix from its lower dimensional projections via nuclear norm minimization.
% Minimize ||X||* (nuclear norm of Z)
% Subject to A(X) = Y
We use split Bregman algorithm for the same.
% Minimize (lambda1)||W||* + 1/2 || A(X) - y ||_2^2 + eta/2 || W-X-B1 ||_2^2
%W is proxy variable and B1 is the Bregman variable
The use of Bregman technique improves the convergence speeds of our algorithm and gives a higher success rate. Also, the accuracy of reconstruction is much better even for cases where small number of linear measurements are available.

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