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pyproximal/proximal/SingularValuePenalty.py

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class SingularValuePenalty(ProxOperator):
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r"""Proximal operator of a penalty acting on the singular values.
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Generic regularizer :math:`\mathcal{R}` acting on the singular values of a matrix,
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Generic regularizer :math:`\mathcal{R}_f` acting on the singular values of a matrix,
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..math::
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.. math::
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\mathcal{R}(\mathbf{X}) = f(\boldsymbol\lambda)
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\mathcal{R}_f(\mathbf{X}) = f(\boldsymbol\lambda)
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:math:`\mathbf{X}` is a matrix of size :math:`M \times N` and
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where :math:`\mathbf{X}` is a matrix of size :math:`M \times N` and
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:math:`\boldsymbol\lambda` is the corresponding singular value vector.
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Parameters
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\mathbf{U} \diag\left( \prox_{\tau f}(\boldsymbol\lambda)\right) \mathbf{V}^H
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where :math:`\mathbf{X} = \mathbf{U}\diag(\boldsymbol\lambda)\mathbf{V}^H`, is an
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SVD of :math:`X`. It is the user's responsibility to check that this is true for
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their particular choice of ``penalty``.
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SVD of :math:`\mathbf{X}`. It is the user's responsibility to check that this is
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true for their particular choice of ``penalty``.
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"""
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def __init__(self, dim, penalty):

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