Sign up ×
Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields. It's 100% free, no registration required.

SVT stands for singular value thresholding. It is an algorithm used in "matrix completion" problems. see for basics. What is the meaning of "for large values of [tau]..." without actually stating what a "large" value is relative to? I often see such references in mathematical literature and it leaves me puzzled. Thanks

share|cite|improve this question

1 Answer 1

Referring to (P3) on your link:

$$\min_{X \in C} \tau \lVert X \rVert_{*} + \frac{1}{2} \lVert X \rVert_{F}^2$$

A sufficiently large value of $\tau$ would be any value that causes the nucular norm term to be significantly larger than the Frobenius norm term such that omitting the Frobenius norm term will not result in a significantly different result relative to the result obtained from the sum of the nuclear and Frobenius norm terms.

share|cite|improve this answer
Ah, Thank you - that was easy to understand and seems so relatively more obvious now. – val Jan 16 '13 at 17:47

Your Answer


By posting your answer, you agree to the privacy policy and terms of service.

Not the answer you're looking for? Browse other questions tagged or ask your own question.