Rank-Sparsity Incoherence for Matrix Decomposition

@article{Chandrasekaran2011RankSparsityIF,
  title={Rank-Sparsity Incoherence for Matrix Decomposition},
  author={V. Chandrasekaran and S. Sanghavi and P. Parrilo and A. Willsky},
  journal={SIAM J. Optim.},
  year={2011},
  volume={21},
  pages={572-596}
}
Suppose we are given a matrix that is formed by adding an unknown sparse matrix to an unknown low-rank matrix. Our goal is to decompose the given matrix into its sparse and low-rank components. Suc... 
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