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https://github.com/r9y9/robustpca.jl

Robust Principal Component Analysis in Julia
https://github.com/r9y9/robustpca.jl

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Robust Principal Component Analysis in Julia

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# RobustPCA

[![Build Status](https://travis-ci.org/r9y9/RobustPCA.jl.svg?branch=master)](https://travis-ci.org/r9y9/RobustPCA.jl)
[![License](http://img.shields.io/badge/license-MIT-brightgreen.svg?style=flat)](LICENSE.md)

RobustPCA.jl provides a support for Robust Principal Component Analysis (RPCA) in Julia language. The optimization algorithm implemented in this package basically follows:

- [Lin, Zhouchen, Minming Chen, and Yi Ma. "The augmented lagrange multiplier method for exact recovery of corrupted low-rank matrices." arXiv preprint arXiv:1009.5055 (2010)](http://arxiv.org/pdf/1009.5055.pdf).

## Installalation

```julia
Pkg.clone("https://github.com/r9y9/RobustPCA.jl")
```

## Singing-voice separation from monaural recordings Demo

- [P.S Huang, S.D. Chen, P. Smaragdis, and M. HasegawaJohnson, "Singing-voice separation from monaural recordings using robust principal component analysis", Proc. ICASSP 2012.](http://www.mirlab.org/conference_papers/International_Conference/ICASSP%202012/pdfs/0000057.pdf)

```julia
julia demo/Huang2012_singing_source_separation.jl
```