singular value thresholdingSingular Value Thresholding (SVT) is an algorithm to minimize the nuclear norm of a matrix, subject to certain types of constraints. It has been successfully used in many matrix-completion problems (for more on the matrix completion problem, see Exact matrix completion via convex optimization by E.J. Candès and B. Recht). The SVT algorithm is described in the paper A singular value thresholding al
