Dual Principal Component Pursuit

Single subspace learning with some outliers:

This code may not be perfect, but I still hope it will help anyone in his/her research.

Requirements

• Yalmip and mosek for solving l1 minimization problem;

Reference

• Tsakiris M C, Vidal R. Dual principal component pursuit[C]//Proceedings of the IEEE ICCV 2015: 10-18.
• Tsakiris M C, Vidal R. Dual principal component pursuit[J]//Journal of Machine Learning Research 2018, 19(18): 1-50.