Exact Solution Analysis of Strongly Convex Programming for Principal Component Pursuit

In this paper, we address strongly convex programming for principal component analysis, which recovers a target matrix that is a superposition of low-complexity structures from a small set of linear measurements. In this paper, we firstly provide sufficient conditions under which the strongly convex models lead to the exact low-rank matrix recovery. Secondly, we also give suggestions that will guide us how to choose suitable parameters in practical algorithms. Finally, the proposed result is extended to the principal component pursuit with reduced linear measurements and we provide numerical experiments.