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Frame soft shrinkage operators are proximity operators
Applied and Computational Harmonic Analysis ( IF 2.6 ) Pub Date : 2021-12-14 , DOI: 10.1016/j.acha.2021.12.001
Jakob Alexander Geppert 1 , Gerlind Plonka 1
Affiliation  

In this paper, we show that the commonly used frame soft shrinkage operator, that maps a given vector xRN onto the vector TSγTx, is already a proximity operator, which can therefore be directly used in corresponding splitting algorithms. In our setting, the frame transform matrix TRL×N with LN has full rank N, T denotes the Moore-Penrose inverse of T, and Sγ is the usual soft shrinkage operator with threshold parameter γ>0. Our result generalizes the known assertion that TSγT is the proximity operator of T1 if T is an orthogonal (square) matrix. It is well-known that for rectangular frame matrices T with L>N, the proximity operator of T1 does not have a closed representation and needs to be computed iteratively. We show that the frame soft shrinkage operator TSγT is a proximity operator as well, thereby motivating its application as a replacement of the exact proximity operator of T1. We further give an explanation, why the usage of the frame soft shrinkage operator still provides good results in various applications. In particular, we provide some properties of the subdifferential of the convex functional Φ which leads to the proximity operator proxΦ=TSγT and show that TSγT behaves similarly as proxT1.



中文翻译:

帧软收缩算子是邻近算子

在本文中,我们展示了常用的框架软收缩算子,它映射给定的向量 X电阻N 到向量上 γX, 已经是一个邻近算子,因此可以直接用于相应的分裂算法中。在我们的设置中,帧变换矩阵电阻×NN有满秩N表示T的 Moore-Penrose 逆,并且γ 是具有阈值参数的常用软收缩算子 γ>0. 我们的结果概括了已知的断言,即γ 是接近算子 1如果T是正交(方)矩阵。这是公知的,对于矩形框架矩阵Ť>N, 的邻近算子 1没有封闭表示,需要迭代计算。我们证明了框架软收缩算子γ 也是一个接近算子,从而激发了它的应用,作为替代精确接近算子的 1. 我们进一步解释了为什么框架软收缩算子的使用在各种应用中仍然可以提供良好的结果。特别地,我们提供了凸函数 Φ 的次微分的一些性质,这导致了邻近算子近似值Φ=γ 并表明 γ 行为类似于 近似值1.

更新日期:2021-12-20
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