wolffd@0: function result = threshFull_admmMixed(R,lam);
wolffd@0: % return argmin_V lam*||V||_2,1 + 0.5 ||V - A||_F^2
wolffd@0: % symmetry constraint on V
wolffd@0: 
wolffd@0: 
wolffd@0:    
wolffd@0:     W = R;
wolffd@0:     V = eye(length(R));
wolffd@0:     U = zeros(size(R));
wolffd@0:     q = 1;
wolffd@0:     mu = 100;
wolffd@0:     mult = 2;
wolffd@0:     
wolffd@0:     p = numel(R);
wolffd@0:     n = numel(U);
wolffd@0:     tol = 1e-4;
wolffd@0:     ptol = tol * sqrt(p);
wolffd@0:     dtol = tol * sqrt(n);
wolffd@0:     
wolffd@0:     iter = 0;
wolffd@0:     while 1
wolffd@0:         iter = iter + 1;
wolffd@0:         Vold = V;
wolffd@0:         W = threshFull_mixed(((1*R+q*(V-U))/(1+q)),lam/(1+q));
wolffd@0:         V = feasible_symm(W+U);
wolffd@0:         U = U + W - V;
wolffd@0:         
wolffd@0:         pr = q * norm( V(:)-Vold(:));
wolffd@0:         dr = norm((W(:) - V(:)));
wolffd@0:         
wolffd@0:         if pr < ptol && dr < dtol,break,end
wolffd@0:         
wolffd@0:         if pr/dr > mu
wolffd@0:             q = 1/mult * q;
wolffd@0:             U = mult * U;
wolffd@0:             %         disp(['q = ' num2str(q)]);
wolffd@0:         elseif dr/pr > mu
wolffd@0:             q = mult * q;
wolffd@0:             U = 1/mult * U;
wolffd@0:             %         disp(['q = ' num2str(q)]);
wolffd@0:             
wolffd@0:         end
wolffd@0:     end
wolffd@0:     %disp(['Iterations: ' num2str(iter)]);
wolffd@0:     %disp(['PR: ' num2str(pr) 'DR: ' num2str(dr)])
wolffd@0:     result = V;
wolffd@0: end
wolffd@0: 
wolffd@0: 
wolffd@0: 
wolffd@0: function result = feasible_symm(A)
wolffd@0: result = 0.5*(A+A');
wolffd@0: end
wolffd@0: 
wolffd@0: