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Jun 29, 2023 at 17:35 history edited Royi CC BY-SA 4.0
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Sep 5, 2022 at 8:34 history edited ViktorStein CC BY-SA 4.0
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Mar 9, 2022 at 9:18 history edited ViktorStein CC BY-SA 4.0
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Sep 26, 2019 at 13:57 comment added Royi @LorenzoStella, Indeed. In that case it is much easier to solve it as we're dealing with vectors (Vectorize the matrices).
Sep 25, 2019 at 21:18 comment added Lorenzo Stella Note that in the case $p=2$ (Frobenius norm), a much simpler closed form of prox exists which doesn’t involve any SVD.
Mar 21, 2018 at 17:55 history edited Royi CC BY-SA 3.0
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Sep 25, 2017 at 8:17 history answered Royi CC BY-SA 3.0