For a given matrix subspace, how can we find a basis that consists of
low-rank matrices? This is a generalization of the sparse vector problem. It
turns out that when the subspace is spanned by rank-1 matrices, the matrices
can be obtained by the tensor CP decomposition. For the higher rank case, the
situation is not as straightforward. In this work we present an algorithm based
on a greedy process applicable to higher rank problems. Our algorithm first
estimates the minimum rank by applying soft singular value thresholding to a
nuclear norm relaxation, and then computes a matrix with that rank using the
method of alternating projections. We provide local convergence results, and
compare our algorithm with several alternative approaches. Applications include
data compression beyond the classical truncated SVD, computing accurate
eigenvectors of a near-multiple eigenvalue, image separation and graph
Laplacian eigenproblems.

本文提出了一种贪心算法来解决高秩矩阵子空间中低秩矩阵的基问题，并比较了其与其他方法的优劣，进而可应用于数据压缩，计算近多重特征值的精确特征向量，图像分离和图马拉锡算子的特征值问题。