fix bug

multi_NNLRS.m

@@ -77,7 +77,7 @@
  cmu(1:k)={mu};
  % update S_i
  Sk=S;
- [S, svp]=cellfun(@updateS,xtx,X,E,Y1,Z,S,Sk,Y3,eta1,cmu,'UniformOutput',false);
+ [S, svp]=cellfun(@updateS,xtx,X,E,Y1,Z,S,Y3,eta1,cmu,'UniformOutput',false);
  % update J_i
  Jk=J;
  [J]=cellfun(@updateJ,Z,J,Y2,cmu,cbeta,'UniformOutput',false);
@@ -87,7 +87,7 @@
  for i=1:k
  ZZ(i,:)=M{i};
  end
- ZZ=l21(ZZ,alpha/mu);
+ ZZ=l21(ZZ,alpha/(2*mu));
  % update Z_i
  Zk=Z;
  for i=1:k
@@ -139,13 +139,13 @@
  iter=iter+1;
 end
 
-function [S,svp] = updateS(xtx,X,E,Y1,Z,S,Sk,Y3,eta1,mu)
- T=-mu*(xtx-xtx*S+X'*E+X'*Y1/mu+Z-S+Y3/mu);
+function [S,svp] = updateS(xtx,X,E,Y1,Z,S,Y3,eta1,mu)
+ T=-mu*(xtx-xtx*S-X'*E+X'*Y1/mu+Z-S+Y3/mu);
  % argmin_{S} 1/(mu*eta1)||S||_*+1/2*||S-S_k+T/(mu*eta1)||_F^2
- [S,svp]=singular_value_shrinkage(Sk-T/(mu*eta1),1/(mu*eta1)); % TODO: sometimes PROPACK is slower than full svd, and sometimes it will throw the following error
+ [S,svp]=singular_value_shrinkage(S-T/(mu*eta1),1/(mu*eta1)); % TODO: sometimes PROPACK is slower than full svd, and sometimes it will throw the following error
 
 function [J] = updateJ(Z,J,Y2,mu,beta)
- J=wthresh(Z+Y2/mu,'s',2*beta); 
+ J=wthresh(Z+Y2/mu,'s',beta/mu); 
 
 function [RET] = updateF(J,Y2,S,Y3,mu)
  RET=1/2*(J-Y2/mu+S-Y3/mu);