SURE formulasSetupModel:
Estimator: where is any SVD General SURE formulasDefinition:
Real case Complex case Special case: Singular Value Thresholding (SVT)Definition: SURE formula:
Real case Complex case Block SVTDefinition: where
SURE formula: where
Divergence formula for all matrix arguments(See the hypothesis in Theorem 4.6 for this formula to hold) Definition: where
