Algorithm 1.

Exact solution of (3)

Input: A, Z, s ≤ r(A)
Output: A global minimizer Θ of (3)
Function: LSRM(A, Z, s)
1:	if A is nonsingular then
2:	Θ = A−1℘s(Z)
3:	else
4:	Perform SVD on A: A = UDVT
5:	Extract the first r rows of UTZ and denote it as Wr(A)
6	$\mathbf{\Theta }=\mathit{V}\left[\begin{array}{c}\hfill {\mathit{D}}_{r(\mathit{A})}^{-1}{\wp }_s({\mathit{W}}_{r(\mathit{A})})\hfill \\ \hfill \mathbf{0}\hfill \end{array}\right]$
7:	end if
8:	return Θ