  Matrix low rank approximation including the classical PCA and the robust PCA
(RPCA) method have been applied to solve the background modeling problem in
video analysis. Recently, it has been demonstrated that a special weighted low
rank approximation of matrices can be made robust to the outliers similar to
the $\ell_1$-norm in RPCA method. In this work, we propose a new algorithm that
can speed up the existing algorithm for solving the special weighted low rank
approximation and demonstrate its use in background estimation problem.
