NNLS-0
所属分类:matlab编程
开发工具:matlab
文件大小:14089KB
下载次数:68
上传日期:2010-06-12 13:47:59
上 传 者:
yanjingjie
说明: 文章Decoding by Linear Programming实现源代码
(Article Decoding by Linear Programming implementation source code)
文件列表:
NNLS-0 (0, 2009-11-11)
NNLS-0\runMLR.m (3147, 2009-11-11)
NNLS-0\MatCompData (0, 2009-10-14)
NNLS-0\MatCompData\jester-data-3.xls (16057856, 2009-01-06)
NNLS-0\MatCompData\jester-data-1.xls (16086528, 2009-01-06)
NNLS-0\MatCompData\jester-data-2.xls (15131648, 2009-01-06)
NNLS-0\MatCompData\u1M.data (15003135, 2009-10-14)
NNLS-0\MatCompData\u100K.data (1500000, 2009-10-14)
NNLS-0\solverold (0, 2009-10-14)
NNLS-0\solverold\APGLsym_old.m (12372, 2009-10-14)
NNLS-0\solverold\runMatrixCompletion.m (5876, 2009-10-14)
NNLS-0\solverold\ATmatvec.m (546, 2009-10-13)
NNLS-0\solverold\APGL.m (10144, 2009-10-14)
NNLS-0\solverold\APGLsym.m (10062, 2009-10-14)
NNLS-0\solverold\runrealdata.m (8501, 2009-10-14)
NNLS-0\solverold\Amatvec.m (590, 2009-10-13)
NNLS-0\solverold\APGL_old.m (12472, 2009-10-13)
NNLS-0\solverold\ProjOmega.m (944, 2009-10-14)
NNLS-0\GNU_GPL_v2.txt (18351, 2009-10-15)
NNLS-0\PROPACKmod (0, 2009-11-09)
NNLS-0\PROPACKmod\reorth.mexglx (7235, 2009-11-09)
NNLS-0\PROPACKmod\refinebounds.m (939, 2009-04-07)
NNLS-0\PROPACKmod\tqlb.m (922, 2009-10-13)
NNLS-0\PROPACKmod\reorth.m (2641, 2009-04-07)
NNLS-0\PROPACKmod\laneig.m (10346, 2009-10-15)
NNLS-0\PROPACKmod\lansvd.m (10081, 2009-10-15)
NNLS-0\PROPACKmod\reorth.mexa64 (14475, 2009-11-09)
NNLS-0\PROPACKmod\pythag.m (618, 2009-05-13)
NNLS-0\PROPACKmod\lanbpro.m (22150, 2009-05-02)
NNLS-0\PROPACKmod\compute_int.m (1504, 2009-04-07)
NNLS-0\PROPACKmod\bdsqr.m (1069, 2009-11-09)
NNLS-0\PROPACKmod\mexreorth.c (5098, 2009-10-13)
NNLS-0\PROPACKmod\Install_PROPACK.m (782, 2009-04-13)
NNLS-0\PROPACKmod\reorth.mexw32 (7680, 2009-10-26)
NNLS-0\PROPACKmod\lanpro.m (16312, 2009-04-07)
NNLS-0\solver (0, 2009-11-11)
NNLS-0\solver\mexProjOmega.mexa64 (14349, 2009-11-09)
NNLS-0\solver\proxmap.m (3151, 2009-11-09)
NNLS-0\solver\mexsvec.mexa64 (18829, 2009-11-09)
NNLS-0\solver\compJcol.m (693, 2009-10-13)
... ...
[Introduction]
NNLS version 0:
A MATLAB software for semidefinite programming
Copyright (c) 2009 by
Kim-Chuan Toh and Sangwoon Yun
This is software package for solving a nuclear norm
regularized least squares problem of the form:
(P) min_X {f(X) + mu*sum(svd(X))}
or
(PS) min_X {f(X) + mu*trace(X) : X psd}
where f(X) = 0.5*norm(A(X)-b)^2 + 0.5*rho*norm(X,'fro')^2.
The main algorithm is an acceleration proximal gradient
method applied to (P); details can be found in the following
reference:
[Reference]
[1] K.C. Toh, and S.W. Yun
An accelerated proximal gradient algorithm for nuclear norm regularized
least squares problems, preprint, National University of Singapore,
Apr 2009.
Available at: http://www.optimization-online.org/DB_HTML/2009/03/2268.html
[Copyright]
See Copyright.txt
--------------------------------------------------------------
[Installation]
The software NNLS requires a few mex-files that you may need
to compile in MATLAB.
To so, run MATALB in the directory NNLS, then type:
>> Installmex
After that, to see whether you have installed the software
correctly, type the following in MATLAB:
>> runRandomMatComp
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