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Software (under construction)
Optimization
My
MIT Github page
Matrix Geometric Optimization (GOPT) Toolbox
Super fast vector, matrix, tensor Total Variation
NNLS: Nonnegative least squares
METRIC: Metric Nearness
FSOLVER: Large-scale Linear programming solver
Machine Learning, Statistics
DPP sampling, quadrature, Nystrom, etc.
Geometric mean metric learning
(replacement of ITML)
Statistical inference with elliptical distributions
Large-scale L1-norm Support Vector Machines
Clustering data using von Mises-Fisher Distributions
Euclidean Co-clustering
Multiframe Blind Deconvolution
Miscellaneous
Large-scale sparse Singular Vector Decomposition (SVD)
NMA/NMF: Nonnegative Matrix Approximation / Factorization
SSLIB: Sparse matrix library
(includes
eigs
: an example interface to ARPACK for large-scale eigenvector computation)
CARPACK --- An F2Cd version of ARPACK
MATLAB2CCS --- mex code to convert matlab sparse matrices into CCS
Command line tools to convert Matlab .mat files to CCS "fwritten" files and vice-versa
READCCS --- mex code to read text or binary CCS files
PSGML-HTML --- My port psgml-html from XEmacs GNU Emacs