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