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Robust PCA

Here is a REAPER implementation for those who want to test out our latest robust PCA algorithm. If you are interested in reproducing the entire suite of experiments from the paper, please contact me directly.

The code that goes with the paper "Two Proposals for Robust PCA Using Semidefinite Programming" is here. Please consult the README file for instructions on how to reproduce the figures.

August 11, 2011: I've updated the code for robust PCA to reflect some revisions in the paper (these revisions are not on the arXiv). The newest code is here. If you want to reproduce the experiments in the arXiv version of the paper, use this code. I will post a link if/when the article is accepted for publication, but if you need information sooner, please contact me.

robustPCA_code.tar.gz. (12/6/2010)

CoSaMP

This is a tarball of my current Matlab implementation of the CoSaMP algorithm for compressed sensing. I do not currently include any README files. If you find that the help documentation is not enough, please shoot me an email and I'll consider documenting the code better.

Alpha version, dated 03/18/2010: cosamp0.03182010.tar.gz.

Makefile for LaTeX

Here is a makefile for LaTeX under unix systems. Save the file in the same directory as your *.tex file and type "make myfile.pdf" or "make myfile.dvi" to compile your document with BibTeX.