# Code

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Code

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− | [http://web.eecs.umich.edu/~rajnrao/optshrink/ OptShrink] - Low-Rank Signal Matrix Denoising via Optimal, Data-Driven Singular Value Shrinkage | + | *[http://tbayes.eecs.umich.edu/ttsili/prls/ PRLS] - (matlab written by T. Tsiligkaridis) Kronecker sum decomposition of sample covariance matrices by permuted rank least squares optimization (on Hero's reproducible research webpage) |

+ | |||

+ | *[http://tbayes.eecs.umich.edu/ttsili/kglasso KGlasso] - (matlab written by T. Tsiligkaridis) Kronecker Graphical Lasso for sparse inverse kronecker structured covariance matrices (on Hero's reproducible research webpage) | ||

+ | |||

+ | *[http://web.eecs.umich.edu/~rajnrao/optshrink/ OptShrink] - (matlab written by R. Nadakuditi) Low-Rank Signal Matrix Denoising via Optimal, Data-Driven Singular Value Shrinkage |

## Revision as of 16:59, August 25, 2013

- PRLS - (matlab written by T. Tsiligkaridis) Kronecker sum decomposition of sample covariance matrices by permuted rank least squares optimization (on Hero's reproducible research webpage)

- KGlasso - (matlab written by T. Tsiligkaridis) Kronecker Graphical Lasso for sparse inverse kronecker structured covariance matrices (on Hero's reproducible research webpage)

- OptShrink - (matlab written by R. Nadakuditi) Low-Rank Signal Matrix Denoising via Optimal, Data-Driven Singular Value Shrinkage