The lowramp from krzakala

lowramp's Introduction

LowRAMP: Low rank Approximate Message Passing, a MATLAB software for low rank matrix factorization based on belief propagation.
COPYRIGHT (C) 2015 Thibault Lesieur, Florent Krzakala and Lenka Zdeborova
Contact : [email protected]

This program is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU General Public License for more details.

You should have received a copy of the GNU General Public License along with this program.  If not, see <http://www.gnu.org/licenses/>.

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Files included in this package :
    LowRAMP_UV.m : The main reconstruction code for UV' factorizarion
    run_LowRAMP_UX.m : a Demo file
    LowRAMP_XX.m : The main reconstruction code for XX' factorizarion
    run_LowRAMP_XX.m : a Demo file
    subroutines folder : all subroutines needed by the different parts of the algorithm. 
   
USAGE : from matlab, includes the two subfolders Functions and Subroutines (for instance using path(path,'./Functions');
path(path,'./Subroutines'); path(path,'./Functions');). 

Then run 
* demo_LowRAMP_UV for a UV factorization of a clustering  problem
* demo_PCA_and_completion for a completion problem
* demo_LowRAMP_XX for a community detection problem
* demo_Rank1_Submatrix for a submatrix localization problem

These equations are based on http://arxiv.org/abs/1503.00338 (ISIT 2015) and http://arxiv.org/abs/1507.03857
They follow from earlier works: 
http://arxiv.org/abs/1402.2238
http://arxiv.org/pdf/1202.2759.pdf
http://papers.nips.cc/paper/5074-low-rank-matrix-reconstruction-and-clustering-via-approximate-message-passing
Comments and remarks regarding bugs or functionalities are more than welcome.

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