May 5 2013

This subdirectory contains the following Matlab source codes and folders:

Hkx.m, Hkxad.m      Subroutine for all program codes; computing Hankel map and its adjoint

rcompletemFBS_uv.m  Solving nuclear norm regularized system realization problem using mFBS method (no averaging).

rcompletePPG.m
rcompletePPG2.m     Solving nuclear norm regularized system realization problem using PPG algorithm.
                    Step lengths for the two codes are different.

rcompleteADM2.m     Solving nuclear norm regularized system realization problem using ADMM.

invmap.m            Subroutine of rcompleteADM2.m

run_code_sys.m      Run code.

Implementation and numerical experience with the above codes are described in the paper: 
    Ting Kei Pong
    "The proximal-proximal gradient algorithm",
    Submitted.
This code was last updated on Aug 23, 2013.

Questions/comments/suggestions about the codes are welcome.  

Ting Kei Pong, tkpong@cs.ubc.ca