Sparco is a suite of problems for testing and benchmarking algorithms for sparse signal reconstruction.
Authors: Ewout van den Berg and Michael P. Friedlander
A solver for large-scale sparse reconstruction. SPGL1 is suitable for solving the basis pursuit denoise problem
\hbox{ (BPDN)}\quad\hbox{minimize} \quad \|x\|_1^{} \quad\hbox{subject to}\quad \|Ax-b\|_2^{}\le\sigma
for a given noise-level \sigma, or it can solve the Lasso problem
\hbox{ (Lasso)}\quad\hbox{minimize} \quad \|Ax-b\|_2^{} \quad\hbox{subject to}\quad \|x\|_1^{}\le\tau
for a given \tau. Only matrix-vector products are required; both real and complex vectors x are supported.
Authors: Ewout van den Berg and Michael P. Friedlander
$$\begin{array}{ll}\mathop{\rm minimize} & \|Ax-b\|^2 + \delta\|x\|^2 + c^T x \\ \hbox{subject to} & \ell \le x \le u\end{array}$$
A large-scale bound-constrained least squares. Includes a Matlab interface.
Author: Michael P. Friedlander
Nonnegative tensor factorization.
Authors: Michael P. Friedlander and Kathrin Hatz
Level Set Methods for solving Hamilton-Jacobi partial differential equations.
Author: Ian M. Mitchell
$$\left(\begin{array}{ll}A & B^T \\ B & -C\end{array}\right)$$
A direct solver for saddle-point (KKT) matrices. Includes a Matlab interface, and is released into the public domain.
Author: Robert Bridson
A sparse QR package, including direct solver and preconditioner for iterative methods. Includes a Matlab interface, and is released into the public domain.
Author: Robert Bridson
Surface tracking software: El Topo robustly maintains a tangle-free high quality triangle mesh in 3D as it is evolved dynamically, including topological changes such as merging and pinching off.
Author: Tyson Brochu and Robert Bridson