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