Software

The computational algorithms described in my publications are implemented and the software is available together with the pdf files of the papers. This makes the reported simulation results reproducible. Since 2008, I've been using the literate programming style and the noweb system for literate programming. The perfect reproducible research solution for me is org-babel, which combines literate programming with noweb and code evaluation within the document, see this presentation.

Software for structured low-rank approximation

Software prior to 2012

• Code from the book “Low Rank Approximation: Algorithms, Implementation, Applications”

• Algorithms and literate programs for weighted low-rank approximation with missing data

• Data modeling using the nuclear norm heuristic

• Approximate low-rank factorization with structured factors

• Closed-loop data-driven simulation

• Least squares contour alignment

• Matrix centering and low-rank approximation

• Software for structured total least squares estimation

• Software for approximate linear system identification

• Software for deterministic subspace identification

• A Matlab toolbox for weighted total least squares approximation

• Matlab function for ellipsoid estimation