June 20, 2012

This subdirectory contains the following Matlab source codes:

rcompletegen.m                 Generates test problems

Hkx.m, Hkxad.m                 Compute the Hankel mapping and its adjoint

mytrace.m                      Routine for computing trace inner product

rcompleteADM.m 
rcompleteADM2.m                Solve nuclear norm regularized stochastic realization problem via primal ADM

rcompleteDADM2.m               Solve nuclear norm regularized stochastic realization problem via dual ADM

rcompletedPPA.m                Solve nuclear norm regularized stochastic realization problem via dual PPA

rcompletedPPAinit.m            Initialization subroutine for rcompletedPPA.m

Implementation and numerical experience with the above codes are described in the paper: 
    Maryam Fazel, Ting Kei Pong, Defeng Sun and Paul Tseng
    "Hankel Matrix Rank Minimization with Applications to System Identification and Realization",
    Submitted.
This code was last updated on Dec 2, 2012.

Questions/comments/suggestions about the codes are welcome.  

Ting Kei Pong, tkpong@uw.edu