Tensorlab and Complex Optimization Toolbox

Found the following two toolboxes:

• Tensorlab: A MATLAB toolbox for tensor computations  and 
• Complex Optimization Toolbox: A MATLAB toolbox for optimization of complex variables

from the pages:

Tensorlab

A MATLAB toolbox for tensor computations

About

Tensorlab is a MATLAB toolbox that offers algorithms for

• tensor decompositions: canonical polyadic decomposition (CPD), CPD with structured factor matrices and (partial) symmetry, multilinear singular value decomposition (MLSVD), block term decompositions (BTD) and low multilinear rank approximation (LMLRA),
• complex optimization: quasi-Newton and nonlinear-least squares optimization with complex variables including numerical complex differentiation,
• global minimization of bivariate polynomials and rational functions: both real and complex exact line search (LS) and real exact plane search (PS) for tensor optimization,
• and much more: cumulants, tensor visualization, estimating a tensor's rank or multilinear rank, …

Documentation

Download the Tensorlab user guide to get started with Tensorlab. Alternatively, see Tensorlab's Contents.m for an overview of the toolbox's functionality. For questions, bug reports or other inquiries, please contacttensorlab@esat.kuleuven.be.

Complex Optimization Toolbox

A MATLAB toolbox for optimization of complex variables

About

The Complex Optimization Toolbox is a MATLAB toolbox for optimizing problems in complex variables, although real optimization is also possible and is without performance penalty. Included are generalized algorithms for

• unconstrained nonlinear optimization: nonlinear conjugate gradient and limited-memory BFGS with Moré–Thuente line search or dogleg trust region,
• nonlinear least squares: minimization of vector-, matrix- or tensor-valued residual functions, complex bound constraints, Levenberg–Marquardt and Gauss–Newton with CG–Steihaug or dogleg trust region,
• and much more: automated numerical real and complex differentiation, preservation of unknowns in their original format (i.e., as a vector, matrix, tensor or even a cell array of tensors), preconditioned conjugate gradient, …

Documentation

The Complex Optimization Toolbox is part of Tensorlab, a MATLAB toolbox for tensor computations. Please consult the Tensorlab user guide to get started with the Complex Optimization Toolbox. Alternatively, see the toolbox's Contents.m for an overview of its functionality. For questions, bug reports or other inquiries, please contact cot@cs.kuleuven.be.

Join the CompressiveSensing subreddit or the Google+ Community and post there !
Liked this entry ? subscribe to Nuit Blanche's feed, there's more where that came from. You can also subscribe to Nuit Blanche by Email, explore the Big Picture in Compressive Sensing or the Matrix Factorization Jungle and join the conversations on compressive sensing, advanced matrix factorization and calibration issues on Linkedin.