input: param: parameters of the LMGE algorithm param.mu, param.alpha, param.beta are regularization parameters. param.p: dimension of shared subspace param.k: number of nearest neighbors for Laplacian matrix X: input data Y: ground

CGSVD Compact generalized SVD of a matrix pair in regularization problems. sm = cgsvd(A,L) [U,sm,X,V] = cgsvd(A,L) , sm = [sigma,mu] Computes the generalized SVD of the matrix pair (A,L): [ A ] = [ U 0 ]*[ diag(sigma) 0 ]*inv

Matrix(CSharp) c#实现卡尔曼滤波方程(Matrix (CSharp) c# implementation of Calman filter equation)

压缩感知，确定性测量矩阵构造，matlab语言编程(Compressed sensing, construction of deterministic measurement matrix)