LowRAMP: Low rank Approximate Message Passing, a JULIA software for low rank matrix factorization based on belief propagation.

================================================== Version: This requires Julia 0.4 COPYRIGHT (C) 2015 Thibault Lesieur, Florent Krzakala and Lenka Zdeborova Contact : florent.krzakala@ens.fr

This program is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

You should have received a copy of the GNU General Public License along with this program. If not, see http://www.gnu.org/licenses/.

================================================== This code requites Julia 0.4

To install, just write

Pkg.clone("git://github.com/sphinxteam/LowRAMP.jl.git").

The module can then be loaded with using LowRAMP.

A set of demo is also provided, just try Pkg.test("LowRAMP");

These equations are based on http://arxiv.org/abs/1503.00338 (ISIT 2015) and http://arxiv.org/abs/1507.03857 They follow from earlier works: http://arxiv.org/abs/1402.2238 http://arxiv.org/pdf/1202.2759.pdf http://papers.nips.cc/paper/5074-low-rank-matrix-reconstruction-and-clustering-via-approximate-message-passing Comments and remarks regarding bugs or functionalities are more than welcome.