software.jemdoc~

= SLRA: Software for weighted structured low-rank approximation

The package computes locally optimal solutions to low-rank approximation problems 
\[
minimize \ over \widehat D
\]
with the following features:
- mosaic Hankel structure constraint on the approximating matrix,
- weighted 2-norm approximation criterion,
- fixed elements in the approximating matrix,
- missing elements in the data matrix, and
- linear constraints on an approximating matrix's left kernel basis.
For an $m\times n$ data matrix, with $m < n$, the computational complexity of the cost function and derivative evaluation is $O(m^2n)$, so that the package is suitable for applications with $n\gg m$.

== Documentation [??]

== Download 
- precompiled mex files for 64 bit Linux, Windows, and Mac OS [slra.tgz] 
- source code [https://github.com/slra/slra Software for structured low-rank approximation]

== Licencing

== Citing

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== Version history
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