This repository contains self-implemented code for the course Algorithms in Big Data Analysis by Zaiwen Wen at Peking University. Usage is only appropriate for education purpose.
see http://bicmr.pku.edu.cn/~wenzw/bigdata2018.html
project1 report.pdf can help you navigate the problems and algorithms of the code in l1_minimization and Sparse-Inverse.
phase-hw.pdf can help you navigate the problems and algorithms of the code in Phase-Retrieval.
hw-sto-report.pdf can help you navigate the problems and algorithms of the code in Stochastic-Optimization.
svd-report.pdf can help you navigate the problems and algorithms of the code in SVD.
Contact me for any bugs and errors: [email protected]