Matlab code for: Q.Yao, J.T.Kwok. Accelerated inexact soft-impute for fast large-scale matrix completion. In Proceedings of the International Joint Conference on Artificial Intelligence (IJCAI), Buenos Aires, Argentina, Jul 2015. The code is verified with Matlab 2015a + windows 8.1 64bit + Visual Studio 2012. If wrong with mex files, please re-complie .c files with your local compiler in Matlab. If any bug is found, feel free to contact the author, contact information can be found at: http://www.cse.ust.hk/~qyaoaa/