Matlab code for:
Q.Yao, J.T.Kwok, W.Zhong. Fast Low-Rank Matrix Learning with Nonconvex Regularization. IEEE International Conference on Data Mining (ICDM), Atlantic City, NJ, USA, Nov 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/