C++ version of low rank representation

It's the C++ version of low rank representation.

Just need install Eigen library

Install eigen3
$yaourt eigen3

run makefile.sh
$sh makefile.sh

run lrr
$./lrr

find eigen3
$pkg-config --cflags --libs eigen3

mex in matlab
>>mex -I/usr/include/eigen3 alm_lrr_l21.cpp

cc outoff matlab
$g++ -fPIC -DMATLAB_MEX_FILE ``pkg-config --cflags --libs eigen3`` -I$(MATLABHOME)/extern/include -c alm_lrr_l21.cpp

test in matlab
>>test

demo in matlab
>>demo

Result

initial, rank=0
iter 1, mu=1.0e-06, stopALM=2.232e+00
iter 50, mu=1.1e-04, stopALM=2.232e+00
iter 100, mu=1.3e-02, stopALM=1.203e-01
iter 150, mu=1.5e+00, stopALM=8.300e-06
iter 186, mu=4.5e+01, stopALM=8.415e-09
LRR done.
Z = 
0.0658979 0.0778617   0.08988  0.101959
0.0678977 0.0802245 0.0926075  0.105053
0.0698975 0.0825873  0.095335  0.108147
0.0718972 0.0849501 0.0980626  0.111241
E = 
-3.00606   -2.73336   -2.46397   -2.19828
-0.10842 -0.0358526  0.0324873  0.0961225
 2.78922    2.66165    2.52895    2.39052