Here you can find some hopefully useful algorithmic software. Note that the code is given "AS IS" with no warranty or responsibility under the BSD license. If you use this code in your work, please cite the relevant papers.

Matrix Approximation and Completion
Code for approximating a matrix in the least squares sense, when taking into account only a part of its entries under different constraints such as nuclear norm, spectral norm, rank and orthogonality. The package also includes a matrix completion routine that minimizes a norm while the given entries remain fixed. The code is based on the paper "Interest Zone Matrix Approximation". The Python (2.7) version uses CVXOPT  (can also be downloaded as a wheel file from here).

Randomized LU Decomposition
MATLAB Code for computing a randomized LU Decomposition of order k. The code is based on the paper "Randomized LU Decomposition" [DOWNLOAD]

Direct Inversion of the 3D Pseudo-Polar Fourier Transform / Radon Transform
MATLAB Code for inverting the 3D PPFT and 3D Radon transform. The package includes the forward transform and several algorithms for the inverse transform. The code implements a series of papers [DOWNLOAD].