Trace norm regularization wih square loss
 Last updated: October 12th, 2007

Matlab code - version 1.0


The tracenorm package is a Matlab program that implements a Newton method for tracenorm regularization with the tracenorm. The algorithm is made for small dimensions but compute the entire regularization path with very high precision.

For more information, please read the following paper:

Francis R. Bach. Consistency of trace norm regularization. Submitted. 2007. [pdf]

Matlab code - version 1.0

The current package currently only reproduces some of the figures of the paper.  It includes the following files:

demo_script_1.m : plot the regularization paths for a single problem

demo_script_2.m : generate random problems where the consistency condition may or may not be satisified, and plot best estimate with correct rank vs. the condition.

demo_script_3.m : plot estimated probability of correct rank selection and estimation error.

tracelasso.m : cost function for trace norm regularization with tracenorm.

minimize_newton.m : optimization routine.

The tracenorm package is Copyright (c) 2007 by Francis Bach. If you have any questions or comments regarding this package, or if you want to report any bugs, please send an e-mail to The current version 1.0 has been released on October 12th 2007. Check this web page regularly for newer versions.

tracenorm version 1