### SPINCOVSE version 0 -- a MATLAB software for
sparse inverse covariance selection
based on inexact interior-point methods

The software was first released in 2011.
The software is designed to solve sparse inverse covariance selection
problems of the form:
\( \qquad
\min_X \big\{ {\rm Trace}(S X) - {\rm logdet}(X) + \sum_{(i,j)\not\in E} H_{ij} |X_{ij}|
\mid X_{ij} = 0 \;\forall\; (i,j) \in E,\,
X \succeq 0 \big\}
\)

where \(S\) is the given data, \(H_{ij}\) are given positive weights, and
\(E\) is a given set of index pairs.

Important note:
this is a research software. It is not intended nor designed to be a general
purpose software at the moment.

Citation:
Lu Li and Kim-Chuan Toh
An inexact interior point method for L1-regularized sparse covariance
selection, Mathematical Programming Computation, 2 (2010), pp. 291--315.

- Copyright:
This version of SPINCOVSE is distributed under the GNU General Public License 2.0.
For commercial applications that may be incompatible with this license,
please contact the authors to discuss alternatives.
**Download SPINCOVSE-0.zip**.
The package also
contains data tested in the above paper.

Please read.
Welcome to SPINCOVSE-0!
The software requires a few Mex files for execution.
You can generate (only need to be done once)
these Mex files
as follows:
- Firstly, unpack the software:

unzip SPINCOVSE-0.zip
- Run Matlab in the directory SPINCOVSE-0
- In the Matlab command window, type:

>> Installmex

- After that, to see whether you have installed SPINCOVSE-0 correctly,
type:

>> startup

>> runexpt_ar
- By now, SPINCOVSE is ready for you to use.