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QUIC software

The program

The QUadratic Inverse Covariance algorithm (latest release 2011.12.12) implements the l1 regularized Gaussian maximum likelihood estimation.


We implemented the algorithm in C++ and we are releasing it under the GNU General Public License version 3 or later (GPLv3).

Download and save the archive by right clicking on the link. Extract the files and compile the 32 or 64 bit Matlab or Octave binaries on Linux by issuing:
> tar xvf QUIC-20111212.tar
> cd QUIC-20111212 
> make QUIC.[mexglx|mexa64|mex]
Please acknowledge the use of the code with a citation. BibTex records are available for your convenience.

Sparse Inverse Covariance Matrix Estimation Using Quadratic Approximation, Cho-Jui Hsieh, Mátyás A. Sustik, Inderjit S. Dhillon, Pradeep Ravikumar, Advances in Neural Information Processing Systems, vol. 24, 2011. Download: [pdf]

Bug reports and comments are always appreciated.

We would also like to ask you to provide your name and email address below so we know who showed interest in our work.
Name: email:

Updated on Jun 26, 2015 by Mátyás. Accessed 26523 times.

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