Codes for the examples and demonstation in the overview paper "F. Wen, L. Chu, P. Liu, R. Qiu, A Survey on Nonconvex Regularization Based Sparse and Low-Rank Recovery in Signal Processing, Statistics, and Machine Learning, IEEE Access, 2018"
The code for the covariance matrix estimation experiment can be found at https://github.com/FWen/pdlc.git