This is the original matlab code published by Dianne P. O'Leary and Bert W. Rust
for their 2013 paper [here](https://www.cs.umd.edu/~oleary/software/varpro/).
It contains just one modification to make it work on GNU Octave as well as Matlab. This
modification is just a package include and will not change the original logic.
This code is republished here with the permission of Professor O'Leary. Thank you.