Greedy Algorithms promoting Group Sparsity V3: fdrthresh(z,q) - File Exchange

Code covered by the BSD License

Highlights from
Greedy Algorithms promoting Group Sparsity V3

A=matrix_normalizer(B)
BMP(A, y, group, err) Block Matching Pursuit
BOLS(A, y, group, err) Block Orthogonal Least Squares - selection of group based on highest
BOMP(A, y, group, err) Block Orthogonal Matching Pursuit - selection of group based on highest
GMP(A, y, group, err) Group Matching Pursuit
GOLS(A, y, group, err) Group Orthogonal Least Squares - selection of group based on highest
GOMP(A, y, group, err) Group orthogonal Matching Pursuit - selection of group based on highest
GenGroupSparseProblem(m, n, n... Initialize random number generator
ReGOMP(A, y, group, sparsity,... Regularized Group Orthogonal Matching Pursuit - Combining ideas from [1]
StGOMP(A, y, group, steps, er... Stagewise Group Orthogonal Matching Pursuit - Combining Ideas from [1]
[s, err_mse, iter_time]=block... block_gp: Block Gradient Pursuit algorithm (modification from [1])
[s, err_mse, iter_time]=block... group_nomp: Block Nearly Orthogonal Matching Pursuit algorithm
[s, err_mse, iter_time]=block... group_pcgp: Block Partial Conjugate Gradient Pursuit algorithm
[s, err_mse, iter_time]=group... group_gp: Group Gradient Pursuit algorithm (modification from [1])
[s, err_mse, iter_time]=group... group_nomp: Group Nearly Orthogonal Matching Pursuit algorithm
[s, err_mse, iter_time]=group... group_pcgp: Group Partial Conjugate Gradient Pursuit algorithm
fdrthresh(z,q)
demo.m
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from Greedy Algorithms promoting Group Sparsity V3 by Angshul Majumdar
Approximate Greedy Solutions to the problem min||x(k)||_2,0 such that Ax = b

fdrthresh(z,q)

function thresh = fdrthresh(z,q)
    
%
% Copyright (c) 2006. Iddo Drori
%  

%
% Part of SparseLab Version:100
% Created Tuesday March 28, 2006
% This is Copyrighted Material
% For Copying permissions see COPYING.m
% Comments? e-mail sparselab@stanford.edu
%

az = abs(z);
[sz,iz] = sort(az);
pobs = erfc(sz./sqrt(2));
N = 1:length(z);
pnull =  N' ./length(z);
good = (reverse(pobs) <= (q .* pnull));
if any(good),
    izmax  = iz(1 + length(sz) - max(N(good)));
    thresh = az(izmax);
else
    thresh = max(az) + .01;
end

Highlights from Greedy Algorithms promoting Group Sparsity V3

Highlights from
Greedy Algorithms promoting Group Sparsity V3