Non Convex Compressed Sensing for Non Gaussian Noise

optimization of the form min ||x||_p subject to ||y-Ax||_q<e

Description

optimization of the form
min ||x||_p subject to ||y-Ax||_q<e

p should be between 0 and 1 to promote sparsity.
q should be decided by the type of noise:
Gaussian 2
Speckle 1
Poisson 3

Before using this toolbox please replace the lsqr.m file in your matlab toolbox sparfun with the lsqr.m provided with this package.

Please add Sparco from www.cs.ubc.ca/labs/scl/sparco/
to ur matlab path for operators

• MATLAB release: MATLAB 7.5 (R2007b)

[Lila Hadji]

Dear Angshul,

I am real interested on your toolbox of resolving non convex optimization, for sparse signal recovery.I tried to use your code, and run the file demo.m, but without success
here is the error that I had got:

 Undefined function or method 'opMatrix' for input arguments of type 'double'.

Error in ==> rwlspq at 26
     AOp = opMatrix(A); clear A

Error in ==> demo at 6
x1 = rwlspq(A,ybar,0.4,3);

can you please help me to understand my mistake in using your code and where can I find the functions
     opMatrix and iterchk?

Yours gratfully
Lila

[Universidad Pamplona]

Hi Dr. Majundar. excellent contribution. I want to discuss something, when I run the algoritrmo this problem: Undefined function or method 'iterchk' for input arguments of type 'function_handle'

can you please help me to understand my mistake in using your code thanks

Luis enrique M.

[Angshul Majumdar]

itecheck has something to do with the version of Matlab you are using. U can search the iterchk function online from google and add it to your Matlab Path.

[Stephen Becker]

Matlab updated their LSQR function around 2008. The old version was buggy, as you probably know (since you recommended a different version of LSQR), but anyone with a newer release of Matlab (e.g. 2009 and more recent) can use their existing LSQR function.
-Stephen