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updated 13 days ago

fastRPCA by Stephen Becker

Stephen Becker (view profile)

Code for Robust PCA (signal processing, optimization, image processing)

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updated 13 days ago

zeroSR1 by Stephen Becker

Stephen Becker (view profile)

Very fast code for solving lasso and non-negative least-squares problems (lasso, leastsquares)

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updated 6 months ago

LBFGSB (L-BFGS-B) mex wrapper by Stephen Becker

Stephen Becker (view profile)

Mex wrapper for lbfgsb v3.0 fortan library. L-bfgs-b solves box-constrained optimization. (optimization, constrained optimizat..., quasinewton)

Non-negative least-squares (NNLS) using L-BFBS-B

compile_mex

lbfgsb

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updated 2 years ago

CoSaMP and OMP for sparse recovery by Stephen Becker

Stephen Becker (view profile)

Orthogonal Matching Pursuit (OMP) and Compressive Sampling Matched Pursuit (CoSaMP). (omp, cosamp, compressed sensing)

CoSaMP( A, b, k, errFcn, opts )

OMP( A, b, k, errFcn, opts )

test_OMP_and_CoSaMP.m

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updated 3 years ago

mex interface for bound constrained optimization via ASA by Stephen Becker

Stephen Becker (view profile)

ASA solves bound constrained problems; the user provides routines to calculate the function and grad (bound constrained, optimization, constrained optimizat...)

test_ASA.m

asa_fcn(x,varargin)

asa_fcnGrad(x,varargin)

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updated 7 years ago

idctt by Stephen Becker

Stephen Becker (view profile)

type II Inverse DCT (i.e. type III DCT) (spectral analysis, idct dct fft persiste...)

idctt(b,nn,omega,FFTW)

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updated 7 years ago

dctt by Stephen Becker

Stephen Becker (view profile)

type II DCT, improvement to matlab's dct (spectral analysis, dct fft persistent sa...)

dctt(a,nn,omega,FFTW)

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updated 7 years ago

persistent fft by Stephen Becker

Stephen Becker (view profile)

fft via a radix2 algorithm (spectral analysis, radix2 recursive fft ...)

persistent_fft(x)

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