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updated almost 2 years ago

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

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

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 2 years ago

mex interface for bound constrained optimization via ASA by Stephen Becker

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

asa_fcn(x,varargin)

asa_fcnGrad(x,varargin)

asa_grad(x,varargin)

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updated almost 7 years ago

idctt by Stephen Becker

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 almost 7 years ago

dctt by Stephen Becker

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

b=dctt(a,nn,omega,FFTW)

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updated almost 7 years ago

persistent fft by Stephen Becker

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

f=persistent_fft(x)

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