A solver for large-scale sparse reconstruction
|15 Jun 2012||MathWorks Classroom Resources Team||
This is a toolbox by Ewout van den Berg and Michael P. Friedlander, which is designed to solve three different kind of optimization problems (basis pursuit denoise, basis pursuit and Lasso). It relies only on matrix-vector operations and accepts both explicit matrices and functions that evaluate these products. SPGL1 is suitable for problems that are in the complex domain.