Coordinate descent for Compressed Sensing

Linearly-constrained L1 minimization for compressed sensing

This package has solvers for constrained and unconstrained L1 minimization, which is useful for compressed sensing.

u = COORDL1BREG(A,f,lambda) solves the minimization problem
min_u ||u||_1 subject to A*u = f
where A is an MxN matrix and f is a vector of length M. Input lambda is a positive parameter used within the algorithm.

u = COORDLSL1(A,f,lambda) solves the minimization problem
min_u ||u||_1 + lambda ||A*u - f||_2^2

Algorithms are based on greedy coordinate descent and the Bregman iterative method.