L1算法代碼大合集

轉載科學網 http://blog.sciencenet.cn/blog-1426740-847766.html， 正在看

在別的網站，http://www.eecs.berkeley.edu/~yang/software/l1benchmark/
看到很久了，今天轉過來，給大家方便。

• SparseLab: http://sparselab.stanford.edu/

• Orthogonal Matching Pursuit (OMP): SolveOMP
  

• Primal-Dual Basis Pursuit (BP): SolveBP.m

• Lasso : SolveLasso.m

• Polytope Faces Pursuite (PFP): SolvePFP.m
  

• l1magic: http://www.acm.caltech.edu/l1magic/

  • Primal-Dual Basis Pursuit (BP): l1eq_pd.m
    

   

• L1LS: http://www.stanford.edu/boyd/l1_ls/

  • Truncated Newton Interior-Point Method: l1_ls.m
    

   

• GPSR: http://www.lx.it.pt/~mtf/GPSR/

  • Gradient Projection Sparse Representation: GPSR_BB
    

   

• l1-Homotopy: http://users.ece.gatech.edu/~sasif/homotopy/

  • Homotopy Method: BPDN_homotopy_function.m
    

   

• SpaRSA: http://www.lx.it.pt/~mtf/SpaRSA/

  • Iterative Shrinkage-Thresholding Algorithm: SpaRSA.m

   

• FISTA:http://www.eecs.berkeley.edu/~yang/software/l1benchmark/

  • Fast IST Algorithm: SolveFISTA.m

   

• FISTA for wavelet-based denoising:

  •  http://iew3.technion.ac.il/~becka/papers/wavelet_FISTA.zip
    

   

• NESTA: http://www.acm.caltech.edu/~nesta/

  • Nesterov's Algorithm: NESTA.m
    

   

• YALL1: http://www.caam.rice.edu/~optimization/L1/YALL1/

  • Alternating Direction Method: yall1.m

   

• ALM: http://www.eecs.berkeley.edu/~yang/software/l1benchmark/

  • Primal Augmented Lagrange Multiplier: SolvePALM.m

  • Dual Augmented Lagrange Multiplier: SolveDALM.m, SolveDALM_fast.m

   

• Bregman Iterative Regularization: http://www.caam.rice.edu/~optimization/L1/bregman/

  • Fixed-Point Continuation and Active Set: FPC_AS.m