[资料]L1算法代码大合集

申明：本文非笔者原创，原文转载自：http://blog.163.com/gan_research/blog/static/1653481482010102810141278/

在别的网站，http://www.eecs.berkeley.edu/~yang/software/l1benchmark/
看到很久了，今天转过来，给大家方便。

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

1. • 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