文件列表:

mpf-spgl1-3dc3b6f (0, 2012-01-05)
mpf-spgl1-3dc3b6f\COPYING (26436, 2012-01-05)
mpf-spgl1-3dc3b6f\ChangeLog (3861, 2012-01-05)
mpf-spgl1-3dc3b6f\Contents.m (697, 2012-01-05)
mpf-spgl1-3dc3b6f\NormGroupL2_dual.m (184, 2012-01-05)
mpf-spgl1-3dc3b6f\NormGroupL2_primal.m (176, 2012-01-05)
mpf-spgl1-3dc3b6f\NormGroupL2_project.m (375, 2012-01-05)
mpf-spgl1-3dc3b6f\NormL12_dual.m (221, 2012-01-05)
mpf-spgl1-3dc3b6f\NormL12_primal.m (209, 2012-01-05)
mpf-spgl1-3dc3b6f\NormL12_project.m (463, 2012-01-05)
mpf-spgl1-3dc3b6f\NormL1NN_dual.m (120, 2012-01-05)
mpf-spgl1-3dc3b6f\NormL1NN_primal.m (127, 2012-01-05)
mpf-spgl1-3dc3b6f\NormL1NN_project.m (217, 2012-01-05)
mpf-spgl1-3dc3b6f\NormL1_dual.m (63, 2012-01-05)
mpf-spgl1-3dc3b6f\NormL1_primal.m (63, 2012-01-05)
mpf-spgl1-3dc3b6f\NormL1_project.m (227, 2012-01-05)
mpf-spgl1-3dc3b6f\private (0, 2012-01-05)
mpf-spgl1-3dc3b6f\private\ensure.m (1561, 2012-01-05)
mpf-spgl1-3dc3b6f\private\heap.c (6398, 2012-01-05)
mpf-spgl1-3dc3b6f\private\heap.h (3660, 2012-01-05)
mpf-spgl1-3dc3b6f\private\lsqr.m (11849, 2012-01-05)
mpf-spgl1-3dc3b6f\private\oneProjector.m (2838, 2012-01-05)
mpf-spgl1-3dc3b6f\private\oneProjectorCore.c (5704, 2012-01-05)
mpf-spgl1-3dc3b6f\private\oneProjectorCore.h (1485, 2012-01-05)
mpf-spgl1-3dc3b6f\private\oneProjectorMex.c (4423, 2012-01-05)
mpf-spgl1-3dc3b6f\private\oneProjectorMex.m (3797, 2012-01-05)
mpf-spgl1-3dc3b6f\private\oneProjectorMex.mexglx (10390, 2012-01-05)
mpf-spgl1-3dc3b6f\private\oneProjectorMex.mexmaci (17664, 2012-01-05)
mpf-spgl1-3dc3b6f\private\oneProjectorMex.mexw32 (9216, 2012-01-05)
mpf-spgl1-3dc3b6f\spgSetParms.m (4817, 2012-01-05)
mpf-spgl1-3dc3b6f\spg_bp.m (1594, 2012-01-05)
mpf-spgl1-3dc3b6f\spg_bpdn.m (1809, 2012-01-05)
mpf-spgl1-3dc3b6f\spg_group.m (2625, 2012-01-05)
mpf-spgl1-3dc3b6f\spg_lasso.m (1626, 2012-01-05)
mpf-spgl1-3dc3b6f\spg_mmv.m (2853, 2012-01-05)
mpf-spgl1-3dc3b6f\spgdemo.m (16195, 2012-01-05)
mpf-spgl1-3dc3b6f\spgl1.m (30774, 2012-01-05)
mpf-spgl1-3dc3b6f\spgsetup.m (1608, 2012-01-05)
mpf-spgl1-3dc3b6f\web (0, 2012-01-05)
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SPGL1: Spectral Projected Gradient for L1 minimization ------------------------------------------------------ 1. Introduction =============== Thank you for downloading the SPGL1 solver! SPGL1 is a Matlab solver for large-scale one-norm regularized least squares. It is designed to solve any of the following three problems: 1. Basis pursuit denoise (BPDN): minimize ||x||_1 subject to ||Ax - b||_2 <= sigma, 2. Basis pursuit (BP): minimize ||x||_1 subject to Ax = b 3. Lasso: minimize ||Ax - b||_2 subject to ||x||_1 <= tau, The matrix A can be defined explicily, or as an operator (i.e., a function) that return both both Ax and A'y. SPGL1 can solve these three problems in both the real and complex domains. Home page: http://www.cs.ubc.ca/labs/scl/spgl1/ 2. Quick start ============== Start Matlab and make sure the working directory is set to the directory containing the SPGL1 source files. When this is done, run >> spgdemo at the Matlab prompt. This script illustrates various uses of SPGL1: - Solve (BPDN) for some sigma > 0 - Solve (Lasso) - Solve (BP) - Solve a (BP) problem in complex variables - Sample the entire Pareto frontier (i.e., ||Ax-b||_2 vs ||x||_1) for a small test problem. 3. Installation =============== 3.1 MEX interface ------------------ A vital component of SPGL1 is a routine (oneProjector.m) for projecting vectors onto the one-norm ball. The default distribution includes a pure Matlab version of oneProjector which should work on all platforms, and also a C-version of this routine that is more efficient on large problems. Precompiled MEX interfaces to the C implementation of oneProjector are included for Windows (oneProjector.dll), Linux/x86 (oneProjector.mexglx) and MacOSX/Intel (oneProjector.mexmaci). If you need to compile the MEX interface on your own machine, run the following command at the Matlab prompt: >> spgsetup or, equivalently, change to the "private" directory and issue the command >> mex oneProjector.c oneProjector_core.c -output oneProjector -DNDEBUG If the MEX interface cannot be found, SPGL1 falls back to the slower Matlab implementation of oneProjector. 3.2 Path --------- In order to use SPGL1 from any directory other than the one containing the main spgl1 routine, add the SPGL1 package to your default path: >> addpath where is the location of spgl1.m. You can also add this command to your startup.m file. 4. References ============= The algorithm implemented by SPGL1 is described in the paper - E. van den Berg and M. P. Friedlander, "Probing the Pareto frontier for basis pursuit solutions", SIAM J. on Scientific Computing, 31(2):890-912, November 2008 - Sparse optimization with least-squares constraints E. van den Berg and M. P. Friedlander, Tech. Rep. TR-2010-02, Dept of Computer Science, Univ of British Columbia, January 2010

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