Monday, March 23, 2015

Python version of SPGL1 - implementation -

David Relyea just let me know of his porting the famous SPGL1 solver to Python, woohoo !
Hi Igor,

I've entirely ported the Matlab version of SPGL1 to python. It has full functionality (it heavily leverages numpy) and I haven't caught any bugs in it at all, so I'm letting everyone know. I got the ok from Michael Friedlander to distribute it (under the same license, of course). It's at Please let people know!

I also intend to clean it up a bit and have it added to scikit-learn, as it's the fastest L1 solver I know of that can handle complex numbers.

All the best,

David Relyea 
Thanks David !
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