You probably recall the concept of ISD, a reconstruction solver that uses all measurements available to compute a solution. Well, Wotao Yin just sent me the following:
I put a very clean and simple ISD code at http://www.caam.rice.edu/~optimization/L1/ISD/. It comes with two video tutorials.
Here is extract of what's new in the package:
Version 1.1 (November 3, 2009). [download]
- This version is much simpler and clearer than ver 1.0 below.
- Video tutorials: Demo [online] or [download]; Main code [online] or [download].
- To adapter the code to your data and sparse/compressible signal and for best results, please (i) tune the thresholding methods and parameters, and (ii) consider replacing YALL1 by one designed for your data. The technical report [pdf] describes ideas of effective thresholding.
- Despite the small problems given in the demos, the code is capable of solving large-scale, multi-dimensional problems. Ver 1.0 below includes large-scale tests. The allowed size of the problem is merely subject to the limit posted by the subproblem solver used.
- The main code can be extended to deal with multi-dimensional signals in a straightforward way.
Enjoy !
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