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l1_ls

于 2009-08-06 发布 文件大小:3KB
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说明:  最小化l1范数的Matlab代码。求解模型为: min lambda*|x|_1+||A*x-y||_2。其中,|x|_1表示x的1-范数,||*||_2表示2-范数。该模型在稀疏成分分析、压缩传感器等领域有广泛的用途。( l1-Regularized Least Squares Problem Solver l1_ls solves problems of the following form: minimize ||A*x-y||^2+ lambda*sum|x_i|, where A and y are problem data and x is variable (described below). )

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