Tikhol1n.m

L1 norm Tikhonov regularised solver for A*x=y where A is an ill-conditioned matrix. The error functional is norm(A*x-y,2)^2+lambda*norm(x,1), it is minimised using the FISTA algorithm. The user specifies the desired number of non-zeroes, lambda parameter is then found by bracketing / bisection.

Syntax

              [x,err,reg]=tikhol1n(A,y,nnzt)

Parameters

       A    - a real or complex matrix
       y    - a real or complex column vector
       nnzt - the target for the number of
              non-zeroes in the solution

Outputs

       x   - a real or complex vector
       err - squared 2-norm of the fitting
             error divided by the squared
             2-norm of the solution
       reg - 1-norm of the solution

Examples

See examples in the Spinach distribution relevant to this function.

Notes

This page was generated from the function header in the Spinach repository.

See also

kernelest.m, firf.m, unihash.m, min_int_type.m, autoexec.m, bos_product_table.m, fft_freq_axis.m, fwhm2rlx.m, icm2hz.m, ifft_time_axis.m, intrep.m, istraceless.m, kq2lin.m, kronm.m, lcurve.m, lin2kq.m, prune_subgraphs.m, redfield_integral_async.m, redfield_integral_serial.m, repcols.m, reprows.m, serpentine.m, st_product_table.m, which_subst.m, xyz2hfc.m, Kernel_utilities, Main_Page

Version 2.11, authors: Ilya Kuprov