Matlab code
Matlab Code
Matlab Code
PCD-CG: Parallel coordinate descent merged with conjugate gradients
SESOP_PACK - large-scale unconstrained optimization tool, version 10.05.2010 Includes L1-L2 optimization via PCD-SESOP (parallel coordinate descent), SSF-SESOP, FISTA, etc
Newton method with "frozen" Hessian for unconstrained optimization
Modified Cholesky Factorization (modified Brian Borchers' code)
Image Total Variation, its gradient and Hessian-vector products (simple and fast code)
WPICA: Sparse ICA code by A&M Bronstein: Blind Source Separation based on Sparse Representations
Extraction of a single source from multichannel data using template and sparse decomposition