Algorithms¶
This section lists and organizes available and planned algorithms in the CR-Sparse package.
Sparse recovery algorithms¶
See [MMN+18] for a review of sparse recovery algorithms.
Convex relaxation algorithms
Algorithm |
Acronym |
Status |
Docs |
|---|---|---|---|
Truncated Newton Interior Points Method |
L1LS |
done |
|
Basis Pursuit using ADMM |
BP |
done |
|
Basis Pursuit Denoising using ADMM |
BPDN |
done |
|
Basis Pursuit with Inequality Constraints using ADMM |
BPIC |
done |
Greedy pursuit algorithms
Algorithm |
Acronym |
Status |
Docs |
|---|---|---|---|
Orthogonal Matching Pursuit |
OMP |
done |
|
Compressive Sampling Matching Pursuit |
CoSaMP |
done |
|
Subspace Pursuit |
CoSaMP |
done |
Shrinkage and thresholding algorithms
Algorithm |
Acronym |
Status |
Docs |
|---|---|---|---|
Iterative Shrinkage Thresholding Algorithm |
ISTA |
done |
|
Fast Iterative Shrinkage Thresholding Algorithm |
FISTA |
done |
|
Iterative Hard Thresholding |
IHT |
done |
|
Normalized Iterative Hard Thresholding |
NIHT |
done |
|
Hard Thresholding Pursuit |
HTP |
done |
|
Normalized Hard Thresholding Pursuit |
NHTP |
done |
