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