Compressed Sensing Toolbox

This repository contains MATLAB/Python routines used in Compressed Sensing.

Useful Resources

• Justin Romberg’s short course
• Foucart’s book: A Mathematical Introduction to Compressive Sensing

Contents

Greedy Algorithms

• OMP
  • Matching Pursuit
  • Orthogonal Matching Pursuit

Basis Pursuit

• LASSO using ADMM

  • ADMM Solver for LASSO

• LASSO using ISTA

  • ISTA Solver for LASSO
  • Fast ISTA Solver for LASSO, FISTA

• LASSO using IRLS

  • IRLS solver for LASSO

L2-norm Constraint

• Tikhonov Regularization
  • Closed form Tikhonov solver using SVD
  • Tikhonov solver using Majorizer-Minimization

Applications

• dct2
  • Sparse recovery algorithms on images built on a complete 2D-DCT basis