×

zbMATH — the first resource for mathematics

Fixed-point continuation applied to compressed sensing: Implementation and numerical experiments. (English) Zbl 1224.65153
Summary: We investigate the application of this algorithm to compressed sensing signal recovery, in which \(f(x)=\frac12 \|Ax-b\|^2_M\), \(A\in \mathbb R^{m\times n}\), and \(m\leq n\). In particular, we extend the original algorithm to obtain better practical results, derive appropriate choices for \(M\) and \(\bar{\mu}\) under a given measurement model, and present numerical results for a variety of compressed sensing problems. The numerical results show that the performance of our algorithm compares favorably with that of several recently proposed algorithms.

MSC:
65K05 Numerical mathematical programming methods
90C06 Large-scale problems in mathematical programming
90C90 Applications of mathematical programming
94A12 Signal theory (characterization, reconstruction, filtering, etc.)
90C20 Quadratic programming
Software:
FPC_AS
PDF BibTeX XML Cite
Full Text: DOI