申明：本文非笔者原创，原文转载自：http://blog.163.com/gan_research/blog/static/1653481482010102810141278/
在别的网站，http://www.eecs.berkeley.edu/~yang/software/l1benchmark/
看到很久了，今天转过来，给大家方便。
- SparseLab: http://sparselab.stanford.edu/
- Orthogonal Matching Pursuit (OMP): SolveOMP
- Primal-Dual Basis Pursuit (BP): SolveBP.m
- Lasso : SolveLasso.m
- Polytope Faces Pursuite (PFP): SolvePFP.m
- l1magic: http://www.acm.caltech.edu/l1magic/
- Primal-Dual Basis Pursuit (BP): l1eq_pd.m
- L1LS: http://www.stanford.edu/boyd/l1_ls/
- Truncated Newton Interior-Point Method: l1_ls.m
- GPSR: http://www.lx.it.pt/~mtf/GPSR/
- Gradient Projection Sparse Representation: GPSR_BB
- l1-Homotopy: http://users.ece.gatech.edu/~sasif/homotopy/
- Homotopy Method: BPDN_homotopy_function.m
- SpaRSA: http://www.lx.it.pt/~mtf/SpaRSA/
- Iterative Shrinkage-Thresholding Algorithm: SpaRSA.m
- FISTA: http://www.eecs.berkeley.edu/~yang/software/l1benchmark/
- Fast IST Algorithm: SolveFISTA.m
- FISTA for wavelet-based denoising:
- NESTA: http://www.acm.caltech.edu/~nesta/
- Nesterov's Algorithm: NESTA.m
- YALL1: http://www.caam.rice.edu/~optimization/L1/YALL1/
- Alternating Direction Method: yall1.m
- ALM: http://www.eecs.berkeley.edu/~yang/software/l1benchmark/
- Primal Augmented Lagrange Multiplier: SolvePALM.m
- Dual Augmented Lagrange Multiplier: SolveDALM.m, SolveDALM_fast.m
- Bregman Iterative Regularization: http://www.caam.rice.edu/~optimization/L1/bregman/
- Fixed-Point Continuation and Active Set: FPC_AS.m