SPGL1: A solver for large-scale sparse reconstruction

v2.0-beta release, 08 Jun 2018

  • A small change to the algorithm now allows for higher-accuracy solves. Use the option rootfindMode=1 to enable. The default mode uses the same method as release v1.9.

v1.9 release, 29 Apr 2015

  • Recompute function information at new x when tau decreases.

  • Fixed bug in subspace minimization. Thanks to Yang Lei for reporting this bug.

v1.8 release, 25 May 2013

  • Fixed linesearch bug.

v1.7 release, 20 May 2009

  • Fixed bug in MMV interface with implicit matrices. Thanks to Muhammad Usman for reporting this bug.

v1.6 release, 20 August 2008

  • Added new fields to the options structure to specify functions for the evaluation of the primal and dual norm, and for Euclidean projection onto the associated primal norm ball.

  • Added simplified interface spg_mmv.m for the multiple measurement vector (MMV) version of BPDN, and spg_group.m for group-sparse BPDN.

v1.5 release, 17 June 2008

  • Added simplified interfaces for basis pursuit, basis pursuit denoise, and LASSO problems.

  • Added html documentation.

v1.4 release, 19 March 2008

  • Fixed bug in orthogonal projection onto the weighted one-norm ball. Thanks to Xiangrui Meng for reporting this bug.

  • Added demo for basis pursuit with weighted one-norm to spgdemo.m Added check to spgl1.m to ensure tau is not updated in two consecutive iterations. Thanks to Gilles Hennenfent for reporting this bug.

  • Added complexity check to projection code to ensure proper projection.

v1.3 release, 29 January 2008

  • Changed stopping criterion for Lasso mode.

  • Added code that allows restriction of the maximum number of matrix-vector operators (see .maxMatvec option).

  • Added safeguard max(0,…) to ensure positivity when updating tau. This is needed when sigma and the initial tau are both large.