SPGL1: A solver for large-scale sparse reconstruction


Download the distribution file:


  1. Unzip (or untar) the distribution. This will create a directory called spgl1/. We'll refer to this directory as <spgroot>.

  2. Start Matlab and execute the following commands from the Matlab prompt.

  >> addpath <spgroot>  # Add Matlab to your path
  >> cd <spgroot>       # Change directory
  >> spgsetup           # Run SPGL1's setup routine

The spgsetup command compiles a fast C implementation of the projection routines. Compiling Matlab MEX interfaces is sometimes tricky business, and if your machine isn't setup for this, the spgsetup routine may fail. In that case, SPGL1 will default to using the precompiled interfaces that have been included.

To verify that the SPGL1 installation is working, execute the following command from within Matlab:

  >> spgdemo

Source code

The source code is maintained over at https://github.com/mpf/spgl1.