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Message #00002
software for BPDN and LASSO solution
Hi All,
There is a good software developed by UBC computer science department to solve the L1 estimation problem. The method of solve is based on the so-called Pareto curve. The software is called SPGL1 and can be found at:
http://www.cs.ubc.ca/labs/scl/spgl1/
There are other softwares (Such as software for level set method ) developed in Matlab that you might be interested to take a look :
http://www.cs.ubc.ca/labs/scl/index.php/Main/Software
Bests,
Hatef
--------------
Hatef Monajemi
PhD Student
Environmental Fluid Mechanics and Hydrology
Department of Civil and Environmental Engineering
Stanford University
473 Via Ortega, Y2E2 Bldg, Room M25
Stanford, CA 94305
Email: monajemi@xxxxxxxxxxxx
Web: http://www.stanford.edu/~monajemi/