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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/