https://github.com/taehoonlee/sbfl

Split Bregman method for fused Lasso
https://github.com/taehoonlee/sbfl

Last synced: 30 days ago
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Split Bregman method for fused Lasso

• Host: GitHub
• URL: https://github.com/taehoonlee/sbfl
• Owner: taehoonlee
• Created: 2015-07-18T10:19:28.000Z (over 9 years ago)
• Default Branch: master
• Last Pushed: 2015-07-18T10:34:56.000Z (over 9 years ago)
• Last Synced: 2023-02-28T15:56:08.137Z (over 1 year ago)
• Language: Matlab
• Size: 117 KB
• Stars: 4
• Watchers: 3
• Forks: 1
• Open Issues: 1
• Metadata Files:
  • Readme: Readme.md

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README

        
# SBFL

SBFL is a MATLAB implementation of the split Bregman method for fused Lasso. Please refer [a paper](http://www.sciencedirect.com/science/article/pii/S0167947310004093) (Split Bregman method for large scale fused Lasso, Ye et al., CSDA 2011) for details.


Copyright (c) 2015 Taehoon Lee

# Functions

 SBFL.m: a linear system embedded in the SB-iteration is solved by matrix inversion. 

 SBFL_PCG.m: the liner system is solved by preconditioned conjugate gradients (PCG). 

 SBFL_CGLS.m: the liner system is solved by conjugate gradient for least squares problems (CGLS). 

 SBFL_PCGLS.m: the liner system is solved by preconditioned conjugate gradient for least squares problems (PCGLS). 


# Getting Started

An example is available on testSBFL.m. The Lena image can be found [here](http://www.ece.rice.edu/~wakin/images/).