CoSaMP and OMP for sparse recovery

Versión 1.7 (10,7 KB) por Stephen Becker
Orthogonal Matching Pursuit (OMP) and Compressive Sampling Matched Pursuit (CoSaMP).
4.1
(15)
10,2K Descargas
Actualizado 5 ago 2016

Ver licencia

Orthogonal matching Pursuit (OMP) and Compressive Sampling Matched Pursuit (CoSaMP) algorithm (see Needell and Tropp's 2008 paper http://arxiv.org/abs/0803.2392 ). This implementation allows several variants, and it also allows you to specify a matrix via function handles (useful if your matrix represents an FFT or similar).
A demo code shows how to use both the OMP.m and CoSaMP.m functions.
OMP and CoSaMP are useful for sparse recovery problems; in particular, they can be used for compressed sensing (aka compressive sampling), image denoising and deblurring, seismic tomography problems, MRI, etc.

Another good OMP implementation (C++, Matlab) is here:
http://www.di.ens.fr/willow/SPAMS/
(Updated, March 2012: SPAMS now has python and R bindings as well)

And a CoSaMP implementation (I haven't tested):
http://media.aau.dk/null_space_pursuits/2011/07/a-few-corrections-to-cosamp-and-sp-matlab.html
Edit: that CoSaMP implementation mentioned above is buggy. Read this:
http://media.aau.dk/null_space_pursuits/2011/08/cosamp-and-cosaomp.html

Update, Feb 2012: for a blog discussion of several way to implement CoSaMP, see this website:
http://media.aau.dk/null_space_pursuits/2012/02/speedups-in-omp-implementations.html

Citar como

Stephen Becker (2024). CoSaMP and OMP for sparse recovery (https://www.mathworks.com/matlabcentral/fileexchange/32402-cosamp-and-omp-for-sparse-recovery), MATLAB Central File Exchange. Recuperado .

Compatibilidad con la versión de MATLAB
Se creó con R2010a
Compatible con cualquier versión
Compatibilidad con las plataformas
Windows macOS Linux
Categorías
Más información sobre Sparse Matrices en Help Center y MATLAB Answers.

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Versión Publicado Notas de la versión
1.7

Fixed bug with complex numbers (Aug 2016)
1.6.0.0

Fixing the bug for complex mode. Minor changes to the solvers. Added complex data test mode to the test script.
1.3.0.0

Fixing a bug that affected versions of Matlab prior to 2009b. See http://blogs.mathworks.com/loren/2009/09/11/matlab-release-2009b-best-new-feature-or/
1.2.0.0

editing description text a bit
1.1.0.0

Adding new links in the description, and updated the demo file slightly.
1.0.0.0