Candes.m
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(Difference between revisions)
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%Emmanuel Candes, California Institute of Technology, June 6 2007, IMA Summerschool. | %Emmanuel Candes, California Institute of Technology, June 6 2007, IMA Summerschool. | ||
%Transcribed by Jon Dattorro. | %Transcribed by Jon Dattorro. | ||
| - | %Fails on 7th consecutive run after Matlab R2007b startup. CVX version 1.2 (build 656). | + | %Fails using SDP solver SDPT3 on 7th consecutive run after Matlab R2007b startup. CVX version 1.2 (build 656). |
clear all, close all | clear all, close all | ||
n = 512; % Size of signal | n = 512; % Size of signal | ||
| Line 18: | Line 18: | ||
b = A*x0; | b = A*x0; | ||
| - | % Solve l1 using CVX | + | % Solve l1 using CVX |
| + | cvx_solver('sedumi'); | ||
cvx_begin | cvx_begin | ||
variable x(n); | variable x(n); | ||
Revision as of 22:55, 1 July 2008
%Emmanuel Candes, California Institute of Technology, June 6 2007, IMA Summerschool.
%Transcribed by Jon Dattorro.
%Fails using SDP solver SDPT3 on 7th consecutive run after Matlab R2007b startup. CVX version 1.2 (build 656).
clear all, close all
n = 512; % Size of signal
m = 64; % Number of samples (undersample by a factor 8)
k = 0:n-1; t = 0:n-1;
F = exp(-i*2*pi*k'*t/n)/sqrt(n); % Fourier matrix
freq = randsample(n,m);
A = [real(F(freq,:));
imag(F(freq,:))]; % Incomplete Fourier matrix
S = 28;
support = randsample(n,S);
x0 = zeros(n,1); x0(support) = randn(S,1);
b = A*x0;
% Solve l1 using CVX
cvx_solver('sedumi');
cvx_begin
variable x(n);
minimize(norm(x,1));
A*x == b;
cvx_end
norm(x - x0)/norm(x0)
figure, plot(1:n,x0,'b*',1:n,x,'ro'), legend('original','decoded')