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 | ||
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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')