L1Packv2: A Mathematica package for minimizing an $\ell_1$-penalized functional
Numerical Analysis
2009-11-13 v4
Abstract
L1Packv2 is a Mathematica package that contains a number of algorithms that can be used for the minimization of an -penalized least squares functional. The algorithms can handle a mix of penalized and unpenalized variables. Several instructive examples are given. Also, an implementation that yields an exact output whenever exact data are given is provided.
Keywords
Cite
@article{arxiv.0710.3728,
title = {L1Packv2: A Mathematica package for minimizing an $\ell_1$-penalized functional},
author = {Ignace Loris},
journal= {arXiv preprint arXiv:0710.3728},
year = {2009}
}
Comments
17 pages, 3 figures; v3: Major re-arragangement/reworking of content. Replaced some examples. v4: minor typos and additions