Please use this identifier to cite or link to this item: https://doi.org/10.1090/S0025-5718-08-02189-3
Title: Linearized Bregman iterations for compressed sensing
Authors: Cai, J.-F. 
Osher, S.
Shen, Z. 
Issue Date: Jul-2009
Citation: Cai, J.-F., Osher, S., Shen, Z. (2009-07). Linearized Bregman iterations for compressed sensing. Mathematics of Computation 78 (267) : 1515-1536. ScholarBank@NUS Repository. https://doi.org/10.1090/S0025-5718-08-02189-3
Abstract: Finding a solution of a linear equation Au = f with various minimization properties arises from many applications. One such application is compressed sensing, where an efficient and robust-to-noise algorithm to find a minimal ℓ 1 norm solution is needed. This means that the algorithm should be tailored for large scale and completely dense matrices A, while Au and A T u can be computed by fast transforms and the solution we seek is sparse. Recently, a simple and fast algorithm based on linearized Bregman iteration was proposed in [28,32] for this purpose. This paper is to analyze the convergence of linearized Bregman iterations and the minimization properties of their limit. Based on our analysis here, we derive also a new algorithm that is proven to be convergent with a rate. Furthermore, the new algorithm is simple and fast in approximating a minimal ℓ 1 norm solution of Au = f as shown by numerical simulations. Hence, it can be used as another choice of an efficient tool in compressed sensing. © 2008 American Mathematical Society.
Source Title: Mathematics of Computation
URI: http://scholarbank.nus.edu.sg/handle/10635/115795
ISSN: 00255718
DOI: 10.1090/S0025-5718-08-02189-3
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