Implements quasi-Newton subspace search
and dual root-finding mode for improved accuracy.
v1.9 release, 29 Apr 2015
Recompute function information at new x when tau decreases.
Fixed bug in subspace minimization.
Thanks to Yang Lei for reporting this bug.
v1.8 release, 25 May 2013
Fixed linesearch bug.
v1.7 release, 20 May 2009
Fixed bug in MMV interface with implicit matrices. Thanks to
Muhammad Usman for reporting this bug.
v1.6 release, 20 August 2008
Added new fields to the options structure to specify functions for
the evaluation of the primal and dual norm, and for Euclidean
projection onto the associated primal norm ball.
Added simplified interface +spg_mmv.m+ for the multiple measurement
vector (MMV) version of BPDN, and +spg_group.m+ for group-sparse
v1.5 release, 17 June 2008
Added simplified interfaces for basis pursuit, basis pursuit
denoise, and LASSO problems.
Added html documentation.
v1.4 release, 19 March 2008
Fixed bug in orthogonal projection onto the weighted one-norm
ball. Thanks to Xiangrui Meng for reporting this bug.
Added demo for basis pursuit with weighted one-norm to +spgdemo.m+
Added check to +spgl1.m+ to ensure \tau is not updated in two
consecutive iterations. Thanks to Gilles Hennenfent for reporting
Added complexity check to projection code to ensure proper
v1.3 release, 29 January 2008
Changed stopping criterion for Lasso mode.
Added code that allows restriction of the maximum number of
matrix-vector operators (see +.maxMatvec+ option).
Added safeguard +max(0,...)+ to ensure positivity when updating
\tau. This is needed when \sigma and the initial \tau are both