spgl1.spg_bpdn¶
-
spgl1.
spg_bpdn
(A, b, sigma, **kwargs)[source]¶ Basis pursuit denoise (BPDN) problem.
spg_bpdn
is designed to solve the basis pursuit denoise problem:(BPDN) minimize ||x||_1 subject to ||A x - b|| <= sigma
where
A
is an M-by-N matrix,b
is an M-vector.A
can be an explicit M-by-N matrix or ascipy.sparse.linalg.LinearOperator
.This is equivalent to calling ``spgl1(A, b, tau=0, sigma=sigma)
Parameters: - A : {sparse matrix, ndarray, LinearOperator}
Representation of an m-by-n matrix. It is required that the linear operator can produce
Ax
andA^T x
.- b : array_like, shape (m,)
Right-hand side vector
b
.- kwargs : dict, optional
Additional input parameters (refer to
spgl1.spgl1
for a list of possible parameters)
Returns: - x : array_like, shape (n,)
Inverted model
- r : array_like, shape (m,)
Final residual
- g : array_like, shape (h,)
Final gradient
- info : dict
See spgl1.