l1_ls

l1_ls: Simple Matlab Solver for l1-regularized Least Squares Problems. l1_ls is a Matlab implementation of the interior-point method for ell_1-regularized least squares described in the paper: A Method for Large-Scale l1-Regularized Least Squares. l1_ls is developed for large problems. It can solve large sparse problems with a million variables with high accuracy in a few tens of minutes on a PC. It can also efficiently solve very large dense problems, that arise in sparse signal recovery with orthogonal transforms, by exploiting fast algorithms for these transforms.