README: Matlab codes for l1 methods EE364b Convex Optimization II, S. Boyd written by Almir Mutapcic, Seung-Jean Kim, Kwangmoo Koh, Joelle Skaf, and Argyris Zymnis. Regressor selection example (S6.4 in BV book) +++++++++++++++++++++++++++++++++++++++++++++ regressor_cvx.m -- selects sparse regressor using l1-norm regularization Sparse signal reconstruction example ++++++++++++++++++++++++++++++++++++ spike_example.m -- reconstructs a spike signal using l1 regularization Total variation reconstruction example (S6.3.3 in BV book) ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ tv_cvx.m -- reconstructs an 1D signal using total variation 2D total variation reconstruction example +++++++++++++++++++++++++++++++++++++++++ tv2d.m -- reconstructs a 2D signal using total variation Sparse solution of linear inequality example ++++++++++++++++++++++++++++++++++++++++++++ sparse_solution.m -- computes a sparse solution of linear inequalities sparse_infeas_dual.m -- finds small subset of infeasible linear inequalities sparse_infeas.m -- finds a point that satisfies many linear inequalities Time series model change detection example ++++++++++++++++++++++++++++++++++++++++++ model_change_detection.m -- piecewise constant AR model via iterated l1 heuristic Factor modeling example +++++++++++++++++++++++ trace_heuristic.m -- fits a factor model using trace heuristic