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% for a lasso problem, usually the latter one will stop earlier than expected
m = 120; n = 512; k = 20; % m rows, n cols, k nonzeros.
p = randperm(n); x0 = zeros(n,1); x0(p(1:k)) = sign(randn(k,1));
A = randn(m,n); [Q,R] = qr(A',0); A = Q';
b = A*x0 + 0.005 * randn(m,1);
opts.optTol = 1e-4;
opts.iterations = 20;
tau = norm(x0,1);
[x,r,g,info] = spgl1(A, b,tau,[], [], opts); % Find BP sol'n.
% for a lasso problem, usually the latter one will stop earlier than expected
m = 120; n = 512; k = 20; % m rows, n cols, k nonzeros.
p = randperm(n); x0 = zeros(n,1); x0(p(1:k)) = sign(randn(k,1));
A = randn(m,n); [Q,R] = qr(A',0); A = Q';
b = A*x0 + 0.005 * randn(m,1);
opts.optTol = 1e-4;
opts.iterations = 20;
tau = norm(x0,1);
[x,r,g,info] = spgl1(A, b,tau,[], [], opts); % Find BP sol'n.
opts.optTol = info.rNorm;
[x,r,g,info] = spgl1(A, b, tau, [], [], opts); % Find BP sol'n.
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