Add basic code

basic/FISTA.m

@@ -0,0 +1,27 @@
+function [z] = FISTA(y, A, lambda, delta)
+
+x_pre = A'*y;
+t = 1;
+z = x_pre;
+z_pre = z;
+t_pre = t;
+N = size(A, 2);
+diff = 1;
+E = eig(A'*A);
+L = E(end);
+temp1 = A'*y/L;
+temp2 = eye(N) - A'*A/L;
+k = 0;
+while((diff > delta) && (k < 1000))
+    temp = temp1 + temp2 * z_pre;
+    x = sft_thd(temp, lambda/L);
+    t = 0.5*(1 + sqrt(1+4*t_pre*t_pre));
+    z = x + (x - x_pre) * (t_pre-1) / t;
+    diff = mean(abs(z_pre - z)); 
+    x_pre = x;
+    z_pre = z;
+    t_pre = t;
+    k = k + 1;
+end
+
+end