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