L1Packv2: A Mathematica package for minimizing an $\ell_1$-penalized functional

Details L1Packv2: A Mathematica package for minimizing an $\ell_1$-penalized functional L1Packv2: A Mathematica package for minimizing an $\ell_1$-penalized functional

2007-10-19

arxiv.org/abs/0710.3728v4

Mathematics

Numerical Analysis

17 pages, 3 figures; v3: Major re-arragangement/reworking of content. Replaced some examples. v4: minor typos and additions

Scientific paper

10.1016/j.cpc.2008.07.010

L1Packv2 is a Mathematica package that contains a number of algorithms that
can be used for the minimization of an $\ell_1$-penalized least squares
functional. The algorithms can handle a mix of penalized and unpenalized
variables. Several instructive examples are given. Also, an implementation that
yields an exact output whenever exact data are given is provided.

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