Sparse recovery pursuit algorithms

Contents:

• Matching pursuit
• Orthogonal matching pursuit
• Basis pursuit and its variations
• Compressive sampling matching pursuit
• Joint recovery algorithms

Introduction

This section focuses on methods which solve the sparse recovery or sparse approximation problems for one vector at a time. A subsection on joint recovery algorithms focuses on solving problems where multiple vectors which have largely common supports can be solved jointly.

For each algorithm, there is a solver. The solver should be constructed first with the dictionary / sensing matrix and some other parameters like sparsity level as needed by the algorithm.

The solver can then be used for solving one problem at a time.