Compressive Sensing Simple Example

Matlab example of L1 Minimization for finding a sparse vector.

This very simple example of L1 minimization is reproduced for implementation on matlab. The original example was posted on Rip's Applied
Mathematics Blog on March 28, 2011 entitled "Compressed Sensing: the L1
norm finds sparse solutions".

One needs to download the L1-MAGIC package in order to perform the l1 minimization on matlab.

This example was very good for illustrating how L1 minimization can identify a sparse vector. Here x is the sparse vector. A is the kxN incoherent matrix and B are the coefficients. The example shows how we can find the original x. xp should be approximately equal to x.