cr.sparse.cvx.spgl1.solve_bp_jit

cr.sparse.cvx.spgl1.solve_bp_jit(A, b, options=SPGL1Options(bp_tol=1e-06, ls_tol=1e-06, opt_tol=0.0001, dec_tol=0.0001, gamma=0.0001, alpha_min=1e-16, alpha_max=100000.0, memory=3, max_matvec=100000, max_iters=100), tracker=<function noop_tracker>)

Solves the Basis Pursuit problem using SPGL1 algorithm

Examples:

• Blocks Signal in Haar Basis

• Cosine+Spikes in Dirac-Cosine Basis

Parameters

• b (Array) –

• options (SPGL1Options) –