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CoSaMP

swMATH ID: 8727
Software Authors: Needell, D.; Tropp, J.A.
Description: CoSaMP: Iterative signal recovery from incomplete and inaccurate samples. Compressive sampling offers a new paradigm for acquiring signals that are compressible with respect to an orthonormal basis. The major algorithmic challenge in compressive sampling is to approximate a compressible signal from noisy samples. This paper describes a new iterative recovery algorithm called CoSaMP that delivers the same guarantees as the best optimization-based approaches. Moreover, this algorithm offers rigorous bounds on computational cost and storage. It is likely to be extremely efficient for practical problems because it requires only matrix-vector multiplies with the sampling matrix. For compressible signals, the running time is just \(O(Nlog ^{2}N)\), where \(N\) is the length of the signal.
Homepage: http://www.sciencedirect.com/science/article/pii/S1063520308000638
Keywords: algorithms; approximation; basis pursuit; compressed sensing; orthogonal matching pursuit; restricted isometry property; signal recovery; sparse approximation; uncertainty principle
Related Software: PDCO; SPGL1; CVX; NESTA; glmnet; FPC_AS; ADMiRA; TFOCS; PhaseLift; GESPAR; UNLocBoX; TwIST; Wirtinger Flow; SparsePR; ElemStatLearn; BLOOMP; softImpute; L1-MAGIC; GQTPAR; PROPACK
Referenced in: 253 Publications
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Referenced by 531 Authors

11 Needell, Deanna
8 Blanchard, Jeffrey D.
8 Li, Song
7 Rauhut, Holger
6 Foucart, Simon
6 Giryes, Raja
6 Krahmer, Felix
6 Tanner, Jared W.
5 Iwen, Mark A.
5 Li, Shidong
5 Saab, Rayan
5 Wakin, Michael B.
5 Zhao, Yunbin
4 Chen, Wengu
4 Daković, Miloš
4 Fu, Fangwei
4 Lin, Junhong
4 Niu, Minyao
4 Stanković, Ljubiša
4 Temlyakov, Vladimir Nikolaevich
4 Wang, Gang
4 Xiu, Naihua
4 Zhou, Shenglong
3 Bouchot, Jean-Luc
3 Davenport, Mark A.
3 Davies, Mike E.
3 Elad, Michael
3 Flinth, Axel
3 Ge, HuanMin
3 Hou, Thomas Yizhao
3 Kutyniok, Gitta
3 Lai, Mingjun
3 Lu, Xiliang
3 Shi, Zuoqiang
3 Tropp, Joel A.
3 Yılmaz, Özgür
2 Baraniuk, Richard G.
2 Brunton, Steven L.
2 Cai, Jian-Feng
2 Cai, Yun
2 Calderbank, Arthur Robert
2 Candès, Emmanuel J.
2 Cartis, Coralia
2 Cevher, Volkan
2 Chen, Dirong
2 Chen, Xuemei
2 Choi, Bosu
2 Dan, Wei
2 Doostan, Alireza
2 Eftekhari, Armin
2 Fountoulakis, Kimon
2 Geng, Pengbo
2 Gondzio, Jacek
2 Güntürk, Cemalettin Sinan
2 Han, Ningning
2 Huang, Wei
2 Ioana, Cornel
2 Jiao, Yuling
2 Jin, Bangti
2 Kočvara, Michal
2 Kutz, J. Nathan
2 Kyrillidis, Anastasios
2 Li, Qia
2 Lian, Feng
2 Liu, Jing
2 Ma, Anna
2 Mckenzie, Daniel
2 Meng, Nan
2 Möller, Michael
2 Nikolova, Mila
2 Obozinski, Guillaume
2 Peyré, Gabriel
2 Qi, Houduo
2 Ruan, Guoqing
2 Thompson, Andrew
2 Viswanathan, Aditya
2 Wang, Haichao
2 Wang, Jun
2 Wang, Rongrong
2 Wang, Xingtao
2 Wang, Yang
2 Ward, Rachel A.
2 Wei, Ke
2 Wen, Jinming
2 Xiang, Jianhong
2 Xu, Fengmin
2 Yin, Xiangjun
2 Yue, Huihui
2 Zhang, Na
2 Zhang, Xiaoqun
2 Zhu, Zhihui
1 Aberdam, Aviad
1 Abou-Kandil, Hisham
1 Aceska, Roza
1 Adalsteinsson, Gudmundur F.
1 Adamo, Alessandro
1 Ailon, Nir
1 Alabi, Tolu
1 Aldroubi, Akram
1 Ambat, Sooraj K.
...and 431 more Authors
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37 Applied and Computational Harmonic Analysis
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5 Inverse Problems and Imaging
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4 Journal of Computational and Applied Mathematics
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4 SIAM Journal on Optimization
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4 Foundations of Computational Mathematics
3 Applied Mathematics and Computation
3 Journal of Approximation Theory
3 Journal of Global Optimization
3 Numerical Algorithms
3 Sampling Theory in Signal and Image Processing
3 Science China. Information Sciences
3 Information and Inference
3 Journal of the Operations Research Society of China
3 SIAM Journal on Mathematics of Data Science
2 Computer Methods in Applied Mechanics and Engineering
2 IEEE Transactions on Information Theory
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2 The Journal of Fourier Analysis and Applications
2 Journal of Applied Mathematics
2 Multiscale Modeling & Simulation
2 Mathematical Programming Computation
2 Symmetry
1 Communications on Pure and Applied Mathematics
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1 Journal of Fluid Mechanics
1 Journal of the Franklin Institute
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1 The Annals of Statistics
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