SBFL is a MATLAB implementation of the split Bregman method for fused Lasso. Please refer a paper (Split Bregman method for large scale fused Lasso, Ye et al., CSDA 2011) for details.
Copyright (c) 2015 Taehoon Lee
Functions
SBFL.m: a linear system embedded in the SB-iteration is solved by matrix inversion.
SBFL_PCG.m: the liner system is solved by preconditioned conjugate gradients (PCG).
SBFL_CGLS.m: the liner system is solved by conjugate gradient for least squares problems (CGLS).
SBFL_PCGLS.m: the liner system is solved by preconditioned conjugate gradient for least squares problems (PCGLS).
Getting Started
An example is available on testSBFL.m. The Lena image can be found here.