myhomotopy.asv

code for homotopy in compressed sensing

function [x] = myHomotopy(A,y)

iterTimes = 1000;

n = size(A, 1);
m = size(A, 2);
x = zeros(m,1);
actSet = [];
state  = zeros(1,m);

for iterIdx = 1 : iterTimes
    % compute residual correlations
    c = A'*(y-Ax);
    
    % compute active set 
    [lambda, maxIdx] = max(abs(c));   
    actSet = (find(abs(c)) == lambda);
    state(m) = 1;
    
    % compute direction
    R = A(:, actSet)'*A(:,actSet);
    d = inv(R)*sign(c(actSet));
    
    % compute step
    gamma = 1000;
    for idx = 1 : m
        if state()
    end
end