A Preconditioner for A Primal-Dual Newton Conjugate Gradient Method for Compressed Sensing Problems

@article{Dassios2015APF,
  title={A Preconditioner for A Primal-Dual Newton Conjugate Gradient Method for Compressed Sensing Problems},
  author={Ioannis K. Dassios and Kimon Fountoulakis and Jacek Gondzio},
  journal={SIAM J. Sci. Comput.},
  year={2015},
  volume={37}
}
In this paper we are concerned with the solution of compressed sensing (CS) problems where the signals to be recovered are sparse in coherent and redundant dictionaries. We extend the primal-dual Newton Conjugate Gradient method (pdNCG) in [T. F. Chan, G. H. Golub, and P. Mulet, SIAM J. Sci. Comput., 20 (1999), pp. 1964--1977] to CS problems. We provide an inexpensive and provably effective preconditioning technique for linear systems using pdNCG. Numerical results are presented on CS problems… Expand
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