# 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}
}
• Published 30 December 2014
• Mathematics, Computer Science
• SIAM J. Sci. Comput.
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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