Skip to main content

Table 7 ISTA algorithm

From: A unified approach to sparse signal processing

1. Choose the scalar β larger than all the singular values of A and set i=0. Also initialize s(0), e.g, s(0)=A+ x.

2. Set z ( i ) = s ( i ) + 1 β A H (x−A s ( i ) ).

3. Apply the shrinkage-threshold operator defined in (11):

s j ( i + 1 ) = S [ β , τ ] ( z j ( i ) ),1≤j≤n

4. Check the termination criterion. If neither the maximum number of iterations has passed nor a given stopping condition is fulfilled, increase i and return to the 2nd step.