l1_ls is a Matlab implementation of the interior-point method for -regularized least squares described in the paper A Method for Large-Scale l1-Regularized Least Squares. l1_ls solves an optimization problem of the form
l1_ls is developed for large problems. It can solve large sparse problems with a million variables with high accuracy in a few tens of minutes on a PC. It can also efficiently solve very large dense problems, that arise in sparse signal recovery with orthogonal transforms, by exploiting fast algorithms for these transforms.
l1_ls is distributed under the terms of the GNU General Public License 2.0.
l1_ls user guide (included in the package, so you don’t have to download it separately)