The University of Southampton
University of Southampton Institutional Repository

Accelerated iterative hard thresholding

Record type: Article

The iterativehardthresholding algorithm (IHT) is a powerful and versatile algorithm for compressed sensing and other sparse inverse problems. The standard IHT implementation faces several challenges when applied to practical problems. The step-size and sparsity parameters have to be chosen appropriately and, as IHT is based on a gradient descend strategy, convergence is only linear. Whilst the choice of the step-size can be done adaptively as suggested previously, this letter studies the use of acceleration methods to improve convergence speed. Based on recent suggestions in the literature, we show that a host of acceleration methods are also applicable to IHT. Importantly, we show that these modifications not only significantly increase the observed speed of the method, but also satisfy the same strong performance guarantees enjoyed by the original IHT method.

PDF AIHT_rev_01.pdf - Author's Original
Download (276kB)

Citation

Blumensath, Thomas (2012) Accelerated iterative hard thresholding Signal Processing, 92, (3), pp. 752-756. (doi:10.1016/j.sigpro.2011.09.017).

More information

Published date: March 2012
Organisations: Signal Processing & Control Grp

Identifiers

Local EPrints ID: 342649
URI: http://eprints.soton.ac.uk/id/eprint/342649
ISSN: 0165-1684
PURE UUID: 3eec920a-ab2d-4f79-b7bf-458b21da46f2

Catalogue record

Date deposited: 11 Sep 2012 13:22
Last modified: 18 Jul 2017 05:27

Export record

Altmetrics


Download statistics

Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.

View more statistics

Atom RSS 1.0 RSS 2.0

Contact ePrints Soton: eprints@soton.ac.uk

ePrints Soton supports OAI 2.0 with a base URL of http://eprints.soton.ac.uk/cgi/oai2

This repository has been built using EPrints software, developed at the University of Southampton, but available to everyone to use.

We use cookies to ensure that we give you the best experience on our website. If you continue without changing your settings, we will assume that you are happy to receive cookies on the University of Southampton website.

×