CGIHT: conjugate gradient iterative hard thresholding for compressed sensing and matrix completion
CGIHT: conjugate gradient iterative hard thresholding for compressed sensing and matrix completion
We introduce the conjugate gradient iterative hard thresholding (CGIHT) family of algorithms for the efficient solution of constrained underdetermined linear systems of equations arising in compressed sensing, row-sparse approximation and matrix completion. CGIHT is designed to balance the low per iteration complexity of simple hard thresholding algorithms with the fast …