L1 Packv2: A Mathematica package for minimizing an l1-penalized functional

L1 Packv2 is a Mathematica package that contains a number of algorithms that call be used for the minimization of all l(1)-penalized least squares functional. The algorithms call handle a mix of penalized and unpenalized variables. Several instructive examples are given. Also, all implementation that yields all exact Output whenever exact data are given is provided. Program summary Catalogue identifier: AEBP_v1_0 Program summary URL: http://cpc.cs.qub.ac.uk/summaries/AEBP_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 6018 No. of bytes in distributed program, including test data, etc.: 101297 Distribution format: tar.gz Programming language: Mathemtica Computer: Any Computer running Mathematica Operating system: Any OS running Mathematica Classification: : 4.9 Nature of problem: Minimization of L1-penalized least squares functionals Solution method: Several algorithms are provided (iterative and non-iterative) Restrictions: Real matrices and vectors only Unusual features: Also handles exact arithmetic and unpenalized variables Running time: Seconds to Minutes (c) 2008 Elsevier B.V. All rights reserved.