README.md

ISTA, FISTA and IRLS

A repository of algorithms for sparse inversion for GEOPH-531 (Geophysical Inverse Problems). The idea is to obtain the sparse solution to the problem

$$A x - y \approx 0$$

which translates into minimizing the following cost function

$$J = |A x - y |_2^2 + \lambda |x |_1$$

The notebook shows how to minimize J via ISTA, FISTA and IRLS, see the PDF Document for a more detailed description of the problem.