CoSaMP and OMP for sparse recovery (Scripts) Publisher's description
from Stephen Becker
Orthogonal matching Pursuit (OMP) and Compressive Sampling Matched Pursuit (CoSaMP) algorithm (see Needell and Tropp's
Orthogonal matching Pursuit (OMP) and Compressive Sampling Matched Pursuit (CoSaMP) algorithm (see Needell and Tropp's 2008 paper http://arxiv.org/abs/0803.2392 ). This implementation allows several variants, and it also allows you to specify a matrix via function handles (useful if your matrix represents an FFT or similar).
A demo code shows how to use both the OMP.m and CoSaMP.m functions.
OMP and CoSaMP are useful for sparse recovery problems; in particular, they can be used for compressed sensing (aka compressive sampling), image denoising and deblurring, seismic tomography problems, MRI, etc.
Another good OMP implementation (C++, Matlab) is here:
System Requirements:MATLAB 7.10 (2010a)
Program Release Status: New Release
Program Install Support: Install and Uninstall