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FISTA

FISTA offers pretty fast iterations in comparison to the ISTA algorithm due to the difference in order of computation complexity. A variant of gradient descent, it is important to understand how the steps are being taken after each iteration.

The module is meant to be a plugin file to be used anywhere required with the proper parameters specified.

About files:

  • fista.m - main FISTA function
  • demo_fista.m - Demo file to run FISTA
  • fista_tinkering.m - a tinkering file (for running FISTA) where one can visually see the output after each iteration and see the improvement at each step. This is one of the files that I had the most FUN with!

Good luck tinkering your brains!

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Fast Iterative Shrinkage-Thresholding Algorithm

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