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We will describe an alternating direction (aka split Bregman) method for solving problems of the form minu ∥Au - f∥2 + η∥u∥1 such that u ≥ 0, where A is an m×n matrix, and η is a nonnegative parameter. The algorithm works especially well for solving large numbers of small to medium overdetermined problems (i.e. m > n) with a fixed A. We will demonstrate applications in the analysis of hyperspectral...
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