nikcleju@47: % Run NESTA and save parameters and solutions as reference test data
nikcleju@47: % to check if other algorithms are correct
nikcleju@47: 
nikcleju@47: numA = 10;
nikcleju@47: numY = 100;
nikcleju@47: 
nikcleju@47: sizesA{1} = [50 100];
nikcleju@47: sizesA{2} = [20 25];
nikcleju@47: sizesA{3} = [10 120];
nikcleju@47: sizesA{4} = [15 100];
nikcleju@47: sizesA{5} = [70 100];
nikcleju@47: sizesA{6} = [80 100];
nikcleju@47: sizesA{7} = [90 100];
nikcleju@47: sizesA{8} = [99 100];
nikcleju@47: sizesA{9} = [100 100];
nikcleju@47: sizesA{10} = [250 400];
nikcleju@47: for i = 1:numA sizesA{i} = fliplr(sizesA{i}); end
nikcleju@47: 
nikcleju@47: for i = 1:numA
nikcleju@47:     sz = sizesA{i};
nikcleju@47:     cellA{i} = randn(sz);
nikcleju@47:     m = round((0.2 + 0.6*rand)*sz(2));
nikcleju@47:     cellM{i} = randn(m,sz(2));
nikcleju@47:     cellY{i} = randn(m, numY);
nikcleju@47:     %cellXinit{i} = zeros(sz(2), numY);
nikcleju@47:     for j = 1:numY
nikcleju@47:         cellEps{i}(j) = rand / 100; % restrict from 0 to 1% of measurements
nikcleju@47:     end
nikcleju@47: end
nikcleju@47: opt_TolVar = 1e-5;
nikcleju@47: opt_Verbose = 0;
nikcleju@47: opt_muf = 1e-3;
nikcleju@47: opt_l2solver = 'pseudoinverse';
nikcleju@47: 
nikcleju@47: %load NESTAtestdata
nikcleju@47: tic
nikcleju@47: for i = 1:numA
nikcleju@47:     [U,S,V] = svd(cellM{i},'econ');
nikcleju@47:     opts.U = cellA{i};
nikcleju@47:     opts.Ut = cellA{i}';
nikcleju@47:     opts.USV.U=U;
nikcleju@47:     opts.USV.S=S;
nikcleju@47:     opts.USV.V=V;
nikcleju@47:     opts.TolVar = opt_TolVar;
nikcleju@47:     opts.Verbose = opt_Verbose;    
nikcleju@47:     for j = 1:numY
nikcleju@47:         cellXr{i}(:,j) = NESTA(cellM{i}, [], cellY{i}(:,j), opt_muf, cellEps{i}(j) * norm(cellY{i}(:,j)), opts);
nikcleju@47:     end
nikcleju@47:     disp(['Finished sz ' num2str(i)])
nikcleju@47: end
nikcleju@47: toc
nikcleju@47: 
nikcleju@47: save NESTAtestdata