资源简介
一个功能强大,为解决各种稀疏估计问题的开源优化工具箱
代码片段和文件信息
clear all;
get_architecture;
%%%%%%%%%%%%% COMPILER CONFIGURATION %%%%%%%%%%%%%%%%
% set up the compiler you want to use. Possible choices are
% - ‘mex‘ (default matlab compiler) this is the easy choice if your matlab
% is correctly configured. Note that this choice might not compatible
% with the option ‘use_multithread=true‘.
% - ‘icc‘ (intel compiler) usually produces the fastest code but the
% compiler is not free and not installed by default.
% - ‘gcc‘ (gnu compiler) good choice (for Mac use gcc >= 4.6 for
% the multi-threaded version otherwise set use_multithread=false).
% For windows you need to have cygwin installed.
% - ‘clang‘
% - ‘open64‘ (amd compiler) optimized for opteron cpus.
% - ‘vs‘ (visual studio compiler) for windows computers (10.0 or more is recommended)
% for some unknown reason the performance obtained with vs is poor compared to icc/gcc
compiler=‘gcc‘;
%%%%%%%%%%%% BLAS/LAPACK CONFIGURATION %%%%%%%%%%%%%%
% set up the blas/lapack library you want to use. Possible choices are
% - builtin: blas/lapack shipped with Matlab
% same as mex: good choice if matlab is correctly configured.
% - mkl: (intel math kernel library) usually the fastest but not free.
% - acml: (AMD Core math library) optimized for opteron cpus
% - blas: (netlib version of blas/lapack) free
% - atlas: (atlas version of blas/lapack) free
% ==> you can also tweak this script to include your favorite blas/lapack library
blas=‘builtin‘;
%%%%%%%%%%%% MULTITHREADING CONFIGURATION %%%%%%%%%%%%%%
% set true if you want to use multi-threaded capabilities of the toolbox. You
% need an appropriate compiler for that (intel compiler most recent gcc or visual studio pro)
use_multithread=true; % (might not compatible with compiler=mex)
% if the compilation fails on Mac try the single-threaded version.
% to run the toolbox on a cluster it can be a good idea to deactivate this
use_64bits_integers=true;
% use this option if you have VERY large arrays/matrices
% this option allows such matrices but may slightly reduce the speed of the computations.
use_mkl_threads=false;
% use this option is you use the mkl library and intends to use intensively BLAS3/lapack routines
% (for multiclass logistic regression regularization with the trace norm for instance)
% this results in a loss of performance for many other functions
% if you use the options ‘mex‘ and ‘builtin‘ you can proceed with the compilation by
% typing ‘compile‘ in the matlab shell. Otherwise you need to set up a few path below.
path_matlab=‘‘;
%path_matlab=‘/softs/bin/‘;
%%%%%%%%%%%% PATH CONFIGURATION %%%%%%%%%%%%%%%%%%%%
% only if you do not use the options ‘mex‘ and ‘builtin‘
% set up the path to the compiler libraries that you intend to use below
add_flag=‘‘;
if strcmp(compiler‘gcc‘)
if linux || mac
% example when compiler=‘gcc‘ for Linux/Mac: (path containing the files l
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