Variable-Wise Diagonal Preconditioning for Primal-Dual Splitting: Design and Applications

This is a demo code of the method proposed in the following reference:

K. Naganuma and S. Ono ``Variable-Wise Diagonal Preconditioning for Primal-Dual Splitting: Design and Applications''

Update history: Augast 7, 2023: v1.0

For more information, see the following

• Official: https://ieeexplore.ieee.org/document/10215352
• Project website: https://www.mdi.c.titech.ac.jp/publications/ovdp
• Preprint paper: https://arxiv.org/abs/2301.08468

How to use

1. Download datasets from https://drive.google.com/file/d/1p7ePx0e2RUy3uzmnphEw77nrQrglrQcX/view?usp=sharing

2. Run demo codes.

• For mixed noise removal, run demo_MNR.m
• For unmixing, run demo_unmixing.m
• For graph signal recovery, run demo_GSR.m

Others

The following two files were downloaded at https://epfl-lts2.github.io/gspbox-html/ (GSPBOX)

• ./GSR/utils/gsp_graph_default_plotting_parameters.m
• ./GSR/utils/gsp_plot_signal.m

Reference

If you use this code, please cite the following paper:

@ARTICLE{10215352,
  author={Naganuma, Kazuki and Ono, Shunsuke},
  journal={IEEE Transactions on Signal Processing}, 
  title={Variable-Wise Diagonal Preconditioning for Primal-Dual Splitting: Design and Applications}, 
  year={2023},
  volume={71},
  number={},
  pages={3281-3295},
  doi={10.1109/TSP.2023.3304789}
}