Joint-2D-SL0 Algorithm for Joint Sparse Matrix Reconstruction

Algorithm 1

The Joint-2D-SL0 algorithm.

Initialize:

 (1) Let

 (2) Choose a suitable decreasing sequence for .

For :

 (1) Let

 (2) Minimise the function

    on the feasible set

    using L iterations of the steepest descent algorithm (then project onto the feasible set):

    Initialize:

    For

     (a) Let

     (b) Let ( is a small positive constant)

     (c) Project back onto the feasible set:

  (3) Set

Final answer is: