Namgyun Lee edited DeclareMathOperator_argmin_argmin_newcommand_reals__.tex  about 8 years ago

Commit id: 8c998e5f47c7850c899640ea6d0dcc40c6883107

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\begin{equation}  f(m) = \| \Fu m - y\|^2_{\ell_2} + \lambda \| \Psi m\|_{\ell_1}.  \end{equation}  The 'complex' derivative of the cost function $f$ at $m$, denoted $Df(m)$, is given by  \begin{equation}  Df(m) = D\| \Fu m - y\|^2_{\ell_2} + \lambda D\| \Psi m\|_{\ell_1}.  \end{equation}  Let's look at each term separately. For the first term, $D\| \Fu m - y\|^2_{\ell_2}$,   we apply the chain rule to the composite function $h(\Fu m - y)$,  where $h(x) = \|x\|^2_{\ell_2} : \complex^\nv \to \complex^\nk$.  It follows that  \ \begin{eqnarray}  Dh(\Fu m - y) &=& Dh(\fu m - y) D(\Fu m - y) \nonumber\\  &=& 2(\fu m - y)^T \Fu. \nonumber  \end{eqnarray}