Overview
ALPS (ALgebraic PursuitS) is a software package that implements the accelerated Iterative Hard Thresholding schemes presented in ”On Accelerated Hard Thresholding Methods for Sparse Approximation’‘, Technical Report, by Volkan Cevher. ALPS can be used as a computational efficient tool to solve underdetermined linear regression problems.
Practical information about how to use ALPS software can be found in this wiki page. For elaborate theoretical description, please refer to the aforementioned paper.