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Revisit the implementation of the BPDN algorithm

Nicolas Tancogne-Dejean requested to merge update_spgl1 into main

Description

The new version is now much closer to the spgl1 library code and seems to be more stable. The code is now documented as the original code, to ease the comparison between the Octopus version and the Matlab code of spgl1.

For short time signals, this removes numerical artifacts and should make the convergence more stable in general.

Closes #20 #620 .

News snippet

Improved stability of the compressed sensing.

Checklist

  • I have checked that my code follows the Octopus coding standards
  • I have added tests for all the new features added in this request.

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