L1Packv2: A Mathematica package for minimizing an ℓ1ℓ1-penalized functional

L1Packv2 is a Mathematica package that contains a number of algorithms that can be used for the minimization of an ℓ1ℓ1-penalized least squares functional. The algorithms can handle a mix of penalized and unpenalized variables. Several instructive examples are given. Also, an implementation that yields an exact output whenever exact data are given is provided.Program summaryProgram title: L1Packv2.mCatalogue identifier: AEBP_v1_0Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEBP_v1_0.htmlProgram obtainable from: CPC Program Library, Queen's University, Belfast, N. IrelandLicensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.htmlNo. of lines in distributed program, including test data, etc.: 6018No. of bytes in distributed program, including test data, etc.: 101 297Distribution format: tar.gzProgramming language: MathematicaComputer: Any computer running MathematicaOperating system: Any OS running MathematicaClassification: 4.9Nature of problem:   Minimization of L1L1-penalized least squares functionalsSolution method: Several algorithms are provided (iterative and non-iterative)Restrictions: Real matrices and vectors onlyUnusual features: Also handles exact arithmetic and unpenalized variablesRunning time: Seconds to minutes