Information Technology Journal1812-56381812-5646Asian Network for Scientific Information10.3923/itj.2011.1409.1414DengJun RenGuanghui JinYansheng NingWenjing 72011107Finding sparse solution to undetermined linear systems is one of the fundamental challenging issues in compressive sensing problems and other signal processing applications. This study has presented a novel iterative weighted gradient projection algorithm, referred to as the IWGP, to recover sparse signal in large-scale settings. IWGP is based on a widely used weighted filter technique in signal processing which reduces undesirable influence so that gradient projection can be applied to achieve computational efficiency. Numerical experiments are carried out and the results demonstrate the proposed algorithm is significantly faster than the fastest known methods for the l_{1} minimization programs and further show that the computational time isn’t sensitive to the sparsity level of original signal.]]>Donoho, D.L.,2006Wu, G., Y. Zhang and X. Yang,2010Goyal, V.K., M. Vetterli and N. Thao, 1998Picard, J.S. and A.J. Weiss, 2010Mallat, S.G. and Z. Zhang,1993Chen, S.S., D.L. Donoho and M.A. Saunders, 1998Wipf, D. and B. Rao,2004Chartrand, R.,2007Miller, A., 2002Tropp, J.A. and S.J. Wright,2010Pati, Y.C., R Rezaiifar and P.S. Krishnaprasad,1993Donoho, D.L., Y. Tsaig, I. Drori and J.L. Starck,2006Blumensath, T. and M.E. Davies,, 2009Figueiredo, M.A.T., R.D. Nowak and S.J. Wright, 2007Wright, S., R. Nowak and M. Figueiredo, 2009Daubechies, I., M. Friese and C. Mol,2004Kim, S., K. Koh, M. Lustig, S. Boyd and D. Gorinevsky, 2007Wu, H., L. He, L. Qin, T. Feng and R. Shi,2010Yu, X., Y. Gao, X. Yang, C. Shi and X. Yang,2010Liejun, W.,2011Chen, J., J. Fan, X. Cao and Y. Sun,2008Figueiredo, M.A.T. and R.D. Nowak,2003