Run the script "Example.m" can generate linear regression results by traditional lasso, SMT-Based lasso, SMT-shrinkage...

The descriptions of these algorithms can be found in the paper
Guangzhi Cao, Yandong Guo, and Charles A. Bouman, 
``High Dimensional Regression using the Sparse Matrix Transform (SMT),'' 
in the Proceedings of the {\em International Conference on Acoustic, Speech, and Signal Processing (ICASSP)}, 
March 14-19, 2010.

