From the webpage:
SPAMS (SPArse Modeling Software) is an optimization toolbox for solving various sparse estimation problems.
- Dictionary learning and matrix factorization (NMF, sparse PCA, …)
- Solving sparse decomposition problems with LARS, coordinate descent, OMP, SOMP, proximal methods
- Solving structured sparse decomposition problems (l1/l2, l1/linf, sparse group lasso, tree-structured regularization, structured sparsity with overlapping groups,…).
I first saw this at the Nuit Blanche post SPAMS (SPArse Modeling Software) now with Python and R.