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LARGESTN - Keep N largest coefficients

Usage

xo=largestn(x,N);
xo=largestn(x,N,mtype);

Description

largestn(x,N) returns an array of the same size as x keeping the N largest coefficients.

largestn takes the following flags at the end of the line of input arguments:

'hard' Perform hard thresholding. This is the default.
'wiener' Perform empirical Wiener shrinkage. This is in between soft and hard thresholding.
'soft' Perform soft thresholding.
'full' Returns the output as a full matrix. This is the default.
'sparse' Returns the output as a sparse matrix.

If the coefficients represents a signal expanded in an orthonormal basis then this will be the best N-term approximation.

Note: If soft- or Wiener thresholding is selected, only \(N-1\) coefficients will actually be returned. This is caused by the N'th coefficient being set to zero.

References:

S. Mallat. A wavelet tour of signal processing. Academic Press, San Diego, CA, 1998.