$x^{\ast}$ to be a $k$-sparse vector. You can do this in many ways. One simple approach is to let $x^{\ast}$ equal 10 on $k=5$ randomly chosen entries by | Feb 15, 2022 | To do this: (A) Generate data for yourself at random: create a $n \times d$ matrix $A$ where each entry comes from a standard Gaussian. Choose $d$ much larger than $n$$d = 1000$ and $n = 100$. Now choose the true solution
