Generalized total variation denoising via augmented Lagrangian cycle spinning with Haar wavelets

We consider the denoising of signals and images using regularized least-squares method. In particular, we propose a simple minimization algorithm for regularizers that are functions of the discrete gradient. By exploiting the connection of the discrete gradient with the Haar-wavelet transform, the n-dimensional vector minimization can be decoupled into n scalar minimizations. The proposed method can efficiently solve total-variation (TV) denoising by iteratively shrinking shifted Haar-wavelet transforms. Furthermore, the decoupling naturally lends itself to extensions beyond ℓ₁ regularizers.