Derivative of an L1 norm of transform of a vector.
Clash Royale CLAN TAG #URR8PPP up vote 1 down vote favorite 1 I have to take derivative of the l-1 norm. L1 is the function R in the following expression: $$ R(psi Fx) $$ where x is a vector, F is the inverse Fourier transform, and $psi$ is a wavelet transform. If I define a variable C such that $$C = psi F$$ then my l1 norm is defined as: $$||Cx||^1_1$$ I know that taking a derivative of an l1 norm is not possible. The l1 norm is defined as: $$sumnolimits|x_i^1_1$$ To take a derivative of the l1 term, I addd a small positive number, call it $epsilon$. Therefore, $$sumnolimits|x_1^1_1 = sumnolimitssqrtx^*_ix_i + epsilon$$ My question is, what is the derivative of the l1 norm Cx and what would be the elements of the matrix C? linear-algebra functional-analysis wavelets share | cite | improve this question edited Feb 20 '15 at 2:45 Mathemagician1234 13.6k 2 40 54 asked Feb 20 '15 at 2:29 user212257 11 2 Why do you need...