Add README.md

README.md

+# Compressed Sensing
+
+I used this code to solve problem 15.7 of Neil's Physics of Information
+Technology, as taught spring 2019. For now you can access the class page
+[here](http://fab.cba.mit.edu/classes/862.19/), and my solutions for this
+particular problem set
+[here](http://fab.cba.mit.edu/classes/862.19/people/erik/psets/12.html), though
+these links may
+change in the future and I don't promise to keep this up to date.
+
+## Dependencies
+
+The C++ code is built with cmake, and uses Eigen. It prints numpy arrays to
+stdout that you can paste into `plotter.py` (sorry). The plotting code uses
+numpy and matplotlib. I use Python 3 but it would probably work with Python 2 as
+well.
+
+## Building
+
+First clone the repo, or download and extract all files. Then from the project's
+root directory, run
+
+```
+mkdir build
+cd build
+cmake ..
+make
+```
+
+An executable `compressed_sensing` will be generated in the `build` directory.
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