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It is applied in a variety of domains such as photography, computed tomography and so on, allowing reconstructing a signal from its samples in a better way than it is predicted by the Shannon theory. It is obvious that such an approach can be fitted to a class of signals having some prescribed properties, namely that of having a small number of nonzero components (sparsity) and a special norm inequality (restricted isometry property, as E. Candes named it). The signal to be analyzed is represented via a special matrix, the so called dictionary or design matrix. It is clear that a great interest was directed to generate adequate algorithms to obtain the optimum solution. 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