When I working on l1-minimize problem, I wrote a very simple cg solver here and it can solve for a sparse matrix of A (Ax=B where x and B are dense) (c with cxcore from opencv):<p><a href="http://github.com/liuliu/l1qc/tree/master/src/" rel="nofollow">http://github.com/liuliu/l1qc/tree/master/src/</a>