In order to effectively use the advantages of PSO and DE, advise using DEPSO which maxed with DE and PSO to solve the problem that the calculation of signal sparse decomposition is large. DEPSO algorithm is based on a double group evolution strategy: one group’s individuals follow the PSO and evolve and another group’s
individuals follow the DE and do. In every evolutionary process, the use of an information communication mechanism for information exchanging could avoid various groups falling into local optimization. Using DE operation guide the particle of PSO operation evolving. That can not only guarantee the precision of algorithm but also the solving speed is guaranteed. This algorithm is benefit to interaction of two groups, and balancing the coordination development ability and explore ability,