1 compile GFL/mexEFLSA.cpp on your own system (tested on Win, Mac, Linux):
   cd ./GFL
   mex mexEFLSA.cpp 
2 Plz start from example.m 


Plz cite the following paper if you have used this code for your publication:
AAAI-14: " Efficient Generalized Fused Lasso and its Application to the Diagnosis of Alzheimer's Disease "
Bo Xin, Yoshinobu Kawahara, Yizhou Wang and Wen Gao

send an email to jimxinbo@gmail.com for any questions/suggestions. Thx.