You probably would find more open source algorithms in python than in matlab

https://github.com/AshishBora/csgm

My MATLAB library sparse-plex at https://github.com/indigits/sparse-plex provides implementation of various sparse recovery algorithms including MP, OMP, CoSaMP, OLS, BP, IHT etc. There are versions for both single and joint recovery. The library is documented here https://sparse-plex.readthedocs.io/en/latest/ . Some demos and tutorials for getting started with the library can be seen here https://sparse-plex.readthedocs.io/en/latest/demos/index.html If you need help on something specific, you can submit a request here https://github.com/indigits/sparse-plex/issues.