README.md


# Proximal methods for point source localisation: the implementation

This package contains [Rust] codes for the manuscript “_Proximal methods for
point source localisation_” ([arXiv:2212.02991]) by Tuomo Valkonen
⟨tuomov@iki.fi⟩. It concerns solution of problems of the type
$$
    \min_{μ ∈ ℳ(Ω)}~ F(μ) + λ \|μ\|_{ℳ(Ω)} + δ_{≥ 0}(μ),
$$
where $F$ is a data term, and $ℳ(Ω)$ is the space of Radon measures on the
(rectangular) domain $Ω ⊂ ℝ^n$. Implemented are $F(μ)=\frac12\|Aμ-b\|_2^2$ and
$F(μ)=\|Aμ-b\|_1$ for the forward operator $A \in 𝕃(ℳ(Ω); ℝ^m)$ modelling a
simple sensor grid. For the 2-norm-squared data term implemented are the
algorithms μFB, μFISTA, and μPDPS from the aforementioned manuscript along with
comparison relaxed and fully corrective conditional gradient methods from the
literature. For the 1-norm data term only the μPDPS is applicable.

## Installation and usage

### Installing dependencies

Most dependencies are managed by the Cargo build system of [Rust]. You will
only need to install the “nightly” Rust compiler and the
[GNU Scientific Library] manually. At the time of writing this README,
[alg_tools] also needs to be downloaded separately.

1.  Install the [Rust] infrastructure (including Cargo) with [rustup].
2.  Install a “nightly” release of the Rust compiler. With rustup, installed in
    the previous step, this can be done with
    ```console
    rustup toolchain install nightly
    ```
3.  Install [GNU Scientific Library]. On a Mac with [Homebrew] installed,
    this can be done with
    ```console
    brew install gsl
    ```
    For other operating systems, suggestions are available in the [rust-GSL]
    crate documentation. On Windows, you will likely need to pass extra
    `RUSTFLAGS` options to Cargo in the following steps to locate the library.

4. Download [alg_tools] and unpack it under the same directory as this
   package.

  [rustup]: https://rustup.rs
  [alg_tools]: https://tuomov.iki.fi/software/alg_tools/
  [Rust]: https://www.rust-lang.org/
  [GNU Scientific Library]: https://www.gnu.org/software/gsl/
  [rust-GSL]: https://docs.rs/GSL/6.0.0/rgsl/
  [Homebrew]: https://brew.sh
  [arXiv:2212.02991]: https://arxiv.org/abs/2212.02991

### Building and running the experiments

To compile the code and run the experiments in the manuscript, use
```console
cargo run --release -- -o results
```
When doing this for the first time, several dependencies will be downloaded.
The double-dash (`--`) separates the arguments of Cargo and this software,
`pointsource_algs`. The `--release` option to Cargo is required for `rustc` to
build optimised high performance code. Without that flag the performance will
be significantly worse. The `-o results` option tells `pointsource_algs` to
write results in the `results` directory. The option is required.

Alternatively, you may build the executable with
```console
cargo build --release
```
and then run it with
```
target/release/pointsource_algs -o results
```

### Documentation

Use the `--help` option to get an extensive listing of command line options to
customise algorithm parameters and the experiments performed. As above with
`-o`, if using `cargo` to run the executable, you have to pass any arguments
to `pointsource_algs` after a double-dash:
```console
cargo run --release -- --help
```

## Internals

If you are interested in the program internals, the integrated source code
documentation may be built and opened with
```console
cargo doc              # build dependency docs
misc/cargo-d --open    # build and open KaTeX-aware docs for this crate
```
The `cargo-d` script ensures that KaTeX mathematics is rendered in the
generated documentation through an ugly workaround. Unfortunately,
`rustdoc`, akin to Rust largely itself, is stuck in 80's 7-bit gringo ASCII
world, and does not support modern markdown features, such as mathematics.