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1 | /*! |
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2 | Solver for the point source localisation problem using a simplified forward-backward splitting method. |
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3 | |
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4 | Instead of the $𝒟$-norm of `fb.rs`, this uses a standard Radon norm for the proximal map. |
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5 | */ |
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6 | |
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7 | use numeric_literals::replace_float_literals; |
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8 | use serde::{Serialize, Deserialize}; |
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9 | use nalgebra::DVector; |
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10 | |
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11 | use alg_tools::iterate::{ |
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12 | AlgIteratorIteration, |
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13 | AlgIterator |
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14 | }; |
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15 | use alg_tools::norms::{L2, Norm}; |
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16 | use alg_tools::linops::Mapping; |
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17 | use alg_tools::bisection_tree::{ |
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18 | BTFN, |
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19 | Bounds, |
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20 | BTSearch, |
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21 | SupportGenerator, |
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22 | LocalAnalysis, |
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23 | }; |
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24 | use alg_tools::mapping::RealMapping; |
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25 | use alg_tools::nalgebra_support::ToNalgebraRealField; |
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26 | |
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27 | use crate::types::*; |
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28 | use crate::measures::{ |
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29 | RNDM, |
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30 | DeltaMeasure, |
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31 | Radon, |
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32 | }; |
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33 | use crate::measures::merging::SpikeMerging; |
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34 | use crate::regularisation::RegTerm; |
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35 | use crate::forward_model::{ |
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36 | ForwardModel, |
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37 | AdjointProductBoundedBy |
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38 | }; |
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39 | use super::{ |
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40 | FBGenericConfig, |
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41 | ProxPenalty, |
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42 | }; |
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43 | |
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44 | /// Radon-norm squared proximal penalty |
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45 | |
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46 | #[derive(Copy,Clone,Serialize,Deserialize)] |
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47 | pub struct RadonSquared; |
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48 | |
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49 | #[replace_float_literals(F::cast_from(literal))] |
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50 | impl<F, GA, BTA, S, Reg, const N : usize> |
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51 | ProxPenalty<F, BTFN<F, GA, BTA, N>, Reg, N> for RadonSquared |
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52 | where |
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53 | F : Float + ToNalgebraRealField, |
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54 | GA : SupportGenerator<F, N, SupportType = S, Id = usize> + Clone, |
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55 | BTA : BTSearch<F, N, Data=usize, Agg=Bounds<F>>, |
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56 | S: RealMapping<F, N> + LocalAnalysis<F, Bounds<F>, N>, |
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57 | Reg : RegTerm<F, N>, |
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58 | RNDM<F, N> : SpikeMerging<F>, |
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59 | { |
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60 | type ReturnMapping = BTFN<F, GA, BTA, N>; |
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61 | |
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62 | fn insert_and_reweigh<I>( |
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63 | &self, |
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64 | μ : &mut RNDM<F, N>, |
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65 | τv : &mut BTFN<F, GA, BTA, N>, |
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66 | μ_base : &RNDM<F, N>, |
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67 | ν_delta: Option<&RNDM<F, N>>, |
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68 | τ : F, |
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69 | ε : F, |
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70 | config : &FBGenericConfig<F>, |
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71 | reg : &Reg, |
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72 | _state : &AlgIteratorIteration<I>, |
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73 | stats : &mut IterInfo<F, N>, |
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74 | ) -> (Option<Self::ReturnMapping>, bool) |
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75 | where |
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76 | I : AlgIterator |
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77 | { |
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78 | let mut y = μ_base.masses_dvector(); |
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79 | |
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80 | assert!(μ_base.len() <= μ.len()); |
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81 | |
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82 | 'i_and_w: for i in 0..=1 { |
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83 | // Optimise weights |
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84 | if μ.len() > 0 { |
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85 | // Form finite-dimensional subproblem. The subproblem references to the original μ^k |
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86 | // from the beginning of the iteration are all contained in the immutable c and g. |
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87 | // TODO: observe negation of -τv after switch from minus_τv: finite-dimensional |
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88 | // problems have not yet been updated to sign change. |
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89 | let g̃ = DVector::from_iterator(μ.len(), |
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90 | μ.iter_locations() |
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91 | .map(|ζ| - F::to_nalgebra_mixed(τv.apply(ζ)))); |
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92 | let mut x = μ.masses_dvector(); |
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93 | y.extend(std::iter::repeat(0.0.to_nalgebra_mixed()).take(0.max(x.len()-y.len()))); |
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94 | assert_eq!(y.len(), x.len()); |
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95 | // Solve finite-dimensional subproblem. |
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96 | // TODO: This assumes that ν_delta has no common locations with μ-μ_base, to |
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97 | // ignore it. |
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98 | stats.inner_iters += reg.solve_findim_l1squared(&y, &g̃, τ, &mut x, ε, config); |
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99 | |
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100 | // Update masses of μ based on solution of finite-dimensional subproblem. |
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101 | μ.set_masses_dvector(&x); |
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102 | } |
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103 | |
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104 | if i>0 { |
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105 | // Simple debugging test to see if more inserts would be needed. Doesn't seem so. |
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106 | //let n = μ.dist_matching(μ_base); |
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107 | //println!("{:?}", reg.find_tolerance_violation_slack(τv, τ, ε, false, config, n)); |
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108 | break 'i_and_w |
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109 | } |
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110 | |
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111 | // Calculate ‖μ - μ_base‖_ℳ |
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112 | // TODO: This assumes that ν_delta has no common locations with μ-μ_base. |
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113 | let n = μ.dist_matching(μ_base) + ν_delta.map_or(0.0, |ν| ν.norm(Radon)); |
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114 | |
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115 | // Find a spike to insert, if needed. |
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116 | // This only check the overall tolerances, not tolerances on support of μ-μ_base or μ, |
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117 | // which are supposed to have been guaranteed by the finite-dimensional weight optimisation. |
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118 | match reg.find_tolerance_violation_slack(τv, τ, ε, false, config, n) { |
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119 | None => { break 'i_and_w }, |
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120 | Some((ξ, _v_ξ, _in_bounds)) => { |
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121 | // Weight is found out by running the finite-dimensional optimisation algorithm |
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122 | // above |
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123 | *μ += DeltaMeasure { x : ξ, α : 0.0 }; |
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124 | stats.inserted += 1; |
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125 | } |
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126 | }; |
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127 | } |
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128 | |
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129 | (None, true) |
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130 | } |
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131 | |
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132 | fn merge_spikes( |
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133 | &self, |
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134 | μ : &mut RNDM<F, N>, |
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135 | τv : &mut BTFN<F, GA, BTA, N>, |
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136 | μ_base : &RNDM<F, N>, |
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137 | ν_delta: Option<&RNDM<F, N>>, |
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138 | τ : F, |
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139 | ε : F, |
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140 | config : &FBGenericConfig<F>, |
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141 | reg : &Reg, |
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142 | fitness : Option<impl Fn(&RNDM<F, N>) -> F>, |
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143 | ) -> usize |
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144 | { |
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145 | if config.fitness_merging { |
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146 | if let Some(f) = fitness { |
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147 | return μ.merge_spikes_fitness(config.merging, f, |&v| v) |
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148 | .1 |
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149 | } |
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150 | } |
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151 | μ.merge_spikes(config.merging, |μ_candidate| { |
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152 | // Important: μ_candidate's new points are afterwards, |
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153 | // and do not conflict with μ_base. |
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154 | // TODO: could simplify to requiring μ_base instead of μ_radon. |
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155 | // but may complicate with sliding base's exgtra points that need to be |
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156 | // after μ_candidate's extra points. |
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157 | // TODO: doesn't seem to work, maybe need to merge μ_base as well? |
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158 | // Although that doesn't seem to make sense. |
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159 | let μ_radon = match ν_delta { |
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160 | None => μ_candidate.sub_matching(μ_base), |
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161 | Some(ν) => μ_candidate.sub_matching(μ_base) - ν, |
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162 | }; |
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163 | reg.verify_merge_candidate_radonsq(τv, μ_candidate, τ, ε, &config, &μ_radon) |
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164 | //let n = μ_candidate.dist_matching(μ_base); |
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165 | //reg.find_tolerance_violation_slack(τv, τ, ε, false, config, n).is_none() |
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166 | }) |
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167 | } |
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168 | } |
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169 | |
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170 | |
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171 | impl<F, A, const N : usize> AdjointProductBoundedBy<RNDM<F, N>, RadonSquared> |
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172 | for A |
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173 | where |
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174 | F : Float, |
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175 | A : ForwardModel<RNDM<F, N>, F> |
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176 | { |
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177 | type FloatType = F; |
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178 | |
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179 | fn adjoint_product_bound(&self, _ : &RadonSquared) -> Option<Self::FloatType> { |
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180 | self.opnorm_bound(Radon, L2).powi(2).into() |
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181 | } |
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182 | } |