Mercurial > repos > pointsource_algs / file comparison
comparison: src/regularisation.rs
src/regularisation.rs
- changeset 72
- e9a460a0e638
- parent 63
- 7a8a55fd41c0
- child 76
- b921ed0ab99b
equal
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inserted
replaced
| 71:e2953ffd4e0b | 72:e9a460a0e638 |
|---|---|
| 232 config: &InsertionConfig<F>, | 232 config: &InsertionConfig<F>, |
| 233 ) -> F | 233 ) -> F |
| 234 where | 234 where |
| 235 M: MinMaxMapping<Domain, F>; | 235 M: MinMaxMapping<Domain, F>; |
| 236 | 236 |
| 237 /// Convert bound on the regulariser to a bond on the Radon norm | 237 /// Convert bound on the regulariser to a bound on the Radon norm |
| 238 fn radon_norm_bound(&self, b: F) -> F; | 238 fn radon_norm_bound(&self, b: F) -> F; |
| 239 | |
| 240 /// Returns true if $v$ is within the pointwise range of the subdifferential | |
| 241 fn subdiff_range(&self) -> Bounds<F>; | |
| 239 } | 242 } |
| 240 | 243 |
| 241 #[replace_float_literals(F::cast_from(literal))] | 244 #[replace_float_literals(F::cast_from(literal))] |
| 242 impl<F: Float + ToNalgebraRealField, const N: usize> RegTerm<Loc<N, F>, F> | 245 impl<F: Float + ToNalgebraRealField, const N: usize> RegTerm<Loc<N, F>, F> |
| 243 for NonnegRadonRegTerm<F> | 246 for NonnegRadonRegTerm<F> |
| 384 *dest = F::to_nalgebra_mixed(β); | 387 *dest = F::to_nalgebra_mixed(β); |
| 385 } | 388 } |
| 386 // Solve finite-dimensional subproblem. | 389 // Solve finite-dimensional subproblem. |
| 387 let inner_tolerance = ε * config.inner.tolerance_mult; | 390 let inner_tolerance = ε * config.inner.tolerance_mult; |
| 388 let inner_it = config.inner.iterator_options.stop_target(inner_tolerance); | 391 let inner_it = config.inner.iterator_options.stop_target(inner_tolerance); |
| 389 stats.inner_iters += | 392 stats.inner_iters += l1squared_nonneg(&y, &g_na, τα, &mut x, &config.inner, inner_it); |
| 390 l1squared_nonneg(&y, &g_na, τα, 1.0, &mut x, &config.inner, inner_it); | |
| 391 | 393 |
| 392 // Update masses of μ based on solution of finite-dimensional subproblem. | 394 // Update masses of μ based on solution of finite-dimensional subproblem. |
| 393 μ.set_masses_dvector(&x); | 395 μ.set_masses_dvector(&x); |
| 394 } | 396 } |
| 395 } | 397 } |
| 414 | 416 |
| 415 return { | 417 return { |
| 416 μ.both_matching(radon_μ).all(|(α, rα, x)| { | 418 μ.both_matching(radon_μ).all(|(α, rα, x)| { |
| 417 let v = -d.apply(x); // TODO: observe ad hoc negation here, after minus_τv | 419 let v = -d.apply(x); // TODO: observe ad hoc negation here, after minus_τv |
| 418 // switch to τv. | 420 // switch to τv. |
| 419 let (l1, u1) = match α.partial_cmp(&0.0).unwrap_or(Equal) { | 421 let (l1, u1) = match α.total_cmp(&0.0) { |
| 420 Greater => (τα, τα), | 422 Greater => (τα, τα), |
| 421 _ => (F::NEG_INFINITY, τα), | 423 _ => (F::NEG_INFINITY, τα), |
| 422 // Less should not happen; treated as Equal | 424 // Less should not happen; treated as Equal |
| 423 }; | 425 }; |
| 424 let (l2, u2) = match rα.partial_cmp(&0.0).unwrap_or(Equal) { | 426 let (l2, u2) = match rα.total_cmp(&0.0) { |
| 425 Greater => (slack, slack), | 427 Greater => (slack, slack), |
| 426 Equal => (-slack, slack), | 428 Equal => (-slack, slack), |
| 427 Less => (-slack, -slack), | 429 Less => (-slack, -slack), |
| 428 }; | 430 }; |
| 429 // TODO: both fail. | 431 // TODO: both fail. |
| 462 w(z) - w(y) | 464 w(z) - w(y) |
| 463 } | 465 } |
| 464 | 466 |
| 465 fn radon_norm_bound(&self, b: F) -> F { | 467 fn radon_norm_bound(&self, b: F) -> F { |
| 466 b / self.α() | 468 b / self.α() |
| 469 } | |
| 470 | |
| 471 fn subdiff_range(&self) -> Bounds<F> { | |
| 472 Bounds(F::NEG_INFINITY, self.α()) | |
| 467 } | 473 } |
| 468 } | 474 } |
| 469 | 475 |
| 470 #[replace_float_literals(F::cast_from(literal))] | 476 #[replace_float_literals(F::cast_from(literal))] |
| 471 impl<F: Float + ToNalgebraRealField, const N: usize> RegTerm<Loc<N, F>, F> for RadonRegTerm<F> { | 477 impl<F: Float + ToNalgebraRealField, const N: usize> RegTerm<Loc<N, F>, F> for RadonRegTerm<F> { |
| 642 let g_na = DVector::from_vec(g); | 648 let g_na = DVector::from_vec(g); |
| 643 // Solve finite-dimensional subproblem. | 649 // Solve finite-dimensional subproblem. |
| 644 let inner_tolerance = ε * config.inner.tolerance_mult; | 650 let inner_tolerance = ε * config.inner.tolerance_mult; |
| 645 let inner_it = config.inner.iterator_options.stop_target(inner_tolerance); | 651 let inner_it = config.inner.iterator_options.stop_target(inner_tolerance); |
| 646 stats.inner_iters += | 652 stats.inner_iters += |
| 647 l1squared_unconstrained(&y, &g_na, τα, 1.0, &mut x, &config.inner, inner_it); | 653 l1squared_unconstrained(&y, &g_na, τα, &mut x, &config.inner, inner_it); |
| 648 | 654 |
| 649 // Update masses of μ based on solution of finite-dimensional subproblem. | 655 // Update masses of μ based on solution of finite-dimensional subproblem. |
| 650 μ.set_masses_dvector(&x); | 656 μ.set_masses_dvector(&x); |
| 651 } | 657 } |
| 652 } | 658 } |
| 730 } | 736 } |
| 731 | 737 |
| 732 fn radon_norm_bound(&self, b: F) -> F { | 738 fn radon_norm_bound(&self, b: F) -> F { |
| 733 b / self.α() | 739 b / self.α() |
| 734 } | 740 } |
| 735 } | 741 |
| 742 fn subdiff_range(&self) -> Bounds<F> { | |
| 743 let α = self.α(); | |
| 744 Bounds(-α, α) | |
| 745 } | |
| 746 } |
