Thu, 23 Jan 2025 23:48:52 +0100
README updates
/*! Solver for the point source localisation problem using a simplified forward-backward splitting method. Instead of the $𝒟$-norm of `fb.rs`, this uses a standard Radon norm for the proximal map. */ use numeric_literals::replace_float_literals; use serde::{Serialize, Deserialize}; use nalgebra::DVector; use alg_tools::iterate::{ AlgIteratorIteration, AlgIterator }; use alg_tools::norms::{L2, Norm}; use alg_tools::linops::Mapping; use alg_tools::bisection_tree::{ BTFN, Bounds, BTSearch, SupportGenerator, LocalAnalysis, }; use alg_tools::mapping::RealMapping; use alg_tools::nalgebra_support::ToNalgebraRealField; use crate::types::*; use crate::measures::{ RNDM, DeltaMeasure, Radon, }; use crate::measures::merging::SpikeMerging; use crate::regularisation::RegTerm; use crate::forward_model::{ ForwardModel, AdjointProductBoundedBy }; use super::{ FBGenericConfig, ProxPenalty, }; /// Radon-norm squared proximal penalty #[derive(Copy,Clone,Serialize,Deserialize)] pub struct RadonSquared; #[replace_float_literals(F::cast_from(literal))] impl<F, GA, BTA, S, Reg, const N : usize> ProxPenalty<F, BTFN<F, GA, BTA, N>, Reg, N> for RadonSquared where F : Float + ToNalgebraRealField, GA : SupportGenerator<F, N, SupportType = S, Id = usize> + Clone, BTA : BTSearch<F, N, Data=usize, Agg=Bounds<F>>, S: RealMapping<F, N> + LocalAnalysis<F, Bounds<F>, N>, Reg : RegTerm<F, N>, RNDM<F, N> : SpikeMerging<F>, { type ReturnMapping = BTFN<F, GA, BTA, N>; fn insert_and_reweigh<I>( &self, μ : &mut RNDM<F, N>, τv : &mut BTFN<F, GA, BTA, N>, μ_base : &RNDM<F, N>, ν_delta: Option<&RNDM<F, N>>, τ : F, ε : F, config : &FBGenericConfig<F>, reg : &Reg, _state : &AlgIteratorIteration<I>, stats : &mut IterInfo<F, N>, ) -> (Option<Self::ReturnMapping>, bool) where I : AlgIterator { let mut y = μ_base.masses_dvector(); assert!(μ_base.len() <= μ.len()); 'i_and_w: for i in 0..=1 { // Optimise weights if μ.len() > 0 { // Form finite-dimensional subproblem. The subproblem references to the original μ^k // from the beginning of the iteration are all contained in the immutable c and g. // TODO: observe negation of -τv after switch from minus_τv: finite-dimensional // problems have not yet been updated to sign change. let g̃ = DVector::from_iterator(μ.len(), μ.iter_locations() .map(|ζ| - F::to_nalgebra_mixed(τv.apply(ζ)))); let mut x = μ.masses_dvector(); y.extend(std::iter::repeat(0.0.to_nalgebra_mixed()).take(0.max(x.len()-y.len()))); assert_eq!(y.len(), x.len()); // Solve finite-dimensional subproblem. // TODO: This assumes that ν_delta has no common locations with μ-μ_base, to // ignore it. stats.inner_iters += reg.solve_findim_l1squared(&y, &g̃, τ, &mut x, ε, config); // Update masses of μ based on solution of finite-dimensional subproblem. μ.set_masses_dvector(&x); } if i>0 { // Simple debugging test to see if more inserts would be needed. Doesn't seem so. //let n = μ.dist_matching(μ_base); //println!("{:?}", reg.find_tolerance_violation_slack(τv, τ, ε, false, config, n)); break 'i_and_w } // Calculate ‖μ - μ_base‖_ℳ // TODO: This assumes that ν_delta has no common locations with μ-μ_base. let n = μ.dist_matching(μ_base) + ν_delta.map_or(0.0, |ν| ν.norm(Radon)); // Find a spike to insert, if needed. // This only check the overall tolerances, not tolerances on support of μ-μ_base or μ, // which are supposed to have been guaranteed by the finite-dimensional weight optimisation. match reg.find_tolerance_violation_slack(τv, τ, ε, false, config, n) { None => { break 'i_and_w }, Some((ξ, _v_ξ, _in_bounds)) => { // Weight is found out by running the finite-dimensional optimisation algorithm // above *μ += DeltaMeasure { x : ξ, α : 0.0 }; stats.inserted += 1; } }; } (None, true) } fn merge_spikes( &self, μ : &mut RNDM<F, N>, τv : &mut BTFN<F, GA, BTA, N>, μ_base : &RNDM<F, N>, ν_delta: Option<&RNDM<F, N>>, τ : F, ε : F, config : &FBGenericConfig<F>, reg : &Reg, fitness : Option<impl Fn(&RNDM<F, N>) -> F>, ) -> usize { if config.fitness_merging { if let Some(f) = fitness { return μ.merge_spikes_fitness(config.merging, f, |&v| v) .1 } } μ.merge_spikes(config.merging, |μ_candidate| { // Important: μ_candidate's new points are afterwards, // and do not conflict with μ_base. // TODO: could simplify to requiring μ_base instead of μ_radon. // but may complicate with sliding base's exgtra points that need to be // after μ_candidate's extra points. // TODO: doesn't seem to work, maybe need to merge μ_base as well? // Although that doesn't seem to make sense. let μ_radon = match ν_delta { None => μ_candidate.sub_matching(μ_base), Some(ν) => μ_candidate.sub_matching(μ_base) - ν, }; reg.verify_merge_candidate_radonsq(τv, μ_candidate, τ, ε, &config, &μ_radon) //let n = μ_candidate.dist_matching(μ_base); //reg.find_tolerance_violation_slack(τv, τ, ε, false, config, n).is_none() }) } } impl<F, A, const N : usize> AdjointProductBoundedBy<RNDM<F, N>, RadonSquared> for A where F : Float, A : ForwardModel<RNDM<F, N>, F> { type FloatType = F; fn adjoint_product_bound(&self, _ : &RadonSquared) -> Option<Self::FloatType> { self.opnorm_bound(Radon, L2).powi(2).into() } }