diff ABSexact.py @ 14:f2eb027ed101

test_exact.py working. Added bp_cvxopt(). Commented the code that made the operator Omega more coherent.

--- a/ABSexact.py	Mon Mar 12 17:04:00 2012 +0200
+++ b/ABSexact.py	Fri Mar 16 13:42:31 2012 +0200
@@ -7,11 +7,12 @@
 
 import numpy
 import pyCSalgos.BP.l1eq_pd
+import pyCSalgos.BP.cvxopt_lp
 import pyCSalgos.OMP.omp_QR
 import pyCSalgos.SL0.SL0
 import pyCSalgos.TST.RecommendedTST
 
-def bp(y,M,Omega,x0, lbtol=1e-3, mu=10, cgtol=1e-8, cgmaxiter=200, verbose=False):
+def bp(y,M,Omega,x0, pdtol=1e-3, pdmaxiter=50, cgtol=1e-8, cgmaxiter=200, verbose=False):
 
   N,n = Omega.shape
   D = numpy.linalg.pinv(Omega)
@@ -22,7 +23,21 @@
   Atilde = numpy.vstack((numpy.dot(M,D), Aextra))
   ytilde = numpy.concatenate((y,numpy.zeros(N-n)))
 
-  return numpy.dot(D , pyCSalgos.BP.l1eq_pd.l1eq_pd(x0,Atilde,Atilde.T,ytilde, lbtol, mu, cgtol, cgmaxiter, verbose))
+  return numpy.dot(D , pyCSalgos.BP.l1eq_pd.l1eq_pd(x0,Atilde,Atilde.T,ytilde, pdtol, pdmaxiter, cgtol, cgmaxiter, verbose))
+
+def bp_cvxopt(y,M,Omega):
+
+  N,n = Omega.shape
+  D = numpy.linalg.pinv(Omega)
+  U,S,Vt = numpy.linalg.svd(D)
+  Aextra = Vt[-(N-n):,:]
+  
+  # Create aggregate problem
+  Atilde = numpy.vstack((numpy.dot(M,D), Aextra))
+  ytilde = numpy.concatenate((y,numpy.zeros(N-n)))
+
+  return numpy.dot(D , pyCSalgos.BP.cvxopt_lp.cvxopt_lp(ytilde, Atilde))
+
 
 def ompeps(y,M,Omega,epsilon):
   
@@ -38,7 +53,7 @@
   opts = dict()
   opts['stopCrit'] = 'mse'
   opts['stopTol'] = epsilon
-  return numpy.dot(D , pyCSalgos.OMP.omp_QR.greed_omp_qr(aggy,aggD,aggD.shape[1],opts)[0])
+  return numpy.dot(D , pyCSalgos.OMP.omp_QR.greed_omp_qr(ytilde,Atilde,Atilde.shape[1],opts)[0])
 
 def ompk(y,M,Omega,k):
   
@@ -53,7 +68,7 @@
   
   opts = dict()
   opts['stopTol'] = k
-  return numpy.dot(D , pyCSalgos.OMP.omp_QR.greed_omp_qr(aggy,aggD,aggD.shape[1],opts)[0])
+  return numpy.dot(D , pyCSalgos.OMP.omp_QR.greed_omp_qr(ytilde,Atilde,Atilde.shape[1],opts)[0])
 
 def sl0(y,M,Omega, sigma_min, sigma_decrease_factor=0.5, mu_0=2, L=3, true_s=None):
   
@@ -79,5 +94,5 @@
   Atilde = numpy.vstack((numpy.dot(M,D), Aextra))
   ytilde = numpy.concatenate((y,numpy.zeros(N-n)))
   
-  return numpy.dot(D, pyCSalgos.RecomTST.RecommendedTST.RecommendedTST(Atilde, ytilde, nsweep, tol, xinitial, ro))
+  return numpy.dot(D, pyCSalgos.TST.RecommendedTST.RecommendedTST(Atilde, ytilde, nsweep, tol, xinitial, ro))
   
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