view ABSmixed.py @ 10:b48f725ceafa

Added new files split from pyCSalgos: ABSexact.py, ABSlambda.py, ABSmixed.py, AnalysisGenerate.py, algos.py

# -*- coding: utf-8 -*-
"""
Created on Fri Mar 09 14:06:13 2012

@author: ncleju
"""

import numpy
import pyCSalgos.BP.l1qec
import pyCSalgos.SL0.SL0_approx

def bp(y,M,Omega,epsilon, x0, lbtol=1e-3, mu=10, cgtol=1e-8, cgmaxiter=200, verbose=False):
  
  N,n = Omega.shape
  D = numpy.linalg.pinv(Omega)
  U,S,Vt = numpy.linalg.svd(D)
  Aeps = numpy.dot(M,D)
  Aexact = Vt[-(N-n):,:]
  
  return numpy.dot(D , pyCSalgos.BP.l1qec.l1qec_logbarrier(x0,Aeps,Aeps.T,y,epsilon,Aexact,Aexact.T,numpy.zeros(N-n), lbtol, mu, cgtol, cgmaxiter, verbose))

def sl0(y,M,Omega,epsilon, sigma_min, sigma_decrease_factor=0.5, mu_0=2, L=3, Aeps_pinv=None, Aexact_pinv=None, true_s=None):
  
  N,n = Omega.shape
  D = numpy.linalg.pinv(Omega)
  U,S,Vt = numpy.linalg.svd(D)
  Aeps = numpy.dot(M,D)
  Aexact = Vt[-(N-n):,:]
  
  return numpy.dot(D, pyCSalgos.SL0.SL0_approx.SL0_approx_analysis(Aeps,Aexact,y,epsilon,sigmamin,sigma_decrease_factor,mu_0,L,Aeps_pinv,Aexact_pinv,true_s))