changeset 9:04c9264f0e23

Check

--- a/algos.py	Wed Jan 18 17:50:04 2012 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,138 +0,0 @@
-# -*- coding: utf-8 -*-
-"""
-Created on Wed Dec 07 14:06:13 2011
-
-@author: ncleju
-"""
-
-import numpy
-import pyCSalgos
-import pyCSalgos.GAP.GAP
-import pyCSalgos.BP.l1qc
-import pyCSalgos.BP.l1qec
-import pyCSalgos.SL0.SL0_approx
-import pyCSalgos.OMP.omp_QR
-import pyCSalgos.RecomTST.RecommendedTST
-import pyCSalgos.NESTA.NESTA
-
-#==========================
-# Algorithm functions
-#==========================
-def run_gap(y,M,Omega,epsilon):
-  gapparams = {"num_iteration" : 1000,\
-                   "greedy_level" : 0.9,\
-                   "stopping_coefficient_size" : 1e-4,\
-                   "l2solver" : 'pseudoinverse',\
-                   "noise_level": epsilon}
-  return pyCSalgos.GAP.GAP.GAP(y,M,M.T,Omega,Omega.T,gapparams,numpy.zeros(Omega.shape[1]))[0]
-
-def run_bp_analysis(y,M,Omega,epsilon):
-  
-  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):,:]
-  # We don't ned any aggregate matrices anymore
-  
-  x0 = numpy.zeros(N)
-  return numpy.dot(D , pyCSalgos.BP.l1qec.l1qec_logbarrier(x0,Aeps,Aeps.T,y,epsilon,Aexact,Aexact.T,numpy.zeros(N-n)))
-
-def run_sl0_analysis(y,M,Omega,epsilon):
-  
-  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):,:]
-  # We don't ned any aggregate matrices anymore
-  
-  sigmamin = 0.001
-  sigma_decrease_factor = 0.5
-  mu_0 = 2
-  L = 10
-  return numpy.dot(D , pyCSalgos.SL0.SL0_approx.SL0_approx_analysis(Aeps,Aexact,y,epsilon,sigmamin,sigma_decrease_factor,mu_0,L))
-
-def run_nesta(y,M,Omega,epsilon):
-  
-  U,S,V = numpy.linalg.svd(M, full_matrices = True)
-  V = V.T         # Make like Matlab
-  m,n = M.shape   # Make like Matlab
-  S = numpy.hstack((numpy.diag(S), numpy.zeros((m,n-m))))  
-
-  opt_muf = 1e-3
-  optsUSV = {'U':U, 'S':S, 'V':V}
-  opts = {'U':Omega, 'Ut':Omega.T.copy(), 'USV':optsUSV, 'TolVar':1e-5, 'Verbose':0}
-  return pyCSalgos.NESTA.NESTA.NESTA(M, None, y, opt_muf, epsilon, opts)[0]
-
-
-def run_sl0(y,M,Omega,D,U,S,Vt,epsilon,lbd):
-  
-  N,n = Omega.shape
-  #D = numpy.linalg.pinv(Omega)
-  #U,S,Vt = numpy.linalg.svd(D)
-  aggDupper = numpy.dot(M,D)
-  aggDlower = Vt[-(N-n):,:]
-  aggD = numpy.concatenate((aggDupper, lbd * aggDlower))
-  aggy = numpy.concatenate((y, numpy.zeros(N-n)))
-  
-  sigmamin = 0.001
-  sigma_decrease_factor = 0.5
-  mu_0 = 2
-  L = 10
-  return pyCSalgos.SL0.SL0_approx.SL0_approx(aggD,aggy,epsilon,sigmamin,sigma_decrease_factor,mu_0,L)
-  
-def run_bp(y,M,Omega,D,U,S,Vt,epsilon,lbd):
-  
-  N,n = Omega.shape
-  #D = numpy.linalg.pinv(Omega)
-  #U,S,Vt = numpy.linalg.svd(D)
-  aggDupper = numpy.dot(M,D)
-  aggDlower = Vt[-(N-n):,:]
-  aggD = numpy.concatenate((aggDupper, lbd * aggDlower))
-  aggy = numpy.concatenate((y, numpy.zeros(N-n)))
-
-  x0 = numpy.zeros(N)
-  return pyCSalgos.BP.l1qc.l1qc_logbarrier(x0,aggD,aggD.T,aggy,epsilon)
-
-def run_ompeps(y,M,Omega,D,U,S,Vt,epsilon,lbd):
-  
-  N,n = Omega.shape
-  #D = numpy.linalg.pinv(Omega)
-  #U,S,Vt = numpy.linalg.svd(D)
-  aggDupper = numpy.dot(M,D)
-  aggDlower = Vt[-(N-n):,:]
-  aggD = numpy.concatenate((aggDupper, lbd * aggDlower))
-  aggy = numpy.concatenate((y, numpy.zeros(N-n)))
-  
-  opts = dict()
-  opts['stopCrit'] = 'mse'
-  opts['stopTol'] = epsilon**2 / aggy.size
-  return pyCSalgos.OMP.omp_QR.greed_omp_qr(aggy,aggD,aggD.shape[1],opts)[0]
-  
-def run_tst(y,M,Omega,D,U,S,Vt,epsilon,lbd):
-  
-  N,n = Omega.shape
-  #D = numpy.linalg.pinv(Omega)
-  #U,S,Vt = numpy.linalg.svd(D)
-  aggDupper = numpy.dot(M,D)
-  aggDlower = Vt[-(N-n):,:]
-  aggD = numpy.concatenate((aggDupper, lbd * aggDlower))
-  aggy = numpy.concatenate((y, numpy.zeros(N-n)))
-  
-  nsweep = 300
-  tol = epsilon / numpy.linalg.norm(aggy)
-  return pyCSalgos.RecomTST.RecommendedTST.RecommendedTST(aggD, aggy, nsweep=nsweep, tol=tol)
-
-
-#==========================
-# Define tuples (algorithm function, name)
-#==========================
-gap = (run_gap, 'GAP')
-sl0 = (run_sl0, 'SL0a')
-sl0analysis = (run_sl0_analysis, 'SL0a2')
-bpanalysis = (run_bp_analysis, 'BPa2')
-nesta = (run_nesta, 'NESTA')
-bp  = (run_bp, 'BP')
-ompeps = (run_ompeps, 'OMPeps')
-tst = (run_tst, 'TST')
\ No newline at end of file