comparison pyCSalgos/RecomTST/RecommendedTST.py @ 4:4393ad5bffc1

Implemented the RecommendedTST algorithm
Test file written, but test not yet working.

+
+import numpy as np
+import math
+
+#function beta = RecommendedTST(X,Y, nsweep,tol,xinitial,ro)
+def RecommendedTST(X, Y, nsweep=300, tol=0.00001, xinitial=None, ro=0):
+
+  # function beta=RecommendedTST(X,y, nsweep,tol,xinitial,ro)
+  # This function gets the measurement matrix and the measurements and
+  # the number of runs and applies the TST algorithm with optimally tuned parameters
+  # to the problem. For more information you may refer to the paper,
+  # "Optimally tuned iterative reconstruction algorithms for compressed
+  # sensing," by Arian Maleki and David L. Donoho. 
+  #           X  : Measurement matrix; We assume that all the columns have
+  #               almost equal $\ell_2$ norms. The tunning has been done on
+  #               matrices with unit column norm. 
+  #            y : output vector
+  #       nsweep : number of iterations. The default value is 300.
+  #          tol : if the relative prediction error i.e. ||Y-Ax||_2/ ||Y||_2 <
+  #               tol the algorithm will stop. If not provided the default
+  #               value is zero and tha algorithm will run for nsweep
+  #               iterations. The Default value is 0.00001.
+  #     xinitial : This is an optional parameter. It will be used as an
+  #                initialization of the algorithm. All the results mentioned
+  #                in the paper have used initialization at the zero vector
+  #                which is our default value. For default value you can enter
+  #                0 here. 
+  #        ro    : This is a again an optional parameter. If not given the
+  #                algorithm will use the default optimal values. It specifies
+  #                the sparsity level. For the default value you may also used if
+  #                rostar=0;
+  #
+  # Outputs:
+  #      beta : the estimated coeffs.
+  #
+  # References:
+  # For more information about this algorithm and to find the papers about
+  # related algorithms like CoSaMP and SP please refer to the paper mentioned 
+  # above and the references of that paper.
+  #
+  #---------------------
+  # Original Matab code:
+  #        
+  #colnorm=mean((sum(X.^2)).^(.5));
+  #X=X./colnorm;
+  #Y=Y./colnorm;
+  #[n,p]=size(X);
+  #delta=n/p;
+  #if nargin<3
+  #    nsweep=300;
+  #end
+  #if nargin<4
+  #    tol=0.00001;
+  #end
+  #if nargin<5 | xinitial==0
+  #    xinitial = zeros(p,1);
+  #end
+  #if nargin<6 | ro==0
+  #    ro=0.044417*delta^2+ 0.34142*delta+0.14844;
+  #end
+  #
+  #
+  #k1=floor(ro*n);
+  #k2=floor(ro*n);
+  #
+  #
+  ##initialization
+  #x1=xinitial;
+  #I=[];
+  #
+  #for sweep=1:nsweep
+  #    r=Y-X*x1;
+  #    c=X'*r;
+  #    [csort, i_csort]=sort(abs(c));
+  #    I=union(I,i_csort(end-k2+1:end));
+  #    xt = X(:,I) \ Y;
+  #    [xtsort, i_xtsort]=sort(abs(xt));
+  #
+  #    J=I(i_xtsort(end-k1+1:end));
+  #    x1=zeros(p,1);
+  #    x1(J)=xt(i_xtsort(end-k1+1:end));
+  #    I=J;
+  #    if norm(Y-X*x1)/norm(Y)<tol
+  #        break
+  #    end
+  #
+  #end
+  #
+  #beta=x1;
+  #
+  # End of original Matab code
+  #----------------------------
+  
+  #colnorm=mean((sum(X.^2)).^(.5));
+  colnorm = np.mean(np.sqrt((X**2).sum(0)))
+  X = X / colnorm
+  Y = Y / colnorm
+  [n,p] = X.shape
+  delta = float(n) / p
+  #  if nargin<3
+  #      nsweep=300;
+  #  end
+  #  if nargin<4
+  #      tol=0.00001;
+  #  end
+  #  if nargin<5 | xinitial==0
+  #      xinitial = zeros(p,1);
+  #  end
+  #  if nargin<6 | ro==0
+  #      ro=0.044417*delta^2+ 0.34142*delta+0.14844;
+  #  end
+  if xinitial is None:
+    xinitial = np.zeros(p)
+  if ro == 0:
+    ro = 0.044417*delta**2 + 0.34142*delta + 0.14844
+  
+  k1 = math.floor(ro*n)
+  k2 = math.floor(ro*n)
+  
+  #initialization
+  x1 = xinitial.copy()
+  I = []
+  
+  for sweep in np.arange(nsweep):
+      r = Y - np.dot(X,x1)
+      c = np.dot(X.T, r)
+      #[csort, i_csort] = np.sort(np.abs(c))
+      i_csort = np.argsort(np.abs(c))
+      #I = numpy.union1d(I , i_csort(end-k2+1:end))
+      I = np.union1d(I , i_csort[-k2:])
+      #xt = X[:,I] \ Y
+      # Make sure X[:,np.int_(I)] is a 2-dimensional matrix even if I has a single value (and therefore yields a column)
+      if I.size is 1:
+        a = np.reshape(X[:,np.int_(I)],(X.shape[0],1))
+      else:
+        a = X[:,np.int_(I)]
+      xt = np.linalg.lstsq(a, Y)[0]
+      #[xtsort, i_xtsort] = np.sort(np.abs(xt))
+      i_xtsort = np.argsort(np.abs(xt))
+  
+      J = I[i_xtsort[-k1:]]
+      x1 = np.zeros(p)
+      x1[np.int_(J)] = xt[i_xtsort[-k1:]]
+      I = J.copy()
+      if np.linalg.norm(Y-np.dot(X,x1)) / np.linalg.norm(Y) < tol:
+          break
+      #end
+      
+  #end
+  
+  return x1.copy()
+