changeset 57:6e51880715f3

Created SynthAnal.py, working
Moved algos.py to trunk/pyCSalgos/algos.py

--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/pyCSalgos/algos.py	Thu Jan 19 19:07:52 2012 +0000
@@ -0,0 +1,138 @@
+# -*- 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')
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