annotate DL/Majorization Minimization DL/Demo.m @ 226:2124e4884765 danieleb

Update to reflect default branch.
author luisf <luis.figueira@eecs.qmul.ac.uk>
date Thu, 12 Apr 2012 13:59:59 +0100
parents b14209313ba4
children
rev   line source
ivan@155 1 clear
ivan@155 2 M = 20; % Signal length
ivan@155 3 N = 40; % Coefficient Space Dimension
ivan@155 4 L = 32*N; % Number of Training Samples
ivan@155 5 R = 3; % Sparsity
ivan@155 6 IT = 1000; % Number of alternating sparse approximation and dictionary update
ivan@155 7 map = 1; % Debiasing. 0 = No, 1 = Yes
ivan@155 8 maxIT = 1000; % Inner-loop maximum iteration number.
ivan@155 9 lambda = 2*.2; % Lagrangian multiplier.
ivan@155 10 epsx = 10^-7; % Stopping criterion for iterative softthresholding
ivan@155 11 epsd = 10^-7; % Stopping criterion for MM dictionary update
ivan@155 12 cvset = 0; % Dictionary constraint. 0 = Non convex ||d|| = 1, 1 = Convex ||d||<=1
ivan@155 13 Tre = .99; % Threshold for accepting too atoms identical
ivan@155 14 %%%% Generative Dictionaries
ivan@155 15 Do = randn(M,N); % Generative Dictionary
ivan@155 16 Do = Do*(diag(sum((Do'*Do).*eye(length(Do))).^-.5)); % Normalization
ivan@155 17 %%%% Sparse signal generation %%%%%
ivan@155 18 Xo = zeros(N,L); % Original Sparse Coefficients
ivan@155 19 for l = 1:L
ivan@155 20 r = 1;
ivan@155 21 while r<=R
ivan@155 22 ind = fix(rand(1)*N)+ones(1);
ivan@155 23 a = rand(1);
ivan@155 24 if Xo(ind)==0
ivan@155 25 Xo(ind,l) = (.8*rand(1)+.2)*((a>=.5)-(a<.5));
ivan@155 26 r = r+1;
ivan@155 27 end
ivan@155 28 end
ivan@155 29 end
ivan@155 30 Y = Do*Xo; % Sparse Signals
ivan@155 31 %%%% Algorithm initialization
ivan@155 32 D = randn(M,N); % Initial Dictionary
ivan@155 33 D = D*(diag(sum((D'*D).*eye(length(D))).^-.5)); % Normalization
ivan@155 34 X = ones(size(Xo)); % Initial coefficients
ivan@155 35 for it = 1:IT,
ivan@155 36 it
ivan@155 37 to = .1+svds(D,1);
ivan@155 38 [X,cost(it)] = mm1(D,Y,X,to,lambda,maxIT,epsx,map);
ivan@155 39 plot(cost);
ivan@155 40 [D,X] = dict_update_REG_cn(D,Y,X,maxIT,epsd,cvset);
ivan@155 41 end
ivan@155 42 %%%
ivan@155 43 success = sum(max(abs((Do'*D)))>=Tre);
ivan@155 44 display([' ------------------'])
ivan@155 45 display([' ',num2str(success),'% of the atoms successfully recovered after ',num2str(IT),' iterations.']);