sopt::algorithm::L1GProximal< SCALAR > Class Template Reference

#include <l1_non_diff_function.h>

Inheritance diagram for sopt::algorithm::L1GProximal< SCALAR >:

Collaboration diagram for sopt::algorithm::L1GProximal< SCALAR >:

Public Types
using	FB = ForwardBackward< SCALAR >
using	Real = typename FB::Real
using	Scalar = typename FB::Scalar
using	t_Vector = typename FB::t_Vector
using	t_Proximal = typename FB::t_Proximal
using	t_LinearTransform = typename FB::t_LinearTransform
Public Types inherited from NonDifferentiableFunc< SCALAR >
using	FB = sopt::algorithm::ForwardBackward< SCALAR >
using	Real = typename FB::Real
using	t_Vector = typename FB::t_Vector
using	t_Proximal = typename FB::t_Proximal
using	t_LinearTransform = typename FB::t_LinearTransform

Public Member Functions
	L1GProximal (bool tight_frame=false)
	~L1GProximal ()
void	log_message () const override
Real	function (t_Vector const &x) const override
t_Proximal	proximal_operator () const override
t_LinearTransform const &	Psi () const override
	Analysis operator Ψ More...
proximal::L1< Scalar > &	l1_proximal ()
	L1 proximal used during calculation. More...
proximal::L1< Scalar > const &	l1_proximal () const
L1GProximal< SCALAR > &	l1_proximal (proximal::L1< Scalar > const &arg)
	SOPT_MACRO (itermax, t_uint)
	SOPT_MACRO (tolerance, Real)
	SOPT_MACRO (positivity_constraint, bool)
	SOPT_MACRO (real_constraint, bool)
	SOPT_MACRO (nu, Real)
	SOPT_MACRO (weights, Vector< t_real >)
L1GProximal< SCALAR > &::type	Psi (ARGS &&... args)

Detailed Description

template<typename SCALAR>
class sopt::algorithm::L1GProximal< SCALAR >

Definition at line 27 of file l1_non_diff_function.h.

Member Typedef Documentation

FB

template<typename SCALAR >

using sopt::algorithm::L1GProximal< SCALAR >::FB = ForwardBackward<SCALAR>

Definition at line 30 of file l1_non_diff_function.h.

Real

template<typename SCALAR >

using sopt::algorithm::L1GProximal< SCALAR >::Real = typename FB::Real

Definition at line 31 of file l1_non_diff_function.h.

Scalar

template<typename SCALAR >

using sopt::algorithm::L1GProximal< SCALAR >::Scalar = typename FB::Scalar

Definition at line 32 of file l1_non_diff_function.h.

t_LinearTransform

template<typename SCALAR >

using sopt::algorithm::L1GProximal< SCALAR >::t_LinearTransform = typename FB::t_LinearTransform

Definition at line 35 of file l1_non_diff_function.h.

t_Proximal

template<typename SCALAR >

using sopt::algorithm::L1GProximal< SCALAR >::t_Proximal = typename FB::t_Proximal

Definition at line 34 of file l1_non_diff_function.h.

t_Vector

template<typename SCALAR >

using sopt::algorithm::L1GProximal< SCALAR >::t_Vector = typename FB::t_Vector

Definition at line 33 of file l1_non_diff_function.h.

Constructor & Destructor Documentation

L1GProximal()

template<typename SCALAR >

sopt::algorithm::L1GProximal< SCALAR >::L1GProximal ( bool  tight_frame = false )

inline

Definition at line 40 of file l1_non_diff_function.h.

    : tight_frame_ (tight_frame),
      l1_proximal_() {}

~L1GProximal()

template<typename SCALAR >

sopt::algorithm::L1GProximal< SCALAR >::~L1GProximal ( )

inline

Definition at line 43 of file l1_non_diff_function.h.

{}

Member Function Documentation

function()

template<typename SCALAR >

Real sopt::algorithm::L1GProximal< SCALAR >::function ( t_Vector const &  x ) const

inlineoverridevirtual

Implements NonDifferentiableFunc< SCALAR >.

Definition at line 53 of file l1_non_diff_function.h.

                                                  {
    auto &weights = l1_proximal_weights();
    auto input = static_cast<t_Vector>(Psi().adjoint() * x);
    return sopt::l1_norm(input, weights);
  }

References sopt::l1_norm(), and sopt::algorithm::L1GProximal< SCALAR >::Psi().

l1_proximal() [1/3]

template<typename SCALAR >

proximal::L1<Scalar>& sopt::algorithm::L1GProximal< SCALAR >::l1_proximal ( )

inline

L1 proximal used during calculation.

Non-const version to setup the object.

Definition at line 78 of file l1_non_diff_function.h.

{ return l1_proximal_; }

Referenced by sopt::algorithm::L1GProximal< SCALAR >::proximal_operator(), and sopt::algorithm::L1GProximal< SCALAR >::Psi().

l1_proximal() [2/3]

template<typename SCALAR >

proximal::L1<Scalar> const& sopt::algorithm::L1GProximal< SCALAR >::l1_proximal ( ) const

inline

Definition at line 79 of file l1_non_diff_function.h.

{ return l1_proximal_; }

l1_proximal() [3/3]

template<typename SCALAR >

L1GProximal<SCALAR>& sopt::algorithm::L1GProximal< SCALAR >::l1_proximal ( proximal::L1< Scalar > const &  arg )

inline

Definition at line 80 of file l1_non_diff_function.h.

                                                                  {
    l1_proximal_ = arg;
    return *this;
  }

log_message()

template<typename SCALAR >

void sopt::algorithm::L1GProximal< SCALAR >::log_message ( ) const

inlineoverridevirtual

Implements NonDifferentiableFunc< SCALAR >.

Definition at line 48 of file l1_non_diff_function.h.

                                    {
    SOPT_HIGH_LOG("Performing Forward Backward with L1 and L2 norms");
  }

References SOPT_HIGH_LOG.

proximal_operator()

template<typename SCALAR >

t_Proximal sopt::algorithm::L1GProximal< SCALAR >::proximal_operator ( ) const

inlineoverridevirtual

Implements NonDifferentiableFunc< SCALAR >.

Definition at line 60 of file l1_non_diff_function.h.

                                                {
    return [this](t_Vector &out, Real gamma, t_Vector const &x) {
         this -> l1_proximal(out, gamma, x);
       };
  }

References sopt::algorithm::L1GProximal< SCALAR >::l1_proximal().

Psi() [1/2]

template<typename SCALAR >

t_LinearTransform const& sopt::algorithm::L1GProximal< SCALAR >::Psi ( ) const

inlineoverridevirtual

Analysis operator Ψ

Under-the-hood, the object is actually owned by the l1 proximal.

Implements NonDifferentiableFunc< SCALAR >.

Definition at line 68 of file l1_non_diff_function.h.

                                                {
    return l1_proximal().Psi();
  }

References sopt::algorithm::L1GProximal< SCALAR >::l1_proximal(), and sopt::proximal::L1< SCALAR >::Psi().

Referenced by sopt::algorithm::L1GProximal< SCALAR >::function().

Psi() [2/2]

template<typename SCALAR >

L1GProximal<SCALAR>& ::type sopt::algorithm::L1GProximal< SCALAR >::Psi ( ARGS &&...  args )

inline

Definition at line 113 of file l1_non_diff_function.h.

                       {
    l1_proximal().Psi(std::forward<ARGS>(args)...);
    return *this;
  }

References sopt::algorithm::L1GProximal< SCALAR >::l1_proximal(), and sopt::proximal::L1< SCALAR >::Psi().

SOPT_MACRO() [1/6]

template<typename SCALAR >

sopt::algorithm::L1GProximal< SCALAR >::SOPT_MACRO	(	itermax	,
		t_uint
	)

SOPT_MACRO() [2/6]

template<typename SCALAR >

sopt::algorithm::L1GProximal< SCALAR >::SOPT_MACRO	(	nu	,
		Real
	)

SOPT_MACRO() [3/6]

template<typename SCALAR >

sopt::algorithm::L1GProximal< SCALAR >::SOPT_MACRO	(	positivity_constraint	,
		bool
	)

SOPT_MACRO() [4/6]

template<typename SCALAR >

sopt::algorithm::L1GProximal< SCALAR >::SOPT_MACRO	(	real_constraint	,
		bool
	)

SOPT_MACRO() [5/6]

template<typename SCALAR >

sopt::algorithm::L1GProximal< SCALAR >::SOPT_MACRO	(	tolerance	,
		Real
	)

SOPT_MACRO() [6/6]

template<typename SCALAR >

sopt::algorithm::L1GProximal< SCALAR >::SOPT_MACRO	(	weights	,
		Vector< t_real >
	)

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The documentation for this class was generated from the following file:

• /home/runner/work/sopt/sopt/cpp/sopt/l1_non_diff_function.h