sopt::proximal::WeightedL2Ball< T > Class Template Reference

#include <proximal.h>

Inheritance diagram for sopt::proximal::WeightedL2Ball< T >:

Collaboration diagram for sopt::proximal::WeightedL2Ball< T >:

Public Types
using	Real = typename L2Ball< T >::Real
using	t_Vector = Vector< Real >
Public Types inherited from sopt::proximal::L2Ball< T >
using	Real = typename real_type< T >::type

Public Member Functions
template<typename T0 >
	WeightedL2Ball (Real epsilon, Eigen::DenseBase< T0 > const &w)
	Constructs an L2 ball proximal of size epsilon with given weights. More...
	WeightedL2Ball (Real epsilon)
	Constructs an L2 ball proximal of size epsilon. More...
void	operator() (Vector< T > &out, typename real_type< T >::type, Vector< T > const &x) const
	Calls proximal function. More...
void	operator() (Vector< T > &out, Vector< T > const &x) const
	Calls proximal function. More...
template<typename T0 >
EnveloppeExpression< WeightedL2Ball, T0 >	operator() (Real const &, Eigen::MatrixBase< T0 > const &x) const
	Lazy version. More...
template<typename T0 >
EnveloppeExpression< WeightedL2Ball, T0 >	operator() (Eigen::MatrixBase< T0 > const &x) const
	Lazy version. More...
t_Vector const &	weights () const
	Weights associated with each dimension. More...
template<typename T0 >
WeightedL2Ball< T > &	weights (Eigen::MatrixBase< T0 > const &w)
	Weights associated with each dimension. More...
Real	epsilon () const
	Size of the ball. More...
WeightedL2Ball< T > &	epsilon (Real const &eps)
	Size of the ball. More...
Public Member Functions inherited from sopt::proximal::L2Ball< T >
	L2Ball (Real epsilon)
	Constructs an L2 ball proximal of size epsilon. More...
void	operator() (Vector< T > &out, typename real_type< T >::type, Vector< T > const &x) const
	Calls proximal function. More...
void	operator() (Vector< T > &out, Vector< T > const &x) const
	Calls proximal function. More...
template<typename T0 >
EnveloppeExpression< L2Ball, T0 >	operator() (Real const &, Eigen::MatrixBase< T0 > const &x) const
	Lazy version. More...
template<typename T0 >
EnveloppeExpression< L2Ball, T0 >	operator() (Eigen::MatrixBase< T0 > const &x) const
	Lazy version. More...
Real	epsilon () const
	Size of the ball. More...
L2Ball< T > &	epsilon (Real eps)
	Size of the ball. More...

Detailed Description

template<typename T>
class sopt::proximal::WeightedL2Ball< T >

Definition at line 246 of file proximal.h.

Member Typedef Documentation

Real

template<typename T >

using sopt::proximal::WeightedL2Ball< T >::Real = typename L2Ball<T>::Real

Definition at line 248 of file proximal.h.

t_Vector

template<typename T >

using sopt::proximal::WeightedL2Ball< T >::t_Vector = Vector<Real>

Definition at line 249 of file proximal.h.

Constructor & Destructor Documentation

WeightedL2Ball() [1/2]

template<typename T >

template<typename T0 >

sopt::proximal::WeightedL2Ball< T >::WeightedL2Ball ( Real  epsilon, Eigen::DenseBase< T0 > const &  w  )

inline

Constructs an L2 ball proximal of size epsilon with given weights.

Definition at line 267 of file proximal.h.

: L2Ball<T>(epsilon), weights_(w) {}

WeightedL2Ball() [2/2]

template<typename T >

sopt::proximal::WeightedL2Ball< T >::WeightedL2Ball ( Real  epsilon )

inline

Constructs an L2 ball proximal of size epsilon.

Definition at line 269 of file proximal.h.

: WeightedL2Ball(epsilon, t_Vector::Ones(1)) {}

Member Function Documentation

epsilon() [1/2]

template<typename T >

Real sopt::proximal::WeightedL2Ball< T >::epsilon ( ) const

inline

Size of the ball.

Definition at line 312 of file proximal.h.

{ return L2Ball<T>::epsilon(); }

References sopt::proximal::L2Ball< T >::epsilon().

Referenced by sopt::proximal::WeightedL2Ball< T >::operator()(), and TEST_CASE().

epsilon() [2/2]

template<typename T >

WeightedL2Ball<T>& sopt::proximal::WeightedL2Ball< T >::epsilon ( Real const &  eps )

inline

Size of the ball.

Definition at line 314 of file proximal.h.

                                              {
    L2Ball<T>::epsilon(eps);
    return *this;
  }

References sopt::proximal::L2Ball< T >::epsilon().

operator()() [1/4]

template<typename T >

template<typename T0 >

EnveloppeExpression<WeightedL2Ball, T0> sopt::proximal::WeightedL2Ball< T >::operator() ( Eigen::MatrixBase< T0 > const &  x ) const

inline

Lazy version.

Definition at line 297 of file proximal.h.

                                                                                         {
    return {*this, x};
  }

operator()() [2/4]

template<typename T >

template<typename T0 >

EnveloppeExpression<WeightedL2Ball, T0> sopt::proximal::WeightedL2Ball< T >::operator() ( Real const &  , Eigen::MatrixBase< T0 > const &  x  ) const

inline

Lazy version.

Definition at line 291 of file proximal.h.

                                                                                         {
    return {*this, x};
  }

operator()() [3/4]

template<typename T >

void sopt::proximal::WeightedL2Ball< T >::operator() ( Vector< T > &  out, typename real_type< T >::type  , Vector< T > const &  x  ) const

inline

Calls proximal function.

Definition at line 273 of file proximal.h.

                                                                                       {
    return operator()(out, x);
  }

operator()() [4/4]

template<typename T >

void sopt::proximal::WeightedL2Ball< T >::operator() ( Vector< T > &  out, Vector< T > const &  x  ) const

inline

Calls proximal function.

Definition at line 277 of file proximal.h.

                                                            {
#ifdef SOPT_MPI
    auto const norm = mpi::l2_norm(x.array(), weights().array(), communicator());
#else
    auto const norm = weights().size() == 1 ? x.stableNorm() * std::abs(weights()(0))
                                            : (x.array() * weights().array()).matrix().stableNorm();
#endif
    if (norm > epsilon())
      out = x * (epsilon() / norm);
    else
      out = x;
  }

References sopt::proximal::WeightedL2Ball< T >::epsilon(), sopt::proximal::l2_norm(), and sopt::proximal::WeightedL2Ball< T >::weights().

weights() [1/2]

template<typename T >

t_Vector const& sopt::proximal::WeightedL2Ball< T >::weights ( ) const

inline

Weights associated with each dimension.

Definition at line 302 of file proximal.h.

{ return weights_; }

Referenced by sopt::proximal::WeightedL2Ball< T >::operator()().

weights() [2/2]

template<typename T >

template<typename T0 >

WeightedL2Ball<T>& sopt::proximal::WeightedL2Ball< T >::weights ( Eigen::MatrixBase< T0 > const &  w )

inline

Weights associated with each dimension.

Definition at line 305 of file proximal.h.

                                                           {
    if ((w.array() < 0e0).any()) SOPT_THROW("Weights cannot be negative");
    if (w.stableNorm() < 1e-12) SOPT_THROW("Weights cannot be null");
    weights_ = w;
    return *this;
  }

References SOPT_THROW.

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

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