proximal_expression.h

Go to the documentation of this file.

#ifndef SOPT_PROXIMAL_EXPRESSION_H
#define SOPT_PROXIMAL_EXPRESSION_H
 
#include "sopt/config.h"
#include <type_traits>
#include <utility> // for std::move<>
#include <Eigen/Core>
#include "sopt/maths.h"
 
namespace sopt::proximal {
 
namespace details {
template <typename FUNCTION, typename DERIVED>
class DelayedProximalFunction
    : public Eigen::ReturnByValue<DelayedProximalFunction<FUNCTION, DERIVED>> {
 public:
  using PlainObject = typename DERIVED::PlainObject;
  using Index = typename DERIVED::Index;
  using Real = typename real_type<typename DERIVED::Scalar>::type;
 
  DelayedProximalFunction(FUNCTION const &func, Real const &gamma, DERIVED const &x)
      : func(func), gamma(gamma), x(x) {}
  DelayedProximalFunction(DelayedProximalFunction const &c)
      : func(c.func), gamma(c.gamma), x(c.x) {}
  DelayedProximalFunction(DelayedProximalFunction &&c)
      : func(std::move(c.func)), gamma(c.gamma), x(c.x) {}
 
  template <typename DESTINATION>
  void evalTo(DESTINATION &destination) const {
    destination.resizeLike(x);
    func(destination, gamma, x);
  }
 
  Index rows() const { return x.rows(); }
  Index cols() const { return x.cols(); }
 
 private:
  FUNCTION const func;
  Real const gamma;
  DERIVED const &x;
};
 
template <typename FUNCTION, typename DERIVED>
class DelayedProximalEnveloppeFunction
    : public Eigen::ReturnByValue<DelayedProximalEnveloppeFunction<FUNCTION, DERIVED>> {
 public:
  using PlainObject = typename DERIVED::PlainObject;
  using Index = typename DERIVED::Index;
  using Real = typename real_type<typename DERIVED::Scalar>::type;
 
  DelayedProximalEnveloppeFunction(FUNCTION const &func, DERIVED const &x) : func(func), x(x) {}
  DelayedProximalEnveloppeFunction(DelayedProximalEnveloppeFunction const &c)
      : func(c.func), x(c.x) {}
  DelayedProximalEnveloppeFunction(DelayedProximalEnveloppeFunction &&c)
      : func(std::move(c.func)), x(c.x) {}
 
  template <typename DESTINATION>
  void evalTo(DESTINATION &destination) const {
    destination.resizeLike(x);
    func(destination, x);
  }
 
  Index rows() const { return x.rows(); }
  Index cols() const { return x.cols(); }
 
 private:
  FUNCTION const func;
  DERIVED const &x;
};
 
}  // namespace details
 
template <typename FUNC, typename T0>
using ProximalExpression = details::DelayedProximalFunction<FUNC, Eigen::MatrixBase<T0>>;
template <typename FUNC, typename T0>
using EnveloppeExpression = details::DelayedProximalEnveloppeFunction<FUNC, Eigen::MatrixBase<T0>>;
} // namespace sopt::proximal
 
namespace Eigen::internal {
template <typename FUNCTION, typename VECTOR>
struct traits<sopt::proximal::details::DelayedProximalFunction<FUNCTION, VECTOR>> {
  using ReturnType = typename VECTOR::PlainObject;
};
template <typename FUNCTION, typename VECTOR>
struct traits<sopt::proximal::details::DelayedProximalEnveloppeFunction<FUNCTION, VECTOR>> {
  using ReturnType = typename VECTOR::PlainObject;
};
} // namespace Eigen::internal
 
#endif