def setdict(self, D):
"""Set dictionary array."""
self.D = np.asarray(D, dtype=self.dtype)
# Factorise dictionary for efficient solves
self.lu, self.piv = sl.cho_factor(self.D, 1.0)
self.lu = np.asarray(self.lu, dtype=self.dtype)
def setdict(self, D):
"""Set dictionary array."""
self.D = np.asarray(D, dtype=self.dtype)
# Factorise dictionary for efficient solves
self.lu, self.piv = sl.cho_factor(self.D, 1.0)
self.lu = np.asarray(self.lu, dtype=self.dtype)
def setdict(self, D):
"""Set dictionary array."""
self.D = np.asarray(D)
self.DTS = self.D.T.dot(self.S)
# Factorise dictionary for efficient solves
self.lu, self.piv = sl.cho_factor(self.D, self.mu + self.rho)
self.lu = np.asarray(self.lu, dtype=self.dtype)
def setdict(self, D):
"""Set dictionary array."""
self.D = np.asarray(D)
self.DTS = self.D.T.dot(self.S)
# Factorise dictionary for efficient solves
self.lu, self.piv = sl.cho_factor(self.D, self.mu + self.rho)
self.lu = np.asarray(self.lu, dtype=self.dtype)
def test_05(self):
rho = 1e-1
N = 64
M = 128
K = 32
D = np.random.randn(N, M)
X = np.random.randn(M, K)
S = D.dot(X)
Z = (D.T.dot(D).dot(X) + rho*X - D.T.dot(S)) / rho
c, lwr = linalg.cho_factor(D, rho)
Xslv = linalg.cho_solve_ATAI(D, rho, D.T.dot(S) + rho*Z, c, lwr)
assert(linalg.rrs(D.T.dot(D).dot(Xslv) + rho*Xslv,
D.T.dot(S) + rho*Z) < 1e-11)
def test_08(self):
rho = 1e-1
N = 128
M = 64
K = 32
D = np.random.randn(N, M)
X = np.random.randn(M, K)
S = D.dot(X)
Z = (D.dot(X).dot(X.T) + rho*D - S.dot(X.T)) / rho
c, lwr = linalg.cho_factor(X, rho)
Dslv = linalg.cho_solve_AATI(X, rho, S.dot(X.T) + rho*Z, c, lwr)
assert(linalg.rrs(Dslv.dot(X).dot(X.T) + rho*Dslv,
S.dot(X.T) + rho*Z) < 1e-11)
def test_06(self):
rho = 1e-1
N = 128
M = 64
K = 32
D = np.random.randn(N, M)
X = np.random.randn(M, K)
S = D.dot(X)
Z = (D.T.dot(D).dot(X) + rho*X - D.T.dot(S)) / rho
c, lwr = linalg.cho_factor(D, rho)
Xslv = linalg.cho_solve_ATAI(D, rho, D.T.dot(S) + rho*Z, c, lwr)
assert(linalg.rrs(D.T.dot(D).dot(Xslv) + rho*Xslv,
D.T.dot(S) + rho*Z) < 1e-14)
def test_08(self):
rho = 1e-1
N = 128
M = 64
K = 32
D = np.random.randn(N, M)
X = np.random.randn(M, K)
S = D.dot(X)
Z = (D.dot(X).dot(X.T) + rho*D - S.dot(X.T)) / rho
c, lwr = linalg.cho_factor(X, rho)
Dslv = linalg.cho_solve_AATI(X, rho, S.dot(X.T) + rho*Z, c, lwr)
assert(linalg.rrs(Dslv.dot(X).dot(X.T) + rho*Dslv,
S.dot(X.T) + rho*Z) < 1e-11)
def rhochange(self):
"""Re-factorise matrix when rho changes."""
self.lu, self.piv = sl.cho_factor(self.D, self.mu + self.rho)
self.lu = np.asarray(self.lu, dtype=self.dtype)
def rhochange(self):
"""Re-factorise matrix when rho changes."""
self.lu, self.piv = sl.cho_factor(self.D, self.mu + self.rho)
self.lu = np.asarray(self.lu, dtype=self.dtype)