def pga_oracle(D, DtY, xOracle, xhat, alphathat=None):
# todo
cur_diver = DBL_MAX
cur_patch_error = DBL_MAX
Dr, Dc = D.shape
DtYr, DtYc = DtY.shape
T = np.zeros((1, Dc))
for i in range(Dc):
T[i] = i
k = min(max(math.sqrt(Dc) + 1, Dr / 10 + 1), Dc)
D_T = np.zeros((Dr, k))
alpha = np.zeros((k, DtYc))
D_TtY = np.zeros((k, DtYc))
# cur_xhat = np.zeros_like(xhat)
actual_alpha = np.zeros((k, DtYc))
cur_spar = 0
for cur_spar in range(k):
atom_index = 0
tmp_D_T = D_T[:Dr, :cur_spar + 1]
init_alpha = alpha[:cur_spar + 1, :np.size(alpha, 1)]
cur_D_TtY = D_TtY[:cur_spar + 1, :DtYc]
# tmp_alpha = np.zeros_like(init_alpha)
for cur_atom in range(Dc - cur_spar):
tmp_D_T[:Dr, cur_spar] = D[:Dr, cur_atom]
tmp_alpha = init_alpha
D_TtY[cur_spar, :DtYc] = DtY[T[cur_atom], :DtYc]
diver_error = newton(cur_D_TtY, tmp_D_T, tmp_alpha, NB_ITERATIONS_ITER)
if diver_error < cur_diver:
cur_diver = diver_error
alpha[:cur_spar + 1, :np.size(alpha, 1)] = tmp_alpha
atom_index = T[cur_atom]
D_T[:Dr, cur_spar] = D[:Dr, atom_index]
D_TtY[cur_spar, :DtYc] = DtY[atom_index, :DtYc]
T[atom_index], T[Dc - 1 - cur_spar] = D[Dc - 1 - cur_spar], T[atom_index]
cur_xhat = D_T[:Dr, :cur_spar + 1] * alpha[:cur_spar + 1, :np.size(alpha, 1)]
cur_xhat = np.exp(cur_xhat)
patch_error = np.linalg.norm((cur_xhat - xOracle), 'fro')
if patch_error >= cur_patch_error:
break
cur_patch_error = patch_error
actual_alpha[:cur_spar + 1, :np.size(actual_alpha, 1)] = alpha[:cur_spar + 1, :np.size(alpha, 1)]
xhat = cur_xhat
tmp_D_T = D_T[:Dr, :cur_spar]
final_alpha = actual_alpha[:cur_spar, :np.size(actual_alpha, 1)]
cur_D_TtY = D_TtY[:cur_spar, :DtYc]
newton(cur_D_TtY, tmp_D_T, final_alpha, NB_ITERATIONS_FINAL)
xhat = tmp_D_T * final_alpha
xhat = np.exp(xhat)
alphahat = np.zeros((Dc, DtYc))
for i in range(cur_spar):
alphahat[T[Dc - i - 1], :DtYc] = final_alpha[i, :DtYc]
return cur_diver
def pga(D, DTY, k, xhat, alphahat=None):
# todo
cur_diver = DBL_MAX
Dr, Dc = D.shape
DtYr, DtYc = DTY.shape
T = np.zeros((1, Dc))
for i in range(Dc):
T[i] = i
D_T = np.zeros((Dr, k))
alpha = np.zeros((k, DtYc))
D_TtY = np.zeros((k, DtYc))
for cur_spar in range(k):
atom_index = 0
tmp_D_T = D[:Dr, :cur_spar + 1]
init_alpha = alpha[:cur_spar + 1, :DtYc]
cur_D_TtY = D_TtY[:cur_spar + 1, :DtYc]
# tmp_alpha = np.zeros_like(init_alpha)
for cur_atom in range(Dc - cur_spar):
tmp_D_T[:Dr, cur_spar] = D[:Dr, T[cur_atom]]
tmp_alpha = init_alpha
cur_D_TtY[cur_spar, :DtYc] = DTY[T[cur_atom], :DtYc]
diver_error = newton(cur_D_TtY, tmp_D_T, tmp_alpha, NB_ITERATIONS_ITER)
if diver_error < cur_diver:
cur_diver = diver_error
alpha[:cur_spar + 1, :DtYc] = tmp_alpha
atom_index = T[cur_atom]
D_T[:Dr, cur_spar] = D[:Dr, atom_index]
D_TtY[cur_spar, :DtYc] = DTY[atom_index, :DtYc]
T[atom_index], T[Dc - 1 - cur_spar] = T[Dc - 1 - cur_spar], T[atom_index]
alpha = newton(D_TtY, D_T, alpha, NB_ITERATIONS_FINAL)
xhat = D_T * alpha
xhat = np.exp(xhat)
alphahat = np.zeros((Dc, DtYc))
for i in range(k):
alphahat[T[Dc - i - 1], :DtYc] = alpha[i, :DtYc]
return cur_diver