示例#1
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    def xstep(self):
        r"""Minimise Augmented Lagrangian with respect to
        :math:`\mathbf{x}`.
        """

        self.X = np.asarray(sl.lu_solve_AATI(self.Z, self.rho, self.SZT +
                            self.rho*(self.Y - self.U), self.lu, self.piv,),
                            dtype=self.dtype)
示例#2
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文件: cmod.py 项目: bwohlberg/sporco
    def xstep(self):
        r"""Minimise Augmented Lagrangian with respect to
        :math:`\mathbf{x}`.
        """

        self.X = np.asarray(sl.lu_solve_AATI(self.Z, self.rho, self.SZT +
                            self.rho*(self.Y - self.U), self.lu, self.piv,),
                            dtype=self.dtype)
示例#3
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 def test_04(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
     lu, piv = linalg.lu_factor(X, rho)
     Dslv = linalg.lu_solve_AATI(X, rho, S.dot(X.T) + rho*Z, lu, piv)
     assert(linalg.rrs(Dslv.dot(X).dot(X.T) + rho*Dslv,
                     S.dot(X.T) + rho*Z) < 1e-11)
示例#4
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 def test_04(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
     lu, piv = linalg.lu_factor(X, rho)
     Dslv = linalg.lu_solve_AATI(X, rho, S.dot(X.T) + rho*Z, lu, piv)
     assert(linalg.rrs(Dslv.dot(X).dot(X.T) + rho*Dslv,
                     S.dot(X.T) + rho*Z) < 1e-11)
示例#5
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 def xstep(self):
     self.X = np.asarray(sl.lu_solve_AATI(
         self.coefs, self.rho, self.SZT + self.rho * (self.Y - self.U),
         self.lu, self.piv),
                         dtype=self.dtype)
示例#6
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    def xstep(self):
        """Minimise Augmented Lagrangian with respect to x."""

        self.X = np.asarray(sl.lu_solve_AATI(self.A, self.rho, self.SAT +
                            self.rho*(self.Y - self.U), self.lu, self.piv,),
                            dtype=self.dtype)