Source code for cil.optimisation.functions.L2NormSquared

#  Copyright 2019 United Kingdom Research and Innovation
#  Copyright 2019 The University of Manchester
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from cil.optimisation.functions import Function
from cil.framework import DataContainer
from cil.optimisation.operators import DiagonalOperator


[docs] class L2NormSquared(Function): r""" L2NormSquared function: :math:`F(x) = \| x\|^{2}_{2} = \underset{i}{\sum}x_{i}^{2}` Following cases are considered: a) :math:`F(x) = \|x\|^{2}_{2}` b) :math:`F(x) = \|x - b\|^{2}_{2}` Parameters ---------- b:`DataContainer`, optional Translation of the function Note ----- For case b) we can use :code:`F = L2NormSquared().centered_at(b)`, see *TranslateFunction*. Example ------- >>> F = L2NormSquared() >>> F = L2NormSquared(b=b) >>> F = L2NormSquared().centered_at(b) """ def __init__(self, **kwargs): super(L2NormSquared, self).__init__(L=2) self.b = kwargs.get('b', None) def __call__(self, x): y = x if self.b is not None: y = x - self.b try: return y.squared_norm() except AttributeError as ae: # added for compatibility with SIRF return (y.norm()**2)
[docs] def gradient(self, x, out=None): r"""Returns the value of the gradient of the L2NormSquared function at x. Following cases are considered: a) :math:`F'(x) = 2x` b) :math:`F'(x) = 2(x-b)` """ if self.b is None: return x.multiply(2, out=out) else: return x.sapyb(2, self.b, -2, out=out)
[docs] def convex_conjugate(self, x): r"""Returns the value of the convex conjugate of the L2NormSquared function at x. Consider the following cases: a) .. math:: F^{*}(x^{*}) = \frac{1}{4}\|x^{*}\|^{2}_{2} b) .. math:: F^{*}(x^{*}) = \frac{1}{4}\|x^{*}\|^{2}_{2} + \langle x^{*}, b\rangle """ tmp = 0 if self.b is not None: tmp = x.dot(self.b) return 0.25 * x.squared_norm() + tmp
[docs] def proximal(self, x, tau, out=None): r"""Returns the value of the proximal operator of the L2NormSquared function at x. Consider the following cases: a) .. math:: \text{prox}_{\tau F}(x) = \frac{x}{1+2\tau} b) .. math:: \text{prox}_{\tau F}(x) = \frac{x-b}{1+2\tau} + b """ mult = 1/(1+2*tau) if self.b is None: return x.multiply(mult, out=out) else: return x.sapyb(mult, self.b, (1-mult), out=out)
[docs] class WeightedL2NormSquared(Function): r""" WeightedL2NormSquared function: :math:`F(x) = \|x\|_{W,2}^2 = \Sigma_iw_ix_i^2 = \langle x, Wx\rangle = x^TWx` where :math:`W=\text{diag}(weight)` if `weight` is a `DataContainer` or :math:`W=\text{weight} I` if `weight` is a scalar. Parameters ----------- **kwargs weight: a `scalar` or a `DataContainer` with the same shape as the intended domain of this `WeightedL2NormSquared` function b: a `DataContainer` with the same shape as the intended domain of this `WeightedL2NormSquared` function A shift so that the function becomes :math:`F(x) = \| x-b\|_{W,2}^2 = \Sigma_iw_i(x_i-b_i)^2 = \langle x-b, W(x-b) \rangle = (x-b)^TW(x-b)` """ def __init__(self, **kwargs): # Weight can be either a scalar or a DataContainer # Lispchitz constant L = 2 *||weight|| self.weight = kwargs.get('weight', 1.0) self.b = kwargs.get('b', None) tmp_norm = 1.0 self.tmp_space = self.weight*0. if isinstance(self.weight, DataContainer): self.operator_weight = DiagonalOperator(self.weight) tmp_norm = self.operator_weight.norm() self.tmp_space = self.operator_weight.domain_geometry().allocate() if (self.weight < 0).any(): raise ValueError('Weight contains negative values') super(WeightedL2NormSquared, self).__init__(L=2 * tmp_norm) def __call__(self, x): self.operator_weight.direct(x, out=self.tmp_space) y = x.dot(self.tmp_space) if self.b is not None: self.operator_weight.direct(x - self.b, out=self.tmp_space) y = (x - self.b).dot(self.tmp_space) return y
[docs] def gradient(self, x, out=None): r""" Returns the value of :math:`F'(x) = 2Wx` or, if `b` is defined, :math:`F'(x) = 2W(x-b)` where :math:`W=\text{diag}(weight)` if `weight` is a `DataContainer` or :math:`\text{weight}I` if `weight` is a scalar. """ if out is not None: out.fill(x) if self.b is not None: out -= self.b self.operator_weight.direct(out, out=out) out *= 2 return out else: y = x if self.b is not None: y = x - self.b return 2*self.weight*y
[docs] def convex_conjugate(self, x): r"""Returns the value of the convex conjugate of the WeightedL2NormSquared function at x.""" tmp = 0 if self.b is not None: tmp = x.dot(self.b) return (1./4) * (x/self.weight.sqrt()).squared_norm() + tmp
[docs] def proximal(self, x, tau, out=None): r"""Returns the value of the proximal operator of the WeightedL2NormSquared function at x.""" if self.b is not None: ret = x.subtract(self.b, out=out) ret /= (1+2*tau*self.weight) ret += self.b else: ret = x.divide((1+2*tau*self.weight), out=out) return ret