function [s, err_mse, iter_time]=greed_omp_cg(x,A,m,varargin) %-*- texinfo -*- %@deftypefn {Function} greed_omp_cg %@verbatim % greed_omp_cg: Orthogonal Matching Pursuit algorithm based on full % conjugate gradient solver %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % Usage % [s, err_mse, iter_time]=greed_omp_cg(x,P,m,'option_name','option_value') %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % Input % Mandatory: % x Observation vector to be decomposed % P Either: % 1) An nxm matrix (n must be dimension of x) % 2) A function handle (type "help function_format" % for more information) % Also requires specification of P_trans option. % 3) An object handle (type "help object_format" for % more information) % m length of s % % Possible additional options: % (specify as many as you want using 'option_name','option_value' pairs) % See below for explanation of options: %__________________________________________________________________________ % option_name AVAILABLE OPTION_VALUES default %-------------------------------------------------------------------------- % stopCrit M, CORR, MSE, MSE_CHANGE M % stopTol NUMBER (SEE BELOW) n/4 % cgTol NUMBER (SEE BELOW) 1e-6 % P_trans FUNCTION_HANDLE (SEE BELOW) % maxIter POSITIVE INTEGER (SEE BELOW) n % verbose TRUE, FALSE false % start_val VECTOR OF LENGTH M zeros % % Available stopping criteria : % M - Extracts exactly M = stopTol elements. % corr - Stops when maximum correlation between % residual and atoms is below stopTol value. % mse - Stops when mean squared error of residual % is below stopTol value. % mse_change - Stops when the change in the mean squared % error falls below stopTol value. % % stopTol: Value for stopping criterion. % % cgTol: Value for conjugate gradient stoping criterion. % % P_trans: If P is a function handle, then P_trans has to be specified and % must be a function handle. % % maxIter: Maximum of allowed iterations. % % verbose: Logical value to allow algorithm progress to be displayed. % % start_val: Allows algorithms to start from partial solution. % %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % Outputs % s Solution vector % err_mse Vector containing mse of approximation error for each % iteration % iter_time Vector containing times for each iteration % %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % Description % greed_omp_cg performs a greedy signal decomposition. % In each iteration a new element is selected depending on the inner % product between the current residual and columns in P. % The non-zero elements of s are approximated by orthogonally projecting % x onto the selected elements in each iteration. % The inverse problem required for orthogonal matching pursuit is solved % using a conjugate gradient algorithm in each iteration. This is slow but % does not require any additional storage and can therefore be used for % large scale problems. % % See Also % greed_qr, greed_omp_chol, greed_omp_cgp, greed_omp_pinv, % greed_omp_linsolve, greed_gp, greed_nomp % % Copyright (c) 2007 Thomas Blumensath % % The University of Edinburgh % Email: thomas.blumensath@ed.ac.uk % Comments and bug reports welcome % % This file is part of sparsity Version 0.1 % Created: April 2007 % % Part of this toolbox was developed with the support of EPSRC Grant % D000246/1 % % Please read COPYRIGHT.m for terms and conditions. %@end verbatim %@strong{Url}: @url{http://ltfat.github.io/doc/thirdparty/sparsify/private/greed_omp_cg.html} %@end deftypefn % Copyright (C) 2005-2016 Peter L. Soendergaard . % This file is part of LTFAT version 2.3.1 % % This program is free software: you can redistribute it and/or modify % it under the terms of the GNU General Public License as published by % the Free Software Foundation, either version 3 of the License, or % (at your option) any later version. % % This program is distributed in the hope that it will be useful, % but WITHOUT ANY WARRANTY; without even the implied warranty of % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the % GNU General Public License for more details. % % You should have received a copy of the GNU General Public License % along with this program. If not, see . %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % Default values and initialisation %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% [n1 n2]=size(x); if n2 == 1 n=n1; elseif n1 == 1 x=x'; n=n2; else display('x must be a vector.'); return end sigsize = x'*x/n; initial_given=0; err_mse = []; iter_time = []; STOPCRIT = 'M'; STOPTOL = ceil(n/4); MAXITER = n; verbose = false; s_initial = zeros(m,1); cg_tol = 1e-6; vectnfact = ones(m,1); if verbose display('Initialising...') end %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % Output variables %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% switch nargout case 3 comp_err=true; comp_time=true; case 2 comp_err=true; comp_time=false; case 1 comp_err=false; comp_time=false; case 0 error('Please assign output variable.') otherwise error('Too many output arguments specified') end %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % Look through options %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % Put option into nice format Options={}; OS=nargin-3; c=1; for i=1:OS if isa(varargin{i},'cell') CellSize=length(varargin{i}); ThisCell=varargin{i}; for j=1:CellSize Options{c}=ThisCell{j}; c=c+1; end else Options{c}=varargin{i}; c=c+1; end end OS=length(Options); if rem(OS,2) error('Something is wrong with argument name and argument value pairs.') end for i=1:2:OS switch Options{i} case {'stopCrit'} if (strmatch(Options{i+1},{'M'; 'corr'; 'mse'; 'mse_change'},'exact')); STOPCRIT = Options{i+1}; else error('stopCrit must be char string [M, corr, mse, mse_change]. Exiting.'); end case {'stopTol'} if isa(Options{i+1},'numeric') ; STOPTOL = Options{i+1}; else error('stopTol must be number. Exiting.'); end case {'cgTol'} if isa(Options{i+1},'numeric') ; cg_tol = Options{i+1}; else error('cgTol must be number. Exiting.'); end case {'P_trans'} if isa(Options{i+1},'function_handle'); Pt = Options{i+1}; else error('P_trans must be function _handle. Exiting.'); end case {'maxIter'} if isa(Options{i+1},'numeric'); MAXITER = Options{i+1}; else error('maxIter must be a number. Exiting.'); end case {'verbose'} if isa(Options{i+1},'logical'); verbose = Options{i+1}; else error('verbose must be a logical. Exiting.'); end case {'vecNormFac'} if isa(Options{i+1},'numeric')& length(Options{i+1}) == m , vectnfact = Options{i+1}; else error('verbose must be a logical. Exiting.'); end case {'start_val'} if isa(Options{i+1},'numeric') & length(Options{i+1}) == m ; s_initial = Options{i+1}; initial_given=1; else error('start_val must be a vector of length m. Exiting.'); end otherwise error('Unrecognised option. Exiting.') end end if strcmp(STOPCRIT,'M') maxM=STOPTOL; else maxM=MAXITER; end if nargout >=2 err_mse = zeros(maxM,1); end if nargout ==3 iter_time = zeros(maxM,1); end %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % Make P and Pt functions %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% if isa(A,'float') P =@(z) A*z; Pt =@(z) A'*z; elseif isobject(A) P =@(z) A*z; Pt =@(z) A'*z; elseif isa(A,'function_handle') try if isa(Pt,'function_handle'); P=A; else error('If P is a function handle, Pt also needs to be a function handle. Exiting.'); end catch error('If P is a function handle, Pt needs to be specified. Exiting.'); end else error('P is of unsupported type. Use matrix, function_handle or object. Exiting.'); end %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % Do we start from zero or not? %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% if initial_given ==1; IN = find(s_initial); Residual = x-P(s_initial); s = s_initial; oldERR = Residual'*Residual/n; else IN = []; Residual = x; s = s_initial; sigsize = x'*x/n; oldERR = sigsize; end %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % Random Check to see if dictionary is normalised %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % mask=zeros(m,1); % mask(ceil(rand*m))=1; % nP=norm(P(mask)); % if abs(1-nP)>1e-3; % display('Dictionary appears not to have unit norm columns.') % end %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % Main algorithm %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% if verbose display('Main iterations...') end tic t=0; DR=Pt(Residual).*vectnfact; done = 0; iter=1; while ~done DR(IN)=0; [v I]=max(abs(DR)); IN=[IN I]; % abs(DR(IN)) % pause [s Residual]=SubsetCG(x,s,P,Pt,IN,cg_tol,verbose); DR=Pt(Residual).*vectnfact; ERR=Residual'*Residual/n; if comp_err err_mse(iter)=ERR; end if comp_time iter_time(iter)=toc; end %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % Are we done yet? %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% if strcmp(STOPCRIT,'M') if iter >= STOPTOL done =1; elseif verbose && toc-t>10 display(sprintf('Iteration %i. --- %i iterations to go',iter ,STOPTOL-iter)) t=toc; end elseif strcmp(STOPCRIT,'mse') if comp_err if err_mse(iter)10 display(sprintf('Iteration %i. --- %i mse',iter ,err_mse(iter))) t=toc; end else if ERR10 display(sprintf('Iteration %i. --- %i mse',iter ,ERR)) t=toc; end end elseif strcmp(STOPCRIT,'mse_change') && iter >=2 if comp_err && iter >=2 if ((err_mse(iter-1)-err_mse(iter))/sigsize 10 display(sprintf('Iteration %i. --- %i mse change',iter ,(err_mse(iter-1)-err_mse(iter))/sigsize )) t=toc; end else if ((oldERR - ERR)/sigsize < STOPTOL); done = 1; elseif verbose && toc-t>10 display(sprintf('Iteration %i. --- %i mse change',iter ,(oldERR - ERR)/sigsize)) t=toc; end end elseif strcmp(STOPCRIT,'corr') if max(abs(DR)) < STOPTOL; done = 1; elseif verbose && toc-t>10 display(sprintf('Iteration %i. --- %i corr',iter ,max(abs(DR)))) t=toc; end end % Also stop if residual gets too small or maxIter reached if comp_err if err_mse(iter)<1e-16 display('Stopping. Exact signal representation found!') done=1; end else if iter>1 if ERR<1e-16 display('Stopping. Exact signal representation found!') done=1; end end end if iter >= MAXITER display('Stopping. Maximum number of iterations reached!') done = 1; end %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % If not done, take another round %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% if ~done iter=iter+1; oldERR=ERR; end end %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % Only return as many elements as iterations %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% if nargout >=2 err_mse = err_mse(1:iter); end if nargout ==3 iter_time = iter_time(1:iter); end if verbose display('Done') end % Change history % % 8 of Februray: Algo does no longer stop if dictionary is not normaliesd.