spams::FISTA::LassoConstraint< T > Class Template Reference

#include <fista.h>

Inheritance diagram for spams::FISTA::LassoConstraint< T >:

Collaboration diagram for spams::FISTA::LassoConstraint< T >:

Detailed Description

template<typename T>
class spams::FISTA::LassoConstraint< T >

Definition at line 1115 of file fista.h.

Public Member Functions
T	eval (const Vector< T > &x) const
void	fenchel (const Vector< T > &input, T &val, T &scal) const
virtual bool	is_subgrad () const
	LassoConstraint (const ParamReg< T > &param)
void	prox (const Vector< T > &x, Vector< T > &y, const T lambda)
virtual	~LassoConstraint ()
Public Member Functions inherited from spams::FISTA::Regularizer< T >
virtual T	eval_dual_norm (const Vector< T > &x) const
virtual T	eval_dual_norm_paths (const Vector< T > &x, SpMatrix< T > &path) const
virtual T	eval_paths (const Vector< T > &x, SpMatrix< T > &paths_mat) const
virtual bool	is_fenchel () const
virtual bool	is_intercept () const
	Regularizer ()
	Regularizer (const ParamReg< T > &param)
virtual void	reset ()
virtual void	sub_grad (const Vector< T > &input, Vector< T > &output) const
virtual	~Regularizer ()

Private Attributes
T	_thrs

Additional Inherited Members
Protected Attributes inherited from spams::FISTA::Regularizer< T >
bool	_intercept
bool	_pos

Constructor & Destructor Documentation

template<typename T >

spams::FISTA::LassoConstraint< T >::LassoConstraint ( const ParamReg< T > &  param )

inline

Definition at line 1117 of file fista.h.

References spams::FISTA::ParamReg< T >::lambda.

template<typename T >

virtual spams::FISTA::LassoConstraint< T >::~LassoConstraint ( )

inlinevirtual

Definition at line 1118 of file fista.h.

Member Function Documentation

template<typename T >

T spams::FISTA::LassoConstraint< T >::eval ( const Vector< T > &  x ) const

inlinevirtual

Implements spams::FISTA::Regularizer< T >.

Definition at line 1131 of file fista.h.

template<typename T >

void spams::FISTA::LassoConstraint< T >::fenchel ( const Vector< T > &  input, T &  val, T &  scal  ) const

inlinevirtual

returns phi^star( input ) and ouput=input if the fenchel is unconstrained returns 0 and scale input such that phi^star(output)=0 otherwise

Implements spams::FISTA::Regularizer< T >.

Definition at line 1134 of file fista.h.

References spams::Vector< T >::copy(), spams::Vector< T >::fmaxval(), MAX, spams::Vector< T >::maxval(), and spams::Vector< T >::n().

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template<typename T >

virtual bool spams::FISTA::LassoConstraint< T >::is_subgrad ( ) const

inlinevirtual

Reimplemented from spams::FISTA::Regularizer< T >.

Definition at line 1141 of file fista.h.

template<typename T >

void spams::FISTA::LassoConstraint< T >::prox ( const Vector< T > &  x, Vector< T > &  y, const T  lambda  )

inlinevirtual

Implements spams::FISTA::Regularizer< T >.

Definition at line 1120 of file fista.h.

References spams::Vector< T >::copy(), spams::Vector< T >::n(), and spams::Vector< T >::sparseProject().

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Member Data Documentation

template<typename T >

T spams::FISTA::LassoConstraint< T >::_thrs

private

Definition at line 1141 of file fista.h.

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The documentation for this class was generated from the following file:

• ThirdParty/Spams/include/fista.h