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

#include <fista.h>

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Detailed Description

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

Definition at line 1987 of file fista.h.

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

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

Constructor & Destructor Documentation

template<typename T >

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

inline

Definition at line 1989 of file fista.h.

References spams::FISTA::ParamReg< T >::intercept, and spams::FISTA::ParamReg< T >::pos.

template<typename T >

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

inlinevirtual

Definition at line 1998 of file fista.h.

Member Function Documentation

template<typename T >

T spams::FISTA::Rank< T >::eval ( const Matrix< T > &  x ) const

inlinevirtual

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

Definition at line 2016 of file fista.h.

References spams::Matrix< T >::eigLargestMagnSym(), spams::Matrix< T >::m(), spams::Matrix< T >::n(), spams::Matrix< T >::rank1Update(), spams::Vector< T >::setAleat(), spams::Matrix< T >::XtX(), and spams::Matrix< T >::XXt().

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template<typename T >

void spams::FISTA::Rank< T >::fenchel ( const Matrix< 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, Matrix< T > >.

Definition at line 2035 of file fista.h.

template<typename T >

virtual bool spams::FISTA::Rank< T >::is_fenchel ( ) const

inlinevirtual

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

Definition at line 2034 of file fista.h.

template<typename T >

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

inlinevirtual

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

Definition at line 2000 of file fista.h.

References spams::Matrix< T >::copy(), spams::Matrix< T >::m(), MIN, spams::Matrix< T >::n(), spams::Vector< T >::nrm2(), spams::Matrix< T >::rank1Update(), spams::Matrix< T >::resize(), spams::Matrix< T >::setZeros(), spams::Vector< T >::setZeros(), and spams::Matrix< T >::svdRankOne().

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

• ThirdParty/Spams/include/fista.h