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1 | 1 | ''' No newline at end of file |
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2 | 2 | Created on May 26, 2014 No newline at end of file |
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3 | 3 | No newline at end of file |
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4 | 4 | @author: Yolian Amaro No newline at end of file |
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5 | 5 | ''' No newline at end of file |
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6 | 6 | |
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7 | No newline at end of file | |
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7 | import pywt No newline at end of file | |
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8 | 8 | import numpy as np No newline at end of file |
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9 | 9 | No newline at end of file |
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10 | 10 | def FSfarras(): No newline at end of file |
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11 | 11 | #function [af, sf] = FSfarras No newline at end of file |
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12 | 12 | No newline at end of file |
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13 | 13 | # Farras filters organized for the dual-tree No newline at end of file |
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14 | 14 | # complex DWT. No newline at end of file |
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15 | 15 | # No newline at end of file |
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16 | 16 | # USAGE: No newline at end of file |
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17 | 17 | # [af, sf] = FSfarras No newline at end of file |
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18 | 18 | # OUTPUT: No newline at end of file |
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19 | 19 | # af{i}, i = 1,2 - analysis filters for tree i No newline at end of file |
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20 | 20 | # sf{i}, i = 1,2 - synthesis filters for tree i No newline at end of file |
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21 | 21 | # See farras, dualtree, dualfilt1. No newline at end of file |
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22 | 22 | # No newline at end of file |
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23 | 23 | # WAVELET SOFTWARE AT POLYTECHNIC UNIVERSITY, BROOKLYN, NY No newline at end of file |
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24 | 24 | # http://taco.poly.edu/WaveletSoftware/ No newline at end of file |
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25 | 25 | # No newline at end of file |
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26 | 26 | # Translated to Python by Yolian Amaro No newline at end of file |
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27 | 27 | No newline at end of file |
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28 | 28 | No newline at end of file |
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29 | 29 | a1 = np.array( [ No newline at end of file |
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30 | 30 | [ 0, 0], No newline at end of file |
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31 | 31 | [-0.08838834764832, -0.01122679215254], No newline at end of file |
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32 | 32 | [ 0.08838834764832, 0.01122679215254], No newline at end of file |
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33 | 33 | [ 0.69587998903400, 0.08838834764832], No newline at end of file |
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34 | 34 | [ 0.69587998903400, 0.08838834764832], No newline at end of file |
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35 | 35 | [ 0.08838834764832, -0.69587998903400], No newline at end of file |
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36 | 36 | [-0.08838834764832, 0.69587998903400], No newline at end of file |
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37 | 37 | [ 0.01122679215254, -0.08838834764832], No newline at end of file |
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38 | 38 | [ 0.01122679215254, -0.08838834764832], No newline at end of file |
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39 | 39 | [0, 0] No newline at end of file |
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40 | 40 | ] ); No newline at end of file |
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41 | 41 | No newline at end of file |
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42 | 42 | a2 = np.array([ No newline at end of file |
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43 | 43 | [ 0.01122679215254, 0], No newline at end of file |
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44 | 44 | [ 0.01122679215254, 0], No newline at end of file |
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45 | 45 | [-0.08838834764832, -0.08838834764832], No newline at end of file |
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46 | 46 | [ 0.08838834764832, -0.08838834764832], No newline at end of file |
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47 | 47 | [ 0.69587998903400, 0.69587998903400], No newline at end of file |
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48 | 48 | [ 0.69587998903400, -0.69587998903400], No newline at end of file |
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49 | 49 | [ 0.08838834764832, 0.08838834764832], No newline at end of file |
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50 | 50 | [-0.08838834764832, 0.08838834764832], No newline at end of file |
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51 | 51 | [ 0, 0.01122679215254], No newline at end of file |
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52 | 52 | [ 0, -0.01122679215254] No newline at end of file |
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53 | 53 | ]); No newline at end of file |
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54 | 54 | No newline at end of file |
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55 | 55 | No newline at end of file |
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56 | 56 | af = np.array([ [a1,a2] ], dtype=object) No newline at end of file |
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57 | 57 | No newline at end of file |
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58 | 58 | s1 = a1[::-1] No newline at end of file |
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59 | 59 | s2 = a2[::-1] No newline at end of file |
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60 | 60 | No newline at end of file |
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61 | 61 | sf = np.array([ [s1,s2] ], dtype=object) No newline at end of file |
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62 | 62 | No newline at end of file |
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63 | 63 | return af, sf No newline at end of file |
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1 | 1 | #!/usr/bin/env python No newline at end of file |
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2 | 2 | No newline at end of file |
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3 | 3 | #---------------------------------------------------------- No newline at end of file |
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4 | 4 | # Original MATLAB code developed by Brian Harding No newline at end of file |
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5 | 5 | # Rewritten in Python by Yolian Amaro No newline at end of file |
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6 | 6 | # Python version 2.7 No newline at end of file |
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7 | 7 | # May 15, 2014 No newline at end of file |
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8 | 8 | # Jicamarca Radio Observatory No newline at end of file |
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9 | 9 | #---------------------------------------------------------- No newline at end of file |
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10 | 10 | No newline at end of file |
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11 | 11 | import time No newline at end of file |
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12 | 12 | import matplotlib.pyplot as plt No newline at end of file |
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13 | 13 | from scipy.optimize import root |
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14 | No newline at end of file | |
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14 | ||
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15 | No newline at end of file | |
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15 | from y_hysell96 import* No newline at end of file | |
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16 | from y_hysell96 import * No newline at end of file | |
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16 | 17 | from deb4_basis import * No newline at end of file |
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17 | 18 | from modelf import * No newline at end of file |
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18 | 19 | from irls_dn2 import * |
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19 | #from scipy.optimize import fsolve No newline at end of file | |
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20 | 20 | No newline at end of file |
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21 | 21 | No newline at end of file |
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22 | 22 | #------------------------------------------------------------------------------------------------- No newline at end of file |
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23 | 23 | # Set parameters No newline at end of file |
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24 | 24 | #------------------------------------------------------------------------------------------------- No newline at end of file |
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25 | 25 | No newline at end of file |
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26 | 26 | ## Calculate Forward Model No newline at end of file |
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27 | 27 | lambda1 = 6.0 No newline at end of file |
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28 | 28 | k = 2*np.pi/lambda1 No newline at end of file |
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29 | 29 | No newline at end of file |
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30 | 30 | ## Magnetic Declination No newline at end of file |
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31 | 31 | dec = -1.24 No newline at end of file |
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32 | 32 | No newline at end of file |
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33 | 33 | ## Loads Jicamarca antenna positions No newline at end of file |
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34 | 34 | antpos = np.loadtxt("antpos.txt", comments="#", delimiter=";", unpack=False) No newline at end of file |
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35 | 35 | No newline at end of file |
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36 | 36 | ## rx and ry -- for plotting purposes No newline at end of file |
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37 | 37 | rx = np.array( [[127.5000], [91.5000], [127.5000], [19.5000], [91.5000], [-127.5000], [-55.5000], [-220.8240]] ) No newline at end of file |
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38 | 38 | ry = np.array( [[127.5000], [91.5000], [91.5000], [55.5000], [-19.5000], [-127.5000], [-127.5000], [-322.2940]] ) No newline at end of file |
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39 | 39 | No newline at end of file |
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40 | 40 | ## Plot of antenna positions No newline at end of file |
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41 | 41 | plt.figure(1) No newline at end of file |
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42 | 42 | plt.plot(rx, ry, 'ro') No newline at end of file |
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43 | 43 | plt.draw() No newline at end of file |
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44 | 44 | No newline at end of file |
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45 | 45 | ## Jicamarca is nominally at a 45 degree angle No newline at end of file |
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46 | 46 | theta = 45 - dec; No newline at end of file |
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47 | 47 | No newline at end of file |
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48 | 48 | ## Rotation matrix from antenna coord to magnetic coord (East North) No newline at end of file |
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49 | 49 | theta_rad = np.radians(theta) # trig functions take radians as argument No newline at end of file |
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50 | 50 | val1 = float( np.cos(theta_rad) ) No newline at end of file |
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51 | 51 | val2 = float( np.sin(theta_rad) ) No newline at end of file |
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52 | 52 | val3 = float( -1*np.sin(theta_rad)) No newline at end of file |
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53 | 53 | val4 = float( np.cos(theta_rad) ) No newline at end of file |
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54 | 54 | No newline at end of file |
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55 | 55 | # Rotation matrix from antenna coord to magnetic coord (East North) No newline at end of file |
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56 | 56 | R = np.array( [[val1, val3], [val2, val4]] ) No newline at end of file |
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57 | 57 | No newline at end of file |
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58 | 58 | # Rotate antenna positions to magnetic coord. No newline at end of file |
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59 | 59 | AR = np.dot(R.T, antpos) No newline at end of file |
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60 | 60 | No newline at end of file |
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61 | 61 | # Only take the East component No newline at end of file |
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62 | 62 | r = AR[0,:] No newline at end of file |
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63 | 63 | r.sort() No newline at end of file |
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64 | 64 | No newline at end of file |
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65 | 65 | # Truth model (high and low resolution) No newline at end of file |
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66 | 66 | Nt = (1024.0)*(16.0) # number of pixels in truth image: high resolution No newline at end of file |
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67 | 67 | thbound = 9.0/180*np.pi # the width of the domain in angle space No newline at end of file |
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68 | 68 | thetat = np.linspace(-thbound, thbound,Nt) # image domain No newline at end of file |
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69 | 69 | thetat = thetat.T # transpose No newline at end of file |
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70 | 70 | Nr = (256.0) # number of pixels in reconstructed image: low res No newline at end of file |
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71 | 71 | thetar = np.linspace(-thbound, thbound,Nr) # reconstruction domain No newline at end of file |
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72 | 72 | thetar = thetar.T # transpose No newline at end of file |
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73 | 73 | No newline at end of file |
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74 | 74 | No newline at end of file |
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75 | 75 | #------------------------------------------------------------------------------------------------- No newline at end of file |
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76 | 76 | # Model for f: Gaussian(s) with amplitudes a, centers mu, widths sig, and background constant b. No newline at end of file |
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77 | 77 | #------------------------------------------------------------------------------------------------- No newline at end of file |
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78 | 78 | No newline at end of file |
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79 | 79 | # Triple Gaussian No newline at end of file |
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80 | 80 | # a = np.array([3, 5, 2]); No newline at end of file |
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81 | 81 | # mu = np.array([-5.0/180*np.pi, 2.0/180*np.pi, 7.0/180*np.pi]); No newline at end of file |
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82 | 82 | # sig = np.array([2.0/180*np.pi, 1.5/180*np.pi, 0.3/180*np.pi]); No newline at end of file |
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83 | 83 | # b = 0; # background No newline at end of file |
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84 | 84 | No newline at end of file |
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85 | 85 | # Double Gaussian No newline at end of file |
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86 | 86 | # a = np.array([3, 5]); No newline at end of file |
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87 | 87 | # mu = np.array([-5.0/180*np.pi, 2.0/180*np.pi]); No newline at end of file |
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88 | 88 | # sig = np.array([2.0/180*np.pi, 1.5/180*np.pi]); No newline at end of file |
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89 | 89 | # b = 0; # background No newline at end of file |
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90 | 90 | No newline at end of file |
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91 | 91 | # Single Gaussian No newline at end of file |
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92 | 92 | a = np.array( [3] ) No newline at end of file |
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93 | 93 | mu = np.array( [-3.0/180*np.pi] ) No newline at end of file |
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94 | 94 | sig = np.array( [2.0/180*np.pi] ) No newline at end of file |
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95 | 95 | b = 0 No newline at end of file |
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96 | 96 | No newline at end of file |
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97 | 97 | # Empty matrices for factors No newline at end of file |
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98 | 98 | fact = np.zeros(shape=(Nt,1)) No newline at end of file |
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99 | 99 | factr = np.zeros(shape=(Nr,1)) No newline at end of file |
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100 | 100 | No newline at end of file |
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101 | 101 | # DFT Kernels No newline at end of file |
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102 | 102 | for i in range(0, a.size): No newline at end of file |
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103 | 103 | temp = (-(thetat-mu[i])**2/(sig[i]**2)) No newline at end of file |
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104 | 104 | tempr = (-(thetar-mu[i])**2/(sig[i]**2)) No newline at end of file |
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105 | 105 | for j in range(0, temp.size): No newline at end of file |
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106 | 106 | fact[j] = fact[j] + a[i]*np.exp(temp[j]); No newline at end of file |
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107 | 107 | for m in range(0, tempr.size): No newline at end of file |
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108 | 108 | factr[m] = factr[m] + a[i]*np.exp(tempr[m]); No newline at end of file |
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109 | 109 | No newline at end of file |
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110 | 110 | fact = fact + b; No newline at end of file |
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111 | 111 | factr = factr + b; No newline at end of file |
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112 | 112 | No newline at end of file |
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113 | 113 | # #------------------------------------------------------------------------------------------------- No newline at end of file |
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114 | 114 | # # Model for f: Square pulse No newline at end of file |
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115 | 115 | # #------------------------------------------------------------------------------------------------- No newline at end of file |
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116 | 116 | # for j in range(0, fact.size): No newline at end of file |
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117 | 117 | # if (theta > -5.0/180*np.pi and theta < 2.0/180*np.pi): No newline at end of file |
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118 | 118 | # fact[j] = 0 No newline at end of file |
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119 | 119 | # else: No newline at end of file |
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120 | 120 | # fact[j] = 1 No newline at end of file |
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121 | 121 | # for k in range(0, factr.size): No newline at end of file |
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122 | 122 | # if (thetar[k] > -5.0/180*np.pi and thetar[k] < 2/180*np.pi): No newline at end of file |
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123 | 123 | # factr[k] = 0 No newline at end of file |
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124 | 124 | # else: No newline at end of file |
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125 | 125 | # factr[k] = 1 No newline at end of file |
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126 | 126 | No newline at end of file |
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127 | 127 | # #------------------------------------------------------------------------------------------------- No newline at end of file |
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128 | 128 | # # Model for f: Triangle pulse No newline at end of file |
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129 | 129 | # #------------------------------------------------------------------------------------------------- No newline at end of file |
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130 | 130 | # mu = -1.0/180*np.pi; No newline at end of file |
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131 | 131 | # sig = 5.0/180*np.pi; No newline at end of file |
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132 | 132 | # wind1 = theta > mu-sig and theta < mu; No newline at end of file |
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133 | 133 | # wind2 = theta < mu+sig and theta > mu; No newline at end of file |
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134 | 134 | # fact = wind1 * (theta - (mu - sig)); No newline at end of file |
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135 | 135 | # factr = wind1 * (thetar - (mu - sig)); No newline at end of file |
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136 | 136 | # fact = fact + wind2 * (-(theta-(mu+sig))); No newline at end of file |
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137 | 137 | # factr = factr + wind2 * (-(thetar-(mu+sig))); No newline at end of file |
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138 | 138 | No newline at end of file |
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139 | 139 | No newline at end of file |
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140 | 140 | # fact = fact/(sum(fact)[0]*2*thbound/Nt); # normalize to integral(f)==1 No newline at end of file |
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141 | 141 | No newline at end of file |
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142 | 142 | I = sum(fact)[0]; No newline at end of file |
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143 | 143 | fact = fact/I; # normalize to sum(f)==1 No newline at end of file |
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144 | 144 | factr = factr/I; # normalize to sum(f)==1 No newline at end of file |
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145 | 145 | No newline at end of file |
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146 | 146 | # Plot Gaussian pulse(s) No newline at end of file |
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147 | 147 | plt.figure(2) No newline at end of file |
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148 | 148 | plt.plot(thetat, fact, 'r--') No newline at end of file |
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149 | 149 | plt.plot(thetar, factr, 'ro') No newline at end of file |
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150 | 150 | plt.draw() No newline at end of file |
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151 | 151 | No newline at end of file |
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152 | 152 | No newline at end of file |
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153 | 153 | #------------------------------------------------------------------------------------------------- No newline at end of file |
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154 | 154 | # Control the type and number of inversions with: No newline at end of file |
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155 | 155 | # SNRdBvec: the SNRs that will be used. No newline at end of file |
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156 | 156 | # NN: the number of trials for each SNR No newline at end of file |
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157 | 157 | #------------------------------------------------------------------------------------------------- No newline at end of file |
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158 | 158 | No newline at end of file |
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159 | 159 | #SNRdBvec = np.linspace(5,20,10); No newline at end of file |
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160 | 160 | SNRdBvec = np.array([15]); # 15 dB No newline at end of file |
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161 | 161 | NN = 1; # number of trials at each SNR No newline at end of file |
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162 | 162 | No newline at end of file |
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163 | 163 | # Statistics simulation (correlation, root mean square) No newline at end of file |
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164 | 164 | corr = np.zeros(shape=(4,SNRdBvec.size,NN)); # (method, SNR, trial) No newline at end of file |
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165 | 165 | corrc = np.zeros(shape=(4,SNRdBvec.size,NN)); # (method, SNR, trial) No newline at end of file |
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166 | 166 | rmse = np.zeros(shape=(4,SNRdBvec.size,NN)); # (method, SNR, trial) No newline at end of file |
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167 | 167 | No newline at end of file |
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168 | 168 | # For each SNR and trial No newline at end of file |
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169 | 169 | for snri in range(0, SNRdBvec.size): No newline at end of file |
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170 | 170 | SNRdB = SNRdBvec[snri]; No newline at end of file |
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171 | 171 | SNR = 10**(SNRdB/10.0); No newline at end of file |
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172 | 172 | No newline at end of file |
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173 | 173 | for Ni in range(0, NN): No newline at end of file |
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174 | 174 | # Calculate cross-correlation matrix (Fourier components of image) No newline at end of file |
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175 | 175 | # This is an inefficient way to do this. No newline at end of file |
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176 | 176 | No newline at end of file |
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177 | 177 | R = np.zeros(shape=(r.size, r.size), dtype=object); No newline at end of file |
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178 | 178 | No newline at end of file |
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179 | 179 | for i1 in range(0, r.size): No newline at end of file |
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180 | 180 | for i2 in range(0,r.size): No newline at end of file |
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181 | 181 | R[i1,i2] = np.dot(fact.T, np.exp(1j*k*np.dot((r[i1]-r[i2]),np.sin(thetat)))) No newline at end of file |
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182 | 182 | R[i1,i2] = sum(R[i1,i2]) No newline at end of file |
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183 | 183 | No newline at end of file |
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184 | 184 | # Add uncertainty No newline at end of file |
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185 | 185 | # This is an ad-hoc way of adding "noise". It models some combination of No newline at end of file |
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186 | 186 | # receiver noise and finite integration times. We could use a more No newline at end of file |
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187 | 187 | # advanced model (like in Yu et al 2000) in the future. No newline at end of file |
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188 | 188 | No newline at end of file |
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189 | 189 | # This is a way of adding noise while maintaining the No newline at end of file |
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190 | 190 | # positive-semi-definiteness of the matrix. No newline at end of file |
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191 | 191 | No newline at end of file |
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192 | 192 | U = linalg.cholesky(R.astype(complex), lower=False); # U'*U = R No newline at end of file |
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193 | 193 | No newline at end of file |
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194 | 194 | sigma_noise = (np.linalg.norm(U,'fro')/SNR); No newline at end of file |
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195 | 195 | No newline at end of file |
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196 | 196 | # temp1 = (-2*np.random.rand(U.shape[0], U.shape[1]) + 2) No newline at end of file |
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197 | 197 | # temp2 = 1j*(-2*np.random.rand(U.shape[0], U.shape[1]) + 2) No newline at end of file |
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198 | 198 | # temp3 = ((abs(U) > 0).astype(float)) # upper triangle of 1's No newline at end of file |
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199 | 199 | # temp4 = (sigma_noise * (temp1 + temp2))/np.sqrt(2.0) No newline at end of file |
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200 | 200 | # No newline at end of file |
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201 | 201 | # nz = np.multiply(temp4,temp3) No newline at end of file |
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202 | 202 | No newline at end of file |
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203 | 203 | nz = np.multiply( sigma_noise * (np.random.randn(U.shape[0]) + 1j*np.random.randn(U.shape[0]))/np.sqrt(2) , (abs(U) > 0).astype(float)); No newline at end of file |
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204 | 204 | No newline at end of file |
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205 | 205 | Unz = U + nz; No newline at end of file |
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206 | 206 | Rnz = np.dot(Unz.T.conj(),Unz); # the noisy version of R No newline at end of file |
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207 | 207 | plt.figure(3); No newline at end of file |
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208 | 208 | plt.pcolor(abs(Rnz)); No newline at end of file |
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209 | 209 | plt.colorbar(); No newline at end of file |
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210 | 210 | No newline at end of file |
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211 | 211 | #------------------------------------------------------------------------------------------------- No newline at end of file |
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212 | 212 | # Fourier Inversion No newline at end of file |
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213 | 213 | #------------------------------------------------------------------------------------------------- No newline at end of file |
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214 | 214 | f_fourier = np.zeros(shape=(Nr,1), dtype=complex); No newline at end of file |
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215 | 215 | No newline at end of file |
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216 | 216 | for i in range(0, thetar.size): No newline at end of file |
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217 | 217 | th = thetar[i]; No newline at end of file |
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218 | 218 | w = np.exp(1j*k*np.dot(r,np.sin(th))); No newline at end of file |
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219 | 219 | temp = np.dot(w.T.conj(),U) No newline at end of file |
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220 | 220 | f_fourier[i] = np.dot(temp, w); No newline at end of file |
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221 | 221 | No newline at end of file |
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222 | 222 | f_fourier = f_fourier.real; # get rid of numerical imaginary noise No newline at end of file |
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223 | 223 | No newline at end of file |
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224 | 224 | No newline at end of file |
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225 | 225 | #------------------------------------------------------------------------------------------------- No newline at end of file |
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226 | 226 | # Capon Inversion No newline at end of file |
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227 | 227 | #------------------------------------------------------------------------------------------------- No newline at end of file |
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228 | 228 | f_capon = np.zeros(shape=(Nr,1)); No newline at end of file |
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229 | 229 | No newline at end of file |
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230 | 230 | tic_capon = time.time(); No newline at end of file |
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231 | 231 | No newline at end of file |
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232 | 232 | for i in range(0, thetar.size): No newline at end of file |
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233 | 233 | th = thetar[i]; No newline at end of file |
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234 | 234 | w = np.exp(1j*k*np.dot(r,np.sin(th))); |
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235 | No newline at end of file | |
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235 | f_capon[i] = np.divide(1, ( np.dot( w.T.conj(), (linalg.solve(Rnz,w)) ) ).real) No newline at end of file | |
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236 | 236 | No newline at end of file |
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237 | 237 | toc_capon = time.time() No newline at end of file |
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238 | 238 | No newline at end of file |
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239 | 239 | elapsed_time_capon = toc_capon - tic_capon; No newline at end of file |
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240 | 240 | No newline at end of file |
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241 | 241 | f_capon = f_capon.real; # get rid of numerical imaginary noise No newline at end of file |
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242 | 242 | No newline at end of file |
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243 | 243 | No newline at end of file |
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244 | 244 | #------------------------------------------------------------------------------------------------- No newline at end of file |
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245 | 245 | # MaxEnt Inversion No newline at end of file |
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246 | 246 | #------------------------------------------------------------------------------------------------- No newline at end of file |
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247 | 247 | No newline at end of file |
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248 | 248 | # Create the appropriate sensing matrix (split into real and imaginary # parts) No newline at end of file |
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249 | 249 | M = (r.size-1)*(r.size); No newline at end of file |
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250 | 250 |
H |
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251 | 251 | Hr = np.zeros(shape=(M,Nr)); # approximate sensing matrix for reconstruction No newline at end of file |
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252 | 252 | No newline at end of file |
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253 | 253 | # Need to re-index our measurements from matrix R into vector g No newline at end of file |
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254 | 254 | g = np.zeros(shape=(M,1)); No newline at end of file |
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255 | 255 | gnz = np.zeros(shape=(M,1)); # noisy version of g No newline at end of file |
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256 | 256 | No newline at end of file |
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257 | 257 | # Triangular indexing to perform this re-indexing No newline at end of file |
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258 | 258 | T = np.ones(shape=(r.size,r.size)); No newline at end of file |
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259 | 259 | [i1v,i2v] = np.where(np.triu(T,1) > 0); # converts linear to triangular indexing No newline at end of file |
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260 | 260 | No newline at end of file |
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261 | 261 | # Build H No newline at end of file |
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262 | 262 |
for i |
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263 | 263 | for i2 in range(i1+1, r.size): No newline at end of file |
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264 | 264 | idx = np.where(np.logical_and((i1==i1v), (i2==i2v)))[0]; # kind of awkward No newline at end of file |
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265 | 265 |
idx |
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266 | 266 | idx2 = 2*idx+1; No newline at end of file |
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267 | 267 |
Hr[idx |
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268 | 268 |
H |
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269 | 269 |
Ht[idx |
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270 | 270 |
|
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271 | 271 |
g[idx |
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272 | 272 |
g[idx |
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273 | 273 |
gnz[idx |
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274 | 274 | gnz[idx2] = (Rnz[i1,i2]).imag*Nr/Nt; No newline at end of file |
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275 | 275 | No newline at end of file |
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276 | 276 | # Inversion No newline at end of file |
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277 | 277 | F = Nr/Nt; # normalization No newline at end of file |
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278 | 278 | sigma = 1; # set to 1 because the difference is accounted for in G No newline at end of file |
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279 | 279 | No newline at end of file |
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280 | 280 | G = np.linalg.norm(g-gnz)**2 ; # pretend we know in advance the actual value of chi^2 No newline at end of file |
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281 | 281 | lambda0 = 1e-5*np.ones(shape=(M,1)); # initial condition (can be set to anything) No newline at end of file |
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282 | 282 | No newline at end of file |
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283 | 283 | No newline at end of file |
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284 | 284 | # Whitened solution No newline at end of file |
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285 | 285 | def myfun(lambda1): No newline at end of file |
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286 | 286 | return y_hysell96(lambda1,gnz,sigma,F,G,Hr); No newline at end of file |
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287 | 287 | No newline at end of file |
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288 | 288 | No newline at end of file |
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289 | 289 | tic_maxEnt = time.time(); # start time maxEnt No newline at end of file |
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290 | 290 | No newline at end of file |
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291 | 291 | lambda1 = root(myfun,lambda0, method='krylov', tol=1e-14); No newline at end of file |
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292 | 292 | No newline at end of file |
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293 | 293 | toc_maxEnt = time.time() No newline at end of file |
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294 | 294 | elapsed_time_maxent = toc_maxEnt - tic_maxEnt; No newline at end of file |
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295 | 295 | No newline at end of file |
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296 | 296 | # Solution No newline at end of file |
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297 | 297 | lambda1 = lambda1.x; No newline at end of file |
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298 | 298 | No newline at end of file |
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299 | 299 |
|
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300 | 300 | ystar = myfun(lambda1); No newline at end of file |
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301 | 301 |
|
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302 | 302 | ep = np.multiply(-lambda1,sigma**2)/ (2*Lambda); |
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303 | No newline at end of file | |
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303 | es = np.dot(Hr, f_maxent) - gnz; # should be same as ep No newline at end of file | |
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304 | 304 | chi2 = np.sum((es/sigma)**2); No newline at end of file |
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305 | 305 | No newline at end of file |
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306 | 306 | No newline at end of file |
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307 | 307 | #------------------------------------------------------------------------------------------------- No newline at end of file |
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308 | 308 | # CS inversion using Iteratively Reweighted Least Squares (IRLS) No newline at end of file |
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309 | 309 | #------------------------------------------------------------------------------------------------- No newline at end of file |
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310 | 310 | # (Use Nr, thetar, gnz, and Hr from MaxEnt above) No newline at end of file |
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311 | 311 | No newline at end of file |
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312 | 312 | Psi = deb4_basis(Nr); |
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313 | ||
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314 | # ------------Remove this------------------------------------------- | |
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315 | # wavelet1 = pywt.Wavelet('db4') | |
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316 | # Phi, Psi, x = wavelet1.wavefun(level=3) | |
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317 | #------------------------------------------------------------------- No newline at end of file | |
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318 | 313 | No newline at end of file |
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319 | 314 | # add "sum to 1" constraint No newline at end of file |
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320 | 315 |
|
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321 | 316 | g2 = np.concatenate( (gnz, np.array([[Nr/Nt]])), axis=0 ); No newline at end of file |
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322 | 317 | No newline at end of file |
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323 | 318 | tic_cs = time.time(); No newline at end of file |
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324 | 319 | |
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325 | ||
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326 | # plt.figure(4) | |
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327 | # plt.imshow(Psi)#, interpolation='nearest') | |
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328 | # #plt.xticks([]); plt.yticks([]) | |
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329 | # plt.show() | |
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330 | No newline at end of file | |
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331 | 320 | # Inversion No newline at end of file |
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332 | 321 | s = irls_dn2(np.dot(H2,Psi),g2,0.5,G); No newline at end of file |
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333 | 322 | |
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323 | No newline at end of file | |
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334 | #print s No newline at end of file | |
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No newline at end of file | ||
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324 | No newline at end of file | |
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335 | 325 | No newline at end of file |
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336 | 326 | # Brightness function No newline at end of file |
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337 | 327 | f_cs = np.dot(Psi,s); No newline at end of file |
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338 | 328 | |
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329 | No newline at end of file | |
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339 | toc_cs = time.time() | |
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No newline at end of file | ||
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340 | elapsed_time_cs = toc_cs - tic_cs; No newline at end of file | |
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341 | 330 |
|
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342 | 331 | # Plot No newline at end of file |
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343 | 332 | plt.figure(4) No newline at end of file |
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344 | 333 |
plt.plot(theta |
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345 | 334 | plt.plot(thetat,fact,'k-'); No newline at end of file |
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346 | 335 |
|
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347 | 336 | No newline at end of file |
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348 | 337 | #------------------------------------------------------------------------------------------------- No newline at end of file |
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349 | 338 | # Scaling and shifting No newline at end of file |
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350 | 339 | # (Only necessary for Capon solution) No newline at end of file |
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351 | 340 | #------------------------------------------------------------------------------------------------- No newline at end of file |
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352 | 341 | f_capon = f_capon/np.max(f_capon)*np.max(fact); No newline at end of file |
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353 | 342 | No newline at end of file |
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354 | 343 | No newline at end of file |
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355 | 344 | #------------------------------------------------------------------------------------------------- No newline at end of file |
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356 | 345 | # Analyze stuff No newline at end of file |
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357 | 346 | #------------------------------------------------------------------------------------------------- No newline at end of file |
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358 | 347 | No newline at end of file |
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359 | 348 | # Calculate MSE No newline at end of file |
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360 | 349 |
rmse_ |
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361 | 350 |
rmse_ |
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362 | 351 |
rmse_ |
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363 | 352 | rmse_cs = np.sqrt(np.mean((f_cs - factr)**2)); No newline at end of file |
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364 | 353 | No newline at end of file |
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365 | 354 | No newline at end of file |
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366 | 355 |
relrmse_ |
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367 | 356 |
relrmse_ |
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368 | 357 |
relrmse_ |
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369 | 358 | relrmse_cs = rmse_cs / np.linalg.norm(fact); No newline at end of file |
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370 | 359 |
|
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371 | 360 | No newline at end of file |
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372 | 361 | # Calculate correlation No newline at end of file |
|
373 | 362 |
corr_ |
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374 | 363 |
corr_ |
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375 | 364 |
corr_ |
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376 | 365 | corr_cs = np.dot(f_cs.T.conj(),factr) / (np.linalg.norm(f_cs)*np.linalg.norm(factr)); No newline at end of file |
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377 | 366 | No newline at end of file |
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378 | 367 | No newline at end of file |
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379 | 368 | # Calculate centered correlation No newline at end of file |
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380 | 369 |
f |
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381 | 370 | f1 = f_fourier - np.mean(f_fourier); No newline at end of file |
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382 | 371 | No newline at end of file |
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383 | 372 | corrc_fourier = np.dot(f0.T.conj(),f1) / (np.linalg.norm(f0)*np.linalg.norm(f1)); No newline at end of file |
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384 | 373 | f1 = f_capon - np.mean(f_capon); No newline at end of file |
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385 | 374 | corrc_capon = np.dot(f0.T.conj(),f1) / (np.linalg.norm(f0)*np.linalg.norm(f1)); No newline at end of file |
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386 | 375 | f1 = f_maxent - np.mean(f_maxent); No newline at end of file |
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387 | 376 | corrc_maxent = np.dot(f0.T.conj(),f1) / (np.linalg.norm(f0)*np.linalg.norm(f1)); No newline at end of file |
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388 | 377 | f1 = f_cs - np.mean(f_cs); No newline at end of file |
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389 | 378 | corrc_cs = np.dot(f0.T.conj(),f1) / (np.linalg.norm(f0)*np.linalg.norm(f1)); No newline at end of file |
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390 | 379 | No newline at end of file |
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391 | 380 | No newline at end of file |
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392 | 381 | #------------------------------------------------------------------------------------------------- No newline at end of file |
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393 | 382 | # Plot stuff No newline at end of file |
|
394 | 383 | #------------------------------------------------------------------------------------------------- No newline at end of file |
|
395 | 384 | |
|
385 | No newline at end of file | |
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396 | #---- Capon---- No newline at end of file | |
|
397 | 386 |
plt. |
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398 | 387 | plt.subplot(3, 1, 1) No newline at end of file |
|
399 | 388 |
plt.plot(180/np.pi*theta |
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400 | 389 | plt.plot(180/np.pi*thetat,fact, 'k--', label='Truth') No newline at end of file |
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401 | 390 | plt.ylabel('Power (arbitrary units)') No newline at end of file |
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402 | 391 | plt.legend(loc='upper right') No newline at end of file |
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403 | 392 | No newline at end of file |
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404 | 393 | # formatting y-axis No newline at end of file |
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405 | 394 | locs,labels = plt.yticks() No newline at end of file |
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406 | 395 | plt.yticks(locs, map(lambda x: "%.1f" % x, locs*1e4)) No newline at end of file |
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407 | 396 | plt.text(0.0, 1.01, '1e-4', fontsize=10, transform = plt.gca().transAxes) No newline at end of file |
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408 | 397 |
|
|
409 | 398 | |
|
399 | No newline at end of file | |
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410 | #---- MaxEnt---- No newline at end of file | |
|
411 | 400 | plt.subplot(3, 1, 2) No newline at end of file |
|
412 | 401 |
plt.plot(180/np.pi*theta |
|
413 | 402 | plt.plot(180/np.pi*thetat,fact, 'k--', label='Truth') No newline at end of file |
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414 | 403 | plt.ylabel('Power (arbitrary units)') No newline at end of file |
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415 | 404 | plt.legend(loc='upper right') No newline at end of file |
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416 | 405 | No newline at end of file |
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417 | 406 | # formatting y-axis No newline at end of file |
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418 | 407 | locs,labels = plt.yticks() No newline at end of file |
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419 | 408 | plt.yticks(locs, map(lambda x: "%.1f" % x, locs*1e4)) No newline at end of file |
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420 | 409 | plt.text(0.0, 1.01, '1e-4', fontsize=10, transform = plt.gca().transAxes) No newline at end of file |
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421 | 410 | No newline at end of file |
|
422 | 411 | |
|
412 | No newline at end of file | |
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423 | #---- Compressed Sensing---- No newline at end of file | |
|
424 | 413 | plt.subplot(3, 1, 3) No newline at end of file |
|
425 | 414 |
plt.plot(180/np.pi*theta |
|
426 | 415 | plt.plot(180/np.pi*thetat,fact, 'k--', label='Truth') No newline at end of file |
|
427 | 416 | plt.ylabel('Power (arbitrary units)') No newline at end of file |
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428 | 417 | plt.legend(loc='upper right') No newline at end of file |
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429 | 418 | No newline at end of file |
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430 | 419 | # formatting y-axis No newline at end of file |
|
431 | 420 | locs,labels = plt.yticks() No newline at end of file |
|
432 | 421 | plt.yticks(locs, map(lambda x: "%.1f" % x, locs*1e4)) No newline at end of file |
|
433 | 422 | plt.text(0.0, 1.01, '1e-4', fontsize=10, transform = plt.gca().transAxes) No newline at end of file |
|
434 | 423 | |
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No newline at end of file | ||
|
435 | ||
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No newline at end of file | ||
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436 | # # PLOT PARA COMPRESSED SENSING | |
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437 | # # | |
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438 | # # subplot(3,1,3); | |
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439 | # # plot(180/pi*thetar,f_cs,'r-'); | |
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440 | # # hold on; | |
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No newline at end of file | ||
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441 | # # plot(180/pi*thetat,fact,'k--'); | |
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No newline at end of file | ||
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442 | # # hold off; | |
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No newline at end of file | ||
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443 | # # ylim([min(f_cs) 1.1*max(fact)]); | |
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444 | # # # title(sprintf('rel. RMSE: #.2e\tCorr: #.3f Corrc: #.3f', relrmse_cs, corr_cs, corrc_cs)); | |
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No newline at end of file | ||
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445 | # # # title 'Compressed Sensing - Debauchies Wavelets' | |
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No newline at end of file | ||
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446 | # # xlabel 'Degrees' | |
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447 | # # ylabel({'Power';'(arbitrary units)'}) | |
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No newline at end of file | ||
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448 | # # legend('Comp. Sens.','Truth'); | |
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No newline at end of file | ||
|
449 | # # | |
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450 | # # # set(gcf,'Position',[749 143 528 881]); # CSL | |
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451 | # # # set(gcf,'Position',[885 -21 528 673]); # macbook | |
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|
452 | # # pause(0.01); | |
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No newline at end of file | ||
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453 | ||
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No newline at end of file | ||
|
454 | No newline at end of file | |
|
455 | 424 | # # Store Results No newline at end of file |
|
456 | 425 |
corr[ |
|
457 | 426 |
corr[ |
|
458 | 427 |
corr[ |
|
459 | 428 | corr[3, snri, Ni] = corr_cs; No newline at end of file |
|
460 | 429 | No newline at end of file |
|
461 | 430 |
rmse[ |
|
462 | 431 |
rmse[ |
|
463 | 432 |
rmse[ |
|
464 | 433 | rmse[3,snri,Ni] = relrmse_cs; No newline at end of file |
|
465 | 434 | No newline at end of file |
|
466 | 435 |
corrc[ |
|
467 | 436 |
corrc[ |
|
468 | 437 |
corrc[ |
|
469 | 438 | corrc[3,snri,Ni] = corrc_cs; No newline at end of file |
|
470 | 439 | |
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440 | No newline at end of file | |
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471 | No newline at end of file | |
|
472 | 441 |
print ' |
|
473 | 442 |
print ' |
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443 | No newline at end of file | |
|
474 | print 'CS:\t',elapsed_time_cs, 'sec'; | |
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444 | No newline at end of file | |
|
475 | ||
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No newline at end of file | ||
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445 | No newline at end of file | |
|
476 | print (NN*(snri+1) + Ni), '/', (SNRdBvec.size*NN); | |
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446 | No newline at end of file | |
|
477 | ||
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No newline at end of file | ||
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447 | No newline at end of file | |
|
478 | print corr | |
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448 | No newline at end of file | |
|
479 | ||
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No newline at end of file | ||
|
449 | No newline at end of file | |
|
480 | print corr.shape | |
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450 | No newline at end of file | |
|
481 | ||
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No newline at end of file | ||
|
482 | ||
|
No newline at end of file | ||
|
483 | ## Analyze and plot statistics No newline at end of file | |
|
484 | 451 | No newline at end of file |
|
485 | 452 | metric = corr; # set this to rmse, corr, or corrc No newline at end of file |
|
486 | 453 | No newline at end of file |
|
487 | 454 | # Remove outliers (this part was experimental and wasn't used in the paper) No newline at end of file |
|
488 | 455 |
# |
|
489 | 456 |
# for i = 1: |
|
490 | 457 | # for snri = 1:length(SNRdBvec) No newline at end of file |
|
491 | 458 |
# |
|
492 | 459 |
# |
|
493 | 460 |
# |
|
494 | 461 |
# |
|
495 | 462 | # if sum(idx)>0 No newline at end of file |
|
496 | 463 | # fprintf('i=%i, snr=%i, %i/%i pts removed\n',... No newline at end of file |
|
497 | 464 | # i,round(SNRdBvec(snri)),sum(idx),length(idx)); No newline at end of file |
|
498 | 465 |
# |
|
499 | 466 |
# |
|
500 | 467 |
|
|
501 | 468 | No newline at end of file |
|
502 | 469 |
|
|
470 | No newline at end of file | |
|
503 | def nanmean(data, **args): | |
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No newline at end of file | ||
|
471 | No newline at end of file | |
|
504 | return numpy.ma.filled(numpy.ma.masked_array(data,numpy.isnan(data)).mean(**args), fill_value=numpy.nan) | |
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No newline at end of file | ||
|
472 | No newline at end of file | |
|
505 | ||
|
No newline at end of file | ||
|
473 | No newline at end of file | |
|
506 | # ave = np.zeros(shape=(4)) | |
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474 | No newline at end of file | |
|
507 | # | |
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475 | No newline at end of file | |
|
508 | # ave[0] = nanmean(metric, axis=0); | |
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476 | No newline at end of file | |
|
509 | # ave[1] = nanmean(metric, axis=1); | |
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477 | No newline at end of file | |
|
510 | # ave[2] = nanmean(metric, axis=2); | |
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No newline at end of file | ||
|
511 | # ave[3] = nanmean(metric, axis=3); | |
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No newline at end of file | ||
|
512 | ||
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No newline at end of file | ||
|
513 | #print ave No newline at end of file | |
|
514 | 478 | plt.figure(6); |
|
479 | No newline at end of file | |
|
515 | f = plt.scatter(SNRdBvec, corr[0], marker='+', color='b', s=60); # Fourier | |
|
No newline at end of file | ||
|
480 | No newline at end of file | |
|
516 | c = plt.scatter(SNRdBvec, corr[1], marker='o', color= 'c', s=60); # Capon | |
|
No newline at end of file | ||
|
481 | No newline at end of file | |
|
517 | me= plt.scatter(SNRdBvec, corr[2], marker='s', color= 'y', s=60); # MaxEnt | |
|
No newline at end of file | ||
|
482 | No newline at end of file | |
|
518 | cs= plt.scatter(SNRdBvec, corr[3], marker='*', color='r', s=60); # Compressed Sensing | |
|
No newline at end of file | ||
|
519 | No newline at end of file | |
|
520 | 483 | No newline at end of file |
|
521 | 484 | plt.legend((f,c,me,cs),('Fourier','Capon', 'MaxEnt', 'Comp. Sens.'),scatterpoints=1, loc='upper right') No newline at end of file |
|
522 | 485 | plt.xlabel('SNR') No newline at end of file |
|
523 | 486 | plt.ylabel('Correlation with Truth') No newline at end of file |
|
524 | 487 | No newline at end of file |
|
488 | print "--------Correlations--------" | |
|
No newline at end of file | ||
|
489 | print "Fourier:", ave[0] | |
|
No newline at end of file | ||
|
490 | print "Capon:\t", ave[1] | |
|
No newline at end of file | ||
|
491 | print "MaxEnt:\t", ave[2] | |
|
No newline at end of file | ||
|
492 | print "CS:\t", ave[3] | |
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493 | No newline at end of file | |
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525 | 494 | plt.show() No newline at end of file |
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526 | 495 | No newline at end of file |
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527 | 496 |
@@ -1,41 +1,40 | |||
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1 | 1 | ''' No newline at end of file |
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2 | 2 | Created on May 26, 2014 No newline at end of file |
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3 | 3 | No newline at end of file |
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4 | 4 | @author: Yolian Amaro No newline at end of file |
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5 | 5 | ''' No newline at end of file |
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6 | 6 | |
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No newline at end of file | ||
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7 | import numpy as np No newline at end of file | |
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8 | 7 | from FSfarras import * No newline at end of file |
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9 | 8 | from dualfilt1 import * No newline at end of file |
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10 | 9 | from dualtree import * No newline at end of file |
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11 | 10 | from idualtree import * No newline at end of file |
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12 | 11 | No newline at end of file |
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13 | 12 | # Debauchie 4 Wavelet No newline at end of file |
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14 | 13 | def deb4_basis(N): No newline at end of file |
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15 | 14 | No newline at end of file |
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16 | 15 | Psi = np.zeros(shape=(N,2*N+1)); No newline at end of file |
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17 | 16 | idx = 0; No newline at end of file |
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18 | 17 | J = 4; No newline at end of file |
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19 | 18 | [Faf, Fsf] = FSfarras(); No newline at end of file |
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20 | 19 | [af, sf] = dualfilt1(); No newline at end of file |
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21 | 20 | No newline at end of file |
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22 | 21 | # compute transform of zero vector No newline at end of file |
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23 | 22 | x = np.zeros(shape=(1,N)); No newline at end of file |
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24 | 23 | w = dualtree(x, J, Faf, af); No newline at end of file |
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25 | 24 | No newline at end of file |
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26 | 25 | No newline at end of file |
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27 | 26 | # Uses both real and imaginary wavelets No newline at end of file |
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28 | 27 | for i in range (0, J+1): No newline at end of file |
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29 | 28 | for j in range (0, 2): No newline at end of file |
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30 | 29 | for k in range (0, (w[i][j]).size): No newline at end of file |
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31 | 30 | w[i][j][0,k] = 1; No newline at end of file |
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32 | 31 | y = idualtree(w, J, Fsf, sf); No newline at end of file |
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33 | 32 | w[i][j][0,k] = 0; No newline at end of file |
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34 | 33 | # store it No newline at end of file |
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35 | 34 | Psi[:,idx] = y.T.conj(); No newline at end of file |
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36 | 35 | idx = idx + 1; No newline at end of file |
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37 | 36 | No newline at end of file |
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38 | 37 | # Add uniform vector (seems to be useful if there's a background No newline at end of file |
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39 | 38 | Psi[:,2*N] = 1/np.sqrt(N); No newline at end of file |
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40 | 39 | No newline at end of file |
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41 | 40 | return Psi No newline at end of file |
@@ -1,94 +1,70 | |||
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1 | 1 | ''' No newline at end of file |
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2 | 2 | Created on May 27, 2014 No newline at end of file |
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3 | 3 | No newline at end of file |
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4 | 4 | @author: Yolian Amaro No newline at end of file |
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5 | 5 | ''' No newline at end of file |
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6 | 6 | |
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No newline at end of file | ||
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7 | #from scipy.sparse import eye No newline at end of file | |
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8 | 7 | from scipy import linalg No newline at end of file |
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9 | 8 | import scipy.sparse as sps No newline at end of file |
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10 | 9 | import numpy as np No newline at end of file |
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11 | 10 | from numpy.linalg import norm No newline at end of file |
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12 | 11 | No newline at end of file |
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13 | 12 | def irls_dn(A,b,p,lambda1): No newline at end of file |
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14 | 13 | No newline at end of file |
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15 | 14 | No newline at end of file |
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16 | 15 | # Minimize lambda*||u||_p + ||A*u-b||_2, 0 < p <= 1 No newline at end of file |
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17 | 16 | # using Iterative Reweighted Least Squares No newline at end of file |
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18 | 17 | # (see http://math.lanl.gov/Research/Publications/Docs/chartrand-2008-iteratively.pdf No newline at end of file |
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19 | 18 | # and http://web.eecs.umich.edu/~aey/sparse/sparse11.pdf) No newline at end of file |
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20 | 19 | No newline at end of file |
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21 | 20 | # Note to self: I found that "warm-starting" didn't really help too much. No newline at end of file |
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22 | 21 | No newline at end of file |
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23 | 22 | [M,N] = A.shape; No newline at end of file |
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24 | 23 | # Initialize and precompute: No newline at end of file |
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25 | 24 | eps = 1e-2; # damping parameter No newline at end of file |
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26 | 25 | No newline at end of file |
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27 | 26 | [Q,R] = linalg.qr(A.T.conj(), mode='economic'); No newline at end of file |
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28 | 27 | No newline at end of file |
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29 | 28 | No newline at end of file |
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30 | 29 | c = linalg.solve(R.T.conj(),b); # will be used later also No newline at end of file |
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31 | 30 | u = np.dot(Q,c); # minimum 2-norm solution No newline at end of file |
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32 | 31 | I = sps.eye(M); No newline at end of file |
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33 | 32 | No newline at end of file |
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34 | 33 | # Temporary N x N matrix No newline at end of file |
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35 | 34 | temp = np.zeros(shape=(N,N)) |
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36 | ||
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37 | #---------- not needed, defined above-------------- | |
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38 | # Spacing of floating point numbers | |
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39 | #eps = np.spacing(1) | |
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40 | #-------------------------------------------------- No newline at end of file | |
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41 | 35 | No newline at end of file |
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42 | 36 | # Loop until damping parameter is small enough No newline at end of file |
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43 | 37 | while (eps > 1e-7): No newline at end of file |
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44 | 38 | epschange = 0; No newline at end of file |
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45 | 39 | # Loop until it's time to change eps No newline at end of file |
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46 | 40 | while (not(epschange)): No newline at end of file |
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47 | 41 | # main loop No newline at end of file |
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48 | 42 | # u_n = W*A'*(A*W*A'+ lambda*I)^-1 * b No newline at end of file |
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49 | 43 | # where W = diag(1/w) No newline at end of file |
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50 | 44 | # where w = (u.^2 + eps).^(p/2-1) No newline at end of file |
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51 | 45 | No newline at end of file |
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52 | 46 | # Update No newline at end of file |
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53 | 47 | w = (u**2 + eps)**(1-p/2.0); |
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54 | ||
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55 | # #---- Very inefficient- REMOVE THIS PART------ | |
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56 | # k = 0 | |
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57 | # # Sparse matrix | |
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58 | # for i in range (0, N): | |
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59 | # for j in range (0,N): | |
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60 | # if(i==j): | |
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61 | # temp[i,j] = w[k] | |
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62 | # k = k+1 | |
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63 | #-------------------------------------------------- | |
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64 | No newline at end of file | |
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65 | 48 | np.fill_diagonal(temp, w) |
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66 | #----------------------------------------------- No newline at end of file | |
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67 | 49 | No newline at end of file |
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68 | 50 | # Compressed Sparse Matrix No newline at end of file |
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69 | 51 | W = sps.csr_matrix(temp); #Compressed Sparse Row matrix No newline at end of file |
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70 | 52 | No newline at end of file |
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71 | 53 | No newline at end of file |
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72 | 54 | WAT = W*A.T.conj(); |
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73 | ||
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74 | #print "WAT", WAT.shape | |
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75 | #print "np.dot(A,WAT)", np.dot(A,WAT).shape | |
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76 | #print "np.dot(lambda1,I)", np.dot(lambda1,I).shape | |
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77 | #print "linalg.solve((np.dot(A,WAT) + np.dot(lambda1,I)), b)", linalg.solve((np.dot(A,WAT) + np.dot(lambda1,I)), b).shape No newline at end of file | |
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78 | 55 | No newline at end of file |
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79 | 56 | u_new = np.dot(WAT , linalg.solve((np.dot(A,WAT) + np.dot(lambda1,I)), b)); No newline at end of file |
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80 | 57 | No newline at end of file |
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81 | 58 | # See if this subproblem is converging No newline at end of file |
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82 | 59 | delu = norm(u_new-u)/norm(u); No newline at end of file |
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83 | 60 | epschange = delu < (np.sqrt(eps)/100.0); No newline at end of file |
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84 | 61 | No newline at end of file |
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85 | 62 |
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86 | 63 |
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87 | 64 | No newline at end of file |
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88 | 65 | No newline at end of file |
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89 | 66 | eps = eps/10.0; # decrease eps No newline at end of file |
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90 | 67 | No newline at end of file |
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91 | 68 | return u No newline at end of file |
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92 | 69 | No newline at end of file |
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93 | 70 | No newline at end of file |
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94 | 71 |
|
@@ -1,74 +1,53 | |||
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1 | 1 | ''' No newline at end of file |
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2 | 2 | Created on May 30, 2014 No newline at end of file |
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3 | 3 | No newline at end of file |
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4 | 4 | @author: Yolian Amaro No newline at end of file |
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5 | 5 | ''' No newline at end of file |
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6 | 6 | No newline at end of file |
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7 | 7 | from irls_dn import * |
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8 | No newline at end of file | |
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8 | from scipy.optimize import fsolve | |
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9 | import numpy as np | |
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10 | from scipy.optimize import * | |
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11 | from dogleg import * | |
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12 | from numpy.linalg import norm | |
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13 | ||
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14 | import matplotlib.pyplot as plt No newline at end of file | |
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15 | 9 | No newline at end of file |
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16 | 10 | def irls_dn2(A,b,p,G): No newline at end of file |
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17 | 11 | No newline at end of file |
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18 | 12 | # Minimize ||u||_p subject to ||A*u-b||_2^2 <= G (0 < p <= 1) No newline at end of file |
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19 | 13 | No newline at end of file |
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20 | 14 | # What this function actually does is finds the lambda1 so that the solution No newline at end of file |
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21 | 15 | # to the following problem satisfies ||A*u-b||_2^2 <= G: No newline at end of file |
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22 | 16 | # Minimize lambda1*||u||_p + ||A*u-b||_2 No newline at end of file |
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23 | 17 | No newline at end of file |
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24 | 18 | # Start with a large lambda1, and do a line search until fidelity <= G. No newline at end of file |
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25 | 19 | # (Inversions with large lambda1 are really fast anyway). No newline at end of file |
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26 | 20 | No newline at end of file |
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27 | 21 | # Then spin up fsolve to localize the root even better No newline at end of file |
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28 | 22 | No newline at end of file |
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29 | 23 | # Line Search No newline at end of file |
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30 | 24 | No newline at end of file |
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31 | 25 | alpha = 2.0; # Line search parameter No newline at end of file |
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32 | 26 | lambda1 = 1e5; # What's a reasonable but safe initial guess? No newline at end of file |
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33 | 27 | u = irls_dn(A,b,p,lambda1); |
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28 | No newline at end of file | |
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34 | #print "u\n", u No newline at end of file | |
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35 | 29 | No newline at end of file |
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36 | 30 | fid = norm(np.dot(A,u)-b)**2; No newline at end of file |
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37 | 31 | No newline at end of file |
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38 | 32 | print '----------------------------------\n'; No newline at end of file |
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39 | 33 | No newline at end of file |
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40 | 34 | while (fid >= G): No newline at end of file |
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41 | 35 | lambda1 = lambda1 / alpha; # Balance between speed and accuracy No newline at end of file |
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42 | 36 | u = irls_dn(A,b,p,lambda1); No newline at end of file |
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43 | 37 | fid = norm(np.dot(A,u)-b)**2; |
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38 | No newline at end of file | |
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44 | print 'lambda = %2e \t' % lambda1, '||A*u-b||^2 = %.1f\n' % fid; | |
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No newline at end of file | ||
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45 | #print u No newline at end of file | |
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46 | 39 | No newline at end of file |
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47 | 40 | # Refinement using fzero/ brentq |
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No newline at end of file | ||
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48 | lambda0 = np.array([lambda1,lambda1*alpha]); # interval with zero-crossing No newline at end of file | |
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49 | 41 | No newline at end of file |
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42 | lambda0 = np.array([lambda1,lambda1*alpha]); # interval with zero-crossing No newline at end of file | |
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50 | 43 |
|
|
51 | 44 | def myfun(lambda1): |
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45 | No newline at end of file | |
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52 | temp1 = np.dot(A, irls_dn(A,b,p,lambda1)) | |
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53 | temp2 = norm(temp1-b) | |
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54 | temp3 = temp2**2-G | |
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55 | #return np.linalg.norm(np.dot(A, irls_dn(A,b,p,lambda1)) - b)**2 - G; | |
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56 | return temp3 No newline at end of file | |
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57 | 46 | |
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47 | No newline at end of file | |
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58 | print "tolerancia=", 0.01*lambda1 | |
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59 | ||
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60 | #lambda1 = root(myfun, lambda1, method='krylov', tol=0.01*lambda1); | |
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61 | #lambda1 = lambda1.x | |
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62 | ||
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63 | print "lambda0[0]", lambda0[0] | |
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64 | print "lambda0[1]", lambda0[1] | |
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65 | No newline at end of file | |
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66 | 48 | lambda1 = brentq(myfun, lambda0[0], lambda0[1], xtol=0.01*lambda1) |
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67 | ||
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No newline at end of file | ||
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68 | print "lambda final=", lambda1 No newline at end of file | |
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69 | 49 | No newline at end of file |
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70 | 50 | u = irls_dn(A,b,p,lambda1); No newline at end of file |
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71 | 51 | No newline at end of file |
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72 | 52 | No newline at end of file |
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73 | 53 | return u; No newline at end of file |
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74 | 54 |
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@@ -1,64 +1,63 | |||
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1 | 1 | ''' No newline at end of file |
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2 | 2 | Created on Jun 5, 2014 No newline at end of file |
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3 | 3 | No newline at end of file |
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4 | 4 | @author: Yolian Amaro No newline at end of file |
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5 | 5 | ''' No newline at end of file |
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6 | 6 | |
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7 | No newline at end of file | |
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7 | from multirate import * | |
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No newline at end of file | ||
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8 | import numpy as np No newline at end of file | |
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9 | 8 | from cshift import * No newline at end of file |
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10 | 9 | No newline at end of file |
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11 | 10 | def sfb(lo, hi, sf): No newline at end of file |
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12 | 11 | No newline at end of file |
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13 | 12 | # Synthesis filter bank No newline at end of file |
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14 | 13 | # No newline at end of file |
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15 | 14 | # USAGE: No newline at end of file |
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16 | 15 | # y = sfb(lo, hi, sf) No newline at end of file |
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17 | 16 | # INPUT: No newline at end of file |
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18 | 17 | # lo - low frqeuency input No newline at end of file |
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19 | 18 | # hi - high frequency input No newline at end of file |
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20 | 19 | # sf - synthesis filters No newline at end of file |
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21 | 20 | # sf(:, 1) - lowpass filter (even length) No newline at end of file |
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22 | 21 | # sf(:, 2) - highpass filter (even length) No newline at end of file |
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23 | 22 | # OUTPUT: No newline at end of file |
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24 | 23 | # y - output signal No newline at end of file |
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25 | 24 | # See also afb No newline at end of file |
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26 | 25 | # No newline at end of file |
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27 | 26 | # WAVELET SOFTWARE AT POLYTECHNIC UNIVERSITY, BROOKLYN, NY No newline at end of file |
|
28 | 27 | # http://taco.poly.edu/WaveletSoftware/ No newline at end of file |
|
29 | 28 | No newline at end of file |
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30 | 29 | N = 2*lo.size; No newline at end of file |
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31 | 30 | L = sf.size/2; No newline at end of file |
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32 | 31 | No newline at end of file |
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33 | 32 | # Need to change format for upfirdn funct: No newline at end of file |
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34 | 33 | lo = lo.T.conj() No newline at end of file |
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35 | 34 | lo = lo.reshape(lo.size) No newline at end of file |
|
36 | 35 | No newline at end of file |
|
37 | 36 | #print 'sfb hi', hi No newline at end of file |
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38 | 37 | No newline at end of file |
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39 | 38 | # Need to change format for upfirdn funct: No newline at end of file |
|
40 | 39 | hi = hi.T.conj() No newline at end of file |
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41 | 40 | hi = hi.reshape(hi.size) No newline at end of file |
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42 | 41 | No newline at end of file |
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43 | 42 | #hi = hi.reshape(1, hi.size) No newline at end of file |
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44 | 43 | No newline at end of file |
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45 | 44 | No newline at end of file |
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46 | 45 | lo = upfirdn(lo, sf[:,0], 2, 1); No newline at end of file |
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47 | 46 | hi = upfirdn(hi, sf[:,1], 2, 1); No newline at end of file |
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48 | 47 | No newline at end of file |
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49 | 48 | lo = lo[0:lo.size-1] No newline at end of file |
|
50 | 49 | hi = hi[0:hi.size-1] No newline at end of file |
|
51 | 50 | No newline at end of file |
|
52 | 51 | y = lo + hi; No newline at end of file |
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53 | 52 | y[0:L-2] = y[0:L-2] + y[N+ np.arange(0,L-2)]; #CHECK IF ARANGE IS CORRECT No newline at end of file |
|
54 | 53 | y = y[0:N]; No newline at end of file |
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55 | 54 | No newline at end of file |
|
56 | 55 | #print 'y en sbf\n', y.shape No newline at end of file |
|
57 | 56 | No newline at end of file |
|
58 | 57 | y = y.reshape(1, y.size) No newline at end of file |
|
59 | 58 | #print 'y en sbf\n', y.shape No newline at end of file |
|
60 | 59 | No newline at end of file |
|
61 | 60 | y = cshift(y, 1-L/2); No newline at end of file |
|
62 | 61 | No newline at end of file |
|
63 | 62 | return y; No newline at end of file |
|
64 | 63 | No newline at end of file |
@@ -1,32 +1,31 | |||
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1 | 1 | ''' No newline at end of file |
|
2 | 2 | Created on May 22, 2014 No newline at end of file |
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3 | 3 | No newline at end of file |
|
4 | 4 | @author: Yolian Amaro No newline at end of file |
|
5 | 5 | ''' No newline at end of file |
|
6 | 6 | |
|
No newline at end of file | ||
|
7 | import numpy as np No newline at end of file | |
|
8 | 7 | from modelf import * No newline at end of file |
|
9 | 8 | No newline at end of file |
|
10 | 9 | def y_hysell96(lambda1,g,sigma,F,G,H): No newline at end of file |
|
11 | 10 | # Y_HYSELL96 Implements set of nonlinear equations to solve Hysell96 MaxEnt No newline at end of file |
|
12 | 11 | # y(lambda) = 0 No newline at end of file |
|
13 | 12 | # decision variables: lambda No newline at end of file |
|
14 | 13 | # g: data No newline at end of file |
|
15 | 14 | # sigma: uncertainties (length of g) No newline at end of file |
|
16 | 15 | # F: sum(f) No newline at end of file |
|
17 | 16 | # G: desired value for chi^2 No newline at end of file |
|
18 | 17 | # H: linear operator mapping image (f) to data (g) No newline at end of file |
|
19 | 18 | # This function is a helper function that returns 0 when a value of lambda No newline at end of file |
|
20 | 19 | # is chosen that satisfies the equations. No newline at end of file |
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21 | 20 | No newline at end of file |
|
22 | 21 | # model for f No newline at end of file |
|
23 | 22 | f = modelf(lambda1, H,F); No newline at end of file |
|
24 | 23 | No newline at end of file |
|
25 | 24 | # solve for Lambda and e No newline at end of file |
|
26 | 25 | Lambda = np.sqrt(np.sum(np.multiply(lambda1**2,sigma**2))/(4*G)); # positive root (right?) No newline at end of file |
|
27 | 26 | e = np.multiply(-lambda1,sigma**2) / (2*Lambda); No newline at end of file |
|
28 | 27 | No newline at end of file |
|
29 | 28 | # measurement equation No newline at end of file |
|
30 | 29 | y = g + e - np.dot(H, f); No newline at end of file |
|
31 | 30 | No newline at end of file |
|
32 | 31 | return y No newline at end of file |
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