linear_operators.iterative.dli.DoubleLoopAlgorithm

Class DoubleLoopAlgorithm

object --+ | algorithms.Algorithm --+ | DoubleLoopAlgorithm

A class implementing the double loop algorithm. Parameters ---------- model : LinearOperator Linear model linking data and unknowns. data : ndarray Data. prior : LinearOperator Prior. tau : ndarray (optional) Parameters of the Laplace potential on priors coefficients. sigma : float (optional) Likelihood standard deviation. lanczos : dict Keyword arguments of the Lanczos decomposition. fmin_args : dict Keyword arguments of the function minimization.

Instance Methods

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__init__(self, model, data, prior, noise_covariance=None, tau=None, sigma=1.0, optimizer=<class 'linear_operators.iterative.optimize.FminSLSQP'>, lanczos={}, fmin_args={}, callback=default_callback, stop_condition=default_stop)
x.__init__(...) initializes x; see help(type(x)) for signature source code

initialize(self)
Set parameters to initial values.

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iterate(self)
Perform one iteration and returns current solution.

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outer(self)
Outer loop : Lanczos approximation.

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update_inv_cov(self)

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update_inv_cov_approx(self)

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update_z(self)

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update_g_star(self)

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inner(self)
Inner loop : Penalized minimization.

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update_current_solution(self)

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update_gamma(self)

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update_inv_gamma(self)

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Inherited from algorithms.Algorithm: __call__, at_exit, callback, cont

Inherited from object: __delattr__, __format__, __getattribute__, __hash__, __new__, __reduce__, __reduce_ex__, __repr__, __setattr__, __sizeof__, __str__, __subclasshook__