Package linear_operators :: Package iterative :: Module dli :: Class DoubleLoopAlgorithm
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Class DoubleLoopAlgorithm

source code

          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 [hide private]
 
__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.
source code
 
iterate(self)
Perform one iteration and returns current solution.
source code
 
outer(self)
Outer loop : Lanczos approximation.
source code
 
update_inv_cov(self) source code
 
update_inv_cov_approx(self) source code
 
update_z(self) source code
 
update_g_star(self) source code
 
inner(self)
Inner loop : Penalized minimization.
source code
 
update_current_solution(self) source code
 
update_gamma(self) source code
 
update_inv_gamma(self) source code

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__

Properties [hide private]

Inherited from object: __class__

Method Details [hide private]

__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)
(Constructor)

source code 

x.__init__(...) initializes x; see help(type(x)) for signature

Overrides: object.__init__
(inherited documentation)

initialize(self)

source code 

Set parameters to initial values.

Overrides: algorithms.Algorithm.initialize

iterate(self)

source code 

Perform one iteration and returns current solution.

Overrides: algorithms.Algorithm.iterate
(inherited documentation)