mxne_optim.py 文件源码

def tf_lipschitz_constant(M, G, phi, phiT, tol=1e-3, verbose=None):
    """Compute lipschitz constant for FISTA

    It uses a power iteration method.
    """
    n_times = M.shape[1]
    n_points = G.shape[1]
    iv = np.ones((n_points, n_times), dtype=np.float)
    v = phi(iv)
    L = 1e100
    for it in range(100):
        L_old = L
        logger.info('Lipschitz estimation: iteration = %d' % it)
        iv = np.real(phiT(v))
        Gv = np.dot(G, iv)
        GtGv = np.dot(G.T, Gv)
        w = phi(GtGv)
        L = np.max(np.abs(w))  # l_inf norm
        v = w / L
        if abs((L - L_old) / L_old) < tol:
            break
    return L