def solve(self, x, w):
# Check that w is a vector or a nx1 matrix
if w.ndim == 2:
assert(w.shape[1] == 1)
elif w.dim == 1:
w = w.reshape(w.shape[0], 1)
A_smooth = (self.Dm - self.Dn.dot(self.grid.blur(self.Dn)))
w_splat = self.grid.splat(w)
A_data = diags(w_splat[:,0], 0)
A = self.params["lam"] * A_smooth + A_data
xw = x * w
b = self.grid.splat(xw)
# Use simple Jacobi preconditioner
A_diag = np.maximum(A.diagonal(), self.params["A_diag_min"])
M = diags(1 / A_diag, 0)
# Flat initialization
y0 = self.grid.splat(xw) / w_splat
yhat = np.empty_like(y0)
for d in xrange(x.shape[-1]):
yhat[..., d], info = cg(A, b[..., d], x0=y0[..., d], M=M, maxiter=self.params["cg_maxiter"], tol=self.params["cg_tol"])
xhat = self.grid.slice(yhat)
return xhat
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