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linop_subsample.m
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linop_subsample.m
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function op = linop_subsample( sz, omega, SYMMETRIC )
%LINOP_SUBSAMPLE Subsampling linear operator.
%OP = LINOP_SUBSAMPLE( SZ, OMEGA )
% vector and matrix subsampling. Depending on SZ and OMEGA,
% this can do row-sampling (e.g. a partial FFT)
% or it can sample specific entries of a matrix (e.g. matrix completion)
% To specify matrix subsampling, set sz = { [n1,n2], [length(omega),1] }
% where the input matrix has size n1 x n2
%
%OP = LINOP_SUBSAMPLE( OMEGA )
% works if OMEGA is a sparse matrix, whose nonzero entries
% specify the entries to sample.
%
%OP = LINOP_SUBSAMPLE( ..., SYMMETRIC )
% If SYMMETRIC is true, then
% forces the domain to be the space of symmetric matrices
%
% Example with FFT:
% FFT = linop_handles([N,N], @(x)fft(x)/sqrt(N), @(x)sqrt(N)*real(ifft(x)) ,'R2C');
% and to make a row sub-sampled FFT (M <= N):
% rows = randperm(M);
% A = linop_compose( linop_subsample([M,N], rows ), FFT );
% Designed to be used with a fft or dct
% Do we need a separate oversampling version?
% Also, make linop_DCT and linop_FFT ?
% The reason we might want this is that for linop_FFT,
% people will probably use idct as the transpose -- this is not
% correct, due to scaling
% Help documentation: TBD
% Constructs a TFOCS-compatible linear operator from separate function
% handles that compute the forward and adjoint operations. The first
% argument, SZ, gives the size of the linear operator; and the forward
% and adjoint handles are AF and AT, respectively.
%
% If the inputs and outputs are simple vectors, then SZ can take the
% standard Matlab form [N,M], where N is the input length and M is the
% output length. If the input or output is a matrix or array, then SZ
% should take the form { S_in, S_out }, where S_in is the size of the
% input and S_out is the size of the output.
%
error(nargchk(1,3,nargin));
if nargin < 3
SYMMETRIC = false;
end
if nargin == 1
omega = sz;
sz = { size(omega), [nnz(omega),1] };
elseif nargin ==2 && issparse(sz)
SYMMETRIC = omega;
omega = sz;
sz = { size(omega), [nnz(omega),1] };
end
if numel( sz ) ~= 2,
error( 'Size must have two elements.' );
elseif isnumeric( sz ),
sz = { [sz(2),1], [sz(1),1] };
elseif ~isa( sz, 'cell' ),
error( 'Invalid operator size specification.' );
end
dom = sz{1};
n1 = dom(1); n2 = dom(2);
ran = sz{2};
% There are several possibilities. Let x be a point in the domain
%{
x is a vector. Then omega should be a vector.
We return x(omega), resp.
x is a matrix.
omega is a vector
This is ambiguous: does the user want x(omega,:) or x(omega)?
omega is a matrix with 2 columns, then assume it is [I,J]
We convert it to linear indices.
omega is a general matrix, more than 2 columns
Not sure what the user means; report an error.
omega is a sparse matrix
We find it's entries, and use those
%}
if n2 == 1
% x is a vector, not a matrix. Simple.
% op = @(x,mode) linop_subsample_vector( sz, omega, x, mode );
% Allow it to vectorize along rows:
op = @(x,mode) linop_subsample_row( sz, omega, x, mode );
else
% trickier case.
if issparse(omega)
ind = find(omega);
[I,J] = ind2sub( sz{1}, ind );
% op = @(x,mode) linop_subsample_matrix( sz, ind, I, J, SYMMETRIC, x, mode );
elseif isvector(omega)
ind = omega;
[I,J] = ind2sub( sz{1}, ind );
% op = @(x,mode) linop_subsample_matrix( sz, omega, SYMMETRIC,x, mode );
elseif size(omega,2) == 2
ind = sub2ind( sz{1}, omega(:,1), omega(:,2) );
I = omega(:,1);
J = omega(:,2);
% op = @(x,mode) linop_subsample_matrix( sz, ind, SYMMETRIC,x, mode );
else
error('omega is not an acceptable size; perhaps you meant it to be sparse?');
end
% Make sure 'ind' is a column vector
ind = ind(:);
op = @(x,mode) linop_subsample_matrix( sz, ind, I, J, SYMMETRIC, x, mode );
end
function y = linop_subsample_vector(sz, omega, x, mode )
switch mode,
case 0, y = sz;
case 1,
if ~isequal( sz{1}, size(x) ), error('input wrong size for vector subsampling'); end
y = x(omega);
case 2,
y = zeros( sz{1} );
y(omega) = x;
end
function y = linop_subsample_row(sz, omega, x, mode )
switch mode,
case 0, y = sz;
case 1,
if ~isequal( sz{1}(1), size(x,1) ), error('input wrong size for vector subsampling'); end
y = x(omega,:);
case 2,
y = zeros( sz{1} );
y = zeros( sz{1}(1), size(x,2) );
y(omega,:) = x;
end
function y = linop_subsample_matrix(sz, omega, indI, indJ,SYMMETRIC, x, mode )
switch mode,
case 0, y = sz;
case 1
S = [];
S.type = '()';
S.subs = {omega};
y = subsref(x,S);
case 2,
dom = sz{1}; n1 = dom(1); n2 = dom(2);
y = sparse( indI, indJ, x, n1, n2 );
if SYMMETRIC
% in future, might update this
% e.g. force omega to only refer to lower part of matrx,
% and then do the update y = y + tril(y,-1)'
y = (y+y')/2;
end
end
% TFOCS v1.3 by Stephen Becker, Emmanuel Candes, and Michael Grant.
% Copyright 2013 California Institute of Technology and CVX Research.
% See the file LICENSE for full license information.