Results
The rwt toolbox is needed to run this demo.
This code produces the following output:
UnLocBoX version 1.7.3. Copyright 2012-2015 LTS2-EPFL, by Nathanael Perraudin
Algorithm selected: SDMM
Iter 001: prox_L1: ||A x-y||_1 = 7.356471e+03, REL_OB, iter = 2
Prox_TV: obj = 1.563990e+04, rel_obj = 9.661959e-04, TOL_EPS, iter = 15
prox_L2: ||w (A x- y) ||_2^2 = 1.711176e+04, REL_OB, iter = 1
Relative norm of the primal variables: 6.100666e-01
Relative norm of the dual variables: 1.000000e+00
Iter 002: prox_L1: ||A x-y||_1 = 9.713671e+02, REL_OB, iter = 2
Prox_TV: obj = 9.142331e+03, rel_obj = 9.572185e-04, TOL_EPS, iter = 21
prox_L2: ||w (A x- y) ||_2^2 = 1.724227e+04, REL_OB, iter = 1
Relative norm of the primal variables: 1.629779e-01
Relative norm of the dual variables: 1.205978e+00
Iter 003: prox_L1: ||A x-y||_1 = 1.007596e+03, REL_OB, iter = 2
Prox_TV: obj = 6.967372e+03, rel_obj = 8.852838e-04, TOL_EPS, iter = 24
prox_L2: ||w (A x- y) ||_2^2 = 2.120895e+04, REL_OB, iter = 1
Relative norm of the primal variables: 9.238560e-02
Relative norm of the dual variables: 6.078933e-01
Iter 004: prox_L1: ||A x-y||_1 = 1.246376e+03, REL_OB, iter = 2
Prox_TV: obj = 7.755926e+03, rel_obj = 9.147120e-04, TOL_EPS, iter = 23
prox_L2: ||w (A x- y) ||_2^2 = 2.300749e+04, REL_OB, iter = 1
Relative norm of the primal variables: 3.477922e-02
Relative norm of the dual variables: 2.523035e-01
Iter 005: prox_L1: ||A x-y||_1 = 1.428088e+03, REL_OB, iter = 2
Prox_TV: obj = 8.956817e+03, rel_obj = 9.528187e-04, TOL_EPS, iter = 21
prox_L2: ||w (A x- y) ||_2^2 = 2.465826e+04, REL_OB, iter = 1
Relative norm of the primal variables: 1.363729e-02
Relative norm of the dual variables: 2.001132e-01
Iter 006: prox_L1: ||A x-y||_1 = 1.552437e+03, REL_OB, iter = 2
Prox_TV: obj = 1.004076e+04, rel_obj = 9.638438e-04, TOL_EPS, iter = 20
prox_L2: ||w (A x- y) ||_2^2 = 2.671092e+04, REL_OB, iter = 1
Relative norm of the primal variables: 7.624455e-03
Relative norm of the dual variables: 1.432226e-01
Iter 007: prox_L1: ||A x-y||_1 = 1.632181e+03, REL_OB, iter = 2
Prox_TV: obj = 1.091914e+04, rel_obj = 9.095044e-04, TOL_EPS, iter = 19
prox_L2: ||w (A x- y) ||_2^2 = 2.870515e+04, REL_OB, iter = 1
Relative norm of the primal variables: 8.605576e-03
Relative norm of the dual variables: 9.122122e-02
Iter 008: prox_L1: ||A x-y||_1 = 1.681470e+03, REL_OB, iter = 2
Prox_TV: obj = 1.159215e+04, rel_obj = 9.375659e-04, TOL_EPS, iter = 18
prox_L2: ||w (A x- y) ||_2^2 = 3.031448e+04, REL_OB, iter = 1
Relative norm of the primal variables: 8.413579e-03
Relative norm of the dual variables: 5.268656e-02
Iter 009: prox_L1: ||A x-y||_1 = 1.710353e+03, REL_OB, iter = 2
Prox_TV: obj = 1.209387e+04, rel_obj = 9.920883e-04, TOL_EPS, iter = 17
prox_L2: ||w (A x- y) ||_2^2 = 3.149389e+04, REL_OB, iter = 1
Relative norm of the primal variables: 6.914191e-03
Relative norm of the dual variables: 4.447323e-02
Iter 010: prox_L1: ||A x-y||_1 = 1.724948e+03, REL_OB, iter = 2
Prox_TV: obj = 1.245361e+04, rel_obj = 8.709784e-04, TOL_EPS, iter = 17
prox_L2: ||w (A x- y) ||_2^2 = 3.233605e+04, REL_OB, iter = 1
Relative norm of the primal variables: 4.865816e-03
Relative norm of the dual variables: 3.848879e-02
Iter 011: prox_L1: ||A x-y||_1 = 1.728121e+03, REL_OB, iter = 2
Prox_TV: obj = 1.271618e+04, rel_obj = 8.235714e-04, TOL_EPS, iter = 17
prox_L2: ||w (A x- y) ||_2^2 = 3.295445e+04, REL_OB, iter = 1
Relative norm of the primal variables: 3.145487e-03
Relative norm of the dual variables: 3.291662e-02
Iter 012: prox_L1: ||A x-y||_1 = 1.725248e+03, REL_OB, iter = 2
Prox_TV: obj = 1.290795e+04, rel_obj = 7.548355e-04, TOL_EPS, iter = 17
prox_L2: ||w (A x- y) ||_2^2 = 3.342877e+04, REL_OB, iter = 1
Relative norm of the primal variables: 2.040044e-03
Relative norm of the dual variables: 2.876481e-02
Iter 013: prox_L1: ||A x-y||_1 = 1.719806e+03, REL_OB, iter = 2
Prox_TV: obj = 1.305904e+04, rel_obj = 9.738840e-04, TOL_EPS, iter = 16
prox_L2: ||w (A x- y) ||_2^2 = 3.380582e+04, REL_OB, iter = 1
Relative norm of the primal variables: 2.741311e-03
Relative norm of the dual variables: 2.537509e-02
Iter 014: prox_L1: ||A x-y||_1 = 1.715409e+03, REL_OB, iter = 2
Prox_TV: obj = 1.316667e+04, rel_obj = 9.181824e-04, TOL_EPS, iter = 16
prox_L2: ||w (A x- y) ||_2^2 = 3.411063e+04, REL_OB, iter = 1
Relative norm of the primal variables: 1.533292e-03
Relative norm of the dual variables: 2.425611e-02
Iter 015: prox_L1: ||A x-y||_1 = 1.711153e+03, REL_OB, iter = 2
Prox_TV: obj = 1.325053e+04, rel_obj = 8.856728e-04, TOL_EPS, iter = 16
prox_L2: ||w (A x- y) ||_2^2 = 3.435648e+04, REL_OB, iter = 1
Relative norm of the primal variables: 1.170500e-03
Relative norm of the dual variables: 2.099385e-02
Iter 016: prox_L1: ||A x-y||_1 = 1.707867e+03, REL_OB, iter = 2
Prox_TV: obj = 1.331725e+04, rel_obj = 8.498366e-04, TOL_EPS, iter = 16
prox_L2: ||w (A x- y) ||_2^2 = 3.455382e+04, REL_OB, iter = 1
Relative norm of the primal variables: 1.012535e-03
Relative norm of the dual variables: 1.908216e-02
Iter 017: prox_L1: ||A x-y||_1 = 1.705508e+03, REL_OB, iter = 2
Prox_TV: obj = 1.337185e+04, rel_obj = 8.116760e-04, TOL_EPS, iter = 16
prox_L2: ||w (A x- y) ||_2^2 = 3.471170e+04, REL_OB, iter = 1
Relative norm of the primal variables: 8.605663e-04
Relative norm of the dual variables: 1.755088e-02
Iter 018: prox_L1: ||A x-y||_1 = 1.704010e+03, REL_OB, iter = 2
Prox_TV: obj = 1.341767e+04, rel_obj = 7.866061e-04, TOL_EPS, iter = 16
prox_L2: ||w (A x- y) ||_2^2 = 3.483797e+04, REL_OB, iter = 1
Relative norm of the primal variables: 7.345836e-04
Relative norm of the dual variables: 1.624759e-02
Iter 019: prox_L1: ||A x-y||_1 = 1.703163e+03, REL_OB, iter = 2
Prox_TV: obj = 1.345662e+04, rel_obj = 7.694277e-04, TOL_EPS, iter = 16
prox_L2: ||w (A x- y) ||_2^2 = 3.493890e+04, REL_OB, iter = 1
Relative norm of the primal variables: 6.445896e-04
Relative norm of the dual variables: 1.514168e-02
Iter 020: prox_L1: ||A x-y||_1 = 1.702726e+03, REL_OB, iter = 2
Prox_TV: obj = 1.350039e+04, rel_obj = 9.891754e-04, TOL_EPS, iter = 15
prox_L2: ||w (A x- y) ||_2^2 = 3.501966e+04, REL_OB, iter = 1
Relative norm of the primal variables: 2.856130e-03
Relative norm of the dual variables: 1.476054e-02
Iter 021: prox_L1: ||A x-y||_1 = 1.702552e+03, REL_OB, iter = 2
Prox_TV: obj = 1.352510e+04, rel_obj = 5.167799e-04, TOL_EPS, iter = 16
prox_L2: ||w (A x- y) ||_2^2 = 3.508975e+04, REL_OB, iter = 1
Relative norm of the primal variables: 3.131017e-03
Relative norm of the dual variables: 1.652279e-02
Iter 022: prox_L1: ||A x-y||_1 = 1.701987e+03, REL_OB, iter = 2
Prox_TV: obj = 1.355700e+04, rel_obj = 9.928110e-04, TOL_EPS, iter = 15
prox_L2: ||w (A x- y) ||_2^2 = 3.514000e+04, REL_OB, iter = 1
Relative norm of the primal variables: 2.967346e-03
Relative norm of the dual variables: 1.413229e-02
Iter 023: prox_L1: ||A x-y||_1 = 1.702636e+03, REL_OB, iter = 2
Prox_TV: obj = 1.358252e+04, rel_obj = 9.787855e-04, TOL_EPS, iter = 15
prox_L2: ||w (A x- y) ||_2^2 = 3.518744e+04, REL_OB, iter = 1
Relative norm of the primal variables: 9.947901e-04
Relative norm of the dual variables: 1.479076e-02
Iter 024: prox_L1: ||A x-y||_1 = 1.703404e+03, REL_OB, iter = 2
Prox_TV: obj = 1.360516e+04, rel_obj = 9.977004e-04, TOL_EPS, iter = 15
prox_L2: ||w (A x- y) ||_2^2 = 3.522381e+04, REL_OB, iter = 1
Relative norm of the primal variables: 5.606141e-04
Relative norm of the dual variables: 1.245205e-02
Iter 025: prox_L1: ||A x-y||_1 = 1.704116e+03, REL_OB, iter = 2
Prox_TV: obj = 1.362645e+04, rel_obj = 9.813362e-04, TOL_EPS, iter = 15
prox_L2: ||w (A x- y) ||_2^2 = 3.525130e+04, REL_OB, iter = 1
Relative norm of the primal variables: 4.896847e-04
Relative norm of the dual variables: 1.162017e-02
Iter 026: prox_L1: ||A x-y||_1 = 1.704768e+03, REL_OB, iter = 2
Prox_TV: obj = 1.364620e+04, rel_obj = 9.644979e-04, TOL_EPS, iter = 15
prox_L2: ||w (A x- y) ||_2^2 = 3.527261e+04, REL_OB, iter = 1
Relative norm of the primal variables: 4.337014e-04
Relative norm of the dual variables: 1.105698e-02
Iter 027: prox_L1: ||A x-y||_1 = 1.705340e+03, REL_OB, iter = 2
Prox_TV: obj = 1.366459e+04, rel_obj = 9.489951e-04, TOL_EPS, iter = 15
prox_L2: ||w (A x- y) ||_2^2 = 3.528972e+04, REL_OB, iter = 1
Relative norm of the primal variables: 3.857721e-04
Relative norm of the dual variables: 1.056054e-02
Iter 028: prox_L1: ||A x-y||_1 = 1.705892e+03, REL_OB, iter = 2
Prox_TV: obj = 1.368175e+04, rel_obj = 9.452538e-04, TOL_EPS, iter = 15
prox_L2: ||w (A x- y) ||_2^2 = 3.530380e+04, REL_OB, iter = 1
Relative norm of the primal variables: 3.512476e-04
Relative norm of the dual variables: 1.011294e-02
Iter 029: prox_L1: ||A x-y||_1 = 1.706422e+03, REL_OB, iter = 2
Prox_TV: obj = 1.369790e+04, rel_obj = 9.500117e-04, TOL_EPS, iter = 15
prox_L2: ||w (A x- y) ||_2^2 = 3.531558e+04, REL_OB, iter = 1
Relative norm of the primal variables: 3.248535e-04
Relative norm of the dual variables: 9.712679e-03
Iter 030: prox_L1: ||A x-y||_1 = 1.706903e+03, REL_OB, iter = 2
Prox_TV: obj = 1.371335e+04, rel_obj = 9.496767e-04, TOL_EPS, iter = 15
prox_L2: ||w (A x- y) ||_2^2 = 3.532564e+04, REL_OB, iter = 1
Relative norm of the primal variables: 3.004735e-04
Relative norm of the dual variables: 9.347693e-03
SDMM:
Relative norm of the primal variables: 3.004735e-04
Relative norm of the dual variables: 9.347693e-03
30 iterations
Stopping criterion: MAX_IT