benchopt / benchmark_tv_1d

TV Denoising in 1D
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Norm of DA_inv of DPGD #34

Open EnLAI111 opened 2 years ago

EnLAI111 commented 2 years ago

In the algorithm Dual proximal gradient descent, we need $\ || DA^{\dagger} \ ||_2^2$ to calculate stepsize.

When $A$ is a matrix, it's possible to get $A^{\dagger}$ by np.linalg.pinv, but when $A$ is an linear operator, it's difficult to get its inverse. $A$ could be an operation of convolution, and it could also be a mutiplication by a matrix.

We have tried to approximate it