Add "FAR vs PD"

2024-05-11 15:43:25 +08:00
parent 17386d80c1
commit b48ab07dd0
21 changed files with 412 additions and 0 deletions
@@ -0,0 +1,53 @@
+function x_hat = recovery(A, y_noise)
+    global method
+    if method == "debiased_LASSO"
+        sz = size(A);
+        N = sz(2);
+        LASSO_lambda = 2;
+
+        gamma = sz(1) / sz(2);
+
+        cvx_begin quiet
+            variable x_LASSO(N) complex
+            minimize(LASSO_lambda * norm(x_LASSO, 1) + norm(y_noise - A * x_LASSO, 2))
+        cvx_end
+
+        rho_active = sum(abs(x_LASSO) > 1e-3)/N;
+        Q_hat = (gamma - rho_active)/(1 - rho_active);
+        Rho = sum((abs(x_LASSO) > 1e-3).* (2 - LASSO_lambda./(Q_hat*abs(x_LASSO) + LASSO_lambda))) / 2 / N;
+        diff = 1;
+        while(diff > 1e-4)
+            Rho_pre = Rho;
+            Rho = sum((abs(x_LASSO) > 1e-3).* (2 - LASSO_lambda./((gamma-Rho)/(1-Rho)*abs(x_LASSO) + LASSO_lambda))) / 2 / N;
+            diff = abs(Rho - Rho_pre);
+        end
+        Q_hat = (gamma-Rho)/(1-Rho);
+        x_d_CROD = x_LASSO + A'*(y_noise - A*x_LASSO)/Q_hat;
+        x_hat = x_d_CROD;
+
+    elseif method == "LASSO"
+        sz = size(A);
+        N = sz(2);
+        LASSO_lambda = 1;
+        cvx_begin quiet
+            variable x_LASSO(N) complex
+            minimize(LASSO_lambda * norm(x_LASSO, 1) + norm(y_noise - A * x_LASSO, 2))
+        cvx_end
+
+        x_hat = x_LASSO;
+
+    elseif method == "BP"
+        sz = size(A);
+        N = sz(2);
+        cvx_begin quiet
+            variable x_hat(N) complex
+            minimize(norm(x_hat, 1))
+        subject to
+            A * x_hat == y_noise
+        cvx_end
+    else
+        global lambda tau iter_max;
+        [x_hat, z_hat_d] = cVAMPro(y_noise, A, lambda, tau, iter_max);
+    end
+end
+