tmp

example/CMakeLists.txt

@@ -10,13 +10,14 @@ macro(add_example name switch)
     endif()
 endmacro()
 
-add_example(ex1 ON)
+add_example(ex1 OFF)
-add_example(ex2 ON)
+add_example(ex2 OFF)
-add_example(ex3 ON)
+add_example(ex3 OFF)
-add_example(ex4 ON)
+add_example(ex4 OFF)
-add_example(ex5 ON)
+add_example(ex5 OFF)
-add_example(ex6 ON)
+add_example(ex6 OFF)
-add_example(ex7 ON)
+add_example(ex7 OFF)
-add_example(ex8 ON)
+add_example(ex8 OFF)
-add_example(ex9 ON)
+add_example(ex9 OFF)
-add_example(ex10 ON)
+add_example(ex10 OFF)
+add_example(cfg_ex ON)

example/cfg_ex.cpp

@@ -0,0 +1,46 @@
+/********************************************************
+ *  ██████╗ ███████╗████████╗██╗     
+ * ██╔════╝ ██╔════╝╚══██╔══╝██║     
+ * ██║  ███╗███████╗   ██║   ██║     
+ * ██║   ██║╚════██║   ██║   ██║     
+ * ╚██████╔╝███████║   ██║   ███████╗
+ *  ╚═════╝ ╚══════╝   ╚═╝   ╚══════╝                       
+ * Generic Scientific Template Library
+ *
+ * Copyright (c) 2022  Yi Zhang (yizhang-geo@zju.edu.cn)
+ *
+ * The GSTL is distributed under a dual licensing scheme. You can redistribute 
+ * it and/or modify it under the terms of the GNU Lesser General Public 
+ * License as published by the Free Software Foundation, either version 2 
+ * of the License, or (at your option) any later version. You should have 
+ * received a copy of the GNU Lesser General Public License (LGPL) along with 
+ * this program. If not, see <http://www.gnu.org/licenses/>.
+ * 
+ * If the terms and conditions of the LGPL v.2. would prevent you from using 
+ * the GSTL, please consider the option to obtain a commercial license for a 
+ * fee. These licenses are offered by the GSTL's original author. As a rule, 
+ * licenses are provided "as-is", unlimited in time for a one time fee. Please 
+ * send corresponding requests to: yizhang-geo@zju.edu.cn. Please do not forget 
+ * to include some description of your company and the realm of its activities. 
+ * Also add information on how to contact you by electronic and paper mail.
+ ******************************************************/
+
+#include "../lib/optimization/cmn_grad.h"
+
+using namespace gctl;
+
+int main(int argc, char *argv[]) try
+{
+    common_gradient cmg;
+    cmg.init(2, 2);
+    cmg.fill_model_gradient(0, _1d_array({1.0, 0.5}));
+    cmg.fill_model_gradient(1, _1d_array({-0.6, 1.0}));
+
+    _1d_array x = cmg.get_common_gradient(false);
+    std::cout << "x = (" << x[0] << ", " << x[1] << ")\n";
+    return 0;
+}
+catch (const std::exception& e)
+{
+    GCTL_ShowWhatError(e.what(), GCTL_ERROR_ERROR, 0, 0, 0);
+}

lib/optimization.h

@@ -39,5 +39,6 @@
 #include "optimization/sgd.h"
 #include "optimization/gradnorm.h"
 #include "optimization/dwa.h"
+#include "optimization/cmn_grad.h"
 
 #endif // _GCTL_OPTIMIZATION_H

lib/optimization/clcg.h

@@ -28,6 +28,7 @@
 #ifndef _GCTL_CLCG_H
 #define _GCTL_CLCG_H
 
+#include "gctl/utility.h"
 #include "gctl/core.h"
 #include "gctl/maths.h"
 #include "gctl/algorithms.h"

lib/optimization/cmn_grad.cpp

@@ -0,0 +1,110 @@
+/********************************************************
+ *  ██████╗  ██████╗████████╗██╗
+ * ██╔════╝ ██╔════╝╚══██╔══╝██║
+ * ██║  ███╗██║        ██║   ██║
+ * ██║   ██║██║        ██║   ██║
+ * ╚██████╔╝╚██████╗   ██║   ███████╗
+ *  ╚═════╝  ╚═════╝   ╚═╝   ╚══════╝
+ * Geophysical Computational Tools & Library (GCTL)
+ *
+ * Copyright (c) 2023  Yi Zhang (yizhang-geo@zju.edu.cn)
+ *
+ * GCTL is distributed under a dual licensing scheme. You can redistribute 
+ * it and/or modify it under the terms of the GNU Lesser General Public 
+ * License as published by the Free Software Foundation, either version 2 
+ * of the License, or (at your option) any later version. You should have 
+ * received a copy of the GNU Lesser General Public License along with this 
+ * program. If not, see <http://www.gnu.org/licenses/>.
+ * 
+ * If the terms and conditions of the LGPL v.2. would prevent you from using 
+ * the GCTL, please consider the option to obtain a commercial license for a 
+ * fee. These licenses are offered by the GCTL's original author. As a rule, 
+ * licenses are provided "as-is", unlimited in time for a one time fee. Please 
+ * send corresponding requests to: yizhang-geo@zju.edu.cn. Please do not forget 
+ * to include some description of your company and the realm of its activities. 
+ * Also add information on how to contact you by electronic and paper mail.
+ ******************************************************/
+
+#include "cmn_grad.h"
+
+gctl::common_gradient::common_gradient()
+{
+    set_lcg_message(LCG_THROW);
+}
+
+gctl::common_gradient::common_gradient(size_t Ln, size_t Mn)
+{
+    init(Ln, Mn);
+}
+
+gctl::common_gradient::~common_gradient(){}
+
+void gctl::common_gradient::LCG_Ax(const array<double> &x, array<double> &ax)
+{
+    matvec(t_, G_, x, NoTrans);
+    matvec(ax, G_, t_, Trans);
+    return;
+}
+
+void gctl::common_gradient::set_solver(const lcg_para &para)
+{
+    set_lcg_para(para);
+    return;
+}
+
+void gctl::common_gradient::init(size_t Ln, size_t Mn)
+{
+    Ln_ = Ln; 
+    Mn_ = Mn;
+    g_.resize(Mn_);
+    B_.resize(Mn_);
+    G_.resize(Ln_, Mn_);
+    t_.resize(Ln_);
+    gm_.resize(Ln_);
+    x_.resize(Ln_, 1.0);
+    filled_.resize(Ln_, false);
+    return;
+}
+
+void gctl::common_gradient::fill_model_gradient(size_t id, const _1d_array &g)
+{
+    if (id >= Ln_) throw std::runtime_error("[gctl::common_gradient] Invalid index.");
+    if (g.size() != Mn_) throw std::runtime_error("[gctl::common_gradient] Invalid array size.");
+
+    G_.fill_row(id, g);
+    filled_[id] = true;
+    gm_[id] = g.module();
+    return;
+}
+
+const gctl::_1d_array &gctl::common_gradient::get_common_gradient(bool normalized)
+{
+    for (size_t i = 0; i < Ln_; i++)
+    {
+        if (!filled_[i]) throw std::runtime_error("[gctl::common_gradient] Unfilled model gradient.");
+    }
+    filled_.assign(false);
+
+    G_.normalize(RowMajor);
+    matvec(B_, G_, x_, Trans);
+
+    g_.random_float(-1.0, 1.0, RdUniform);
+    g_.normalize();
+    LCG_Minimize(g_, B_, LCG_CG);
+
+    if (normalized) g_.normalize();
+    else
+    {
+        g_.normalize();
+        matvec(t_, G_, g_, NoTrans);
+
+        double tmod = t_.module(L1);
+        double gmod = 0.0;
+        for (size_t i = 0; i < Ln_; i++)
+        {
+            gmod += gm_[i]*abs(t_[i])/tmod;
+        }
+        g_.scale(gmod);
+    }
+    return g_;
+}

lib/optimization/cmn_grad.h

@@ -0,0 +1,92 @@
+/********************************************************
+ *  ██████╗  ██████╗████████╗██╗
+ * ██╔════╝ ██╔════╝╚══██╔══╝██║
+ * ██║  ███╗██║        ██║   ██║
+ * ██║   ██║██║        ██║   ██║
+ * ╚██████╔╝╚██████╗   ██║   ███████╗
+ *  ╚═════╝  ╚═════╝   ╚═╝   ╚══════╝
+ * Geophysical Computational Tools & Library (GCTL)
+ *
+ * Copyright (c) 2023  Yi Zhang (yizhang-geo@zju.edu.cn)
+ *
+ * GCTL is distributed under a dual licensing scheme. You can redistribute 
+ * it and/or modify it under the terms of the GNU Lesser General Public 
+ * License as published by the Free Software Foundation, either version 2 
+ * of the License, or (at your option) any later version. You should have 
+ * received a copy of the GNU Lesser General Public License along with this 
+ * program. If not, see <http://www.gnu.org/licenses/>.
+ * 
+ * If the terms and conditions of the LGPL v.2. would prevent you from using 
+ * the GCTL, please consider the option to obtain a commercial license for a 
+ * fee. These licenses are offered by the GCTL's original author. As a rule, 
+ * licenses are provided "as-is", unlimited in time for a one time fee. Please 
+ * send corresponding requests to: yizhang-geo@zju.edu.cn. Please do not forget 
+ * to include some description of your company and the realm of its activities. 
+ * Also add information on how to contact you by electronic and paper mail.
+ ******************************************************/
+
+#ifndef _GCTL_COMMON_GRADIENT_H
+#define _GCTL_COMMON_GRADIENT_H
+
+#include "lcg.h"
+
+namespace gctl
+{
+    class common_gradient : public lcg_solver
+    {
+    public:
+        common_gradient(); ///< 构造函数
+
+        /**
+         * @brief Construct a new common_gradient object
+         * 
+         * @param Ln Number of loss functions
+         * @param Mn Number of model parameters
+         */
+        common_gradient(size_t Ln, size_t Mn);
+
+        virtual ~common_gradient(); ///< 析构函数
+
+        virtual void LCG_Ax(const array<double> &x, array<double> &ax); ///< 计算Ax
+
+        /**
+         * @brief Configure the solver's setups
+         * 
+         * @param para LCG solver parameters
+         */
+        void set_solver(const lcg_para &para);
+
+        /**
+         * @brief Initialize the common_gradient object
+         * 
+         * @param Ln Number of loss functions
+         * @param Mn Number of model parameters
+         */
+        void init(size_t Ln, size_t Mn);
+
+        /**
+         * @brief Fill the model gradient
+         *
+         * @param id Loss function index
+         * @param g Model gradient
+         */
+        void fill_model_gradient(size_t id, const _1d_array &g);
+
+        /**
+         * @brief Get the conflict free gradient
+         * 
+         * @param normalized Normalize the output gradient
+         * @return Calculated model gradient
+         */
+        const _1d_array &get_common_gradient(bool normalized = true);
+
+    private:
+        size_t Ln_, Mn_; // Ln_: loss_func number，Mn_: model number
+        _2d_matrix G_;
+        _1d_array B_, g_, t_, x_;
+        _1d_array gm_;
+        array<bool> filled_;
+    };
+};
+
+#endif // _GCTL_COMMON_GRADIENT_H

lib/optimization/lbfgs.h

@@ -28,6 +28,7 @@
 #ifndef _GCTL_LBFGS_H
 #define _GCTL_LBFGS_H
 
+#include "gctl/utility.h"
 #include "gctl/core.h"
 #include "gctl/maths.h"
 #include "gctl/algorithms.h"

lib/optimization/sgd.h

@@ -28,6 +28,7 @@
 #ifndef _GCTL_SGD_H
 #define _GCTL_SGD_H
 
+#include "gctl/utility.h"
 #include "gctl/core.h"
 #include "gctl/algorithms.h"