#include /* Description: ADMM tomography reconstruction example . 0.5*||Ax-b||^2 + lambda*g(x) Reference: BRGN Tomography Example */ static char help[] = "Finds the ADMM solution to the under constraint linear model Ax = b, with regularizer. \n\ A is a M*N real matrix (Mlambda; work = user->workN; PetscCall(TaoGetSolution(tao, &out)); PetscCall(TaoGetSolution(misfit, &x)); PetscCall(TaoADMMGetDualVector(admm_tao, &y)); /* Dx + y/mu */ PetscCall(MatMult(user->D,x,work)); PetscCall(VecAXPY(work,1/mu,y)); /* soft thresholding */ PetscCall(TaoSoftThreshold(work, -lambda/mu, lambda/mu, out)); PetscFunctionReturn(0); } /*------------------------------------------------------------*/ PetscErrorCode MisfitObjectiveAndGradient(Tao tao,Vec X,PetscReal *f,Vec g,void *ptr) { AppCtx *user = (AppCtx*)ptr; PetscFunctionBegin; /* Objective 0.5*||Ax-b||_2^2 */ PetscCall(MatMult(user->A,X,user->workM)); PetscCall(VecAXPY(user->workM,-1,user->b)); PetscCall(VecDot(user->workM,user->workM,f)); *f *= 0.5; /* Gradient. ATAx-ATb */ PetscCall(MatMult(user->ATA,X,user->workN)); PetscCall(MatMultTranspose(user->A,user->b,user->workN2)); PetscCall(VecWAXPY(g,-1.,user->workN2,user->workN)); PetscFunctionReturn(0); } /*------------------------------------------------------------*/ PetscErrorCode RegularizerObjectiveAndGradient1(Tao tao,Vec X,PetscReal *f_reg,Vec G_reg,void *ptr) { AppCtx *user = (AppCtx*)ptr; PetscFunctionBegin; /* compute regularizer objective * f = f + lambda*sum(sqrt(y.^2+epsilon^2) - epsilon), where y = D*x */ PetscCall(VecCopy(X,user->workN2)); PetscCall(VecPow(user->workN2,2.)); PetscCall(VecShift(user->workN2,user->eps*user->eps)); PetscCall(VecSqrtAbs(user->workN2)); PetscCall(VecCopy(user->workN2, user->workN3)); PetscCall(VecShift(user->workN2,-user->eps)); PetscCall(VecSum(user->workN2,f_reg)); *f_reg *= user->lambda; /* compute regularizer gradient = lambda*x */ PetscCall(VecPointwiseDivide(G_reg,X,user->workN3)); PetscCall(VecScale(G_reg,user->lambda)); PetscFunctionReturn(0); } /*------------------------------------------------------------*/ PetscErrorCode RegularizerObjectiveAndGradient2(Tao tao,Vec X,PetscReal *f_reg,Vec G_reg,void *ptr) { AppCtx *user = (AppCtx*)ptr; PetscReal temp; PetscFunctionBegin; /* compute regularizer objective = lambda*|z|_2^2 */ PetscCall(VecDot(X,X,&temp)); *f_reg = 0.5*user->lambda*temp; /* compute regularizer gradient = lambda*z */ PetscCall(VecCopy(X,G_reg)); PetscCall(VecScale(G_reg,user->lambda)); PetscFunctionReturn(0); } /*------------------------------------------------------------*/ static PetscErrorCode HessianMisfit(Tao tao, Vec x, Mat H, Mat Hpre, void *ptr) { PetscFunctionBegin; PetscFunctionReturn(0); } /*------------------------------------------------------------*/ static PetscErrorCode HessianReg(Tao tao, Vec x, Mat H, Mat Hpre, void *ptr) { AppCtx *user = (AppCtx*)ptr; PetscFunctionBegin; PetscCall(MatMult(user->D,x,user->workN)); PetscCall(VecPow(user->workN2,2.)); PetscCall(VecShift(user->workN2,user->eps*user->eps)); PetscCall(VecSqrtAbs(user->workN2)); PetscCall(VecShift(user->workN2,-user->eps)); PetscCall(VecReciprocal(user->workN2)); PetscCall(VecScale(user->workN2,user->eps*user->eps)); PetscCall(MatDiagonalSet(H,user->workN2,INSERT_VALUES)); PetscFunctionReturn(0); } /*------------------------------------------------------------*/ PetscErrorCode FullObjGrad(Tao tao,Vec X,PetscReal *f,Vec g,void *ptr) { AppCtx *user = (AppCtx*)ptr; PetscReal f_reg; PetscFunctionBegin; /* Objective 0.5*||Ax-b||_2^2 + lambda*||x||_2^2*/ PetscCall(MatMult(user->A,X,user->workM)); PetscCall(VecAXPY(user->workM,-1,user->b)); PetscCall(VecDot(user->workM,user->workM,f)); PetscCall(VecNorm(X,NORM_2,&f_reg)); *f *= 0.5; *f += user->lambda*f_reg*f_reg; /* Gradient. ATAx-ATb + 2*lambda*x */ PetscCall(MatMult(user->ATA,X,user->workN)); PetscCall(MatMultTranspose(user->A,user->b,user->workN2)); PetscCall(VecWAXPY(g,-1.,user->workN2,user->workN)); PetscCall(VecAXPY(g,2*user->lambda,X)); PetscFunctionReturn(0); } /*------------------------------------------------------------*/ static PetscErrorCode HessianFull(Tao tao, Vec x, Mat H, Mat Hpre, void *ptr) { PetscFunctionBegin; PetscFunctionReturn(0); } /*------------------------------------------------------------*/ PetscErrorCode InitializeUserData(AppCtx *user) { char dataFile[] = "tomographyData_A_b_xGT"; /* Matrix A and vectors b, xGT(ground truth) binary files generated by Matlab. Debug: change from "tomographyData_A_b_xGT" to "cs1Data_A_b_xGT". */ PetscViewer fd; /* used to load data from file */ PetscInt k,n; PetscScalar v; PetscFunctionBegin; /* Load the A matrix, b vector, and xGT vector from a binary file. */ PetscCall(PetscViewerBinaryOpen(PETSC_COMM_WORLD,dataFile,FILE_MODE_READ,&fd)); PetscCall(MatCreate(PETSC_COMM_WORLD,&user->A)); PetscCall(MatSetType(user->A,MATAIJ)); PetscCall(MatLoad(user->A,fd)); PetscCall(VecCreate(PETSC_COMM_WORLD,&user->b)); PetscCall(VecLoad(user->b,fd)); PetscCall(VecCreate(PETSC_COMM_WORLD,&user->xGT)); PetscCall(VecLoad(user->xGT,fd)); PetscCall(PetscViewerDestroy(&fd)); PetscCall(MatGetSize(user->A,&user->M,&user->N)); PetscCall(MatCreate(PETSC_COMM_WORLD,&user->D)); PetscCall(MatSetSizes(user->D,PETSC_DECIDE,PETSC_DECIDE,user->N,user->N)); PetscCall(MatSetFromOptions(user->D)); PetscCall(MatSetUp(user->D)); for (k=0; kN; k++) { v = 1.0; n = k+1; if (k< user->N -1) { PetscCall(MatSetValues(user->D,1,&k,1,&n,&v,INSERT_VALUES)); } v = -1.0; PetscCall(MatSetValues(user->D,1,&k,1,&k,&v,INSERT_VALUES)); } PetscCall(MatAssemblyBegin(user->D,MAT_FINAL_ASSEMBLY)); PetscCall(MatAssemblyEnd(user->D,MAT_FINAL_ASSEMBLY)); PetscCall(MatTransposeMatMult(user->D,user->D,MAT_INITIAL_MATRIX,PETSC_DEFAULT,&user->DTD)); PetscCall(MatCreate(PETSC_COMM_WORLD,&user->Hz)); PetscCall(MatSetSizes(user->Hz,PETSC_DECIDE,PETSC_DECIDE,user->N,user->N)); PetscCall(MatSetFromOptions(user->Hz)); PetscCall(MatSetUp(user->Hz)); PetscCall(MatAssemblyBegin(user->Hz,MAT_FINAL_ASSEMBLY)); PetscCall(MatAssemblyEnd(user->Hz,MAT_FINAL_ASSEMBLY)); PetscCall(VecCreate(PETSC_COMM_WORLD,&(user->x))); PetscCall(VecCreate(PETSC_COMM_WORLD,&(user->workM))); PetscCall(VecCreate(PETSC_COMM_WORLD,&(user->workN))); PetscCall(VecCreate(PETSC_COMM_WORLD,&(user->workN2))); PetscCall(VecSetSizes(user->x,PETSC_DECIDE,user->N)); PetscCall(VecSetSizes(user->workM,PETSC_DECIDE,user->M)); PetscCall(VecSetSizes(user->workN,PETSC_DECIDE,user->N)); PetscCall(VecSetSizes(user->workN2,PETSC_DECIDE,user->N)); PetscCall(VecSetFromOptions(user->x)); PetscCall(VecSetFromOptions(user->workM)); PetscCall(VecSetFromOptions(user->workN)); PetscCall(VecSetFromOptions(user->workN2)); PetscCall(VecDuplicate(user->workN,&(user->workN3))); PetscCall(VecDuplicate(user->x,&(user->xlb))); PetscCall(VecDuplicate(user->x,&(user->xub))); PetscCall(VecDuplicate(user->x,&(user->c))); PetscCall(VecSet(user->xlb,0.0)); PetscCall(VecSet(user->c,0.0)); PetscCall(VecSet(user->xub,PETSC_INFINITY)); PetscCall(MatTransposeMatMult(user->A,user->A, MAT_INITIAL_MATRIX, PETSC_DEFAULT, &(user->ATA))); PetscCall(MatTransposeMatMult(user->A,user->A, MAT_INITIAL_MATRIX, PETSC_DEFAULT, &(user->Hx))); PetscCall(MatTransposeMatMult(user->A,user->A, MAT_INITIAL_MATRIX, PETSC_DEFAULT, &(user->HF))); PetscCall(MatAssemblyBegin(user->ATA,MAT_FINAL_ASSEMBLY)); PetscCall(MatAssemblyEnd(user->ATA,MAT_FINAL_ASSEMBLY)); PetscCall(MatAssemblyBegin(user->Hx,MAT_FINAL_ASSEMBLY)); PetscCall(MatAssemblyEnd(user->Hx,MAT_FINAL_ASSEMBLY)); PetscCall(MatAssemblyBegin(user->HF,MAT_FINAL_ASSEMBLY)); PetscCall(MatAssemblyEnd(user->HF,MAT_FINAL_ASSEMBLY)); user->lambda = 1.e-8; user->eps = 1.e-3; user->reg = 2; user->mumin = 5.e-6; PetscOptionsBegin(PETSC_COMM_WORLD, NULL, "Configure separable objection example", "tomographyADMM.c"); PetscCall(PetscOptionsInt("-reg","Regularization scheme for z solver (1,2)", "tomographyADMM.c", user->reg, &(user->reg), NULL)); PetscCall(PetscOptionsReal("-lambda", "The regularization multiplier. 1 default", "tomographyADMM.c", user->lambda, &(user->lambda), NULL)); PetscCall(PetscOptionsReal("-eps", "L1 norm epsilon padding", "tomographyADMM.c", user->eps, &(user->eps), NULL)); PetscCall(PetscOptionsReal("-mumin", "Minimum value for ADMM spectral penalty", "tomographyADMM.c", user->mumin, &(user->mumin), NULL)); PetscOptionsEnd(); PetscFunctionReturn(0); } /*------------------------------------------------------------*/ PetscErrorCode DestroyContext(AppCtx *user) { PetscFunctionBegin; PetscCall(MatDestroy(&user->A)); PetscCall(MatDestroy(&user->ATA)); PetscCall(MatDestroy(&user->Hx)); PetscCall(MatDestroy(&user->Hz)); PetscCall(MatDestroy(&user->HF)); PetscCall(MatDestroy(&user->D)); PetscCall(MatDestroy(&user->DTD)); PetscCall(VecDestroy(&user->xGT)); PetscCall(VecDestroy(&user->xlb)); PetscCall(VecDestroy(&user->xub)); PetscCall(VecDestroy(&user->b)); PetscCall(VecDestroy(&user->x)); PetscCall(VecDestroy(&user->c)); PetscCall(VecDestroy(&user->workN3)); PetscCall(VecDestroy(&user->workN2)); PetscCall(VecDestroy(&user->workN)); PetscCall(VecDestroy(&user->workM)); PetscFunctionReturn(0); } /*------------------------------------------------------------*/ int main(int argc,char **argv) { Tao tao,misfit,reg; PetscReal v1,v2; AppCtx* user; PetscViewer fd; char resultFile[] = "tomographyResult_x"; PetscCall(PetscInitialize(&argc,&argv,(char*)0,help)); PetscCall(PetscNew(&user)); PetscCall(InitializeUserData(user)); PetscCall(TaoCreate(PETSC_COMM_WORLD, &tao)); PetscCall(TaoSetType(tao, TAOADMM)); PetscCall(TaoSetSolution(tao, user->x)); /* f(x) + g(x) for parent tao */ PetscCall(TaoADMMSetSpectralPenalty(tao,1.)); PetscCall(TaoSetObjectiveAndGradient(tao,NULL, FullObjGrad, (void*)user)); PetscCall(MatShift(user->HF,user->lambda)); PetscCall(TaoSetHessian(tao, user->HF, user->HF, HessianFull, (void*)user)); /* f(x) for misfit tao */ PetscCall(TaoADMMSetMisfitObjectiveAndGradientRoutine(tao, MisfitObjectiveAndGradient, (void*)user)); PetscCall(TaoADMMSetMisfitHessianRoutine(tao, user->Hx, user->Hx, HessianMisfit, (void*)user)); PetscCall(TaoADMMSetMisfitHessianChangeStatus(tao,PETSC_FALSE)); PetscCall(TaoADMMSetMisfitConstraintJacobian(tao,user->D,user->D,NullJacobian,(void*)user)); /* g(x) for regularizer tao */ if (user->reg == 1) { PetscCall(TaoADMMSetRegularizerObjectiveAndGradientRoutine(tao, RegularizerObjectiveAndGradient1, (void*)user)); PetscCall(TaoADMMSetRegularizerHessianRoutine(tao, user->Hz, user->Hz, HessianReg, (void*)user)); PetscCall(TaoADMMSetRegHessianChangeStatus(tao,PETSC_TRUE)); } else if (user->reg == 2) { PetscCall(TaoADMMSetRegularizerObjectiveAndGradientRoutine(tao, RegularizerObjectiveAndGradient2, (void*)user)); PetscCall(MatShift(user->Hz,1)); PetscCall(MatScale(user->Hz,user->lambda)); PetscCall(TaoADMMSetRegularizerHessianRoutine(tao, user->Hz, user->Hz, HessianMisfit, (void*)user)); PetscCall(TaoADMMSetRegHessianChangeStatus(tao,PETSC_TRUE)); } else PetscCheck(user->reg == 3,PETSC_COMM_WORLD, PETSC_ERR_ARG_UNKNOWN_TYPE, "Incorrect Reg type"); /* TaoShell case */ /* Set type for the misfit solver */ PetscCall(TaoADMMGetMisfitSubsolver(tao, &misfit)); PetscCall(TaoADMMGetRegularizationSubsolver(tao, ®)); PetscCall(TaoSetType(misfit,TAONLS)); if (user->reg == 3) { PetscCall(TaoSetType(reg,TAOSHELL)); PetscCall(TaoShellSetContext(reg, (void*) user)); PetscCall(TaoShellSetSolve(reg, TaoShellSolve_SoftThreshold)); } else { PetscCall(TaoSetType(reg,TAONLS)); } PetscCall(TaoSetVariableBounds(misfit,user->xlb,user->xub)); /* Soft Thresholding solves the ADMM problem with the L1 regularizer lambda*||z||_1 and the x-z=0 constraint */ PetscCall(TaoADMMSetRegularizerCoefficient(tao, user->lambda)); PetscCall(TaoADMMSetRegularizerConstraintJacobian(tao,NULL,NULL,NullJacobian,(void*)user)); PetscCall(TaoADMMSetMinimumSpectralPenalty(tao,user->mumin)); PetscCall(TaoADMMSetConstraintVectorRHS(tao,user->c)); PetscCall(TaoSetFromOptions(tao)); PetscCall(TaoSolve(tao)); /* Save x (reconstruction of object) vector to a binary file, which maybe read from Matlab and convert to a 2D image for comparison. */ PetscCall(PetscViewerBinaryOpen(PETSC_COMM_WORLD,resultFile,FILE_MODE_WRITE,&fd)); PetscCall(VecView(user->x,fd)); PetscCall(PetscViewerDestroy(&fd)); /* compute the error */ PetscCall(VecAXPY(user->x,-1,user->xGT)); PetscCall(VecNorm(user->x,NORM_2,&v1)); PetscCall(VecNorm(user->xGT,NORM_2,&v2)); PetscCall(PetscPrintf(PETSC_COMM_WORLD, "relative reconstruction error: ||x-xGT||/||xGT|| = %6.4e.\n", (double)(v1/v2))); /* Free TAO data structures */ PetscCall(TaoDestroy(&tao)); PetscCall(DestroyContext(user)); PetscCall(PetscFree(user)); PetscCall(PetscFinalize()); return 0; } /*TEST build: requires: !complex !single !__float128 !defined(PETSC_USE_64BIT_INDICES) test: suffix: 1 localrunfiles: tomographyData_A_b_xGT args: -lambda 1.e-8 -tao_monitor -tao_type nls -tao_nls_pc_type icc test: suffix: 2 localrunfiles: tomographyData_A_b_xGT args: -reg 2 -lambda 1.e-8 -tao_admm_dual_update update_basic -tao_admm_regularizer_type regularizer_user -tao_max_it 20 -tao_monitor -tao_admm_tolerance_update_factor 1.e-8 -misfit_tao_nls_pc_type icc -misfit_tao_monitor -reg_tao_monitor test: suffix: 3 localrunfiles: tomographyData_A_b_xGT args: -lambda 1.e-8 -tao_admm_dual_update update_basic -tao_admm_regularizer_type regularizer_soft_thresh -tao_max_it 20 -tao_monitor -tao_admm_tolerance_update_factor 1.e-8 -misfit_tao_nls_pc_type icc -misfit_tao_monitor test: suffix: 4 localrunfiles: tomographyData_A_b_xGT args: -lambda 1.e-8 -tao_admm_dual_update update_adaptive -tao_admm_regularizer_type regularizer_soft_thresh -tao_max_it 20 -tao_monitor -misfit_tao_monitor -misfit_tao_nls_pc_type icc test: suffix: 5 localrunfiles: tomographyData_A_b_xGT args: -reg 2 -lambda 1.e-8 -tao_admm_dual_update update_adaptive -tao_admm_regularizer_type regularizer_user -tao_max_it 20 -tao_monitor -tao_admm_tolerance_update_factor 1.e-8 -misfit_tao_monitor -reg_tao_monitor -misfit_tao_nls_pc_type icc test: suffix: 6 localrunfiles: tomographyData_A_b_xGT args: -reg 3 -lambda 1.e-8 -tao_admm_dual_update update_adaptive -tao_admm_regularizer_type regularizer_user -tao_max_it 20 -tao_monitor -tao_admm_tolerance_update_factor 1.e-8 -misfit_tao_monitor -reg_tao_monitor -misfit_tao_nls_pc_type icc TEST*/