For example in optimizers.py
defget_weights(stretched_component_gram_matrix, linear_coefficient, lower_bound, upper_bound):
"""Finds the weights of stretched component signals under a two-sided constraint Solves min J(y) = (linear_coefficient)' * y + (1/2) * y' * (quadratic coefficient) * y where lower_bound <= y <= upper_bound and stretched_component_gram_matrix is symmetric positive definite. Finds the weightings of stretched component signals under a two-sided constraint. Parameters ---------- stretched_component_gram_matrix: 2d array like The Gram matrix constructed from the stretched component matrix. It is a square positive definite matrix. It has dimensions C x C where C is the number of component signals. Must be symmetric positive definite. linear_coefficient: 1d array like The vector containing the product of the stretched component matrix and the transpose of the observed data matrix. Has length C. lower_bound: 1d array like The lower bound on the values of the output weights. Has the same dimensions of the function output. Each element in 'lower_bound' determines the minimum value the corresponding element in the function output may take. upper_bound: 1d array like The upper bound on the values of the output weights. Has the same dimensions of the function output. Each element in 'upper_bound' determines the maximum value the corresponding element in the function output may take. Returns ------- 1d array like The vector containing the weightings of the components needed to reconstruct a given input signal from the input set. Has length C """stretched_component_gram_matrix=np.asarray(stretched_component_gram_matrix)
linear_coefficient=np.asarray(linear_coefficient)
upper_bound=np.asarray(upper_bound)
lower_bound=np.asarray(lower_bound)
Originally posted by @sbillinge in #120 (comment)
For example in
optimizers.pyOriginally posted by @sbillinge in #120 (comment)