asls.cpp

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#include "asls.h"
 
namespace sablib {
 
//
// Implementation of BaselineAsLS() function
//
const std::vector<double> BaselineAsLS(
    std::vector<double> & y, const double lambda, const double p, const unsigned int s,
    const unsigned int loop, const double eps
)
{
    if(y.size() == 0) {
        throw std::invalid_argument("BaselineAsLS(): the length of y is zero.");
    }
 
    if(lambda <= 0) {
        throw std::invalid_argument("BaselineAsLS(): non-positive lambda value is given.");
    }
 
    if(p <= 0) {
        throw std::invalid_argument("BaselineAsLS(): non-positive p value is given.");
    }
 
    if(s == 0 || s > 3) {
        throw std::invalid_argument("BaselineAsLS(): s must be 1, 2 or 3.");
    }
 
    if(loop == 0) {
        throw std::invalid_argument("BaselineAsLS(): loop is zero.");
    }
 
    if(eps <= 0) {
        throw std::invalid_argument("BaselineAsLS(): non-positive eps value is given.");
    }
 
    size_t m = y.size();
    Eigen::VectorXd yy, w, w_old, z, pv(m), npv;
    Eigen::SparseMatrix<double> I, D, lambdaDTD;
 
    yy = Eigen::VectorXd::Map(y.data(), m);
 
    w.setOnes(m);
    w_old.setZero(m);
    pv.fill(p);
    npv = (1 - pv.array()).matrix();
 
    I.resize(m, m);
    I.setIdentity();
    D = Diff(I, s);
    lambdaDTD = lambda * (D.transpose() * D);
 
    for(unsigned int i = 0; i < loop; i++) {
        z = Whittaker(yy, w, lambdaDTD);
        w = (yy.array() > z.array()).select(pv, npv);
 
        if(((w.array() - w_old.array()).abs() < eps).all())
        {
            break;
        }
 
        w_old = w;
    }
 
    std::vector<double> result(z.size());
 
    Eigen::VectorXd::Map(result.data(), result.size()) = z;
 
    return result;
}
 
}; // namespace sablib