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minor; filenames changed
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montyvesselinov committed Dec 31, 2016
1 parent bcf73c5 commit a1baaf6
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12 changes: 7 additions & 5 deletions src/GeostatInversion.jl
Expand Up @@ -3,13 +3,14 @@ module GeostatInversion
import IterativeSolvers
import RobustPmap

include("FFTRF.jl")
include("RandMatFact.jl")
include("FDDerivatives.jl")

include("direct.jl")
include("fd.jl")
include("fftrf.jl")
include("lowrank.jl")
include("lsqr.jl")
#include("lm.jl")
include("rmf.jl")

function randsvdwithseed(Q, numxis, p, q, seed::Void)
return RandMatFact.randsvd(Q, numxis, p, q)
Expand Down Expand Up @@ -72,6 +73,8 @@ end
"""
Randomized (principal component) geostatistical approach
Example:
```
function rga(forwardmodel::Function, s0::Vector, X::Vector, xis::Array{Array{Float64, 1}, 1}, R, y::Vector, S; maxiters::Int=5, delta::Float64=sqrt(eps(Float64)), xtol::Float64=1e-6, pcgafunc=pcgadirect, callback=(s, obs_cal)->nothing)
```
Expand All @@ -87,9 +90,8 @@ Arguments:
- S : sketching matrix
- maxiters : maximum # of PCGA iterations
- delta : the finite difference step size
- xtol : convergence tolerence for the parameters
- xtol : convergence tolerance for the parameters
- callback : a function of the form `(params, observations)->...` that is called during each iteration
"""
function rga(forwardmodel::Function, s0::Vector, X::Vector, xis::Array{Array{Float64, 1}, 1}, R, y::Vector, S; maxiters::Int=5, delta::Float64=sqrt(eps(Float64)), xtol::Float64=1e-6, pcgafunc=pcgadirect, callback=(s, obs_cal)->nothing)
return pcgafunc(x->S * forwardmodel(x), s0, X, xis, S * R * S', S * y; maxiters=maxiters, delta=delta, xtol=xtol, callback=callback)
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1 change: 0 additions & 1 deletion test/testrmf.jl
Expand Up @@ -8,7 +8,6 @@ function makeA(n, m)
return range * other
end


function test_rangefinder(n, m)
A = makeA(n, m)
Q = RandMatFact.rangefinder(A)
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