bugfixes, improved efficiency, better IO

include/xerus/applications/uqSALSA.h

@@ -45,6 +45,7 @@ namespace xerus { namespace uq {
         std::pair<size_t, size_t> validationSet;
 
         double valueNorm_trainingSet;
+        double valueNorm_validationSet;
 
         std::vector<std::vector<Tensor>> leftLHSStack;  // contains successive contractions of x.T@A.T@A@x
         std::vector<std::vector<Tensor>> leftRHSStack;  // contains successive contractions of x.T@A.T@b
@@ -88,6 +89,12 @@ namespace xerus { namespace uq {
         /* // Reweighting parameters */
         /* std::vector<double> weights; */
 
+        double initialResidual;  //TODO: rename
+        size_t bestIteration;
+        TTTensor bestX;
+        double bestTrainingResidual;
+        double bestValidationResidual;
+
         SALSA(const TTTensor& _x, const std::vector<Tensor>& _measures, const Tensor& _values);
         void run();
 
@@ -97,7 +104,8 @@ namespace xerus { namespace uq {
         void calc_left_stack(const size_t _position);
         void calc_right_stack(const size_t _position);
         void adapt_rank(Tensor& _U, Tensor& _S, Tensor& _Vt, const size_t _maxRank, const double _threshold) const;
-        double residual(const std::pair<size_t, size_t> _slice) const;
+        double residual(const std::pair<size_t, size_t>& _slice) const;
+        double slow_residual(const std::pair<size_t, size_t>& _slice) const;
         Tensor omega_operator() const;
         Tensor alpha_operator() const;
         void solve_local();

src/xerus/python/recovery.cpp

@@ -154,5 +154,29 @@ void expose_recoveryAlgorithms(module& m) {
 		.value("Hermite", uq::PolynomBasis::Hermite)
 		.value("Legendre", uq::PolynomBasis::Legendre)
 	;
+
+
+	class_<uq::SALSA>(m, "uqSALSA")
+		.def(init<TTTensor, std::vector<Tensor>, Tensor>())
+
+		.def_readwrite("controlSetFraction", &uq::SALSA::controlSetFraction)
+		.def_readwrite("targetResidual", &uq::SALSA::targetResidual)
+		.def_readwrite("minDecrease", &uq::SALSA::minDecrease)
+		.def_readwrite("maxIterations", &uq::SALSA::maxIterations)
+		.def_readwrite("trackingPeriodLength", &uq::SALSA::trackingPeriodLength)
+		.def_readwrite("maxNonImprovingAlphaCycles", &uq::SALSA::maxNonImprovingAlphaCycles)
+		.def_readwrite("kmin", &uq::SALSA::kmin)
+		.def_readwrite("maxRanks;", &uq::SALSA::maxRanks)
+		.def_readwrite("maxIRsteps", &uq::SALSA::maxIRsteps)
+		.def_readwrite("IRtolerance", &uq::SALSA::IRtolerance)
+		.def_readwrite("sparsityThreshold", &uq::SALSA::sparsityThreshold)
+		.def_readwrite("fomega", &uq::SALSA::fomega)
+		.def_readwrite("omega_factor", &uq::SALSA::omega_factor)
+		.def_readwrite("falpha", &uq::SALSA::falpha)
+		.def_readwrite("alpha_factor", &uq::SALSA::alpha_factor)
+		.def_readwrite("basisWeights", &uq::SALSA::basisWeights)
+
+		.def("run", &uq::SALSA::run)
+	;
 }