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Patch: fix ISTA/FISTA with complex numbers #692

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Merged
mrava87 merged 3 commits into from
Aug 27, 2025
Merged

Patch: fix ISTA/FISTA with complex numbers #692

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269a077
patch: fix decay with complex numbers and add more tests with complex…
mrava87 Aug 27, 2025
8790132
path: fix _halfthreshold for complex valued cupy arrays
mrava87 Aug 27, 2025
7c50d07
minor: added complex-valued models for all tests in test_sparsity
mrava87 Aug 27, 2025
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31 changes: 21 additions & 10 deletions pylops/optimization/cls_sparsity.py
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Original file line number Diff line number Diff line change
Expand Up @@ -23,7 +23,12 @@
from pylops.optimization.eigs import power_iteration
from pylops.optimization.leastsquares import regularized_inversion
from pylops.utils import deps
from pylops.utils.backend import get_array_module, get_module_name, inplace_set
from pylops.utils.backend import (
get_array_module,
get_module_name,
get_real_dtype,
inplace_set,
)
from pylops.utils.typing import InputDimsLike, NDArray, SamplingLike

spgl1_message = deps.spgl1_import("the spgl1 solver")
Expand Down Expand Up @@ -58,7 +63,7 @@ def _hardthreshold(x: NDArray, thresh: float) -> NDArray:

"""
x1 = x.copy()
x1[np.abs(x) <= sqrt(2 * thresh)] = 0
x1[np.abs(x) <= sqrt(2 * thresh)] = 0.0
return x1


Expand Down Expand Up @@ -120,13 +125,17 @@ def _halfthreshold(x: NDArray, thresh: float) -> NDArray:
Since version 1.17.0 does not produce ``np.nan`` on bad input.

"""
arg = np.ones_like(x)
arg[x != 0] = (thresh / 8.0) * (np.abs(x[x != 0]) / 3.0) ** (-1.5)
arg = np.clip(arg, -1, 1)
phi = 2.0 / 3.0 * np.arccos(arg)
x1 = 2.0 / 3.0 * x * (1 + np.cos(2.0 * np.pi / 3.0 - phi))
# x1[np.abs(x) <= 1.5 * thresh ** (2. / 3.)] = 0
x1[np.abs(x) <= (54 ** (1.0 / 3.0) / 4.0) * thresh ** (2.0 / 3.0)] = 0
ncp = get_array_module(x)
arg = ncp.ones_like(x)
arg[x != 0] = (thresh / 8.0) * (ncp.abs(x[x != 0.0]) / 3.0) ** (-1.5)
if ncp.iscomplexobj(arg):
arg.real = ncp.clip(arg.real, -1.0, 1.0)
arg.imag = ncp.clip(arg.imag, -1.0, 1.0)
else:
arg = ncp.clip(arg, -1.0, 1.0)
phi = 2.0 / 3.0 * ncp.arccos(arg)
x1 = 2.0 / 3.0 * x * (1.0 + ncp.cos(2.0 * np.pi / 3.0 - phi))
x1[ncp.abs(x) <= (54.0 ** (1.0 / 3.0) / 4.0) * thresh ** (2.0 / 3.0)] = 0
return x1


Expand Down Expand Up @@ -1609,7 +1618,7 @@ def setup(

# prepare decay (if not passed)
if perc is None and decay is None:
self.decay = self.ncp.ones(niter, dtype=self.Op)
self.decay = self.ncp.ones(niter, dtype=get_real_dtype(self.Op.dtype))

# step size
if alpha is not None:
Expand Down Expand Up @@ -1751,6 +1760,7 @@ def step(self, x: NDArray, show: bool = False) -> Tuple[NDArray, float]:
self.SOpx_unthesh[:] = self.SOprmatvec(self.x_unthesh)
else:
SOpx_unthesh = self.SOprmatvec(x_unthesh)

# threshold current solution or current solution projected onto SOp.H space
if self.SOp is None:
x_unthesh_or_SOpx_unthesh = (
Expand All @@ -1767,6 +1777,7 @@ def step(self, x: NDArray, show: bool = False) -> Tuple[NDArray, float]:
)
else:
x = self.threshf(x_unthesh_or_SOpx_unthesh, 100 - self.perc)

# apply SOp to thresholded x
if self.SOp is not None:
x = self.SOpmatvec(x)
Expand Down
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