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Added GL-derivative to RegularizationMatrix function

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Joakim Skogholt 2023-05-19 19:57:17 +02:00
parent 2b47088921
commit 13d640527c
1 changed files with 15 additions and 3 deletions
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18
src/TR.jl
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@ -62,16 +62,28 @@ end
function regularizationMatrix(p::Int64; regType="L2", regParam1=0, regParam2=1e-14) function regularizationMatrix(p::Int64; regType="L2", regParam1=0, regParam2=1e-14)
if regType == "bc" if regType == "bc" # Discrete derivative with boundary conditions
regMat = [I(p); zeros(regParam1,p)]; for i = 1:regParam1 regMat = diff(regMat, dims = 1); end regMat = [I(p); zeros(regParam1,p)]; for i = 1:regParam1 regMat = diff(regMat, dims = 1); end
elseif regType == "legendre" elseif regType == "legendre" # Fill in polynomials in bottom row(s) to get square matrix
regMat = [I(p); zeros(regParam1,p)]; for i = 1:regParam1 regMat = diff(regMat, dims = 1); end regMat = [I(p); zeros(regParam1,p)]; for i = 1:regParam1 regMat = diff(regMat, dims = 1); end
P, _ = plegendre(regParam1-1, p); P, _ = plegendre(regParam1-1, p);
regMat[end-regParam1+1:end,:] = sqrt(regParam2) * P; regMat[end-regParam1+1:end,:] = sqrt(regParam2) * P;
elseif regType == "L2" elseif regType == "L2"
regMat = I(p); regMat = I(p);
elseif regType == "std" elseif regType == "std" # Standardization
regMat = regParam2; regMat = regParam2;
elseif regType == "GL" # Grünwald-Letnikov fractional derivative regulariztion
# regParam1 is alpha (order of fractional derivative)
C = ones(p)*1.0;
for k in 2:p
C[k] = (-1)^(k-1) * (1-(regParam1+1)/k) * C[k-1];
end
regMat = zeros(p,p);
for i in 1:p
regMat[i:end, i] = regMat[1:end-i+1];
end
end end
return regMat return regMat