# Source code for cvxpy.atoms.total_variation

"""
Copyright 2013 Steven Diamond
This file is part of CVXPY.
CVXPY is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.
CVXPY is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with CVXPY. If not, see <http://www.gnu.org/licenses/>.
"""
from cvxpy.expressions.expression import Expression
from cvxpy.atoms.norm import norm
from cvxpy.atoms.affine.vstack import vstack
from cvxpy.atoms.affine.sum import sum
from cvxpy.atoms.affine.reshape import reshape
[docs]def tv(value, *args):
"""Total variation of a vector, matrix, or list of matrices.
Uses L1 norm of discrete gradients for vectors and
L2 norm of discrete gradients for matrices.
Parameters
----------
value : Expression or numeric constant
The value to take the total variation of.
args : Matrix constants/expressions
Additional matrices extending the third dimension of value.
Returns
-------
Expression
An Expression representing the total variation.
"""
value = Expression.cast_to_const(value)
if value.ndim == 0:
raise ValueError("tv cannot take a scalar argument.")
# L1 norm for vectors.
elif value.ndim == 1:
return norm(value[1:] - value[0:value.shape[0]-1], 1)
# L2 norm for matrices.
else:
rows, cols = value.shape
args = map(Expression.cast_to_const, args)
values = [value] + list(args)
diffs = []
for mat in values:
diffs += [
mat[0:rows-1, 1:cols] - mat[0:rows-1, 0:cols-1],
mat[1:rows, 0:cols-1] - mat[0:rows-1, 0:cols-1],
]
length = diffs[0].shape[0]*diffs[1].shape[1]
stacked = vstack([reshape(diff, (1, length)) for diff in diffs])
return sum(norm(stacked, p=2, axis=0))