emnenmf.m 2.0 KB

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  1. function [ T , RMSE ] = emnenmf( W , X , G , F , Omega_G, Omega_F, Phi_G, Phi_F , InnerMinIter , InnerMaxIter , Tmax , v, F_theo, delta_measure)
  2. X0 =X;
  3. Omega_G = (Omega_G == 1); % Logical mask is faster than indexing in matlab.
  4. Omega_F = (Omega_F == 1); % Logical mask is faster than indexing in matlab.
  5. % nOmega_G = ~Omega_G; % Logical mask is faster than indexing in matlab.
  6. % nOmega_F = ~Omega_F; % Logical mask is faster than indexing in matlab.
  7. [~, num_sensor] = size(F);
  8. num_sensor = num_sensor-1;
  9. em_iter_max = round(Tmax / delta_measure) ;
  10. T = nan(1,em_iter_max);
  11. RMSE = nan(2,em_iter_max);
  12. X = G*F+W.*(X0-G*F);
  13. GG = G'*G;
  14. GX = G'*X;
  15. GradF = GG*F-GX;
  16. FF = F*F';
  17. XF = X*F';
  18. GradG = G*FF-XF;
  19. d = Grad_P([GradG',GradF],[G',F]);
  20. StoppingCritF = 1.e-3*d;
  21. StoppingCritG = StoppingCritF;
  22. tic
  23. i = 1;
  24. T(i) = toc;
  25. RMSE(:,i) = vecnorm(F(:,1:end-1)- F_theo(:,1:end-1),2,2)/sqrt(num_sensor);
  26. niter = 0;
  27. while toc<Tmax
  28. X = G*F+W.*(X0-G*F);
  29. for j =1:v
  30. FF = F*F';
  31. XF = X*F' - Phi_G*FF;
  32. G(Omega_G) = 0; % Convert G to \Delta G
  33. [ G , iterG , ~ ] = MaJ_G_EM_NeNMF( G , FF , XF , InnerMaxIter , StoppingCritG , Omega_G); % Update \Delta G
  34. G(Omega_G) = Phi_G(Omega_G); % Convert \Delta G to G
  35. niter = niter + iterG;
  36. if(iterG<=InnerMinIter)
  37. StoppingCritG = 1.e-1*StoppingCritG;
  38. end
  39. GG = G'*G;
  40. GX = G'*X-GG*Phi_F;
  41. F(Omega_F) = 0; % Convert F to \Delta F
  42. [ F , iterF ] = MaJ_F_EM_NeNMF( GG , GX , F , InnerMaxIter , StoppingCritF , Omega_F); % Update \Delta F
  43. F(Omega_F) = Phi_F(Omega_F); % Convert \Delta F to F
  44. niter = niter + iterF;
  45. if(iterF<=InnerMinIter)
  46. StoppingCritF = 1.e-1*StoppingCritF;
  47. end
  48. if toc - i*delta_measure >= delta_measure
  49. i = i+1;
  50. if i > em_iter_max
  51. break
  52. end
  53. T(i) = toc;
  54. RMSE(:,i) = vecnorm(F(:,1:end-1) - F_theo(:,1:end-1),2,2)/sqrt(num_sensor);
  55. end
  56. end
  57. end
  58. end