V0.2 Solver: Column Projection

docs/src/api/solver_errors.md

@@ -16,6 +16,9 @@ FullResidual
 
 FullResidualRecipe
 
+LSgradient
+
+LSgradientRecipe
 ```
 
 ## Exported Functions

docs/src/api/solvers.md

@@ -12,6 +12,10 @@ SolverRecipe
 
 ## Solver Structures
 ```@docs
+col_projection
+
+col_projectionRecipe
+
 Kaczmarz
 
 KaczmarzRecipe
@@ -26,6 +30,10 @@ rsolve!
 
 ## Internal Functions
 ```@docs
+RLinearAlgebra.col_proj_update!
+
+RLinearAlgebra.col_proj_update_block!
+
 RLinearAlgebra.kaczmarz_update!
 
 RLinearAlgebra.kaczmarz_update_block!

src/RLinearAlgebra.jl

@@ -37,6 +37,7 @@ export Uniform, UniformRecipe
 export Solver, SolverRecipe
 export Kaczmarz, KaczmarzRecipe
 export complete_solver, update_solver!, rsolve!
+export col_projection, col_projectionRecipe
 
 # Export Logger types and functions
 export Logger, LoggerRecipe
@@ -54,6 +55,7 @@ export QRSolver, QRSolverRecipe
 export SolverError, SolverErrorRecipe
 export complete_error, compute_error
 export FullResidual, FullResidualRecipe
+export LSgradient, LSgradientRecipe
 
 # Export ApproximatorError types and functions
 export ApproximatorError, ApproximatorErrorRecipe

src/Solvers.jl

@@ -150,6 +150,7 @@ include("Solvers/ErrorMethods.jl")
 #############################
 # The Solver Routine Files
 ############################
+include("Solvers/col_projection.jl")
 include("Solvers/kaczmarz.jl")
 ############################
 # Helper functions

src/Solvers/ErrorMethods.jl

@@ -116,3 +116,4 @@ end
 
 # Include error method files 
 include("ErrorMethods/full_residual.jl")
+include("ErrorMethods/LSgradient.jl")

src/Solvers/ErrorMethods/LSgradient.jl

@@ -0,0 +1,41 @@
+"""
+    LSgradient <: SolverError
+
+A `SolverError` structure for computing the least-squares gradient,
+    ``\\nabla f(x) = A' (A x - b)``
+
+# Fields
+- None
+"""
+struct LSgradient <: SolverError end
+
+"""
+    LSgradientRecipe <: SolverErrorRecipe
+A `SolverErrorRecipe` structure for computing the gradient of least-squares objective.
+
+# Fields
+- `gradient::AbstractVector`, `A'r`.
+"""
+mutable struct LSgradientRecipe{V<:AbstractVector} <: SolverErrorRecipe
+    gradient::V
+end
+
+function complete_error(
+    error::LSgradient, 
+    solver::Solver, 
+    A::AbstractMatrix, 
+    b::AbstractVector
+)
+    gradient = zeros(size(A,2))
+    return LSgradientRecipe{typeof(b)}(gradient)
+end
+
+function compute_error(
+    error::LSgradientRecipe, 
+    solver::SolverRecipe, 
+    A::AbstractMatrix, 
+    b::AbstractVector
+)::Float64
+    mul!(error.gradient, A', solver.residual_vec, 1.0, 0.0) # grad = A'r
+    return norm(error.gradient)
+end