Add gradient helper for stochastic algorithm

cpp/sopt/CMakeLists.txt

@@ -4,7 +4,7 @@ set(headers
   imaging_padmm.h logging.h
   forward_backward.h imaging_forward_backward.h
   non_differentiable_func.h l1_non_diff_function.h real_indicator.h joint_map.h
-  differentiable_func.h l2_differentiable_func.h
+  differentiable_func.h l2_differentiable_func.h gradient_utils.h
   imaging_primal_dual.h primal_dual.h
   maths.h proximal.h relative_variation.h sdmm.h
   wavelets.h conjugate_gradient.h l1_proximal.h padmm.h proximal_expression.h

cpp/sopt/gradient_utils.h

@@ -0,0 +1,34 @@
+#ifndef SOPT_GRADIENT_UTILS_H
+#define SOPT_GRADIENT_UTILS_H
+
+#include "sopt/types.h"
+#include "sopt/linear_transform.h"
+#include <memory>
+
+namespace sopt {
+
+//! A helper object that can hold the measurement operator
+//! and the target vector for a given iteration state
+template <typename T>
+class IterationState {
+  public:
+  IterationState() = delete;
+
+  IterationState(const T& target,
+                 std::shared_ptr<sopt::LinearTransform<T>> phi)
+                 : _target(target) {
+    _phi = phi;
+  }
+
+  const T& target() const { return _target; }
+
+  const sopt::LinearTransform<T>& phi() const { return *_phi; }
+
+  private:
+  const T _target;
+
+  std::shared_ptr<sopt::LinearTransform<T>> _phi;
+};
+
+} // namespace sopt
+#endif