use of Jama.EigenvalueDecomposition in project knime-core by knime.
the class PCAComputeNodeModel method execute.
/**
* {@inheritDoc}
*/
@Override
protected PortObject[] execute(final PortObject[] inData, final ExecutionContext exec) throws Exception {
if (!(inData[DATA_INPORT] instanceof BufferedDataTable)) {
throw new IllegalArgumentException("Datatable as input expected");
}
final BufferedDataTable dataTable = (BufferedDataTable) inData[DATA_INPORT];
if (dataTable.size() == 0) {
throw new IllegalArgumentException("Input table is empty!");
}
final double[] meanVector = PCANodeModel.getMeanVector(dataTable, m_inputColumnIndices, m_failOnMissingValues.getBooleanValue(), exec.createSubExecutionContext(0.4));
final double[][] m = new double[m_inputColumnIndices.length][m_inputColumnIndices.length];
exec.checkCanceled();
final int missingValues = PCANodeModel.getCovarianceMatrix(exec.createSubExecutionContext(0.4), dataTable, m_inputColumnIndices, meanVector, m);
if (missingValues > 0) {
if (m_failOnMissingValues.getBooleanValue()) {
throw new IllegalArgumentException("missing, infinite or impossible values in table");
}
setWarningMessage(missingValues + " rows ignored because of missing, " + "infinite or impossible values");
}
exec.checkCanceled();
final Matrix covarianceMatrix = new Matrix(m);
exec.setProgress("calculation of spectral decomposition");
final EigenvalueDecomposition evd = covarianceMatrix.eig();
exec.checkCanceled();
exec.setProgress(0.9);
final Matrix d = evd.getD();
final double[] evs = new double[d.getRowDimension()];
for (int i = 0; i < evs.length; i++) {
evs[i] = d.get(i, i);
}
exec.checkCanceled();
return new PortObject[] { PCANodeModel.createCovarianceTable(exec, m, m_inputColumnNames), PCANodeModel.createDecompositionOutputTable(exec.createSubExecutionContext(0.1), evd, m_inputColumnNames), new PCAModelPortObject(evd.getV().getArray(), evs, m_inputColumnNames, meanVector) };
}
use of Jama.EigenvalueDecomposition in project h2o-3 by h2oai.
the class LinearAlgebraUtils method multiple.
static double[] multiple(double[] diagYY, /*diagonal*/
int nTot, int nVars) {
int ny = diagYY.length;
for (int i = 0; i < ny; i++) {
diagYY[i] *= nTot;
}
double[][] uu = new double[ny][ny];
for (int i = 0; i < ny; i++) {
for (int j = 0; j < ny; j++) {
double yyij = i == j ? diagYY[i] : 0;
uu[i][j] = (yyij - diagYY[i] * diagYY[j] / nTot) / (nVars * Math.sqrt(diagYY[i] * diagYY[j]));
if (Double.isNaN(uu[i][j])) {
uu[i][j] = 0;
}
}
}
EigenvalueDecomposition eigen = new EigenvalueDecomposition(new Matrix(uu));
double[] eigenvalues = eigen.getRealEigenvalues();
double[][] eigenvectors = eigen.getV().getArray();
int maxIndex = ArrayUtils.maxIndex(eigenvalues);
return eigenvectors[maxIndex];
}
use of Jama.EigenvalueDecomposition in project knime-core by knime.
the class PCANodeModel method execute.
/**
* Performs the PCA.
*
* {@inheritDoc}
*/
@Override
protected PortObject[] execute(final PortObject[] inData, final ExecutionContext exec) throws Exception {
// remove all non-numeric columns from the input date
// final DataTable filteredTable =
// filterNonNumericalColumns(inData[DATA_INPORT]);
final BufferedDataTable dataTable = (BufferedDataTable) inData[DATA_INPORT];
if (dataTable.size() == 0) {
throw new IllegalArgumentException("Input table is empty!");
}
if (dataTable.size() == 1) {
throw new IllegalArgumentException("Input table has only one row!");
}
final double[] meanVector = getMeanVector(dataTable, m_inputColumnIndices, false, exec.createSubExecutionContext(0.2));
final double[][] m = new double[m_inputColumnIndices.length][m_inputColumnIndices.length];
final int missingValues = getCovarianceMatrix(exec.createSubExecutionContext(0.2), dataTable, m_inputColumnIndices, meanVector, m);
final Matrix covarianceMatrix = new Matrix(m);
if (missingValues > 0) {
if (m_failOnMissingValues.getBooleanValue()) {
throw new IllegalArgumentException("missing, infinite or impossible values in table");
}
setWarningMessage(missingValues + " rows ignored because of missing" + ", infinite or impossible values");
}
final ExecutionContext evdContext = exec.createSubExecutionContext(0.2);
evdContext.setMessage("computing spectral decomposition");
final EigenvalueDecomposition eig = covarianceMatrix.eig();
exec.checkCanceled();
evdContext.setProgress(0.8);
final double[] evs = EigenValue.extractEVVector(eig);
m_dimSelection.setEigenValues(evs);
final int dimensions = m_dimSelection.getNeededDimensions();
// don't remember these in case input changes
m_dimSelection.setEigenValues(null);
// adjust to selected numerical columns
if (dimensions > m_inputColumnIndices.length || dimensions < 1) {
throw new IllegalArgumentException("invalid number of dimensions to reduce to: " + dimensions);
}
exec.checkCanceled();
evdContext.setProgress(0.9);
final Matrix eigenvectors = EigenValue.getSortedEigenVectors(eig.getV().getArray(), evs, dimensions);
exec.checkCanceled();
evdContext.setProgress(1);
exec.checkCanceled();
final DataColumnSpec[] specs = createAddTableSpec((DataTableSpec) inData[DATA_INPORT].getSpec(), dimensions);
final CellFactory fac = new CellFactory() {
@Override
public DataCell[] getCells(final DataRow row) {
return convertInputRow(eigenvectors, row, meanVector, m_inputColumnIndices, dimensions, false);
}
@Override
public DataColumnSpec[] getColumnSpecs() {
return specs;
}
@Override
public void setProgress(final int curRowNr, final int rowCount, final RowKey lastKey, final ExecutionMonitor texec) {
texec.setProgress(curRowNr / (double) rowCount, "processing " + curRowNr + " of " + rowCount);
}
};
final ColumnRearranger cr = new ColumnRearranger((DataTableSpec) inData[0].getSpec());
cr.append(fac);
if (m_removeOriginalCols.getBooleanValue()) {
cr.remove(m_inputColumnIndices);
}
final BufferedDataTable result = exec.createColumnRearrangeTable((BufferedDataTable) inData[0], cr, exec.createSubProgress(0.4));
final PortObject[] out = new PortObject[1];
out[DATA_OUTPORT] = result;
// m_inputColumnNames);
return out;
}
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