Examples with DoubleFactory2D cern.colt.matrix.DoubleFactory2D used on opensource projects

Example 1 with DoubleFactory2D

use of cern.colt.matrix.DoubleFactory2D in project tetrad by cmu-phil.

the class Ricf method fitConGraph.

/**
 * Fits a concentration graph. Coding algorithm #2 only.
 */
private FitConGraphResult fitConGraph(Graph graph, ICovarianceMatrix cov, int n, double tol) {
    DoubleFactory2D factory = DoubleFactory2D.dense;
    Algebra algebra = new Algebra();
    List<Node> nodes = graph.getNodes();
    String[] nodeNames = new String[nodes.size()];
    for (int i = 0; i < nodes.size(); i++) {
        Node node = nodes.get(i);
        if (!cov.getVariableNames().contains(node.getName())) {
            throw new IllegalArgumentException("Node in graph not in cov matrix: " + node);
        }
        nodeNames[i] = node.getName();
    }
    DoubleMatrix2D S = new DenseDoubleMatrix2D(cov.getSubmatrix(nodeNames).getMatrix().toArray());
    graph = graph.subgraph(nodes);
    List<List<Node>> cli = cliques(graph);
    int nc = cli.size();
    if (nc == 1) {
        return new FitConGraphResult(S, 0, 0, 1);
    }
    int k = S.rows();
    int it = 0;
    // Only coding alg #2 here.
    DoubleMatrix2D K = algebra.inverse(factory.diagonal(factory.diagonal(S)));
    int[] all = range(0, k - 1);
    while (true) {
        DoubleMatrix2D KOld = K.copy();
        it++;
        for (List<Node> aCli : cli) {
            int[] a = asIndices(aCli, nodes);
            int[] b = complement(all, a);
            DoubleMatrix2D a1 = S.viewSelection(a, a);
            DoubleMatrix2D a2 = algebra.inverse(a1);
            DoubleMatrix2D a3 = K.viewSelection(a, b);
            DoubleMatrix2D a4 = K.viewSelection(b, b);
            DoubleMatrix2D a5 = algebra.inverse(a4);
            DoubleMatrix2D a6 = K.viewSelection(b, a).copy();
            DoubleMatrix2D a7 = algebra.mult(a3, a5);
            DoubleMatrix2D a8 = algebra.mult(a7, a6);
            a2.assign(a8, PlusMult.plusMult(1));
            DoubleMatrix2D a9 = K.viewSelection(a, a);
            a9.assign(a2);
        }
        DoubleMatrix2D a32 = K.copy();
        a32.assign(KOld, PlusMult.plusMult(-1));
        double diff = algebra.norm1(a32);
        if (diff < tol)
            break;
    }
    DoubleMatrix2D V = algebra.inverse(K);
    int numNodes = graph.getNumNodes();
    int df = numNodes * (numNodes - 1) / 2 - graph.getNumEdges();
    double dev = lik(algebra.inverse(V), S, n, k);
    return new FitConGraphResult(V, dev, df, it);
}

Example 2 with DoubleFactory2D

use of cern.colt.matrix.DoubleFactory2D in project tetrad by cmu-phil.

the class Ricf method ricf.

// =============================PUBLIC METHODS=========================//
public RicfResult ricf(SemGraph mag, ICovarianceMatrix covMatrix, double tolerance) {
    mag.setShowErrorTerms(false);
    DoubleFactory2D factory = DoubleFactory2D.dense;
    Algebra algebra = new Algebra();
    DoubleMatrix2D S = new DenseDoubleMatrix2D(covMatrix.getMatrix().toArray());
    int p = covMatrix.getDimension();
    if (p == 1) {
        return new RicfResult(S, S, null, null, 1, Double.NaN, covMatrix);
    }
    List<Node> nodes = new ArrayList<>();
    for (String name : covMatrix.getVariableNames()) {
        nodes.add(mag.getNode(name));
    }
    DoubleMatrix2D omega = factory.diagonal(factory.diagonal(S));
    DoubleMatrix2D B = factory.identity(p);
    int[] ug = ugNodes(mag, nodes);
    int[] ugComp = complement(p, ug);
    if (ug.length > 0) {
        List<Node> _ugNodes = new LinkedList<>();
        for (int i : ug) {
            _ugNodes.add(nodes.get(i));
        }
        Graph ugGraph = mag.subgraph(_ugNodes);
        ICovarianceMatrix ugCov = covMatrix.getSubmatrix(ug);
        DoubleMatrix2D lambdaInv = fitConGraph(ugGraph, ugCov, p + 1, tolerance).shat;
        omega.viewSelection(ug, ug).assign(lambdaInv);
    }
    // Prepare lists of parents and spouses.
    int[][] pars = parentIndices(p, mag, nodes);
    int[][] spo = spouseIndices(p, mag, nodes);
    int i = 0;
    double _diff;
    while (true) {
        i++;
        DoubleMatrix2D omegaOld = omega.copy();
        DoubleMatrix2D bOld = B.copy();
        for (int _v = 0; _v < p; _v++) {
            // Exclude the UG part.
            if (Arrays.binarySearch(ug, _v) >= 0) {
                continue;
            }
            int[] v = new int[] { _v };
            int[] vcomp = complement(p, v);
            int[] all = range(0, p - 1);
            int[] parv = pars[_v];
            int[] spov = spo[_v];
            DoubleMatrix2D a6 = B.viewSelection(v, parv);
            if (spov.length == 0) {
                if (parv.length != 0) {
                    if (i == 1) {
                        DoubleMatrix2D a1 = S.viewSelection(parv, parv);
                        DoubleMatrix2D a2 = S.viewSelection(v, parv);
                        DoubleMatrix2D a3 = algebra.inverse(a1);
                        DoubleMatrix2D a4 = algebra.mult(a2, a3);
                        a4.assign(Mult.mult(-1));
                        a6.assign(a4);
                        DoubleMatrix2D a7 = S.viewSelection(parv, v);
                        DoubleMatrix2D a9 = algebra.mult(a6, a7);
                        DoubleMatrix2D a8 = S.viewSelection(v, v);
                        DoubleMatrix2D a8b = omega.viewSelection(v, v);
                        a8b.assign(a8);
                        omega.viewSelection(v, v).assign(a9, PlusMult.plusMult(1));
                    }
                }
            } else {
                if (parv.length != 0) {
                    DoubleMatrix2D oInv = new DenseDoubleMatrix2D(p, p);
                    DoubleMatrix2D a2 = omega.viewSelection(vcomp, vcomp);
                    DoubleMatrix2D a3 = algebra.inverse(a2);
                    oInv.viewSelection(vcomp, vcomp).assign(a3);
                    DoubleMatrix2D Z = algebra.mult(oInv.viewSelection(spov, vcomp), B.viewSelection(vcomp, all));
                    int lpa = parv.length;
                    int lspo = spov.length;
                    // Build XX
                    DoubleMatrix2D XX = new DenseDoubleMatrix2D(lpa + lspo, lpa + lspo);
                    int[] range1 = range(0, lpa - 1);
                    int[] range2 = range(lpa, lpa + lspo - 1);
                    // Upper left quadrant
                    XX.viewSelection(range1, range1).assign(S.viewSelection(parv, parv));
                    // Upper right quadrant
                    DoubleMatrix2D a11 = algebra.mult(S.viewSelection(parv, all), algebra.transpose(Z));
                    XX.viewSelection(range1, range2).assign(a11);
                    // Lower left quadrant
                    DoubleMatrix2D a12 = XX.viewSelection(range2, range1);
                    DoubleMatrix2D a13 = algebra.transpose(XX.viewSelection(range1, range2));
                    a12.assign(a13);
                    // Lower right quadrant
                    DoubleMatrix2D a14 = XX.viewSelection(range2, range2);
                    DoubleMatrix2D a15 = algebra.mult(Z, S);
                    DoubleMatrix2D a16 = algebra.mult(a15, algebra.transpose(Z));
                    a14.assign(a16);
                    // Build XY
                    DoubleMatrix1D YX = new DenseDoubleMatrix1D(lpa + lspo);
                    DoubleMatrix1D a17 = YX.viewSelection(range1);
                    DoubleMatrix1D a18 = S.viewSelection(v, parv).viewRow(0);
                    a17.assign(a18);
                    DoubleMatrix1D a19 = YX.viewSelection(range2);
                    DoubleMatrix2D a20 = S.viewSelection(v, all);
                    DoubleMatrix1D a21 = algebra.mult(a20, algebra.transpose(Z)).viewRow(0);
                    a19.assign(a21);
                    // Temp
                    DoubleMatrix2D a22 = algebra.inverse(XX);
                    DoubleMatrix1D temp = algebra.mult(algebra.transpose(a22), YX);
                    // Assign to b.
                    DoubleMatrix1D a23 = a6.viewRow(0);
                    DoubleMatrix1D a24 = temp.viewSelection(range1);
                    a23.assign(a24);
                    a23.assign(Mult.mult(-1));
                    // Assign to omega.
                    omega.viewSelection(v, spov).viewRow(0).assign(temp.viewSelection(range2));
                    omega.viewSelection(spov, v).viewColumn(0).assign(temp.viewSelection(range2));
                    // Variance.
                    double tempVar = S.get(_v, _v) - algebra.mult(temp, YX);
                    DoubleMatrix2D a27 = omega.viewSelection(v, spov);
                    DoubleMatrix2D a28 = oInv.viewSelection(spov, spov);
                    DoubleMatrix2D a29 = omega.viewSelection(spov, v).copy();
                    DoubleMatrix2D a30 = algebra.mult(a27, a28);
                    DoubleMatrix2D a31 = algebra.mult(a30, a29);
                    omega.viewSelection(v, v).assign(tempVar);
                    omega.viewSelection(v, v).assign(a31, PlusMult.plusMult(1));
                } else {
                    DoubleMatrix2D oInv = new DenseDoubleMatrix2D(p, p);
                    DoubleMatrix2D a2 = omega.viewSelection(vcomp, vcomp);
                    DoubleMatrix2D a3 = algebra.inverse(a2);
                    oInv.viewSelection(vcomp, vcomp).assign(a3);
                    // System.out.println("O.inv = " + oInv);
                    DoubleMatrix2D a4 = oInv.viewSelection(spov, vcomp);
                    DoubleMatrix2D a5 = B.viewSelection(vcomp, all);
                    DoubleMatrix2D Z = algebra.mult(a4, a5);
                    // System.out.println("Z = " + Z);
                    // Build XX
                    DoubleMatrix2D XX = algebra.mult(algebra.mult(Z, S), Z.viewDice());
                    // System.out.println("XX = " + XX);
                    // Build XY
                    DoubleMatrix2D a20 = S.viewSelection(v, all);
                    DoubleMatrix1D YX = algebra.mult(a20, Z.viewDice()).viewRow(0);
                    // System.out.println("YX = " + YX);
                    // Temp
                    DoubleMatrix2D a22 = algebra.inverse(XX);
                    DoubleMatrix1D a23 = algebra.mult(algebra.transpose(a22), YX);
                    // Assign to omega.
                    DoubleMatrix1D a24 = omega.viewSelection(v, spov).viewRow(0);
                    a24.assign(a23);
                    DoubleMatrix1D a25 = omega.viewSelection(spov, v).viewColumn(0);
                    a25.assign(a23);
                    // System.out.println("Omega 2 " + omega);
                    // Variance.
                    double tempVar = S.get(_v, _v) - algebra.mult(a24, YX);
                    // System.out.println("tempVar = " + tempVar);
                    DoubleMatrix2D a27 = omega.viewSelection(v, spov);
                    DoubleMatrix2D a28 = oInv.viewSelection(spov, spov);
                    DoubleMatrix2D a29 = omega.viewSelection(spov, v).copy();
                    DoubleMatrix2D a30 = algebra.mult(a27, a28);
                    DoubleMatrix2D a31 = algebra.mult(a30, a29);
                    omega.set(_v, _v, tempVar + a31.get(0, 0));
                // System.out.println("Omega final " + omega);
                }
            }
        }
        DoubleMatrix2D a32 = omega.copy();
        a32.assign(omegaOld, PlusMult.plusMult(-1));
        double diff1 = algebra.norm1(a32);
        DoubleMatrix2D a33 = B.copy();
        a33.assign(bOld, PlusMult.plusMult(-1));
        double diff2 = algebra.norm1(a32);
        double diff = diff1 + diff2;
        _diff = diff;
        if (diff < tolerance)
            break;
    }
    DoubleMatrix2D a34 = algebra.inverse(B);
    DoubleMatrix2D a35 = algebra.inverse(B.viewDice());
    DoubleMatrix2D sigmahat = algebra.mult(algebra.mult(a34, omega), a35);
    DoubleMatrix2D lambdahat = omega.copy();
    DoubleMatrix2D a36 = lambdahat.viewSelection(ugComp, ugComp);
    a36.assign(factory.make(ugComp.length, ugComp.length, 0.0));
    DoubleMatrix2D omegahat = omega.copy();
    DoubleMatrix2D a37 = omegahat.viewSelection(ug, ug);
    a37.assign(factory.make(ug.length, ug.length, 0.0));
    DoubleMatrix2D bhat = B.copy();
    return new RicfResult(sigmahat, lambdahat, bhat, omegahat, i, _diff, covMatrix);
}

Example 3 with DoubleFactory2D

use of cern.colt.matrix.DoubleFactory2D in project tdq-studio-se by Talend.

the class TestMatrix2D method doubleTest25.

/**
 */
public static void doubleTest25(int size) {
    System.out.println("\n\n");
    System.out.println("initializing...");
    boolean dense = true;
    DoubleMatrix2D A;
    DoubleFactory2D factory;
    if (dense)
        factory = Factory2D.dense;
    else
        factory = Factory2D.sparse;
    double value = 0.5;
    A = factory.make(size, size, value);
    Property.generateNonSingular(A);
    cern.colt.Timer timer = new cern.colt.Timer().start();
    System.out.println(A);
    System.out.println(Algebra.ZERO.inverse(A));
    timer.stop().display();
    System.out.println("done.");
}

Example 4 with DoubleFactory2D

use of cern.colt.matrix.DoubleFactory2D in project tdq-studio-se by Talend.

the class QRTest method main.

public static void main(String[] args) {
    // For COLT
    DoubleMatrix2D xmatrix, ymatrix, zmatrix;
    DoubleFactory2D myfactory;
    myfactory = DoubleFactory2D.dense;
    xmatrix = myfactory.make(8, 2);
    ymatrix = myfactory.make(8, 1);
    xmatrix.set(0, 0, 1);
    xmatrix.set(1, 0, 1);
    xmatrix.set(2, 0, 1);
    xmatrix.set(3, 0, 1);
    xmatrix.set(4, 0, 1);
    xmatrix.set(5, 0, 1);
    xmatrix.set(6, 0, 1);
    xmatrix.set(7, 0, 1);
    xmatrix.set(0, 1, 80);
    xmatrix.set(1, 1, 220);
    xmatrix.set(2, 1, 140);
    xmatrix.set(3, 1, 120);
    xmatrix.set(4, 1, 180);
    xmatrix.set(5, 1, 100);
    xmatrix.set(6, 1, 200);
    xmatrix.set(7, 1, 160);
    ymatrix.set(0, 0, 0.6);
    ymatrix.set(1, 0, 6.70);
    ymatrix.set(2, 0, 5.30);
    ymatrix.set(3, 0, 4.00);
    ymatrix.set(4, 0, 6.55);
    ymatrix.set(5, 0, 2.15);
    ymatrix.set(6, 0, 6.60);
    ymatrix.set(7, 0, 5.75);
    Algebra myAlgebra = new Algebra();
    zmatrix = myAlgebra.solve(xmatrix, ymatrix);
    System.err.println(xmatrix);
    System.err.println(ymatrix);
    System.err.println(zmatrix);
/*
       // For JAMA
       Matrix amatrix,bmatrix,cmatrix;
       amatrix = new Matrix(8,2);
       bmatrix = new Matrix(8,1);

       amatrix.set(0,0,1);
       amatrix.set(1,0,1);
       amatrix.set(2,0,1);
       amatrix.set(3,0,1);
       amatrix.set(4,0,1);
       amatrix.set(5,0,1);
       amatrix.set(6,0,1);
       amatrix.set(7,0,1);

       amatrix.set(0,1,80);
       amatrix.set(1,1,220);
       amatrix.set(2,1,140);
       amatrix.set(3,1,120);
       amatrix.set(4,1,180);
       amatrix.set(5,1,100);
       amatrix.set(6,1,200);
       amatrix.set(7,1,160);

       bmatrix.set(0,0,0.6);
       bmatrix.set(1,0,6.70);
       bmatrix.set(2,0,5.30);
       bmatrix.set(3,0,4.00);
       bmatrix.set(4,0,6.55);
       bmatrix.set(5,0,2.15);
       bmatrix.set(6,0,6.60);
       bmatrix.set(7,0,5.75);

       cmatrix = amatrix.solve(bmatrix);
       amatrix.print(8,5);
       bmatrix.print(8,5);
       cmatrix.print(8,5);
		*/
}

Example 5 with DoubleFactory2D

use of cern.colt.matrix.DoubleFactory2D in project tdq-studio-se by Talend.

the class Statistic method demo3.

/**
 * Demonstrates usage of this class.
 */
public static void demo3(VectorVectorFunction norm) {
    double[][] values = { { -0.9611052, -0.25421095 }, { 0.4308269, -0.69932648 }, { -1.2071029, 0.62030596 }, { 1.5345166, 0.02135884 }, { -1.1341542, 0.20388430 } };
    System.out.println("\n\ninitializing...");
    DoubleFactory2D factory = DoubleFactory2D.dense;
    DoubleMatrix2D A = factory.make(values).viewDice();
    System.out.println("\nA=" + A.viewDice());
    System.out.println("\ndist=" + distance(A, norm).viewDice());
}