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Example 11 with DoubleFactory2D

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

the class TestMatrix2D method doubleTest26.

/**
 */
public static void doubleTest26(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();
    DoubleMatrix2DComparator fun = new DoubleMatrix2DComparator() {

        public int compare(DoubleMatrix2D a, DoubleMatrix2D b) {
            return a.zSum() == b.zSum() ? 1 : 0;
        }
    };
    System.out.println(A);
    System.out.println(Algebra.ZERO.inverse(A));
    timer.stop().display();
    System.out.println("done.");
}
Also used : DoubleMatrix2D(cern.colt.matrix.DoubleMatrix2D) DoubleMatrix2DComparator(cern.colt.matrix.doublealgo.DoubleMatrix2DComparator) DoubleFactory2D(cern.colt.matrix.DoubleFactory2D)

Example 12 with DoubleFactory2D

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

the class TestMatrix2D method doubleTest28.

/**
 */
public static void doubleTest28() {
    double[] data = { 1, 2, 3, 4, 5, 6 };
    double[][] arrMatrix = { { 1, 2, 3, 4, 5, 6 }, { 2, 3, 4, 5, 6, 7 } };
    DoubleFactory2D f = DoubleFactory2D.dense;
    DoubleMatrix1D vector = new DenseDoubleMatrix1D(data);
    DoubleMatrix2D matrix = f.make(arrMatrix);
    DoubleMatrix1D res = vector.like(matrix.rows());
    matrix.zMult(vector, res);
    System.out.println(res);
}
Also used : DoubleMatrix2D(cern.colt.matrix.DoubleMatrix2D) DoubleMatrix1D(cern.colt.matrix.DoubleMatrix1D) DoubleFactory2D(cern.colt.matrix.DoubleFactory2D)

Example 13 with DoubleFactory2D

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

the class TestMatrix2D method doubleTest24.

/**
 */
public static void doubleTest24(int runs, int size, boolean dense) {
    System.out.println("\n\n");
    System.out.println("initializing...");
    DoubleMatrix2D A;
    DoubleFactory2D factory;
    if (dense)
        factory = Factory2D.dense;
    else
        factory = Factory2D.sparse;
    double value = 2;
    double omega = 1.25;
    final double alpha = omega * 0.25;
    final double beta = 1 - omega;
    A = factory.make(size, size, value);
    cern.colt.function.Double9Function function = new cern.colt.function.Double9Function() {

        public final double apply(double a00, double a01, double a02, double a10, double a11, double a12, double a20, double a21, double a22) {
            return alpha * a11 + beta * (a01 + a10 + a12 + a21);
        }
    };
    cern.colt.Timer timer = new cern.colt.Timer().start();
    System.out.println("benchmarking stencil...");
    for (int i = 0; i < runs; i++) {
        A.zAssign8Neighbors(A, function);
    }
    // A.zSum4Neighbors(A,alpha,beta,runs);
    timer.stop().display();
    // System.out.println("A="+A);
    A = null;
    double[][] B = factory.make(size, size, value).toArray();
    timer.reset().start();
    System.out.println("benchmarking stencil scimark...");
    for (int i = 0; i < runs; i++) {
    // jnt.scimark2.SOR.execute(omega, B, runs);
    }
    timer.stop().display();
    System.out.println("done.");
}
Also used : DoubleMatrix2D(cern.colt.matrix.DoubleMatrix2D) DoubleFactory2D(cern.colt.matrix.DoubleFactory2D)

Example 14 with DoubleFactory2D

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

the class Ricf method ricf2.

/**
 * same as above but takes a Graph instead of a SemGraph *
 */
public RicfResult ricf2(Graph 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);
}
Also used : ICovarianceMatrix(edu.cmu.tetrad.data.ICovarianceMatrix) Node(edu.cmu.tetrad.graph.Node) DoubleFactory2D(cern.colt.matrix.DoubleFactory2D) Endpoint(edu.cmu.tetrad.graph.Endpoint) Algebra(cern.colt.matrix.linalg.Algebra) SemGraph(edu.cmu.tetrad.graph.SemGraph) Graph(edu.cmu.tetrad.graph.Graph) DoubleMatrix2D(cern.colt.matrix.DoubleMatrix2D) DenseDoubleMatrix2D(cern.colt.matrix.impl.DenseDoubleMatrix2D) DoubleMatrix1D(cern.colt.matrix.DoubleMatrix1D) DenseDoubleMatrix1D(cern.colt.matrix.impl.DenseDoubleMatrix1D) DenseDoubleMatrix2D(cern.colt.matrix.impl.DenseDoubleMatrix2D) DenseDoubleMatrix1D(cern.colt.matrix.impl.DenseDoubleMatrix1D)

Aggregations

DoubleFactory2D (cern.colt.matrix.DoubleFactory2D)14 DoubleMatrix2D (cern.colt.matrix.DoubleMatrix2D)13 Algebra (cern.colt.matrix.linalg.Algebra)4 DoubleMatrix1D (cern.colt.matrix.DoubleMatrix1D)3 DenseDoubleMatrix2D (cern.colt.matrix.impl.DenseDoubleMatrix2D)3 Endpoint (edu.cmu.tetrad.graph.Endpoint)3 Node (edu.cmu.tetrad.graph.Node)3 DenseDoubleMatrix1D (cern.colt.matrix.impl.DenseDoubleMatrix1D)2 ICovarianceMatrix (edu.cmu.tetrad.data.ICovarianceMatrix)2 Graph (edu.cmu.tetrad.graph.Graph)2 SemGraph (edu.cmu.tetrad.graph.SemGraph)2 DoubleMatrix3D (cern.colt.matrix.DoubleMatrix3D)1 DoubleMatrix2DComparator (cern.colt.matrix.doublealgo.DoubleMatrix2DComparator)1