Examples with DiagonalMatrix org.apache.commons.math3.linear.DiagonalMatrix used on opensource projects

Example 16 with DiagonalMatrix

use of org.apache.commons.math3.linear.DiagonalMatrix in project GDSC-SMLM by aherbert.

the class PCPALMMolecules method optimiseLeastSquares.

private double[] optimiseLeastSquares(float[] x, float[] y, double[] initialSolution) {
    // Least-squares optimisation using numerical gradients
    final SkewNormalDifferentiableFunction function = new SkewNormalDifferentiableFunction(initialSolution);
    function.addData(x, y);
    LevenbergMarquardtOptimizer optimizer = new LevenbergMarquardtOptimizer();
    //@formatter:off
    LeastSquaresProblem problem = new LeastSquaresBuilder().maxEvaluations(Integer.MAX_VALUE).maxIterations(3000).start(initialSolution).target(function.calculateTarget()).weight(new DiagonalMatrix(function.calculateWeights())).model(function, new MultivariateMatrixFunction() {

        public double[][] value(double[] point) throws IllegalArgumentException {
            return function.jacobian(point);
        }
    }).build();
    //@formatter:on
    Optimum optimum = optimizer.optimize(problem);
    double[] skewParameters = optimum.getPoint().toArray();
    return skewParameters;
}

Example 17 with DiagonalMatrix

use of org.apache.commons.math3.linear.DiagonalMatrix in project gatk by broadinstitute.

the class DecomposeSingularValuesIntegrationTest method assertSVDValues.

private void assertSVDValues(final File outputFileV, final File outputFileS, final File outputFileU) {
    try {
        final ReadCountCollection rcc = ReadCountCollectionUtils.parse(CONTROL_PCOV_FULL_FILE);
        final SVD svd = SVDFactory.createSVD(rcc.counts());
        final RealMatrix sDiag = new DiagonalMatrix(svd.getSingularValues());
        assertOutputFileValues(outputFileU, svd.getU());
        assertOutputFileValues(outputFileS, sDiag);
        assertOutputFileValues(outputFileV, svd.getV());
        assertUnitaryMatrix(svd.getV());
        assertUnitaryMatrix(svd.getU());
        Assert.assertTrue(MatrixUtils.isSymmetric(sDiag, 1e-32));
    } catch (final IOException ioe) {
        Assert.fail("Could not open test file: " + CONTROL_PCOV_FULL_FILE, ioe);
    }
}

Example 18 with DiagonalMatrix

use of org.apache.commons.math3.linear.DiagonalMatrix in project gatk by broadinstitute.

the class DecomposeSingularValues method runPipeline.

@Override
protected void runPipeline(final JavaSparkContext ctx) {
    try {
        final ReadCountCollection rcc = ReadCountCollectionUtils.parse(inputFile);
        final SVD svd = SVDFactory.createSVD(rcc.counts(), ctx);
        writeMatrix(svd.getV(), outputFileV);
        writeMatrix(svd.getU(), outputFileU);
        writeMatrix(new DiagonalMatrix(svd.getSingularValues()), outputFileS);
    } catch (final IOException ioe) {
        throw new UserException.CouldNotReadInputFile(inputFile, ioe.getMessage());
    }
}

Example 19 with DiagonalMatrix

use of org.apache.commons.math3.linear.DiagonalMatrix in project gatk-protected by broadinstitute.

the class DecomposeSingularValuesIntegrationTest method assertSVDValues.

private void assertSVDValues(final File outputFileV, final File outputFileS, final File outputFileU) {
    try {
        final ReadCountCollection rcc = ReadCountCollectionUtils.parse(CONTROL_PCOV_FULL_FILE);
        final SVD svd = SVDFactory.createSVD(rcc.counts());
        final RealMatrix sDiag = new DiagonalMatrix(svd.getSingularValues());
        assertOutputFileValues(outputFileU, svd.getU());
        assertOutputFileValues(outputFileS, sDiag);
        assertOutputFileValues(outputFileV, svd.getV());
        assertUnitaryMatrix(svd.getV());
        assertUnitaryMatrix(svd.getU());
        Assert.assertTrue(MatrixUtils.isSymmetric(sDiag, 1e-32));
    } catch (final IOException ioe) {
        Assert.fail("Could not open test file: " + CONTROL_PCOV_FULL_FILE, ioe);
    }
}

Example 20 with DiagonalMatrix

use of org.apache.commons.math3.linear.DiagonalMatrix in project gatk-protected by broadinstitute.

the class DecomposeSingularValues method runPipeline.

@Override
protected void runPipeline(final JavaSparkContext ctx) {
    try {
        final ReadCountCollection rcc = ReadCountCollectionUtils.parse(inputFile);
        final SVD svd = SVDFactory.createSVD(rcc.counts(), ctx);
        writeMatrix(svd.getV(), outputFileV);
        writeMatrix(svd.getU(), outputFileU);
        writeMatrix(new DiagonalMatrix(svd.getSingularValues()), outputFileS);
    } catch (final IOException ioe) {
        throw new UserException.CouldNotReadInputFile(inputFile, ioe.getMessage());
    }
}