GURLS_EXPORT void svd(const gMat2D<float>& A, gMat2D<float>& U, gVec<float>& W, gMat2D<float>& Vt) {
char jobu = 'S', jobvt = 'S';
int m = A.rows();
int n = A.cols();
int k = std::min<int>(m, n);
if ((int)W.getSize() < k) {
throw gException("The length of vector W must be at least equal to the minimum dimension of the input matrix A");
}
if ((int)U.rows() < m || (int)U.cols() < k) {
throw gException("Please check the dimensions of the matrix U where to store the singular vectors");
}
if ((int)Vt.rows() < k || (int)Vt.cols() < n) {
throw gException("Please check the dimensions of the matrix Vt where to store the rigth singular vectors");
}
int lda = A.cols();
int ldu = U.cols();
int ldvt = Vt.cols();
int info, lwork = std::max<int>(3*k+std::max<int>(m,n), 5*k);
float* work = new float[lwork];
float* copy = new float[m*n];
A.asarray(copy, m*n);
sgesvd_(&jobu, &jobvt, &n, &m, copy, &lda, W.getData(), Vt.getData(), &ldvt, U.getData(), &ldu, work, &lwork, &info);
delete[] work;
delete[] copy;
}
GURLS_EXPORT void eig(const gMat2D<float>& A, gVec<float>& Wr, gVec<float>& Wi)
{
if (A.cols() != A.rows())
throw gException("The input matrix A must be squared");
float* Atmp = new float[A.getSize()];
copy(Atmp, A.getData(), A.getSize());
char jobvl = 'N', jobvr = 'N';
int n = A.cols(), lda = A.cols(), ldvl = 1, ldvr = 1;
int info, lwork = 4*n;
float* work = new float[lwork];
sgeev_(&jobvl, &jobvr, &n, Atmp, &lda, Wr.getData(), Wi.getData(), NULL, &ldvl, NULL, &ldvr, work, &lwork, &info);
delete[] Atmp;
delete[] work;
if(info != 0)
{
std::stringstream str;
str << "Eigenvalues/eigenVectors computation failed, error code " << info << ";" << std::endl;
throw gException(str.str());
}
}
GURLS_EXPORT void svd(const gMat2D<float>& A, gMat2D<float>& U, gVec<float>& W, gMat2D<float>& Vt)
{
float* Ubuf;
float* Sbuf;
float* Vtbuf;
int Urows, Ucols;
int Slen;
int Vtrows, Vtcols;
gurls::svd(A.getData(), Ubuf, Sbuf, Vtbuf,
A.rows(), A.cols(),
Urows, Ucols, Slen, Vtrows, Vtcols);
U.resize(Urows, Ucols);
copy(U.getData(), Ubuf, U.getSize());
W.resize(Slen);
copy(W.getData(), Sbuf, Slen);
Vt.resize(Vtrows, Vtcols);
copy(Vt.getData(), Vtbuf, Vt.getSize());
delete [] Ubuf;
delete [] Sbuf;
delete [] Vtbuf;
}
void BigArray<T>::setRow(unsigned long row, const gVec<T>& value)
{
if(row >= this->numrows)
throw gException(Exception_Index_Out_of_Bound);
if(value.getSize() != this->numcols)
throw gException(Exception_Inconsistent_Size);
setMatrix(row, 0, value.getData(), 1, this->numcols);
}
void BigArray<T>::setColumn(unsigned long col, const gVec<T>& value)
{
if(col >= this->numcols)
throw gException(Exception_Index_Out_of_Bound);
if(value.getSize() != this->numrows)
throw gException(Exception_Inconsistent_Size);
setMatrix(0, col, value.getData(), this->numrows, 1);
}
GURLS_EXPORT float dot(const gVec<float>& x, const gVec<float>& y)
{
if ( x.getSize() != y.getSize() )
throw gException(gurls::Exception_Inconsistent_Size);
int n = x.getSize();
int incr = 1;
return sdot_(&n, const_cast<float*>(x.getData()), &incr, const_cast<float*>(y.getData()), &incr);
}
GURLS_EXPORT double dot(const gVec<double>& x, const gVec<double>& y) {
if ( x.getSize() != y.getSize() ) {
throw gException(gurls::Exception_Inconsistent_Size);
}
int n = x.getSize();
int incr = 1;
return ddot_(&n, const_cast<double*>(x.getData()), &incr, const_cast<double*>(y.getData()), &incr);
}
GURLS_EXPORT void lu(gMat2D<float>& A, gVec<int>& pv) {
unsigned int k = std::min<unsigned int>(A.cols(), A.rows());
if (pv.getSize() != k) {
throw gException("The lenghth of pv must be equal to the minimun dimension of A");
}
int info;
int m = A.rows();
int n = A.cols();
int lda = A.cols();
sgetrf_(&m, &n, A.getData(), &lda, pv.getData(), &info);
}
GURLS_EXPORT void eig(const gMat2D<float>& A, gMat2D<float>& V, gVec<float>& W)
{
gVec<float> tmp(W.getSize());
tmp = 0;
eig(A, V, W, tmp);
}
GURLS_EXPORT void eig(const gMat2D<float>& A, gMat2D<float>& V, gVec<float>& Wr, gVec<float>& Wi) {
if (A.cols() != A.rows()) {
throw gException("The input matrix A must be squared");
}
char jobvl = 'N', jobvr = 'V';
int n = A.cols(), lda = A.cols(), ldvl = 1, ldvr = A.cols();
int info, lwork = 4*n;
float* work = new float[lwork];
gMat2D<float> Atmp = A;
gMat2D<float> Vtmp = V;
sgeev_(&jobvl, &jobvr, &n, Atmp.getData(), &lda, Wr.getData(), Wi.getData(), NULL, &ldvl, Vtmp.getData(), &ldvr, work, &lwork, &info);
Vtmp.transpose(V);
delete[] work;
}
GURLS_EXPORT void dot(const gMat2D<float>& A, const gVec<float>& x, gVec<float>& y)
{
if ( (A.cols() != x.getSize()) || (A.rows() != y.getSize()))
throw gException(Exception_Inconsistent_Size);
// y = alpha*A*x + beta*y
float alpha = 1.0f;
float beta = 0.0f;
char transA = 'N';
int m = A.rows();
int n = A.cols();
int lda = m;
int inc = 1;
sgemv_(&transA, &m, &n, &alpha, const_cast<float*>(A.getData()), &lda,
const_cast<float*>(x.getData()), &inc, &beta, y.getData(), &inc);
}
T GurlsWrapper<T>::eval(const gVec<T> &X, unsigned long *index)
{
if(!trainedModel())
throw gException("Error, Train Model First");
gMat2D<T>X_mat(1, X.getSize());
copy(X_mat.getData(), X.getData(), X.getSize());
gMat2D<T>* pred_mat = eval(X_mat);
const T* pred = pred_mat->getData();
const unsigned long size = pred_mat->getSize();
const T* max = std::max_element(pred, pred+size);
T ret = *max;
if(index != NULL)
*index = max-pred;
delete pred_mat;
return ret;
}
GURLS_EXPORT void eig(const gMat2D<float>& A, gVec<float>& Wr, gVec<float>& Wi) {
if (A.cols() != A.rows()) {
throw gException("The input matrix A must be squared");
}
char jobvl = 'N', jobvr = 'N';
int n = A.cols(), lda = A.cols(), ldvl = 1, ldvr = 1;
int info, lwork = 4*n;
float* work = new float[lwork];
sgeev_(&jobvl, &jobvr, &n, const_cast<gMat2D<float>&>(A).getData(), &lda, Wr.getData(), Wi.getData(), NULL, &ldvl, NULL, &ldvr, work, &lwork, &info);
delete[] work;
}
GURLS_EXPORT void dot(const gMat2D<double>& A, const gVec<double>& x, gVec<double>& y){
if ( (A.cols() != x.getSize()) || (A.rows() != y.getSize()))
throw gException(Exception_Inconsistent_Size);
// y = alpha*A*x + beta*y
double alpha = 1.0f;
double beta = 0.0f;
char transA = 'T'; // row major matrix
int m = A.cols(); // row major matrix
int n = A.rows(); // row major matrix
int lda = m; // row major matrix
int inc = 1;
dgemv_(&transA, &m, &n, &alpha, const_cast<double*>(A.getData()), &lda,
const_cast<double*>(x.getData()), &inc, &beta,
y.getData(), &inc);
}
void RecursiveRLSWrapper<T>::update(const gVec<T> &X, const gVec<T> &y)
{
if(!this->trainedModel())
throw gException("Error, Train Model First");
RLSPrimalRecUpdate<T> optimizer;
const unsigned long d = X.getSize();
const unsigned long t = y.getSize();
gMat2D<T>X_mat(1, d);
copy(X_mat.getData(), X.getData(), d);
gMat2D<T>y_mat(1, t);
copy(y_mat.getData(), y.getData(), t);
GurlsOptionsList* ret = optimizer.execute(X_mat, y_mat, *(this->opt));
this->opt->removeOpt("optimizer");
this->opt->addOpt("optimizer", ret);
++nTot;
gMat2D<T>* xtx = new gMat2D<T>(d,d);
gMat2D<T>* xty = new gMat2D<T>(d,t);
dot(X.getData(), X.getData(), xtx->getData(), 1, d, 1, d, d, d, CblasTrans, CblasNoTrans, CblasColMajor);
dot(X.getData(), y.getData(), xty->getData(), 1, d, 1, t, d, t, CblasTrans, CblasNoTrans, CblasColMajor);
GurlsOptionsList* kernel = this->opt->template getOptAs<GurlsOptionsList>("kernel");
const gMat2D<T>& XtX = kernel->getOptValue<OptMatrix<gMat2D<T> > >("XtX");
const gMat2D<T>& Xty = kernel->getOptValue<OptMatrix<gMat2D<T> > >("Xty");
axpy(d*d, (T)1.0, XtX.getData(), 1, xtx->getData(), 1);
axpy(d*t, (T)1.0, Xty.getData(), 1, xty->getData(), 1);
kernel->removeOpt("XtX");
kernel->addOpt("XtX", new OptMatrix<gMat2D<T> >(*xtx));
kernel->removeOpt("Xty");
kernel->addOpt("Xty", new OptMatrix<gMat2D<T> >(*xty));
unsigned long proportion = static_cast<unsigned long>(gurls::round(1.0/this->opt->getOptAsNumber("hoproportion")));
if(nTot % proportion == 0)
{
const gMat2D<T>& Xva = kernel->getOptValue<OptMatrix<gMat2D<T> > >("Xva");
const gMat2D<T>& yva = kernel->getOptValue<OptMatrix<gMat2D<T> > >("yva");
const unsigned long nva = Xva.rows();
const unsigned long nva_new = nva+1;
gMat2D<T>* Xva_new = new gMat2D<T>(nva_new, d);
const T* old_it = Xva.getData();
T* new_it = Xva_new->getData();
for(const T* end = new_it+(nva_new*d); new_it< end; old_it+=nva, new_it +=nva_new)
copy(new_it, old_it, nva);
copy(Xva_new->getData()+nva, X.getData(), d, nva_new, 1);
kernel->removeOpt("Xva");
kernel->addOpt("Xva", new OptMatrix<gMat2D<T> >(*Xva_new));
gMat2D<T>* yva_new = new gMat2D<T>(nva_new, t);
old_it = yva.getData();
new_it = yva_new->getData();
for(const T* end = new_it+(nva_new*t); new_it< end; old_it+=nva, new_it +=nva_new)
copy(new_it, old_it, nva);
copy(yva_new->getData()+nva, y.getData(), t, nva_new, 1);
kernel->removeOpt("yva");
kernel->addOpt("yva", new OptMatrix<gMat2D<T> >(*yva_new));
}
}