double DotProduct(const SparseMatrix& lhs, const SparseMatrix& rhs)
{
double result = 0.;
for (int lQ = 0; lQ < lhs.nrows(); ++lQ)
for (int rQ = 0; rQ < lhs.ncols (); ++rQ)
if (lhs.allowed(lQ, rQ) && rhs.allowed(lQ, rQ))
result += MatrixDotProduct(lhs.operator_element(lQ, rQ), rhs.operator_element(lQ, rQ));
return result;
}
/* x are the indipendent value of the polynomial equation
y are the dependent value
*/
void OrdinaryLeastSquares(matrix *x, dvector *y, dvector *coefficients)
{
/*y->size = x->row
*
* Z' = n x m => n = x->col; m = x->row
*
* Z'Z = m x n * n x m = m x m => m = x->row
*
* Z'y =
*
*
*/
matrix *x_t; /* Z' that is x transposed */
matrix *x_x_t; /* Z'*Z is the product between x and x_t */
matrix *x_x_t_i; /* x_x_t_i inverted matrix (Z' * Z')^-1 */
dvector *x_t_y; /* Z'* y = x->col */
/* transpose x to x_t*/
NewMatrix(&x_t, x->col, x->row);
MatrixTranspose(x, x_t);
/* Z'*Z */
NewMatrix(&x_x_t, x->col, x->col);
MatrixDotProduct(x_t, x, x_x_t);
/* (Z'*Z)^-1 */
initMatrix(&x_x_t_i);
MatrixInversion(x_x_t, &x_x_t_i);
/* create a vector for store the results of Z'y */
NewDVector(&x_t_y, x->col);
/* Z'y */
MatrixDVectorDotProduct(x_t, y, x_t_y);
/* final data coefficient value */
DVectorResize(&coefficients, x->col);
MatrixDVectorDotProduct(x_x_t_i, x_t_y, coefficients);
/*
for(i = 0; i < 10; i++)
printf("%f\n", coefficients->data[i]);
*/
DelDVector(&x_t_y);
DelMatrix(&x_x_t_i);
DelMatrix(&x_x_t);
DelMatrix(&x_t);
}
/* last column must be an integer column which define the classes */
void LDA(matrix *mx, uivector *y, LDAMODEL *lda)
{
size_t i, j, l, k, cc, imin, imax;
array *classes;
array *S;
matrix *X, *X_T, *Sb, *Sw, *InvSw_Sb;
dvector *mutot;
dvector *classmu;
dvector *evect_, *ldfeature;
matrix *covmx;
lda->nclass = 0;
imin = imax = y->data[0];
for(i = 1; i < y->size; i++){
if(y->data[i] > imax){
imax = y->data[i];
}
if(y->data[i] < imin){
imin = y->data[i];
}
}
/* get the number of classes */
if(imin == 0){
lda->class_start = 0;
lda->nclass = imax + 1;
}
else{
lda->class_start = 1;
lda->nclass = imax;
}
/*printf("nclass %d\n", (int)lda->nclass);*/
/* Copy data */
NewMatrix(&X, mx->row, mx->col);
MatrixCopy(mx, &X);
MatrixCheck(X);
/*
for(j = 0; j < mx->col-1; j++){
for(i = 0; i < mx->row; i++){
X->data[i][j] = mx->data[i][j];
}
}
*/
/*create classes of objects */
NewArray(&classes, lda->nclass);
UIVectorResize(&lda->classid, mx->row);
j = 0;
if(imin == 0){
for(k = 0; k < lda->nclass; k++){
cc = 0;
for(i = 0; i < X->row; i++){
if(y->data[i] == k)
cc++;
else
continue;
}
NewArrayMatrix(&classes, k, cc, X->col);
cc = 0;
for(i = 0; i < X->row; i++){
if(y->data[i] == k){
for(l = 0; l < X->col; l++){
classes->m[k]->data[cc][l] = X->data[i][l];
}
lda->classid->data[j] = i;
j++;
cc++;
}
else{
continue;
}
}
}
}
else{
for(k = 0; k < lda->nclass; k++){
cc = 0;
for(i = 0; i < X->row; i++){
if(y->data[i] == k+1)
cc++;
else
continue;
}
NewArrayMatrix(&classes, k, cc, X->col);
cc = 0;
for(i = 0; i < X->row; i++){
if(y->data[i] == k+1){
for(l = 0; l < X->col; l++){
classes->m[k]->data[cc][l] = X->data[i][l];
}
lda->classid->data[j] = i;
j++;
cc++;
}
else{
continue;
}
}
}
}
/*puts("Classes"); PrintArray(classes);*/
/* Compute the prior probability */
for(k = 0; k < classes->order; k++){
DVectorAppend(&lda->pprob, (classes->m[k]->row/(double)X->row));
}
/*
puts("Prior Probability");
PrintDVector(lda->pprob);
*/
/*Compute the mean of each class*/
for(k = 0; k < classes->order; k++){
initDVector(&classmu);
MatrixColAverage(classes->m[k], &classmu);
MatrixAppendRow(&lda->mu, classmu);
DelDVector(&classmu);
}
/*puts("Class Mu");
FindNan(lda->mu);
PrintMatrix(lda->mu);*/
/*Calculate the total mean of samples..*/
initDVector(&mutot);
MatrixColAverage(X, &mutot);
/*puts("Mu tot");
PrintDVector(mutot);*/
/*NewDVector(&mutot, mu->col);
for(k = 0; k < mu->row; k++){
for(i = 0; i < mu->col; i++){
mutot->data[i] += mu->data[k][i];
}
}
for(i = 0; i < mutot->size; i++){
mutot->data[i] /= nclasses;
}*/
/*Centering data before computing the scatter matrix*/
for(k = 0; k < classes->order; k++){
for(i = 0; i < classes->m[k]->row; i++){
for(j = 0; j < classes->m[k]->col; j++){
classes->m[k]->data[i][j] -= mutot->data[j];
}
}
}
/*
puts("Classes");
for(i = 0; i < classes->order; i++){
FindNan(classes->m[i]);
}
PrintArray(classes);
*/
/*Compute the scatter matrix
* S = nobj - 1 * covmx
*/
initArray(&S);
NewMatrix(&covmx, X->col, X->col);
for(k = 0; k < classes->order; k++){
matrix *m_T;
NewMatrix(&m_T, classes->m[k]->col, classes->m[k]->row);
MatrixTranspose(classes->m[k], m_T);
MatrixDotProduct(m_T, classes->m[k], covmx);
for(i = 0; i < covmx->row; i++){
for(j = 0; j < covmx->col; j++){
covmx->data[i][j] /= classes->m[k]->row;
}
}
ArrayAppendMatrix(&S, covmx);
MatrixSet(covmx, 0.f);
DelMatrix(&m_T);
}
/*
puts("Scatter Matrix");
for(i = 0; i < S->order; i++)
FindNan(S->m[i]);
PrintArray(S);*/
/* Compute the class scatter which represent the covariance matrix */
NewMatrix(&Sw, X->col, X->col);
for(k = 0; k < S->order; k++){
for(i = 0; i < S->m[k]->row; i++){
for(j = 0; j < S->m[k]->col; j++){
Sw->data[i][j] += (double)(classes->m[k]->row/(double)X->row) * S->m[k]->data[i][j];
}
}
}
/*
puts("Class scatter matrix Sw");
FindNan(Sw);
PrintMatrix(Sw);
*/
/*Compute the between class scatter matrix Sb*/
NewMatrix(&Sb, X->col, X->col);
for(k = 0; k < lda->mu->row; k++){ /*for each class of object*/
cc = classes->m[k]->row;
for(i = 0; i < Sb->row; i++){
for(j = 0; j < Sb->col; j++){
Sb->data[i][j] += cc * (lda->mu->data[k][i] - mutot->data[i]) * (lda->mu->data[k][j] - mutot->data[j]);
}
}
}
/*
puts("Between class scatter matrix Sb");
FindNan(Sb);
PrintMatrix(Sb); */
/* Computing the LDA projection */
/*puts("Compute Matrix Inversion");*/
MatrixInversion(Sw, &lda->inv_cov);
double ss = 0.f;
for(i = 0; i < lda->inv_cov->row; i++){
for(j = 0; j < lda->inv_cov->col; j++){
ss += square(lda->inv_cov->data[i][j]);
}
if(_isnan_(ss))
break;
}
if(FLOAT_EQ(ss, 0.f, EPSILON) || _isnan_(ss)){
/*Do SVD as pseudoinversion accordin to Liu et al. because matrix is nonsingular
*
* JUN LIU et al, Int. J. Patt. Recogn. Artif. Intell. 21, 1265 (2007). DOI: 10.1142/S0218001407005946
* EFFICIENT PSEUDOINVERSE LINEAR DISCRIMINANT ANALYSIS AND ITS NONLINEAR FORM FOR FACE RECOGNITION
*
*
* Sw`^-1 = Q * G^-1 * Q_T
* Q G AND Q_T come from SVD
*/
MatrixPseudoinversion(Sw, &lda->inv_cov);
/*
NewMatrix(&A_T, Sw->col, Sw->row);
MatrixInversion(Sw, &A_T);
NewMatrix(&A_T_Sw, A_T->row, Sw->col);
MatrixDotProduct(A_T, Sw, A_T_Sw);
initMatrix(&A_T_Sw_inv);
MatrixInversion(A_T_Sw, &A_T_Sw_inv);
MatrixDotProduct(A_T_Sw_inv, A_T, lda->inv_cov);
DelMatrix(&A_T);
DelMatrix(&A_T_Sw);
DelMatrix(&A_T_Sw_inv);
*/
}
/*puts("Inverted Covariance Matrix from Sw");
FindNan(lda->inv_cov);
PrintMatrix(lda->inv_cov);
*/
/*puts("Compute Matrix Dot Product");*/
NewMatrix(&InvSw_Sb, lda->inv_cov->row, Sb->col);
MatrixDotProduct(lda->inv_cov, Sb, InvSw_Sb);
/*puts("InvSw_Sb"); PrintMatrix(InvSw_Sb);*/
/*puts("Compute Eigenvectors");*/
EVectEval(InvSw_Sb, &lda->eval, &lda->evect);
/*EvectEval3(InvSw_Sb, InvSw_Sb->row, &lda->eval, &lda->evect);*/
/*EVectEval(InvSw_Sb, &lda->eval, &lda->evect); */
/* Calculate the new projection in the feature space
*
* and the multivariate normal distribution
*/
/* Remove centering data */
for(k = 0; k < classes->order; k++){
for(i = 0; i < classes->m[k]->row; i++){
for(j = 0; j < classes->m[k]->col; j++){
classes->m[k]->data[i][j] += mutot->data[j];
}
}
}
initMatrix(&X_T);
for(k = 0; k < classes->order; k++){
/*printf("row %d col %d\n", (int)classes->m[k]->row, (int)classes->m[k]->col);*/
AddArrayMatrix(&lda->features, classes->m[k]->row, classes->m[k]->col);
AddArrayMatrix(&lda->mnpdf, classes->m[k]->row, classes->m[k]->col);
}
NewDVector(&evect_, lda->evect->row);
initDVector(&ldfeature);
ResizeMatrix(&lda->fmean, classes->order, lda->evect->col);
ResizeMatrix(&lda->fsdev, classes->order, lda->evect->col);
for(l = 0; l < lda->evect->col; l++){
for(i = 0; i < lda->evect->row; i++){
evect_->data[i] = lda->evect->data[i][l];
}
for(k = 0; k < classes->order; k++){
ResizeMatrix(&X_T, classes->m[k]->col, classes->m[k]->row);
MatrixTranspose(classes->m[k], X_T);
DVectorResize(&ldfeature, classes->m[k]->row);
DVectorMatrixDotProduct(X_T, evect_, ldfeature);
for(i = 0; i < ldfeature->size; i++){
lda->features->m[k]->data[i][l] = ldfeature->data[i];
}
/* Calculate the multivariate normal distribution */
double mean = 0.f, sdev = 0.f;
DVectorMean(ldfeature, &mean);
DVectorSDEV(ldfeature, &sdev);
lda->fmean->data[k][l] = mean;
lda->fsdev->data[k][l] = sdev;
for(i = 0; i < ldfeature->size; i++){
lda->mnpdf->m[k]->data[i][l] = 1./sqrt(2 * pi* sdev) * exp(-square((ldfeature->data[i] - mean)/sdev)/2.f);
}
}
}
DelDVector(&evect_);
DelMatrix(&covmx);
DelDVector(&ldfeature);
DelDVector(&mutot);
DelMatrix(&Sb);
DelMatrix(&InvSw_Sb);
DelArray(&classes);
DelArray(&S);
DelMatrix(&Sw);
DelMatrix(&X_T);
DelMatrix(&X);
}
void SpinAdapted::MatrixNormalise(Matrix& a)
{
double norm = MatrixDotProduct(a, a);
MatrixScale(1./sqrt(norm), a);
}
