void CDirectEigenSolver::compute()
{
if (m_is_computed_min && m_is_computed_max)
{
SG_DEBUG("Minimum/maximum eigenvalues are already computed, exiting\n");
return;
}
CDenseMatrixOperator<float64_t>* op
=dynamic_cast<CDenseMatrixOperator<float64_t>*>(m_linear_operator);
REQUIRE(op, "Linear operator is not of CDenseMatrixOperator type!\n");
SGMatrix<float64_t> m=op->get_matrix_operator();
Map<MatrixXd> map_m(m.matrix, m.num_rows, m.num_cols);
// compute the eigenvalues with Eigen3
SelfAdjointEigenSolver<MatrixXd> eig_solver(map_m);
m_min_eigenvalue=eig_solver.eigenvalues()[0];
m_max_eigenvalue=eig_solver.eigenvalues()[op->get_dimension()-1];
m_is_computed_min=true;
m_is_computed_max=false;
}
void CDenseMatrixExactLog::precompute()
{
SG_DEBUG("Entering...\n");
// check for proper downcast
CDenseMatrixOperator<float64_t>* op
=dynamic_cast<CDenseMatrixOperator<float64_t>*>(m_linear_operator);
REQUIRE(op, "Operator not an instance of DenseMatrixOperator!\n");
SGMatrix<float64_t> m=op->get_matrix_operator();
// compute log(C) using Eigen3
Map<MatrixXd> mat(m.matrix, m.num_rows, m.num_cols);
SGMatrix<float64_t> log_m(m.num_rows, m.num_cols);
Map<MatrixXd> log_mat(log_m.matrix, log_m.num_rows, log_m.num_cols);
log_mat=mat.log();
// the log(C) is also a linear operator here
// reset the operator of this function with log(C)
SG_UNREF(m_linear_operator);
m_linear_operator=new CDenseMatrixOperator<float64_t>(log_m);
SG_REF(m_linear_operator);
SG_DEBUG("Leaving...\n");
}
CJobResultAggregator* CLogRationalApproximationIndividual::submit_jobs(
SGVector<float64_t> sample)
{
SG_DEBUG("OperatorFunction::submit_jobs(): Entering..\n");
REQUIRE(sample.vector, "Sample is not initialized!\n");
REQUIRE(m_linear_operator, "Operator is not initialized!\n");
REQUIRE(m_computation_engine, "Computation engine is NULL\n");
// create the aggregator with sample, and the multiplier
CIndividualJobResultAggregator* agg=new CIndividualJobResultAggregator(
m_linear_operator, sample, m_constant_multiplier);
// we don't want the aggregator to be destroyed when the job is unref-ed
SG_REF(agg);
// this enum will save from repeated typechecking for all jobs
enum typeID {DENSE=1, SPARSE, UNKNOWN} operator_type=UNKNOWN;
// create a complex copy of the matrix linear operator
CMatrixOperator<complex128_t>* complex_op=NULL;
if (typeid(*m_linear_operator)==typeid(CDenseMatrixOperator<float64_t>))
{
operator_type=DENSE;
CDenseMatrixOperator<float64_t>* op
=dynamic_cast<CDenseMatrixOperator<float64_t>*>(m_linear_operator);
REQUIRE(op->get_matrix_operator().matrix, "Matrix is not initialized!\n");
// create complex dense matrix operator
complex_op=static_cast<CDenseMatrixOperator<complex128_t>*>(*op);
}
else if (typeid(*m_linear_operator)==typeid(CSparseMatrixOperator<float64_t>))
{
operator_type=SPARSE;
CSparseMatrixOperator<float64_t>* op
=dynamic_cast<CSparseMatrixOperator<float64_t>*>(m_linear_operator);
REQUIRE(op->get_matrix_operator().sparse_matrix, "Matrix is not initialized!\n");
// create complex sparse matrix operator
complex_op=static_cast<CSparseMatrixOperator<complex128_t>*>(*op);
}
else
{
// something weird happened
SG_ERROR("OperatorFunction::submit_jobs(): Unknown MatrixOperator given!\n");
}
// create num_shifts number of jobs for current sample vector
for (index_t i=0; i<m_num_shifts; ++i)
{
// create a deep copy of the operator
CMatrixOperator<complex128_t>* shifted_op=NULL;
switch(operator_type)
{
case DENSE:
shifted_op=new CDenseMatrixOperator<complex128_t>
(*dynamic_cast<CDenseMatrixOperator<complex128_t>*>(complex_op));
break;
case SPARSE:
shifted_op=new CSparseMatrixOperator<complex128_t>
(*dynamic_cast<CSparseMatrixOperator<complex128_t>*>(complex_op));
break;
default:
break;
}
REQUIRE(shifted_op, "OperatorFunction::submit_jobs():"
"MatrixOperator typeinfo was not detected!\n");
// move the shift inside the operator
// (see CRationalApproximation)
SGVector<complex128_t> diag=shifted_op->get_diagonal();
for (index_t j=0; j<diag.vlen; ++j)
diag[j]-=m_shifts[i];
shifted_op->set_diagonal(diag);
// create a job and submit to the engine
CRationalApproximationIndividualJob* job
=new CRationalApproximationIndividualJob(agg, m_linear_solver,
shifted_op, sample, m_weights[i]);
SG_REF(job);
m_computation_engine->submit_job(job);
// we can safely unref the job here, computation engine takes it from here
SG_UNREF(job);
}
SG_UNREF(complex_op);
SG_DEBUG("OperatorFunction::submit_jobs(): Leaving..\n");
return agg;
}