void buildMatrix(SpMatrix &M1, SpMatrix &M2, SpMatrix &FF, double sigma, double r, double lambda, double alpha, int N, double dx, double dt){
double diff=sigma*sigma/2;
double trasp=r-sigma*sigma/2-alpha;
double reaz=-lambda;
SpMatrix DD(N-1,N-1);
SpMatrix DF(N-1,N-1);
// Assemblaggio
for (int i=0; i<N-1; ++i) {
DD.insert(i,i)=2/dx;
FF.insert(i,i)=2*dx/3;
}
for (int i=0; i<N-2; ++i) {
DD.insert(i+1,i)=-1/dx;
FF.insert(i+1,i)=dx/6;
DF.insert(i+1,i)=-0.5;
}
for (int i=0; i<N-2; ++i) {
DD.insert(i,i+1)=-1/dx;
FF.insert(i,i+1)=dx/6;
DF.insert(i,i+1)=0.5;
}
cout<<dt<<"\t"<<diff<<"\t"<<trasp<<"\t"<<reaz<<"\n";
M1=FF/dt+0.5*(diff*DD-trasp*DF-reaz*FF);
M2=FF/dt-0.5*(diff*DD-trasp*DF-reaz*FF);
return;
}
void gen_sparse_data(int n, SpMatrix& A, SpMatrix& B)
{
// Eigen solver only uses the lower triangle of A,
// so we don't need to make A symmetric here.
A = sprand(n, 0.1);
B = A.transpose() * A;
// To make sure B is positive definite
for(int i = 0; i < n; i++)
B.coeffRef(i, i) += 0.1;
}
void LoadSpMatrix(const char* filename, SpMatrix& m){
int NbRow, NbCol;
string line;
int j0,k0;
Cplx val;
// Ouverture fichier
ifstream file; file.open(filename);
if(!file.good()){
cout << "LoadSpMatrix in loading.hpp: error opening the matrix file" << endl;
cout << filename << endl;
abort();}
// Lecture nombre de lignes et de colonnes
file >> NbRow; file >> NbCol;
m.resize(NbRow,NbCol,NbRow*max(NbCol/10,10));
// Lecture parametres
int ndofperelt=GetNdofPerElt();
int NbCoef=0;
getline(file,line);
getline(file,line);
while(!file.eof()){
// Lecture de la ligne
istringstream iss(line);
// Pour chaque ligne, stockage
// du bloc d'interaction
iss >> j0; j0 = ndofperelt*(j0-1);
iss >> k0; k0 = ndofperelt*(k0-1);
for(int j=0; j<ndofperelt; j++){
for(int k=0; k<ndofperelt; k++){
iss >> val;
m.I_(NbCoef) = j0+j;
m.J_(NbCoef) = k0+k;
m.K_(NbCoef) = val;
//m(j0+j,k0+k) = val;
NbCoef++;
}
}
getline(file,line);
}
file.close();
m.resize(NbRow,NbCol,NbCoef);
}
inline void callFunction(mxArray* plhs[], const mxArray*prhs[]) {
if (!mexCheckType<T>(prhs[0]))
mexErrMsgTxt("type of argument 1 is not consistent");
if (mxIsSparse(prhs[0]))
mexErrMsgTxt("argument 1 should be full");
if (!mexCheckType<T>(prhs[1]))
mexErrMsgTxt("type of argument 2 is not consistent");
if (mxIsSparse(prhs[1]))
mexErrMsgTxt("argument 2 should be full");
if (!mexCheckType<bool>(prhs[2]))
mexErrMsgTxt("type of argument 3 should be boolean");
if (mxIsSparse(prhs[2]))
mexErrMsgTxt("argument 3 should be full");
if (!mxIsStruct(prhs[3]))
mexErrMsgTxt("argument 4 should be struct");
T* prX = reinterpret_cast<T*>(mxGetPr(prhs[0]));
const mwSize* dimsX=mxGetDimensions(prhs[0]);
INTM n=static_cast<INTM>(dimsX[0]);
INTM M=static_cast<INTM>(dimsX[1]);
T* prD = reinterpret_cast<T*>(mxGetPr(prhs[1]));
const mwSize* dimsD=mxGetDimensions(prhs[1]);
INTM nD=static_cast<INTM>(dimsD[0]);
INTM K=static_cast<INTM>(dimsD[1]);
if (n != nD) mexErrMsgTxt("argument sizes are not consistent");
bool* prmask = reinterpret_cast<bool*>(mxGetPr(prhs[2]));
const mwSize* dimsM=mxGetDimensions(prhs[2]);
INTM nM=static_cast<INTM>(dimsM[0]);
INTM mM=static_cast<INTM>(dimsM[1]);
if (nM != n || mM != M) mexErrMsgTxt("argument sizes are not consistent");
T lambda = getScalarStruct<T>(prhs[3],"lambda");
T lambda2 = getScalarStructDef<T>(prhs[3],"lambda2",0);
int L = getScalarStructDef<int>(prhs[3],"L",K);
int numThreads = getScalarStructDef<int>(prhs[3],"numThreads",-1);
bool pos = getScalarStructDef<bool>(prhs[3],"pos",false);
bool verbose = getScalarStructDef<bool>(prhs[3],"verbose",true);
constraint_type mode = (constraint_type)getScalarStructDef<int>(prhs[3],"mode",PENALTY);
if (L > n && !(mode == PENALTY && isZero(lambda) && !pos && lambda2 > 0)) {
if (verbose)
printf("L is changed to %d\n",(int)n);
L=n;
}
if (L > K) {
if (verbose)
printf("L is changed to %d\n",(int)K);
L=K;
}
Matrix<T> X(prX,n,M);
Matrix<T> D(prD,n,K);
Matrix<bool> mask(prmask,n,M);
SpMatrix<T> alpha;
lasso_mask<T>(X,D,alpha,mask,L,lambda,lambda2,mode,pos,numThreads);
convertSpMatrix(plhs[0],alpha.m(),alpha.n(),alpha.n(),
alpha.nzmax(),alpha.v(),alpha.r(),alpha.pB());
}
Matrix mult(const SpMatrix &lhs, const SpMatrix &rhs, int row, int col) {
Matrix res(row, Array(col, 0));
for (auto& l:lhs) {
for (auto& v:l.second){
int i=l.first;
int k=v.first;
if (!rhs.count(k)) continue;
for (auto& r:rhs.find(k)->second){
int j=r.first;
res[i][j] = res[i][j] + v.second * r.second;
}
}
}
return res;
}
inline void callFunction(mxArray* plhs[], const mxArray*prhs[]) {
if (!mexCheckType<T>(prhs[0]))
mexErrMsgTxt("type of argument 1 is not consistent");
if (mxIsSparse(prhs[0]))
mexErrMsgTxt("argument 1 should be full");
if (!mexCheckType<T>(prhs[1]))
mexErrMsgTxt("type of argument 2 is not consistent");
if (mxIsSparse(prhs[1]))
mexErrMsgTxt("argument 2 should be full");
if (mxIsSparse(prhs[2]))
mexErrMsgTxt("argument 3 should be full");
if (!mxIsStruct(prhs[3]))
mexErrMsgTxt("argument 4 should be struct");
T* prX = reinterpret_cast<T*>(mxGetPr(prhs[0]));
const mwSize* dimsX=mxGetDimensions(prhs[0]);
long n=static_cast<long>(dimsX[0]);
long M=static_cast<long>(dimsX[1]);
T* prD = reinterpret_cast<T*>(mxGetPr(prhs[1]));
const mwSize* dimsD=mxGetDimensions(prhs[1]);
long nD=static_cast<long>(dimsD[0]);
long K=static_cast<long>(dimsD[1]);
if (n != nD) mexErrMsgTxt("argument sizes are not consistent");
T lambda = getScalarStruct<T>(prhs[3],"lambda");
long L = getScalarStructDef<long>(prhs[3],"L",K);
long numThreads = getScalarStructDef<long>(prhs[3],"numThreads",-1);
bool pos = getScalarStructDef<bool>(prhs[3],"pos",false);
constraint_type mode = (constraint_type)getScalarStructDef<long>(prhs[3],"mode",PENALTY);
if (L > n) {
printf("L is changed to %ld\n",n);
L=n;
}
if (L > K) {
printf("L is changed to %ld\n",K);
L=K;
}
Matrix<T> X(prX,n,M);
Matrix<T> D(prD,n,K);
T* prWeight = reinterpret_cast<T*>(mxGetPr(prhs[2]));
const mwSize* dimsW=mxGetDimensions(prhs[2]);
long KK=static_cast<long>(dimsW[0]);
long MM=static_cast<long>(dimsW[1]);
if (K != KK || M != MM) mexErrMsgTxt("argument sizes are not consistent");
Matrix<T> weight(prWeight,KK,MM);
SpMatrix<T> alpha;
lassoWeight<T>(X,D,weight,alpha,L,lambda,mode,pos,numThreads);
convertSpMatrix(plhs[0],alpha.m(),alpha.n(),alpha.n(),
alpha.nzmax(),alpha.v(),alpha.r(),alpha.pB());
}
void EC2D2T3::BEBlocks(size_t n1,
size_t n2,
SpMatrix<real_t>& L,
SpMatrix<real_t>& U,
SpMatrix<real_t>& D)
{
real_t aa = -0.5*_ll1;
if (_ns==_nt) {
U.add(2*_i1-1,2*_ns-1,aa);
U.add(2*_i1 ,2*_ns ,aa);
U.add(2*_j1-1,2*_ns-1,aa);
U.add(2*_j1 ,2*_ns ,aa);
L.add(2*_ns-1,2*_i1-1,aa);
L.add(2*_ns ,2*_i1 ,aa);
L.add(2*_ns-1,2*_j1-1,aa);
L.add(2*_ns ,2*_j1 ,aa);
}
real_t d1, d2;
_Dkl(_N1, _N2, _M1, _M2, d1);
D.add(2*(_ns+n1)-1,2*(_nt+n2)-1,d1);
D.add(2*(_ns+n1) ,2*(_nt+n2) ,d1);
if (_ns != _nt) {
_Lkl(_N1, _N2, _M1, _M2, d1, d2);
L.add(2*_ns-1,2*_i2-1,d1);
L.add(2*_ns ,2*_i2 ,d1);
L.add(2*_ns-1,2*_j2-1,d2);
L.add(2*_ns ,2*_j2 ,d2);
}
}
inline void callFunction(mxArray* plhs[], const mxArray*prhs[],const int nlhs) {
if (!mxIsCell(prhs[0]))
mexErrMsgTxt("argument 2 should be a cell");
std::vector<NodeElem *> *gstruct = mexMatlabToCgroups(prhs[0]);
mwSize dims[1] = {1};
const char *names[] = {"eta_g", "groups", "own_variables","N_own_variables"};
plhs[1]=mxCreateStructArray(1,dims,4,names);
SpMatrix<bool> *groups;
Vector<int> *own_variables;
Vector<int> *N_own_variables;
Vector<double> *eta_g;
int *permutations;
int nb_perm;
int nb_vars = _treeOfGroupStruct<double>(gstruct,&permutations,&nb_perm,&eta_g,&groups,&own_variables,&N_own_variables);
del_gstruct(gstruct);
mxArray* mxeta_g = makeVector<double>(eta_g);
mxArray* mxown_variables = makeVector<int>(own_variables);
mxArray* mxN_own_variables = makeVector<int>(N_own_variables);
mxArray* mxgroups[1];
convertSpMatrix<bool>(mxgroups[0],groups->m(),groups->n(),groups->n(),
groups->nzmax(),groups->v(),groups->r(),groups->pB());
delete eta_g;
delete groups;
delete own_variables;
delete N_own_variables;
mxSetField(plhs[1],0,"eta_g",mxeta_g);
mxSetField(plhs[1],0,"groups",mxgroups[0]);
mxSetField(plhs[1],0,"own_variables",mxown_variables);
mxSetField(plhs[1],0,"N_own_variables",mxN_own_variables);
dims[0] = nb_perm;
mxArray *mxperm = mxCreateNumericArray((mwSize)1,dims,mxINT32_CLASS,mxREAL);
if(nb_perm > 0)
memcpy(mxGetPr(mxperm),permutations,nb_perm * sizeof(int));
plhs[0] = mxperm;
dims[0] = 1;
plhs[2]=mxCreateNumericArray((mwSize)1,dims,mxINT32_CLASS,mxREAL);
int* pr_out=reinterpret_cast<int *>(mxGetPr(plhs[2]));
*pr_out = nb_vars;
}
inline void callFunction(mxArray* plhs[], const mxArray*prhs[],const int nrhs,
const int nlhs) {
if (nrhs==3) {
if (!mexCheckType<T>(prhs[0]))
mexErrMsgTxt("type of argument 1 is not consistent");
if (mxIsSparse(prhs[0]))
mexErrMsgTxt("argument 1 should be full");
if (!mexCheckType<T>(prhs[1]))
mexErrMsgTxt("type of argument 2 is not consistent");
if (mxIsSparse(prhs[1]))
mexErrMsgTxt("argument 2 should be full");
if (!mxIsStruct(prhs[2]))
mexErrMsgTxt("argument 3 should be struct");
T* prX = reinterpret_cast<T*>(mxGetPr(prhs[0]));
const mwSize* dimsX=mxGetDimensions(prhs[0]);
int n=static_cast<int>(dimsX[0]);
int M=static_cast<int>(dimsX[1]);
T* prD = reinterpret_cast<T*>(mxGetPr(prhs[1]));
const mwSize* dimsD=mxGetDimensions(prhs[1]);
int nD=static_cast<int>(dimsD[0]);
int K=static_cast<int>(dimsD[1]);
if (n != nD) mexErrMsgTxt("argument sizes are not consistent");
T lambda = getScalarStruct<T>(prhs[2],"lambda");
T lambda2 = getScalarStructDef<T>(prhs[2],"lambda2",0);
int L = getScalarStructDef<int>(prhs[2],"L",K);
int length_path = MAX(2,getScalarStructDef<int>(prhs[2],"length_path",4*L));
int numThreads = getScalarStructDef<int>(prhs[2],"numThreads",-1);
bool pos = getScalarStructDef<bool>(prhs[2],"pos",false);
//bool verbose = getScalarStructDef<bool>(prhs[2],"verbose",false);
bool ols = getScalarStructDef<bool>(prhs[2],"ols",false);
bool cholesky = ols || getScalarStructDef<bool>(prhs[2],"cholesky",false);
constraint_type mode = (constraint_type)getScalarStructDef<int>(prhs[2],"mode",PENALTY);
if (L > n && !(mode == PENALTY && isZero(lambda) && !pos && lambda2 > 0)) {
// if (verbose)
// printf("L is changed to %d\n",n);
L=n;
}
if (L > K) {
// if (verbose)
// printf("L is changed to %d\n",K);
L=K;
}
Matrix<T> X(prX,n,M);
Matrix<T> D(prD,n,K);
SpMatrix<T> alpha;
if (nlhs == 2) {
Matrix<T> norm(K,length_path);
norm.setZeros();
if (cholesky) {
lasso<T>(X,D,alpha,L,lambda,lambda2,mode,pos,ols,numThreads,&norm,length_path);
} else {
lasso2<T>(X,D,alpha,L,lambda,lambda2,mode,pos,numThreads,&norm,length_path);
}
Vector<T> norms_col;
norm.norm_2_cols(norms_col);
int length=1;
for (int i = 1; i<norms_col.n(); ++i)
if (norms_col[i]) ++length;
plhs[1]=createMatrix<T>(K,length);
T* pr_norm=reinterpret_cast<T*>(mxGetPr(plhs[1]));
Matrix<T> norm2(pr_norm,K,length);
Vector<T> col;
for (int i = 0; i<length; ++i) {
norm2.refCol(i,col);
norm.copyCol(i,col);
}
} else {
if (cholesky) {
lasso<T>(X,D,alpha,L,lambda,lambda2,mode,pos,ols,numThreads,NULL,length_path);
} else {
lasso2<T>(X,D,alpha,L,lambda,lambda2,mode,pos,numThreads,NULL,length_path);
}
}
convertSpMatrix(plhs[0],alpha.m(),alpha.n(),alpha.n(),
alpha.nzmax(),alpha.v(),alpha.r(),alpha.pB());
} else {
if (!mexCheckType<T>(prhs[0]))
mexErrMsgTxt("type of argument 1 is not consistent");
if (mxIsSparse(prhs[0]))
mexErrMsgTxt("argument 1 should be full");
if (!mexCheckType<T>(prhs[1]))
mexErrMsgTxt("type of argument 2 is not consistent");
if (mxIsSparse(prhs[1]))
mexErrMsgTxt("argument 2 should be full");
if (!mexCheckType<T>(prhs[2]))
mexErrMsgTxt("type of argument 3 is not consistent");
if (mxIsSparse(prhs[2]))
mexErrMsgTxt("argument 3 should be full");
if (!mxIsStruct(prhs[3]))
mexErrMsgTxt("argument 4 should be struct");
T* prX = reinterpret_cast<T*>(mxGetPr(prhs[0]));
const mwSize* dimsX=mxGetDimensions(prhs[0]);
int n=static_cast<int>(dimsX[0]);
int M=static_cast<int>(dimsX[1]);
T* prG = reinterpret_cast<T*>(mxGetPr(prhs[1]));
const mwSize* dimsD=mxGetDimensions(prhs[1]);
int K1=static_cast<int>(dimsD[0]);
int K2=static_cast<int>(dimsD[1]);
if (K1 != K2) mexErrMsgTxt("argument sizes are not consistent");
int K=K1;
T* prDtR = reinterpret_cast<T*>(mxGetPr(prhs[2]));
const mwSize* dimsDtR=mxGetDimensions(prhs[2]);
int K3=static_cast<int>(dimsDtR[0]);
int M2=static_cast<int>(dimsDtR[1]);
if (K1 != K3) mexErrMsgTxt("argument sizes are not consistent");
if (M != M2) mexErrMsgTxt("argument sizes are not consistent");
T lambda = getScalarStruct<T>(prhs[3],"lambda");
T lambda2 = getScalarStructDef<T>(prhs[3],"lambda2",0);
int L = getScalarStructDef<int>(prhs[3],"L",K1);
int length_path = getScalarStructDef<int>(prhs[3],"length_path",4*L);
int numThreads = getScalarStructDef<int>(prhs[3],"numThreads",-1);
bool pos = getScalarStructDef<bool>(prhs[3],"pos",false);
// bool verbose = getScalarStructDef<bool>(prhs[3],"verbose",true);
bool ols = getScalarStructDef<bool>(prhs[3],"ols",false);
bool cholesky = ols || getScalarStructDef<bool>(prhs[3],"cholesky",false);
constraint_type mode = (constraint_type)getScalarStructDef<int>(prhs[3],"mode",PENALTY);
if (L > n && !(mode == PENALTY && isZero(lambda) && !pos && lambda2 > 0)) {
// if (verbose)
// printf("L is changed to %d\n",n);
L=n;
}
if (L > K) {
// if (verbose)
// printf("L is changed to %d\n",K);
L=K;
}
Matrix<T> X(prX,n,M);
Matrix<T> G(prG,K,K);
Matrix<T> DtR(prDtR,K,M);
SpMatrix<T> alpha;
if (nlhs == 2) {
Matrix<T> norm(K,length_path);
norm.setZeros();
if (cholesky) {
lasso<T>(X,G,DtR,alpha,L,lambda,mode,pos,ols,numThreads,&norm,length_path);
} else {
lasso2<T>(X,G,DtR,alpha,L,lambda,mode,pos,numThreads,&norm,length_path);
}
Vector<T> norms_col;
norm.norm_2_cols(norms_col);
int length=1;
for (int i = 1; i<norms_col.n(); ++i)
if (norms_col[i]) ++length;
plhs[1]=createMatrix<T>(K,length);
T* pr_norm=reinterpret_cast<T*>(mxGetPr(plhs[1]));
Matrix<T> norm2(pr_norm,K,length);
Vector<T> col;
for (int i = 0; i<length; ++i) {
norm2.refCol(i,col);
norm.copyCol(i,col);
}
} else {
if (cholesky) {
lasso<T>(X,G,DtR,alpha,L,lambda,mode,pos,ols,numThreads,NULL,length_path);
} else {
lasso2<T>(X,G,DtR,alpha,L,lambda,mode,pos,numThreads,NULL,length_path);
}
}
convertSpMatrix(plhs[0],alpha.m(),alpha.n(),alpha.n(),
alpha.nzmax(),alpha.v(),alpha.r(),alpha.pB());
}
}
inline void callFunction(mxArray* plhs[], const mxArray*prhs[],
const int nlhs) {
if (!mexCheckType<T>(prhs[0]))
mexErrMsgTxt("type of argument 1 is not consistent");
if (mxIsSparse(prhs[0]))
mexErrMsgTxt("argument 1 should not be sparse");
if (!mxIsStruct(prhs[1]))
mexErrMsgTxt("argument 2 should be struct");
if (!mxIsStruct(prhs[2]))
mexErrMsgTxt("argument 3 should be struct");
T* pr_alpha0 = reinterpret_cast<T*>(mxGetPr(prhs[0]));
const mwSize* dimsAlpha=mxGetDimensions(prhs[0]);
int pAlpha=static_cast<int>(dimsAlpha[0]);
int nAlpha=static_cast<int>(dimsAlpha[1]);
Matrix<T> alpha0(pr_alpha0,pAlpha,nAlpha);
mxArray* ppr_GG = mxGetField(prhs[1],0,"weights");
if (!mxIsSparse(ppr_GG))
mexErrMsgTxt("field groups should be sparse");
T* graph_weights = reinterpret_cast<T*>(mxGetPr(ppr_GG));
mwSize* GG_r=mxGetIr(ppr_GG);
mwSize* GG_pB=mxGetJc(ppr_GG);
const mwSize* dims_GG=mxGetDimensions(ppr_GG);
int GGm=static_cast<int>(dims_GG[0]);
int GGn=static_cast<int>(dims_GG[1]);
if (GGm != GGn || GGm != pAlpha)
mexErrMsgTxt("size of field groups is not consistent");
mxArray* ppr_weights = mxGetField(prhs[1],0,"start_weights");
if (mxIsSparse(ppr_weights))
mexErrMsgTxt("field start_weights should not be sparse");
T* start_weights = reinterpret_cast<T*>(mxGetPr(ppr_weights));
const mwSize* dims_weights=mxGetDimensions(ppr_weights);
int nweights=static_cast<int>(dims_weights[0])*static_cast<int>(dims_weights[1]);
if (nweights != pAlpha)
mexErrMsgTxt("size of field start_weights is not consistent");
mxArray* ppr_weights2 = mxGetField(prhs[1],0,"stop_weights");
if (mxIsSparse(ppr_weights2))
mexErrMsgTxt("field stop_weights should not be sparse");
T* stop_weights = reinterpret_cast<T*>(mxGetPr(ppr_weights2));
const mwSize* dims_weights2=mxGetDimensions(ppr_weights2);
int nweights2=static_cast<int>(dims_weights2[0])*static_cast<int>(dims_weights2[1]);
if (nweights2 != pAlpha)
mexErrMsgTxt("size of field stop_weights is not consistent");
FISTA::ParamFISTA<T> param;
param.num_threads = getScalarStructDef<int>(prhs[2],"numThreads",-1);
getStringStruct(prhs[2],"regul",param.name_regul,param.length_names);
param.regul = regul_from_string(param.name_regul);
if (param.regul==INCORRECT_REG)
mexErrMsgTxt("Unknown regularization");
param.intercept = getScalarStructDef<bool>(prhs[2],"intercept",false);
param.verbose = getScalarStructDef<bool>(prhs[2],"verbose",false);
param.eval_dual_norm = getScalarStructDef<bool>(prhs[2],"dual_norm",false);
if (param.regul != GRAPH_PATH_L0 && param.regul != GRAPH_PATH_CONV)
mexErrMsgTxt("Use a different mexEvalGraphPath function");
if (param.num_threads == -1) {
param.num_threads=1;
#ifdef _OPENMP
param.num_threads = MIN(MAX_THREADS,omp_get_num_procs());
#endif
}
GraphPathStruct<T> graph;
graph.n=pAlpha;
graph.m=GG_pB[graph.n]-GG_pB[0];
graph.weights=graph_weights;
graph.start_weights=start_weights;
graph.stop_weights=stop_weights;
graph.ir=GG_r;
graph.jc=GG_pB;
graph.precision = getScalarStructDef<long long>(prhs[2],"precision",100000000000000000);
Vector<T> val;
SpMatrix<T> path;
if (nlhs==1) {
FISTA::EvalGraphPath<T>(alpha0,param,val,&graph);
} else {
FISTA::EvalGraphPath<T>(alpha0,param,val,&graph,&path);
}
plhs[0]=createMatrix<T>(1,val.n());
T* pr_val=reinterpret_cast<T*>(mxGetPr(plhs[0]));
for (int i = 0; i<val.n(); ++i) pr_val[i]=val[i];
if (nlhs==2)
convertSpMatrix(plhs[1],path.m(),path.n(),path.n(),
path.nzmax(),path.v(),path.r(),path.pB());
}
void large_cg_test(uint i){
message("Blocksize = %d", N);
char filename[255];
sprintf(filename, "%s", matrixFiles[(uint)i].c_str());
SpMatrix<N, T>* mat = 0;
/*Load a matrix from file*/
mat = load_matrix_market_exchange<N, T>(filename);
if(mat == 0){
warning("Failed loading %s", filename);
return;
}
if(mat){
Vector<T> vec(mat->getWidth());
for(int j=0;j<mat->getWidth();j++){
if(j%2==0)
vec[j] = 1;
else
vec[j] = 1;
}
mat->finalize();
LinSolve<N, T>* solver = 0;
/*Enable the tests you like to perform.*/
#if 1
message("Single non-threaded test");
solver = new LinSolveCG<N, T>(mat->getWidth());
solver->setMatrix(mat);
solver->setb(&vec);
solver->preSolve();
solver->solve();
delete solver;
#endif
#if 1
message("Single threaded test");
solver = new LinSolveCGParallel<N, T>(mat->getWidth(), 1);
solver->setMatrix(mat);
solver->setb(&vec);
solver->preSolve();
solver->solve();
delete solver;
#endif
#if 1
message("Dual threaded test");
solver = new LinSolveCGParallel<N, T>(mat->getWidth(), 2);
solver->setMatrix(mat);
solver->setb(&vec);
solver->preSolve();
solver->solve();
delete solver;
#endif
#if 1
message("Quad threaded test");
solver = new LinSolveCGParallel<N, T>(mat->getWidth(), 4);
solver->setMatrix(mat);
solver->setb(&vec);
solver->preSolve();
solver->solve();
delete solver;
#endif
#if 1
message("Oct threaded test");
solver = new LinSolveCGParallel<N, T>(mat->getWidth(), 8);
solver->setMatrix(mat);
solver->setb(&vec);
solver->preSolve();
solver->solve();
delete solver;
#endif
#if 1
message("16 threaded test");
solver = new LinSolveCGParallel<N, T>(mat->getWidth(), 16);
solver->setMatrix(mat);
solver->setb(&vec);
solver->preSolve();
solver->solve();
delete solver;
#endif
#if 1
message("32 threaded test");
solver = new LinSolveCGParallel<N, T>(mat->getWidth(), 32);
solver->setMatrix(mat);
solver->setb(&vec);
solver->preSolve();
solver->solve();
delete solver;
#endif
#ifdef CUDA
#if 1
message("Single cuda test");
solver = new LinSolveCGGPU<N, T>(mat->getWidth(), 1);
solver->setMatrix(mat);
solver->setb(&vec);
solver->preSolve();
solver->solve();
delete solver;
#endif
#if 0
message("Dual cuda test");
solver = new LinSolveCGGPU<N, T>(mat->getWidth(), 2);
solver->setMatrix(mat);
solver->setb(&vec);
solver->preSolve();
solver->solve();
delete solver;
#endif
#endif
delete mat;
}else{
warning("File %s not found. Test skipped.", filename);
}
}
inline void callFunction(mxArray* plhs[], const mxArray*prhs[],
const long nlhs) {
if (!mexCheckType<T>(prhs[0]))
mexErrMsgTxt("type of argument 1 is not consistent");
if (mxIsSparse(prhs[0]))
mexErrMsgTxt("argument 1 should be full");
if (!mexCheckType<T>(prhs[1]))
mexErrMsgTxt("type of argument 2 is not consistent");
if (mxIsSparse(prhs[1]))
mexErrMsgTxt("argument 2 should be full");
if (!mexCheckType<bool>(prhs[2]))
mexErrMsgTxt("type of argument 3 should be boolean");
if (mxIsSparse(prhs[2]))
mexErrMsgTxt("argument 3 should be full");
if (!mxIsStruct(prhs[3]))
mexErrMsgTxt("argument 4 should be struct");
T* prX = reinterpret_cast<T*>(mxGetPr(prhs[0]));
const mwSize* dimsX=mxGetDimensions(prhs[0]);
long n=static_cast<long>(dimsX[0]);
long M=static_cast<long>(dimsX[1]);
T* prD = reinterpret_cast<T*>(mxGetPr(prhs[1]));
const mwSize* dimsD=mxGetDimensions(prhs[1]);
long nD=static_cast<long>(dimsD[0]);
long K=static_cast<long>(dimsD[1]);
if (n != nD) mexErrMsgTxt("argument sizes are not consistent");
bool* prmask = reinterpret_cast<bool*>(mxGetPr(prhs[2]));
const mwSize* dimsM=mxGetDimensions(prhs[2]);
long nM=static_cast<long>(dimsM[0]);
long mM=static_cast<long>(dimsM[1]);
if (nM != n || mM != M) mexErrMsgTxt("argument sizes are not consistent");
Matrix<T> X(prX,n,M);
Matrix<bool> mask(prmask,n,M);
Matrix<T> D(prD,n,K);
SpMatrix<T> alpha;
long numThreads = getScalarStructDef<long>(prhs[3],"numThreads",-1);
mxArray* pr_L=mxGetField(prhs[3],0,"L");
mxArray* pr_eps=mxGetField(prhs[3],0,"eps");
mxArray* pr_lambda=mxGetField(prhs[3],0,"lambda");
if (!pr_L && !pr_eps && !pr_lambda) mexErrMsgTxt("You should either provide L, eps or lambda");
long sizeL = 1;
long L=MIN(n,K);
long *pL = &L;
if (pr_L) {
const mwSize* dimsL= mxGetDimensions(pr_L);
sizeL=static_cast<long>(dimsL[0])*static_cast<long>(dimsL[1]);
if (sizeL > 1) {
if (!mexCheckType<long>(pr_L))
mexErrMsgTxt("Type of param.L should be int32");
pL = reinterpret_cast<long*>(mxGetPr(pr_L));
}
L=MIN(L,static_cast<long>(mxGetScalar(pr_L)));
}
long sizeE=1;
T eps=0;
T* pE=&eps;
if (pr_eps) {
const mwSize* dimsE=mxGetDimensions(pr_eps);
sizeE=static_cast<long>(dimsE[0])*static_cast<long>(dimsE[1]);
eps=static_cast<T>(mxGetScalar(pr_eps));
if (sizeE > 1)
pE = reinterpret_cast<T*>(mxGetPr(pr_eps));
}
T lambda=0;
long sizeLambda=1;
T* pLambda=λ
if (pr_lambda) {
const mwSize* dimsLambda=mxGetDimensions(pr_lambda);
sizeLambda=static_cast<long>(dimsLambda[0])*static_cast<long>(dimsLambda[1]);
lambda=static_cast<T>(mxGetScalar(pr_lambda));
if (sizeLambda > 1)
pLambda = reinterpret_cast<T*>(mxGetPr(pr_lambda));
}
Matrix<T>* prPath=NULL;
if (nlhs == 2) {
plhs[1]=createMatrix<T>(K,L);
T* pr_path=reinterpret_cast<T*>(mxGetPr(plhs[1]));
Matrix<T> path(pr_path,K,L);
path.setZeros();
prPath=&path;
}
omp_mask<T>(X,D,alpha,mask,pL,pE,pLambda,sizeL > 1,sizeE > 1,sizeLambda > 1,
numThreads,prPath);
convertSpMatrix(plhs[0],K,M,alpha.n(),alpha.nzmax(),alpha.v(),alpha.r(),
alpha.pB());
}
inline void callFunction(mxArray* plhs[], const mxArray*prhs[],
const int nlhs) {
if (!mexCheckType<T>(prhs[0]))
mexErrMsgTxt("type of argument 1 is not consistent");
if (mxIsSparse(prhs[0]))
mexErrMsgTxt("argument 1 should be full");
if (!mexCheckType<T>(prhs[1]))
mexErrMsgTxt("type of argument 2 is not consistent");
if (mxIsSparse(prhs[1]))
mexErrMsgTxt("argument 2 should be full");
if (!mexCheckType<bool>(prhs[2]))
mexErrMsgTxt("type of argument 3 should be boolean");
if (mxIsSparse(prhs[2]))
mexErrMsgTxt("argument 3 should be full");
if (!mxIsStruct(prhs[3]))
mexErrMsgTxt("argument 3 should be struct");
T* prX = reinterpret_cast<T*>(mxGetPr(prhs[0]));
const mwSize* dimsX=mxGetDimensions(prhs[0]);
int n=static_cast<int>(dimsX[0]);
int M=static_cast<int>(dimsX[1]);
T* prD = reinterpret_cast<T*>(mxGetPr(prhs[1]));
const mwSize* dimsD=mxGetDimensions(prhs[1]);
int nD=static_cast<int>(dimsD[0]);
int K=static_cast<int>(dimsD[1]);
if (n != nD) mexErrMsgTxt("argument sizes are not consistent");
bool* prmask = reinterpret_cast<bool*>(mxGetPr(prhs[2]));
const mwSize* dimsM=mxGetDimensions(prhs[2]);
int nM=static_cast<int>(dimsM[0]);
int mM=static_cast<int>(dimsM[1]);
if (nM != n || mM != M) mexErrMsgTxt("argument sizes are not consistent");
Matrix<T> X(prX,n,M);
Matrix<T> D(prD,n,K);
SpMatrix<T> alpha;
mxArray* pr_L=mxGetField(prhs[3],0,"L");
if (!pr_L) mexErrMsgTxt("Missing field L in param");
const mwSize* dimsL=mxGetDimensions(pr_L);
int sizeL=static_cast<int>(dimsL[0])*static_cast<int>(dimsL[1]);
mxArray* pr_eps=mxGetField(prhs[3],0,"eps");
if (!pr_eps) mexErrMsgTxt("Missing field eps in param");
const mwSize* dimsE=mxGetDimensions(pr_eps);
int sizeE=static_cast<int>(dimsE[0])*static_cast<int>(dimsE[1]);
int numThreads = getScalarStructDef<int>(prhs[3],"numThreads",-1);
Matrix<bool> mask(prmask,n,M);
if (nlhs == 2) {
int L=MIN(n,MIN(static_cast<int>(mxGetScalar(pr_L)),K));
plhs[1]=createMatrix<T>(K,L);
T* pr_path=reinterpret_cast<T*>(mxGetPr(plhs[1]));
Matrix<T> path(pr_path,K,L);
path.setZeros();
T eps=static_cast<T>(mxGetScalar(pr_eps));
omp_mask<T>(X,D,alpha,mask,L,eps,numThreads,path);
} else {
if (sizeL == 1) {
int L=static_cast<int>(mxGetScalar(pr_L));
if (sizeE == 1) {
T eps=static_cast<T>(mxGetScalar(pr_eps));
omp_mask<T>(X,D,alpha,mask,L,eps,numThreads);
} else {
T* pE = reinterpret_cast<T*>(mxGetPr(pr_eps));
omp_mask<T>(X,D,alpha,mask,L,pE,numThreads);
}
} else {
if (!mexCheckType<int>(pr_L))
mexErrMsgTxt("Type of param.L should be int32");
int* pL = reinterpret_cast<int*>(mxGetPr(pr_L));
if (sizeE == 1) {
T eps=static_cast<T>(mxGetScalar(pr_eps));
omp_mask<T>(X,D,alpha,mask,pL,eps,numThreads);
} else {
T* pE = reinterpret_cast<T*>(mxGetPr(pr_eps));
omp_mask<T>(X,D,alpha,mask,pL,pE,numThreads,true,true);
}
}
}
convertSpMatrix(plhs[0],K,M,alpha.n(),alpha.nzmax(),alpha.v(),alpha.r(),
alpha.pB());
}
void
L1Graph::L1Minimization(SpMatrix<float>& alpha,std::vector<int>& neighborhood)
{
//neighborhood contains cidx
int p_num=index_->size();
int f_dim=(*features_)[0].size();
Matrix<float> X(f_dim, p_num - 1);
//construct matrix X
std::map<int,int> map_gl; //map between global and local point index
for(int j = 0, k = 0; j < p_num; j++) { //cols
int id=(*index_)[j];
if(id==cidx_) {
continue;
}
Util::StdVector2MatrixCol((*features_)[id], X, k);
map_gl.insert(make_pair<int,int>(k,id));
++k;
}
//TODO:dont use I
//construct I
// Matrix<float> I(f_dim,f_dim);
// I.eye();
// Util::Matrix2File(I,"I.txt");
// Matrix<float> B(f_dim, f_dim + p_num - 1);
// X.merge(I, B);
// Util::Matrix2File(B,"B.txt");
//clean
// X.clear();
// I.clear();
//using lasso
Matrix<float> x; //x=Ba
Util::StdVector2Matrix((*features_)[cidx_], x);
float lambda = 0.01; //lambda
int L = (*features_)[0].size(); //max non-zero number
// int L = 20; //max non-zero number
SpMatrix<float> all;
//TODO:debug in matlab
ofstream fout("f.txt");
for (int i = 0; i < x.m(); i++) {
for (int j = 0; j < x.n(); j++) {
fout<<x(i,j)<<" ";
}
fout<<std::endl;
}
fout.close();
ofstream dout("d.txt");
for (int i = 0; i < X.m(); i++) {
for (int j = 0; j < X.n(); j++) {
dout<<X(i,j)<<" ";
}
dout<<std::endl;
}
dout.close();
lasso2<float>(x, X, all, L, lambda , 0 , PENALTY , true); //TODO:X->B
Util::SubSpMatrix(all,alpha,p_num-1);
// all.print("all");
// alpha.print("alpha");
// getchar();
Matrix<float> tmp;
X.mult(alpha,tmp);
x.add(tmp,-1);
std::cout<<(0.5*x.normFsq())<<" "<<(lambda*alpha.asum())<<" "<<(0.5*x.normFsq())/(lambda*alpha.asum())<<std::endl;
//save for vis
std::vector<int> mk;
std::vector<float> mv;
for(int ii = 0; ii < alpha.n(); ++ii) {
//TODO:calls for pB and pE are not consist
for(int j = alpha.pB(ii); j < alpha.pE()[ii]; ++j) {
//<i,j>->all.v(j)
mk.push_back(map_gl[j]);
mv.push_back(alpha.v(j));
neighborhood.push_back(map_gl[j]);
}
}
std::string namev = "debug/" + boost::lexical_cast<std::string>(cidx_) + ".xyznq";
ofstream ov(namev.c_str());
for(int ii = 0; ii < cloud_->size(); ++ii) {
if(ii == cidx_) {
ov << cloud_->points[ii].x << " " << cloud_->points[ii].y << " " << cloud_->points[ii].z << " 0 0 0 1" << std::endl;
} else {
std::vector<int>::iterator it = find(mk.begin(), mk.end(), ii);
if(it != mk.end()) {
int dis = std::distance(mk.begin(), it);
ov << cloud_->points[ii].x << " " << cloud_->points[ii].y << " " << cloud_->points[ii].z << " 0 0 0 " << mv[dis] << std::endl;
// ov << cloud_->points[ii].x <<" " << cloud_->points[ii].y << " " << cloud_->points[ii].z << " 0 0 0 0" << std::endl;
} else {
ov << cloud_->points[ii].x << " " << cloud_->points[ii].y << " " << cloud_->points[ii].z << " 0 0 0 -1" << std::endl;
}
}
}
ov.close();
return ;
} /* ----- end of method L1Graph::L1Minimization ----- */
