Esempio n. 1
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void SpectralClustering::MakeSimilarityMatrix(Vector<float*> &points, UINT dimension, float sigma, bool zeroDiagonal, DenseMatrix<double> &result)
{
    const UINT pointCount = points.Length();
    result.Allocate(pointCount, pointCount);
    const double expScale = -1.0f / (2.0f * sigma * sigma);
    for(UINT outerPointIndex = 0; outerPointIndex < pointCount; outerPointIndex++)
    {
        float *outerPoint = points[outerPointIndex];
        for(UINT innerPointIndex = 0; innerPointIndex < pointCount; innerPointIndex++)
        {
            float *innerPoint = points[innerPointIndex];
            float sum = 0.0f;
            for(UINT dimensionIndex = 0; dimensionIndex < dimension; dimensionIndex++)
            {
                float diff = innerPoint[dimensionIndex] - outerPoint[dimensionIndex];
                sum += diff * diff;
            }
            result(outerPointIndex, innerPointIndex) = exp(sum * expScale);
        }
    }
    if(zeroDiagonal)
    {
        for(UINT pointIndex = 0; pointIndex < pointCount; pointIndex++)
        {
            result(pointIndex, pointIndex) = 0.0;
        }
    }
}
Esempio n. 2
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void SolveLDLt (const DenseMatrix & l, const Vector & d, const Vector & g, Vector & p)
{
  double val;

  int n = l.Height();
  p = g;

  for (int i = 0; i < n; i++)
    {
      val = 0;
      for (int j = 0; j < i; j++)
	val += p(j) * l(i,j);
      p(i) -= val;
    }

  for (int i = 0; i < n; i++)
    p(i) /= d(i);
  
  for (int i = n-1; i >= 0; i--)
    {
      val = 0;
      for (int j = i+1; j < n; j++)
	val += p(j) * l(j, i);
      p(i) -= val;
    }
}
Esempio n. 3
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void EigenSparseMatrix<T>::add_matrix(const DenseMatrix<T> & dm,
                                      const std::vector<numeric_index_type> & rows,
                                      const std::vector<numeric_index_type> & cols)

{
  libmesh_assert (this->initialized());
  unsigned int n_rows = cast_int<unsigned int>(rows.size());
  unsigned int n_cols = cast_int<unsigned int>(cols.size());
  libmesh_assert_equal_to (dm.m(), n_rows);
  libmesh_assert_equal_to (dm.n(), n_cols);


  for (unsigned int i=0; i<n_rows; i++)
    for (unsigned int j=0; j<n_cols; j++)
      this->add(rows[i],cols[j],dm(i,j));
}
Esempio n. 4
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/*
 * Calculates the matrix that transforms a B-spline basis to a power basis
 * Input: p (degree of basis)
 * Output: M (power matrix)
 */
DenseMatrix getBSplineToPowerBasisMatrix1D(unsigned int p)
{
    assert(p > 0); // m = n+p+1

    // M is a lower triangular matrix of size (p+1)x(p+1)
    DenseMatrix M; M.setZero(p+1,p+1);

    for (unsigned int j = 0; j <= p; j++) // cols
    {
        for (unsigned int i = j; i <= p; i++) // rows
        {
            M(i,j) = pow(-1,i-j)*binomialCoeff(p,j)*binomialCoeff(p-j,i-j);
        }
    }
    return M;
}
Esempio n. 5
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    // ------------------------------------------------------------------------
    //
    //         Init function - call prior to start of iterations
    //
    // ------------------------------------------------------------------------
    void Init(const Matrix<T>& A,
              DenseMatrix<T>& W,
              DenseMatrix<T>& H)
    {
        WtW.Resize(W.Width(), W.Width());
        WtA.Resize(W.Width(), A.Width());
        HHt.Resize(H.Height(), H.Height());
        AHt.Resize(A.Height(), H.Height());
        ScaleFactors.Resize(H.Height(), 1);

        // compute the kxk matrix WtW = W' * W
        Gemm(TRANSPOSE, NORMAL, T(1), W, W, T(0), WtW);

        // compute the kxn matrix WtA =  W' * A
        Gemm(TRANSPOSE, NORMAL, T(1), W, A, T(0), WtA);
    }
void transpose(const DenseMatrix &A, DenseMatrix &Atranspose)
{
    Atranspose.resize(A.n, A.m);
    for(int j=0; j<A.n; ++j) for(int i=0; i<A.m; ++i){
        Atranspose(j,i)=A(i,j);
    }
}
Esempio n. 7
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int TransposeDenseTestObj()
{
    DenseMatrix b{3};
    b(0) = 6;
    b(1) = -4;
    b(2) = 27;
    
    b.transpose();
    
    DenseMatrix c = transposed(b);
    
    DenseMatrix d = transposed(move(c));
    
    assertEqual(b.getData(), d.getData(), 3)
    return 1;
}
int ResidJacEval::evalJacobian(const doublereal t, const doublereal delta_t,
                               doublereal cj, const doublereal* const y,
                               const doublereal* const ydot, DenseMatrix& J,
                               doublereal* const resid)
{
    doublereal* const* jac_colPts = J.colPts();
    return evalJacobianDP(t, delta_t, cj, y, ydot, jac_colPts, resid);
}
Esempio n. 9
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File: ex10p.cpp Progetto: YPCC/mfem
double ElasticEnergyCoefficient::Eval(ElementTransformation &T,
                                      const IntegrationPoint &ip)
{
   model.SetTransformation(T);
   x.GetVectorGradient(T, J);
   // return model.EvalW(J);  // in reference configuration
   return model.EvalW(J)/J.Det(); // in deformed configuration
}
Esempio n. 10
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 /// Construct a time-independent square matrix coefficient from a C-function
 MatrixFunctionCoefficient(int dim, void (*F)(const Vector &, DenseMatrix &),
                           Coefficient *q = NULL)
    : MatrixCoefficient(dim), Q(q)
 {
    Function = F;
    TDFunction = NULL;
    mat.SetSize(0);
 }
Esempio n. 11
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//====================================================================================================================
int invert(DenseMatrix& A, size_t nn)
{
    integer n = static_cast<int>(nn != npos ? nn : A.nRows());
    int info=0;
    ct_dgetrf(n, n, A.ptrColumn(0), static_cast<int>(A.nRows()),
              &A.ipiv()[0], info);
    if (info != 0) {
        if (A.m_printLevel) {
            writelogf("invert(DenseMatrix& A, int nn): DGETRS returned INFO = %d\n", info);
        }
        if (! A.m_useReturnErrorCode) {
            throw CELapackError("invert(DenseMatrix& A, int nn)", "DGETRS returned INFO = "+int2str(info));
        }
        return info;
    }

    vector_fp work(n);
    integer lwork = static_cast<int>(work.size());
    ct_dgetri(n, A.ptrColumn(0), static_cast<int>(A.nRows()),
              &A.ipiv()[0],  &work[0], lwork, info);
    if (info != 0) {
        if (A.m_printLevel) {
            writelogf("invert(DenseMatrix& A, int nn): DGETRS returned INFO = %d\n", info);
        }
        if (! A.m_useReturnErrorCode) {
            throw CELapackError("invert(DenseMatrix& A, int nn)", "DGETRI returned INFO="+int2str(info));
        }
    }
    return info;
}
Esempio n. 12
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void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
{

  using namespace FortranLinalg;

    char * filename = mxArrayToString(prhs[0]);
    
    
    DenseMatrix<Precision> in = LinalgIO<Precision>::readMatrix(filename);
    
    mxArray *lhs[1];

    lhs[0] = mxCreateNumericMatrix(in.M(), in.N(), CLASS, mxREAL);

    Precision *out = (Precision*) mxGetPr(lhs[0]);
    

    memcpy(out, in.data(), in.M()*in.N()*sizeof(Precision));

    plhs[0] = lhs[0]; 

    

    in.deallocate();
      
    mxFree(filename);
    
    return;
}
Esempio n. 13
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void MinFunction :: ApproximateHesse (const Vector & x,
				      DenseMatrix & hesse) const
{
  int n = x.Size();
  int i, j;

  static Vector hx;
  hx.SetSize(n);

  double eps = 1e-6;
  double f, f11, f12, f21, f22;
  
  for (i = 1; i <= n; i++)
    {
      for (j = 1; j < i; j++)
	{
	  hx = x;
	  hx.Elem(i) = x.Get(i) + eps;
	  hx.Elem(j) = x.Get(j) + eps;
	  f11 = Func(hx);
	  hx.Elem(i) = x.Get(i) + eps;
	  hx.Elem(j) = x.Get(j) - eps;
	  f12 = Func(hx);
	  hx.Elem(i) = x.Get(i) - eps;
	  hx.Elem(j) = x.Get(j) + eps;
	  f21 = Func(hx);
	  hx.Elem(i) = x.Get(i) - eps;
	  hx.Elem(j) = x.Get(j) - eps;
	  f22 = Func(hx);

	  hesse.Elem(i, j) = hesse.Elem(j, i) =
	    (f11 + f22 - f12 - f21) / (2 * eps * eps);
	}

      hx = x;
      f = Func(x);
      hx.Elem(i) = x.Get(i) + eps;
      f11 = Func(hx);
      hx.Elem(i) = x.Get(i) - eps;
      f22 = Func(hx);

      hesse.Elem(i, i) = (f11 + f22 - 2 * f) / (eps * eps);
    }
  //  (*testout) << "hesse = " << hesse << endl;
}
Esempio n. 14
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int main(int argc, char *argv[])
{
	// tests();
	// srand(time(10));
	srand(10);
	if(argc < 4)
	{
		std::cout << "Input arguments:\n\t1: Filename for A matrix (as in A ~= WH)\n\t2: New desired dimension\n\t3: Max NMF iterations\n\t4: Max NNLS iterations\n\t5 (optional): delimiter (space is default)\n";
	}
	else
	{
		std::string filename = argv[1];
		int newDimension = atoi(argv[2]);
		int max_iter_nmf = atoi(argv[3]);
		int max_iter_nnls = atoi(argv[4]);
		char delimiter = (argc > 5) ? *argv[5] : ' ';

		DenseMatrix* A = readMatrix(filename,delimiter);
		A->copyColumnToRow();
		printf("Sparsity of A: %f\n",sparsity(A));

		DenseMatrix W = DenseMatrix(A->rows,newDimension);
		DenseMatrix H = DenseMatrix(newDimension,A->cols);
		NMF_Input input = NMF_Input(&W,&H,A,max_iter_nmf,max_iter_nnls);

		std::cout << "Starting NMF computation." << std::endl;
		std::clock_t start = std::clock();
		double duration;
		// nmf_cpu(input);
		nmf_cpu_profile(input);
		duration = ( std::clock() - start ) / (double) CLOCKS_PER_SEC;
		std::cout << "NMF computation complete. Time: " << duration << " s." << std::endl;

		W.copyColumnToRow();
		dtype AF = FrobeniusNorm(A);
		dtype WH_AF = Fnorm(W,H,*A);
		printf("Objective value: %f\n",WH_AF/AF);
		// DenseMatrix z1 = DenseMatrix(A->rows,newDimension);
		// DenseMatrix z2 = DenseMatrix(newDimension,A->cols);
		// printf("Calculated solution approximate Frobenius norm: %f\n",Fnorm(z1,z2,*A));
		// printcolmajor(H.colmajor,H.rows,H.cols);
		if(A) delete A;
	}
	return 0;
}
Esempio n. 15
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void DenseMatrix<T>::right_multiply_transpose (const DenseMatrix<T>& B)
{
  if (this->use_blas_lapack)
    this->_multiply_blas(B, RIGHT_MULTIPLY_TRANSPOSE);
  else
    {
      //Check to see if we are doing B*(B^T)
      if (this == &B)
	{
	  //libmesh_here();
	  DenseMatrix<T> A(*this);

	  // Simple but inefficient way
	  // return this->right_multiply_transpose(A);

	  // More efficient, more code
	  // If B is mxn, the result will be a square matrix of Size m x m.
	  const unsigned int n_rows = B.m();
	  const unsigned int n_cols = B.n();

	  // resize() *this and also zero out all entries.
	  this->resize(n_rows,n_rows);

	  // Compute the lower-triangular part
	  for (unsigned int i=0; i<n_rows; ++i)
	    for (unsigned int j=0; j<=i; ++j)
	      for (unsigned int k=0; k<n_cols; ++k) // inner products are over n_cols
		(*this)(i,j) += A(i,k)*A(j,k);

	  // Copy lower-triangular part into upper-triangular part
	  for (unsigned int i=0; i<n_rows; ++i)
	    for (unsigned int j=i+1; j<n_rows; ++j)
	      (*this)(i,j) = (*this)(j,i);
	}

      else
	{
	  DenseMatrix<T> A(*this);

	  this->resize (A.m(), B.m());

	  libmesh_assert_equal_to (A.n(), B.n());
	  libmesh_assert_equal_to (this->m(), A.m());
	  libmesh_assert_equal_to (this->n(), B.m());

	  const unsigned int m_s = A.m();
	  const unsigned int p_s = A.n();
	  const unsigned int n_s = this->n();

	  // Do it this way because there is a
	  // decent chance (at least for constraint matrices)
	  // that B.transpose(k,j) = 0.
	  for (unsigned int j=0; j<n_s; j++)
	    for (unsigned int k=0; k<p_s; k++)
	      if (B.transpose(k,j) != 0.)
		for (unsigned int i=0; i<m_s; i++)
		  (*this)(i,j) += A(i,k)*B.transpose(k,j);
	}
    }
}
Esempio n. 16
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int CalcTriangleCenter (const Point3d ** pts, Point3d & c)
{
  static DenseMatrix a(2), inva(2);
  static Vector rs(2), sol(2);
  double h = Dist(*pts[0], *pts[1]);

  Vec3d v1(*pts[0], *pts[1]);
  Vec3d v2(*pts[0], *pts[2]);

  rs.Elem(1) = v1 * v1;
  rs.Elem(2) = v2 * v2;

  a.Elem(1,1) = 2 * rs.Get(1);
  a.Elem(1,2) = a.Elem(2,1) = 2 * (v1 * v2);
  a.Elem(2,2) = 2 * rs.Get(2);

  if (fabs (a.Det()) <= 1e-12 * h * h)
    {
      (*testout) << "CalcTriangleCenter: degenerated" << endl;
      return 1;
    }

  CalcInverse (a, inva);
  inva.Mult (rs, sol);

  c = *pts[0];
  v1 *= sol.Get(1);
  v2 *= sol.Get(2);

  c += v1;
  c += v2;

  return 0;
}
Esempio n. 17
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bool HasNaNs(const DenseMatrix<T>& M)
{
    // returns true if any matrix element is NaN

    int height = M.Height();
    int width  = M.Width();
    for (int c=0; c<width; ++c)
    {
        for (int r=0; r<height; ++r)
        {
            T elt = M.Get(r, c);
            if (std::isnan(elt))
                return true;
        }
    }

    return false;
}
Esempio n. 18
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//! compute transpose of matrix
void DenseMatrix::Transpose(DenseMatrix & C) const
{
	C.Resize(m_nCols,m_nRows);
	for ( unsigned int r = 0; r < m_nRows; ++r ) {
		for ( unsigned int c = 0; c < m_nCols; ++c ) {
			M_C(c,r) = M(r,c);
		}
	}
}
Esempio n. 19
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bool SolveDeficit(DenseMatrix< VariableArray2<double> > &A,
		DenseVector<VariableArray1<double> > &x, DenseVector<VariableArray1<double> > &rhs, double deficitTolerance)
{
	DenseMatrix< VariableArray2<double> > A2=A;
	DenseVector<VariableArray1<double> > rhs2=rhs;

	UG_ASSERT(A.num_rows() == rhs.size(), "");
	UG_ASSERT(A.num_cols() == x.size(), "");

	size_t iNonNullRows;
	x.resize(A.num_cols());
	for(size_t i=0; i<x.size(); i++)
		x[i] = 0.0;
	std::vector<size_t> interchange;
	if(Decomp(A, rhs, iNonNullRows, interchange, deficitTolerance) == false) return false;

//	A.maple_print("Adecomp");
//	rhs.maple_print("rhs decomp");

	for(int i=iNonNullRows-1; i>=0; i--)
	{
		double d=A(i,i);
		double s=0;
		for(size_t k=i+1; k<A.num_cols(); k++)
			s += A(i,k)*x[interchange[k]];
		x[interchange[i]] = (rhs[i] - s)/d;
	}
	DenseVector<VariableArray1<double> > f;
	f = A2*x - rhs2;
	if(VecNormSquared(f) > 1e-2)
	{
		UG_LOGN("iNonNullRows = " << iNonNullRows);
		UG_LOG("solving was wrong:");
		UG_LOGN(CPPString(A2, "Aold"));
		rhs2.maple_print("rhs");
		UG_LOGN(CPPString(A, "Adecomp"));
		rhs.maple_print("rhsDecomp");
		x.maple_print("x");
		f.maple_print("f");

	}

	return true;
}
Esempio n. 20
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		void compute(const MatrixType& A, const Index rank)
		{
			if(A.cols() == 0 || A.rows() == 0)
				return;

			Index r = (rank < A.cols()) ? rank : A.cols();

			r = (r < A.rows()) ? r : A.rows();

			// Gaussian Random Matrix for A^T
			DenseMatrix O(A.rows(), r);
			sample_gaussian(O);

			// Compute Sample Matrix of A^T
			DenseMatrix Y = A.transpose() * O;

			// Orthonormalize Y
			gram_schmidt(Y);

			// Range(B) = Range(A^T)
			DenseMatrix B = A * Y;

			// Gaussian Random Matrix
			DenseMatrix P(B.cols(), r);
			sample_gaussian(P);

			// Compute Sample Matrix of B
			DenseMatrix Z = B * P;

			// Orthonormalize Z
			gram_schmidt(Z);

			// Range(C) = Range(B)
			DenseMatrix C = Z.transpose() * B;

			Eigen::JacobiSVD<DenseMatrix> svdOfC(C, Eigen::ComputeThinU | Eigen::ComputeThinV);

			// C = USV^T
			// A = Z * U * S * V^T * Y^T()
			m_matrixU = Z * svdOfC.matrixU();
			m_vectorS = svdOfC.singularValues();
			m_matrixV = Y * svdOfC.matrixV();
		}
Esempio n. 21
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 double DenseMatrix::InnerProduct(const DenseMatrix& mat) const
 {
     double res = 0;
     const std::vector<double>& dataMat = mat.GetValues();
     for (int dataId = 0; dataId < mValues.size(); dataId++)
     {
         res += mValues.at(dataId) * dataMat.at(dataId);
     }
     return res;
 }
Esempio n. 22
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// helper to set submatrix of A repeated vdim times
static void SetVDofSubMatrixTranspose(SparseMatrix& A,
                                      Array<int>& rows, Array<int>& cols,
                                      const DenseMatrix& subm, int vdim)
{
   if (vdim == 1)
   {
      A.SetSubMatrixTranspose(rows, cols, subm, 1);
   }
   else
   {
      int nr = subm.Width(), nc = subm.Height();
      for (int d = 0; d < vdim; d++)
      {
         Array<int> rows_sub(rows.GetData() + d*nr, nr); // (not owner)
         Array<int> cols_sub(cols.GetData() + d*nc, nc); // (not owner)
         A.SetSubMatrixTranspose(rows_sub, cols_sub, subm, 1);
      }
   }
}
Esempio n. 23
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 DenseMatrix DenseMatrix::operator * (const DenseMatrix& mat) const
 {
     int rightColNum = mat.GetColNum();
     DenseMatrix matRes(mRowNum, rightColNum, 0);
     for (int rid = 0; rid < mRowNum; rid++)
     {
         for (int cid = 0; cid < rightColNum; cid++)
         {
             double v = 0.0;
             int rBaseIndex = rid * mColNum;
             for (int did = 0; did < mColNum; did++)
             {
                 v += mValues.at(rBaseIndex + did) * mat.at(did, cid);
             }
             matRes.at(rid, cid) = v;
         }
     }
     return matRes;
 }
Esempio n. 24
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EmbeddingResult project(const ProjectionResult& projection_result, RandomAccessIterator begin,
                        RandomAccessIterator end, FeatureVectorCallback callback, unsigned int dimension)
{
	timed_context context("Data projection");

	DenseVector current_vector(dimension);

	const DenseSymmetricMatrix& projection_matrix = projection_result.first;

	DenseMatrix embedding = DenseMatrix::Zero((end-begin),projection_matrix.cols());

	for (RandomAccessIterator iter=begin; iter!=end; ++iter)
	{
		callback(*iter,current_vector);
		embedding.row(iter-begin) = projection_matrix.transpose()*current_vector;
	}

	return EmbeddingResult(embedding,DenseVector());
}
Esempio n. 25
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void
Assembly::addJacobianBlock(SparseMatrix<Number> & jacobian, DenseMatrix<Number> & jac_block, const std::vector<dof_id_type> & idof_indices, const std::vector<dof_id_type> & jdof_indices, Real scaling_factor)
{
  if ((idof_indices.size() > 0) && (jdof_indices.size() > 0) && jac_block.n() && jac_block.m())
  {
    std::vector<dof_id_type> di(idof_indices);
    std::vector<dof_id_type> dj(jdof_indices);
    _dof_map.constrain_element_matrix(jac_block, di, dj, false);

    if (scaling_factor != 1.0)
    {
      _tmp_Ke = jac_block;
      _tmp_Ke *= scaling_factor;
      jacobian.add_matrix(_tmp_Ke, di, dj);
    }
    else
      jacobian.add_matrix(jac_block, di, dj);
  }
}
Esempio n. 26
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ConstraintPtr ConstraintBSpline::computeRelaxationConvexHull()
{
    /*
     * Convex combination model:
     *
     * X = [x' y' auxiliary variables]'
     *
     * A = [ I -C ]   b = [ 0 ]
     *     [ 0  1 ]       [ 1 ]
     *
     * AX = b, [lb' 0]' <= X <= [ub' inf]'
     */

    // Consider renaming here (control points matrix was transposed in old implementation)
    int rowsC = bspline.getNumVariables() + 1;
    int colsC = bspline.getNumControlPoints();
    int rowsA = rowsC + 1;
    int colsA = rowsC + colsC;

    DenseMatrix I;
    I.setIdentity(rowsC,rowsC);

    DenseMatrix zeros;
    zeros.setZero(1,rowsC);

    DenseMatrix ones;
    ones.setOnes(1,colsC);

    DenseMatrix A(rowsA, colsA);
    A.block(0,     0,     rowsC, rowsC) = I;
    A.block(0,     rowsC, rowsC, colsC) = -bspline.getControlPoints().transpose();
    A.block(rowsC, 0,     1,     rowsC) = zeros;
    A.block(rowsC, rowsC, 1,     colsC) = ones;

    zeros.setZero(rowsC,1);
    ones.setOnes(1,1);

    DenseVector b(rowsA);
    b.block(0,     0, rowsC, 1) = zeros;
    b.block(rowsC, 0, 1,     1) = ones;

    auto auxVariables = variables;

    // Number of auxiliary variables equals number of control points
    for (int i = 0; i < bspline.getNumControlPoints(); i++)
        auxVariables.push_back(std::make_shared<Variable>(0, 0, 1));

    ConstraintPtr relaxedConstraint = std::make_shared<ConstraintLinear>(auxVariables, A ,b, true);
    relaxedConstraint->setName("B-spline convex hull relaxation");

    return relaxedConstraint;
}
Esempio n. 27
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void sdiff(const DenseMatrix &A, const RCP<const Basic> &x, DenseMatrix &result)
{
    SYMENGINE_ASSERT(A.row_ == result.nrows() and A.col_ == result.ncols());
#pragma omp parallel for
    for (unsigned i = 0; i < result.row_; i++) {
        for (unsigned j = 0; j < result.col_; j++) {
            if (is_a<Symbol>(*x)) {
                const RCP<const Symbol> x_ = rcp_static_cast<const Symbol>(x);
                result.m_[i * result.col_ + j]
                    = A.m_[i * result.col_ + j]->diff(x_);
            } else {
                // TODO: Use a dummy symbol
                const RCP<const Symbol> x_ = symbol("_x");
                result.m_[i * result.col_ + j] = ssubs(
                    ssubs(A.m_[i * result.col_ + j], {{x, x_}})->diff(x_),
                    {{x_, x}});
            }
        }
    }
}
Esempio n. 28
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void DenseMatrix<T>::get_principal_submatrix (unsigned int sub_m,
                                              unsigned int sub_n,
                                              DenseMatrix<T>& dest) const
{
  libmesh_assert( (sub_m <= this->m()) && (sub_n <= this->n()) );

  dest.resize(sub_m, sub_n);
  for(unsigned int i=0; i<sub_m; i++)
    for(unsigned int j=0; j<sub_n; j++)
      dest(i,j) = (*this)(i,j);
}
Esempio n. 29
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DenseMatrix project(const DenseMatrix& projection_matrix, const DenseVector& mean_vector,
                    RandomAccessIterator begin, RandomAccessIterator end, 
                    FeatureVectorCallback callback, IndexType dimension)
{
	timed_context context("Data projection");

	DenseVector current_vector(dimension);
	DenseVector current_vector_subtracted_mean(dimension);

	DenseMatrix embedding = DenseMatrix::Zero((end-begin),projection_matrix.cols());

	for (RandomAccessIterator iter=begin; iter!=end; ++iter)
	{
		callback(*iter,current_vector);
		current_vector_subtracted_mean = current_vector - mean_vector;
		embedding.row(iter-begin) = projection_matrix.transpose()*current_vector_subtracted_mean;
	}

	return embedding;
}
Esempio n. 30
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int LDLtUpdate (DenseMatrix & l, Vector & d, double a, const Vector & u)
{
  // Bemerkung: Es wird a aus R erlaubt
  // Rueckgabewert: 0 .. D bleibt positiv definit
  //                1 .. sonst

  int i, j, n;

  n = l.Height();

  Vector v(n);
  double t, told, xi;

  told = 1;
  v = u;

  for (j = 1; j <= n; j++)
    {
      t = told + a * sqr (v.Elem(j)) / d.Get(j);

      if (t <= 0) 
	{
	  (*testout) << "update err, t = " << t << endl;
	  return 1;
	}

      xi = a * v.Elem(j) / (d.Get(j) * t);

      d.Elem(j) *= t / told;

      for (i = j + 1; i <= n; i++)
	{
	  v.Elem(i) -= v.Elem(j) * l.Elem(i, j);
	  l.Elem(i, j) += xi * v.Elem(i);
	}

      told = t;
    }

  return 0;
}