void SparseMat::solve_lower_triangle_trans(const DoubleVec &rhs,
DoubleVec &x) const
{
// Solve the transpose of a lower triangular matrix with explicitly
// stored diagonal elements. rhs and x can be the same vector.
// x_i = (1/L_ii) (rhs_i - \sum_{j=i+1}^M L_ji x_j)
assert(is_lower_triangular(true));
assert(rhs.size() == nrows_);
assert(x.size() == nrows_);
assert(nrows_ == ncols_);
// Copy rhs into x. This does all of the rhs_i terms.
if(&x[0] != &rhs[0])
x = rhs;
for(int j=int(x.size()-1); j>=0; j--) {
const_row_iterator ji = --end(j);
if(ji.row() != ji.col() || *ji == 0.0)
throw ErrSetupError("Zero divisor in solve_lower_triangle_trans!");
// We're done with the sums for x[j].
x[j] /= *ji;
for(--ji; ji>=begin(j); --ji)
x[ji.col()] -= (*ji) * x[j];
}
}
/** Returns the time interval covered by the data.
*
* @param[in] times Times at which data were taken
*
* @return The length of time between the earliest observation in times and
* the latest observation in times, in whatever units @p times is in.
*
* @pre @p times.size() ≥ 2
* @pre @p times contains at least two unique values
*
* @perform O(N) time, where N = @p times.size()
*
* @exception std::invalid_argument Thrown if @p times has at most one element.
* @exception kpftimes::except::BadLightCurve Thrown if @p times has
* at most one distinct value.
*
* @exceptsafe The function arguments are unchanged in the event
* of an exception.
*
* @test Regular grid, length 1. Expected behavior: throws invalid_argument
* @test Regular grid, length 2. Expected behavior: returns step
* @test Regular grid, length 100. Expected behavior: returns 99*step
* @test Irregular grid, 2 values randomly chosen from [0, 1). Expected behavior: returns max_element()-min_element()
* @test Irregular grid, 100 values randomly chosen from [0, 1). Expected behavior: returns max_element()-min_element()
*/
double deltaT(const DoubleVec ×) {
if (times.size() < 2) {
throw std::invalid_argument("Parameter 'times' in deltaT() contains fewer than 2 observations");
}
// In C++11, this entire body can be replaced with a call to std::minmax_element()
// Scanning the array to verify that it's sorted would take just as
// long as scanning it for min and max
double tMin = times.front();
double tMax = tMin;
for (DoubleVec::const_iterator i = times.begin(); i != times.end(); i++) {
if (*i < tMin) {
tMin = *i;
}
if (*i > tMax) {
tMax = *i;
}
}
if (tMax <= tMin) {
throw except::BadLightCurve("Parameter 'times' in deltaT() contains only one unique value");
}
else {
return (tMax - tMin);
}
}
double maxExpectation(int M, vector <int> day, vector <int> win, vector <int> gain) {
Max = M;
IIVec Days;
int i;
for (i = 0; i < (int)day.size(); ++i) {
if (win[i] > 0 && gain[i] > 0) {
Days.push_back(II(day[i], i));
}
}
sort(Days.begin(), Days.end());
_day.clear();
_win.clear();
_gain.clear();
memset(memo, 0, sizeof(memo));
for (i = 0; i < (int)Days.size(); ++i) {
_day.push_back(Days[i].first);
_win.push_back(win[Days[i].second] * 0.01);
_gain.push_back(gain[Days[i].second]);
}
if (Days.size() <= 0 || M <= _day[0]) {
return M;
}
return rec(0, M - _day[0]);
}
DoubleVec *VectorOutputVal::value_list() const {
DoubleVec *res = new DoubleVec(0);
res->reserve(size_);
for(unsigned int i=0;i<size_;i++)
res->push_back(data[i]);
return res;
}
void SparseMat::axpy(double alpha, const DoubleVec &x, DoubleVec &y) const
{
if(ncols() != x.size() || nrows() != y.size()) {
std::string msg = "Incompatible sizes in SparseMat::axpy! ["
+ to_string(nrows()) + "x" + to_string(ncols()) + "] * ["
+ to_string(x.size()) + "] + [" + to_string(y.size()) + "]";
throw ErrProgrammingError(msg, __FILE__, __LINE__);
}
if(alpha != 1.0) {
for(unsigned int r=0; r<nrows_; r++) {
const SparseMatRow &row = data[r];
double sum = 0.0;
for(SparseMatRow::const_iterator j=row.begin(); j<row.end(); ++j)
sum += (*j).val * x[(*j).col];
y[r] += alpha*sum;
}
}
else { // alpha == 1.0
for(unsigned int r=0; r<nrows_; r++) {
const SparseMatRow &row = data[r];
double sum = 0.0;
for(SparseMatRow::const_iterator j=row.begin(); j<row.end(); ++j)
sum += (*j).val * x[(*j).col];
y[r] += sum;
}
}
}
/** Returns the highest frequency that can be probed by the data. This is
* defined as 1/2dt, where dt > 0 is the @b smallest time interval between
* any two observations.
*
* @param[in] times Times at which data were taken
*
* @return The highest meaningful frequency, in the inverse of whatever units
* @p times is in.
*
* @pre @p times.size() ≥ 2
* @pre @p times contains at least two unique values
* @pre @p times is sorted in ascending order
*
* @perform O(N) time, where N = @p times.size()
*
* @exception std::invalid_argument Thrown if @p times has at most one element.
* @exception kpftimes::except::BadLightCurve Thrown if @p times has
* at most one distinct value.
* @exception kpfutils::except::NotSorted Thrown if @p times is not in
* ascending order.
*
* @exceptsafe The function arguments are unchanged in the event
* of an exception.
*
* @test Regular grid, length 1. Expected behavior: throws invalid_argument
* @test Regular grid, length 2. Expected behavior: returns PNF = 1/(2*step)
* @test Regular grid, length 100. Expected behavior: returns PNF = 1/(2*step)
* @todo How to test this for irregular grids?
*/
double maxFreq(const DoubleVec ×) {
if (times.size() < 2) {
throw std::invalid_argument("Parameter 'times' in maxFreq() contains fewer than 2 observations");
}
// Test for sort in O(N)
// Faster than sorting, O(N log N), or unsorted test, O(N^2)
if(!kpfutils::isSorted(times.begin(), times.end())) {
throw kpfutils::except::NotSorted("Parameter 'times' in maxFreq() is unsorted");
}
// Look for the smallest interval
DoubleVec::const_iterator t1 = times.begin();
DoubleVec::const_iterator t2 = t1 + 1;
double minDeltaT = 0.0;
while(t2 != times.end()) {
if (*t2 > *t1 && (*t2 - *t1 < minDeltaT || minDeltaT == 0.0)) {
minDeltaT = *t2 - *t1;
}
t1++;
t2++;
}
// Report the results
if (minDeltaT == 0.0) {
throw except::BadLightCurve("Parameter 'times' in maxFreq() contains only one unique value");
} else {
return 0.5 / minDeltaT;
}
}
DoubleVec SparseMat::operator*(const DoubleVec &x) const {
assert(x.size() == ncols_);
DoubleVec result(nrows_, 0.0);
for(unsigned int r=0; r<nrows_; r++) {
double sum = 0.0;
const SparseMatRow &row = data[r];
for(SparseMatRow::const_iterator j=row.begin(); j<row.end(); ++j) {
assert((*j).col >= 0 && (*j).col < x.size());
sum += (*j).val * x[(*j).col];
}
result[r] = sum;
}
return result;
}
double VectorOutputVal::dot(const DoubleVec &other) const {
assert(size() == other.size());
double sum = 0;
for(unsigned int i=0; i<size(); i++)
sum += data[i]*other[i];
return sum;
}
void SparseMat::solve_lower_triangle_unitd(const DoubleVec &rhs,
DoubleVec &x)
const
{
// Solve a lower triangular matrix assuming that the diagonal
// elements are 1.0. rhs and x can be the same vector.
assert(is_lower_triangular(false)); // diags aren't stored explicitly
// x_n = rhs_n - \sum{i=0}^{n-1} L_ni x_i
for(unsigned int rowno=0; rowno<rhs.size(); rowno++) {
double sum = 0.0;
for(const_row_iterator ij=begin(rowno); ij<end(rowno); ++ij)
sum += (*ij)*x[ij.col()];
x[rowno] = rhs[rowno] - sum;
}
}
void term()
{
const double logN = log(double(tf_.size()));
idf_.resize(df_.size());
for (size_t i = 0, n = df_.size(); i < n; i++) {
idf_[i] = logN - log(double(df_[i]));
}
for (size_t i = 0, n = df_.size(); i < n; i++) {
const Int2Int& iv = tf_[i];
DoubleSvec v;
for (Int2Int::const_iterator j = iv.begin(), je = iv.end(); j != je; ++j) {
v.push_back(j->first, j->second * idf_[j->first]);
}
sv_.push_back(v);
}
}
double Stdev(const DoubleVec &val)
{
double mean=0;
double sq=0;
for(DoubleVec::const_iterator it=val.begin(); it< val.end(); it++)
{
mean+=*it;
sq+=*it*(*it);
}
double std= sqrt((val.size()*sq-mean*mean)/((val.size()-1)*val.size()));
mean/=val.size();
sq/=val.size();
return(std);
}
void SparseMat::solve_lower_triangle(const DoubleVec &rhs, DoubleVec &x)
const
{
// Solve a lower triangular matrix. rhs and x can be the same
// vector.
assert(is_lower_triangular(true)); // diag elements are stored explicitly
// x_n = (1/L_nn) (rhs_n - \sum{i=0}^{n-1} L_ni x_i)
for(unsigned int rowno=0; rowno<rhs.size(); rowno++) {
double sum = 0.0;
const_row_iterator ij=--end(rowno);
double diag = *ij;
if(diag == 0.0)
throw ErrSetupError("Zero divisor in solve_lower_triangle");
for(--ij; ij>=begin(rowno); --ij)
sum += (*ij)*x[ij.col()];
x[rowno] = (rhs[rowno] - sum)/diag;
}
}
void
SparseMat::solve_lower_triangle_trans_unitd(const DoubleVec &rhs,
DoubleVec &x) const
{
// Solve the transpose of a lower triangular matrix with implicit
// ones on the diagonal. rhs and x can be the same vector.
// x_i = rhs_i - \sum_{j=i+1}^M L_ji x_j
assert(is_lower_triangular(false));
if(&x[0] != &rhs[0])
x = rhs;
for(int j=int(x.size()-1); j>=0; j--) {
if(is_nonempty_row(j)) {
for(const_row_iterator ji=begin(j); ji<end(j); ++ji) {
x[ji.col()] -= (*ji) * x[j];
}
}
}
}
void SparseMat::solve_upper_triangle(const DoubleVec &rhs, DoubleVec &x)
const
{
// Solve an upper triangular matrix with explicit diagonal elements.
// rhs and x can be the same vector.
assert(is_upper_triangular(true));
// x_i = (1/U_ii) (rhs_i - \sum_{n=i+1}^M U_in x_n )
// rowno must be an int, not an unsigned int, or else rowno>=0 will
// always be true.
for(int rowno=int(rhs.size())-1; rowno>=0; rowno--) {
const_row_iterator ij=begin(rowno);
double diagterm = *ij;
if(ij.row() != ij.col() || diagterm == 0.0)
throw ErrSetupError("Zero divisor in solve_upper_triangle!");
double sum = rhs[rowno];
for(++ij; ij<end(rowno); ++ij)
sum -= (*ij)*x[ij.col()];
x[rowno] = sum/diagterm;
}
}
void SparseMat::solve_upper_triangle_trans(const DoubleVec &rhs,
DoubleVec &x) const
{
// Solve the transpose of an upper triangular matrix with explicit
// diagonal elements. rhs and x can be the same vector.
assert(is_upper_triangular(true));
// x_i = (1/U_ii) (rhs_i - \sum_{j=0}^{i-1} U_ji x_j)
// Copy rhs into x. This does all of the rhs_i terms.
if(&x[0] != &rhs[0])
x = rhs;
for(unsigned int i=0; i<x.size(); i++) {
const_row_iterator ji=begin(i); // loop over i^th col of the transpose
// We're already done with the sums for x_i.
if(ji.row() != ji.col() || *ji == 0.0)
throw ErrSetupError("Zero divisor in solve_upper_triangle_trans!");
x[i] /= *ji; // divide by the diagonal
// Accumulate contributions to later x[i]'s.
for(++ji; ji<end(i); ++ji)
x[ji.col()] -= (*ji) * x[i];
}
}
double ROC(const DoubleVec & _score_pos, const DoubleVec & _score_neg, DoubleVec &sens_vec, DoubleVec &spec_vec, DoubleVec &cutoffs)
{
if(_score_pos.size()==0 || _score_neg.size()==0)
{
cout << "Error: No positive or negative scores";
return(-1);
}
sens_vec.clear();
spec_vec.clear();
cutoffs.clear();
DoubleVec score_pos=_score_pos;
DoubleVec score_neg=_score_neg;
std::sort(score_pos.begin(),score_pos.end());
std::sort(score_neg.begin(),score_neg.end());
double integral=0;
sens_vec.push_back(0);
spec_vec.push_back(1);
cutoffs.push_back(min(score_neg.front(),score_pos.front()));
DoubleVec::const_iterator cut_neg=score_neg.begin();
DoubleVec::const_iterator cut_pos=score_pos.begin();
while(cut_pos<score_pos.end())
{
while(cut_neg<score_neg.end()) // Move cut_neg to first value >= cut_pos
{
if(*cut_neg<*cut_pos)
cut_neg++;
else
break;
}
unsigned TP=unsigned(cut_pos-score_pos.begin());
unsigned FP=unsigned(cut_neg-score_neg.begin());
unsigned TN=score_neg.size()-FP;
unsigned FN=score_pos.size()-TP;
double sens=double(TP)/score_pos.size();
double spec=double(TN)/score_neg.size();
integral+=(sens-sens_vec.back())*(spec+spec_vec.back())/2.0;
sens_vec.push_back(sens);
spec_vec.push_back(spec);
cutoffs.push_back(*cut_pos);
double last_cutoff=*cut_pos;
while(cut_pos<score_pos.end()) // Advance cut_pos while = last cutoff !!Change that to move cut_pos to first value >= cut_neg, perfect symmetry
{
if(*cut_pos==last_cutoff)
cut_pos++;
else
break;
}
while(cut_neg<score_neg.end()) // Advance cut_pos while = last cutoff
{
if(*cut_neg==last_cutoff)
cut_neg++;
else
break;
}
TP=unsigned(cut_pos-score_pos.begin());
FP=unsigned(cut_neg-score_neg.begin());
TN=score_neg.size()-FP;
FN=score_pos.size()-TP;
sens=double(TP)/score_pos.size();
spec=double(TN)/score_neg.size();
integral+=(sens-sens_vec.back())*(spec+spec_vec.back())/2.0;
sens_vec.push_back(sens);
spec_vec.push_back(spec);
double cp=score_pos.back();
double cn=score_neg.back();
if(cut_pos<score_pos.end())
cp=*cut_pos;
if(cut_neg<score_neg.end())
cn=*cut_neg;
cutoffs.push_back(min(cp,cn));
}
integral+=(1-sens_vec.back())*(spec_vec.back()+0)/2.0;
sens_vec.push_back(1);
spec_vec.push_back(0);
cutoffs.push_back(max(score_neg.back(),score_pos.back()));
return(integral);
}
VectorOutputVal::VectorOutputVal(const DoubleVec &vec)
: size_(vec.size()),
data(new double[vec.size()])
{
(void) memcpy(data, &vec[0], size_*sizeof(double));
}
/** Returns the pseudo-Nyquist frequency for a grid of observations.
*
* The pseudo-Nyquist frequency is defined as N/2T, where N is the number of
* observations and T is the length of the time interval covered by the data.
*
* @param[in] times Times at which data were taken
*
* @return The pseudo-Nyquist frequency, in the inverse of whatever units
* times is in.
*
* @pre @p times.size() ≥ 2
* @pre @p times contains at least two unique values
*
* @perform O(N) time, where N = @p times.size()
*
* @exception std::invalid_argument Thrown if @p times has at most one element.
* @exception kpftimes::except::BadLightCurve Thrown if @p times has
* at most one distinct value.
*
* @exceptsafe The function arguments are unchanged in the event
* of an exception.
*
* @test Regular grid, length 1. Expected behavior: throws invalid_argument
* @test Regular grid, length 2. Expected behavior: returns PNF = 1/(2*step)
* @test Regular grid, length 100. Expected behavior: returns PNF = 1/(2*step)
*
* @todo Come up with test cases for an irregular grid.
*/
double pseudoNyquistFreq(const DoubleVec ×) {
// Delegate input validation to deltaT
return 0.5 * times.size() / deltaT(times);
}
void test_intersect()
{
DoubleVec dv;
IntVec iv;
const struct {
unsigned int pos;
double val;
} dTbl[] = {
{ 5, 3.14 }, { 10, 2 }, { 12, 1.4 }, { 100, 2.3 }, { 1000, 4 },
};
const struct {
unsigned int pos;
int val;
} iTbl[] = {
{ 2, 4 }, { 5, 2 }, { 100, 4 }, { 101, 3}, { 999, 4 }, { 1000, 1 }, { 2000, 3 },
};
const struct {
unsigned int pos;
double d;
int i;
} interTbl[] = {
{ 5, 3.14, 2 }, { 100, 2.3, 4 }, { 1000, 4, 1 }
};
for (size_t i = 0; i < CYBOZU_NUM_OF_ARRAY(dTbl); i++) {
dv.push_back(dTbl[i].pos, dTbl[i].val);
}
for (size_t i = 0; i < CYBOZU_NUM_OF_ARRAY(iTbl); i++) {
iv.push_back(iTbl[i].pos, iTbl[i].val);
}
int j = 0;
for (typename DoubleVec::const_iterator i = dv.begin(), ie = dv.end(); i != ie; ++i) {
CYBOZU_TEST_EQUAL(i->pos(), dTbl[j].pos);
CYBOZU_TEST_EQUAL(i->val(), dTbl[j].val);
j++;
}
j = 0;
for (typename IntVec::const_iterator i = iv.begin(), ie = iv.end(); i != ie; ++i) {
CYBOZU_TEST_EQUAL(i->pos(), iTbl[j].pos);
CYBOZU_TEST_EQUAL(i->val(), iTbl[j].val);
j++;
}
int sum = 0;
for (typename IntVec::const_iterator i = iv.begin(), ie = iv.end(); i != ie; ++i) {
sum += i->val() * i->val();
}
CYBOZU_TEST_EQUAL(sum, 71);
typedef cybozu::nlp::Intersection<DoubleVec, IntVec> InterSection;
InterSection inter(dv, iv);
j = 0;
for (typename InterSection::const_iterator i = inter.begin(), ie = inter.end(); i != ie; ++i) {
CYBOZU_TEST_EQUAL(i->pos(), interTbl[j].pos);
CYBOZU_TEST_EQUAL(i->val1(), interTbl[j].d);
CYBOZU_TEST_EQUAL(i->val2(), interTbl[j].i);
j++;
}
}
void CNumVec::SetTo(const DoubleVec &v)
{
resize(v.size());
for(unsigned i=0; i<v.size(); i++)
gsl_vector_set(m_vec,i,v[i]);
}