inline static void f( char * jobu, char * jobvt, INTEGER * m, INTEGER * n,
double * A, INTEGER * LDA, double * S, double * U,
INTEGER * LDU, double * VT, INTEGER * LDVT,
double * WORK, INTEGER * LWORK, INTEGER * INFO)
{
DGESVD(jobu, jobvt, m, n, A, LDA, S, U, LDU, VT, LDVT, WORK, LWORK, INFO);
}
void SpinAdapted::svd(Matrix& M, DiagonalMatrix& d, Matrix& U, Matrix& V)
{
int nrows = M.Nrows();
int ncols = M.Ncols();
assert(nrows >= ncols);
int minmn = min(nrows, ncols);
int maxmn = max(nrows, ncols);
int eigenrows = min(minmn, minmn);
d.ReSize(minmn);
Matrix Ut;
Ut.ReSize(nrows, nrows);
V.ReSize(ncols, ncols);
int lwork = maxmn * maxmn + 100;
double* workspace = new double[lwork];
// first transpose matrix
Matrix Mt;
Mt = M.t();
int info = 0;
DGESVD('A', 'A', nrows, ncols, Mt.Store(), nrows, d.Store(),
Ut.Store(), nrows, V.Store(), ncols, workspace, lwork, info);
U.ReSize(nrows, ncols);
SpinAdapted::Clear(U);
for (int i = 0; i < nrows; ++i)
for (int j = 0; j < ncols; ++j)
U(i+1,j+1) = Ut(j+1,i+1);
delete[] workspace;
}
void wrap_dgesvd(char jobu, char jobvt, int m, int n, double *a, int lda, double *sing,
double *u, int ldu, double *vt, int ldvt, int *info)
{
#ifdef HAVE_ACML
DGESVD(jobu, jobvt, m, n, a, lda, sing, u, ldu, vt, ldvt, info);
#else
int lwork=-1;
double work1;
DGESVD(&jobu, &jobvt, &m, &n, a, &lda, sing, u, &ldu, vt, &ldvt, &work1, &lwork, info);
ASSERT(*info==0);
ASSERT(work1>0);
lwork=(int) work1;
double* work=new double[lwork];
DGESVD(&jobu, &jobvt, &m, &n, a, &lda, sing, u, &ldu, vt, &ldvt, work, &lwork, info);
delete[] work;
#endif
}
double cond(double * A, int n, int m)
{
//#ifdef COMPLETE_LAPACK_LIBRARIES
int dimS = m < n ? m : n;
double * S = (double *)malloc(dimS * sizeof(double));
char JOBU = 'N';
int LDU = 1;
double *U = NULL;
char JOBVT = 'N';
int LDVT = 1;
double *VT = NULL;
size_t size = n * m * sizeof(double);
double *Atmp = (double *)malloc(size);
memcpy(Atmp, A, size);
int InfoDGSVD = -1;
double * superb = (double *)malloc((min(m, n) - 1)* sizeof(double));
DGESVD(JOBU, JOBVT, n, m, A, n, S, U, LDU, VT, LDVT, superb, &InfoDGSVD);
/* #else */
/* int LWORK = -1; */
/* double * WORK; */
/* WORK = malloc(sizeof(*WORK)); */
/* assert(WORK); */
/* DGESVD(&JOBU, &JOBVT, n, m, A, m, S, U, LDU, VT, LDVT, WORK, LWORK, InfoDGSVD); */
/* LWORK = (int)(WORK[0]); */
/* WORK = realloc(WORK, LWORK * sizeof * WORK); */
/* DGESVD(&JOBU, &JOBVT, n, m, A, m, S, U, LDU, VT, LDVT, WORK, LWORK, InfoDGSVD); */
/* free(WORK); */
/* #endif */
printf("SVD of A :\n ");
printf("[\t ");
for (int i = 0; i < dimS ; i++)
{
printf("%14.7e\t", S[i]);
}
printf("]\n ");
memcpy(A, Atmp, size);
double conditioning = S[0] / S[dimS - 1];
free(superb);
free(Atmp);
free(S);
return conditioning;
/* #else */
/* fprintf(stderr, "Numerics. cond.c dgesvd not found\n"); */
/* return 0.0; */
/* #endif */
}
int MatrixPCA(ThresholdingSpecification * thresholdingSpecification,
int m, int n, double * A, int * r, double * weights)
{
if (!A)
{
printf("Error: input matrix is NULL.\n");
return -1;
}
if (weights != NULL)
{
// transform row i of A by sqrt(weights[i])
for(int row=0; row<m; row++)
{
double rowWeight = sqrt(weights[row]);
for(int column=0; column<n; column++)
A[ELT(m, row, column)] *= rowWeight;
}
}
bool transpose = false;
if (m > n)
{
transpose = true;
InPlaceTransposeMatrix(m,n,A);
// swap m,n
int bufferi = m;
m = n;
n = bufferi;
}
// do SVD
char jobu = 'O';//overwrites A with U (left singular vectors)
//char jobu = 'N';
char jobvt = 'S';//all rows returned in VT
//char jobvt = 'N';
int ldA = m;
int ldU = m;
int lwork = 64*MAX(3*MIN( m, n)+MAX(m,n), 5*MIN(m,n)-4);
double * work = (double*) malloc (sizeof(double) * lwork);
if (!work)
{
printf("Error: failed to allocate workspace.\n");
return -2;
}
//printf("Workspace size is: %G Mb .\n",1.0 * lwork * sizeof(int) / 1024 / 1024);
// allocate array for singular vectors
double * S = (double *) malloc (sizeof(double) * MIN(m,n));
if (!S)
{
printf("Error: failed to allocate singular vectors.\n");
return -2;
}
double * dummyU = NULL;
// allocate array for VT
int ldVT = MIN(m,n);
double * VT = (double *) malloc (sizeof(double) * ldVT * n);
if (!VT)
{
printf("Error: failed to allocate VT.\n");
return -2;
}
#ifdef __APPLE__
#define DGESVD dgesvd_
#define INTEGER __CLPK_integer
#else
#define DGESVD dgesvd
#define INTEGER int
#endif
INTEGER M = m;
INTEGER N = n;
INTEGER LDA = ldA;
INTEGER LDU = ldU;
INTEGER LDVT = ldVT;
INTEGER LWORK = lwork;
INTEGER INFO;
//printf("Calling LAPACK dgesvd routine...\n");fflush(NULL);
//SUBROUTINE SGESVD( JOBU, JOBVT, M, N, A, LDA, S, U, LDU, VT, LDVT, WORK, LWORK, INFO )
DGESVD (&jobu, &jobvt, &M, &N, A, &LDA,
S, dummyU, &LDU, VT,
&LDVT, work, &LWORK, &INFO);
if (INFO != 0)
{
int code = INFO;
printf("Error: SVD solver returned non-zero exit code: %d.\n", code);
free(VT);
free(S);
free(work);
return code;
}
free(work);
if (transpose)
{
InPlaceTransposeMatrix(m,n,VT);
memcpy(A, VT, sizeof(double) * m * n);
// swap m and n
int bufferii = m;
m = n;
n = bufferii;
}
free(VT);
if (weights != NULL)
{
// transform row i of A by sqrt(weights[i])^{-1}
for(int row=0; row<m; row++)
{
double rowWeight = 1.0 / sqrt(weights[row]);
for(int column=0; column<n; column++)
A[ELT(m, row, column)] *= rowWeight;
}
}
//double totalEnergy = 0;
//printf ("Singular values:\n");fflush(NULL);
//for (int i=0; i< MIN(m,n); i++)
//printf("%f ",S[i]);
//printf ("\n");
// discard unneccesary modes
//printf("Discarding unnecessary components...\n");fflush(NULL);
if (thresholdingSpecification->tresholdingType == ThresholdingSpecification::epsilonBased)
DoTresholding_Epsilon(S,MIN(m,n),r,thresholdingSpecification->epsilon);
else
DoTresholding_NumberOfModes(S,MIN(m,n),r,thresholdingSpecification->rDesired);
// now, variable r has been set to the number of retained modes
free(S);
return 0;
}
void n_svm(double *A, double *w, double *gamma, DOC *d_p, DOC *d_n){
int i,j,k,m,n,*im,in,jn,nn,iter;
double alpha, *H, *Q, xx,current_xx;
// double **a, **v, *star, *hu, *u;
double *star, *hu, *u;
int ldu,ldvt,lwork,lda,ldb,info,*ipiv,emm,enn,rsh=1;
double *s,*ut,*vt,*work, *HH;
char ch1='N'; //str[99],
//
//
m=num_tot;
lda=NM_MAX;
ldb=lda;
n=num_SVs_tot;
im = new int [m+4];
for(i=0;i<(m+4);i++)im[i]=i*m;
//
// create H & Q matrices
//
H = new double [(m+1)*(m+1)];
Q = new double [(m+1)*(m+1)];
nn=n+1;
for(i=0;i<num_p;i++){
k=i*nn;
in=i*n;
for(j=0;j<n;j++)H[k+j]=A[in+j];
H[k+n]=-1.0;
}
for(i=0;i<num_n;i++){
k=(i+num_p)*nn;
in=(i+num_p)*n;
for(j=0;j<n;j++)H[k+j]=-A[in+j];
H[k+n]=1.0;
}
for(i=0;i<m;i++){
in=i*nn;
for(j=0;j<m;j++){
if(i==j) { Q[im[i]+j] = 1.0 / nu; if ( i<num_p ) Q[im[i]+j] = Q[im[i]+j] / J_nu; }
else Q[im[i]+j]=0.0;
jn=j*nn;
for(k=0;k<nn;k++) Q[im[i]+j]=Q[im[i]+j]+H[in+k]*H[jn+k];
// printf("%8.4lf",Q[im[i]+j]);
}
// printf("\n");
}
lwork = 8*lda;
HH = (double *)malloc((lda*m)*sizeof(double));
hu = (double *)malloc(ldb*sizeof(double));
ipiv = (int *)malloc(lda*sizeof(int));
s = (double *)malloc((lda)*sizeof(double));
ut = (double *)malloc(sizeof(double));
vt = (double *)malloc(sizeof(double));
work = (double *)malloc((lwork)*sizeof(double));
// a=H', a=UWV; w is svd(a); after call svdcmp a was changed to U;
// output the H' to file and run SVD program by system command
// then then reading the norm(H',2) back from SVD runbig results
emm=nn; enn=m;
/*
if ( (fpw=fopen("Matrix_H__T.dat","wt")) != NULL ) {
fprintf(fpw, "%d , %d\n", nn,m);
*/
for(i=0;i<nn;i++)
for(j=0;j<m;j++) {
// fprintf(fpw,"%26.16lf\n",H[j*nn+i]);
HH[i+j*lda]=H[j*nn+i];
}
/*
fclose(fpw);
}
*/
if(debug){
#ifdef WIN32
printf("Printing time before svd the %d * %d matrix: ",nn,m); fflush(stdout); system("date /T & time /T");
#else
printf("Printing time before svd the %d * %d matrix: ",nn,m); fflush(stdout); system("date");
#endif
}
delete[] H;
ldu = 1;
ldvt = 1;
#ifdef WIN32
DGESVD(&ch1,&ch1, &emm, &enn, HH, &lda, s, ut, &ldu, vt, &ldvt, work, &lwork,&info);
#else
dgesvd_(&ch1,&ch1, &emm, &enn, HH, &lda, s, ut, &ldu, vt, &ldvt, work, &lwork,&info);
#endif
alpha = s[0] ;
if (debug){
#ifdef WIN32
printf("Norm(H^^T)=%20.16lf\nPrinting time after svd : ",alpha); fflush(stdout); system("date /T & time /T");
#else
printf("Norm(H^^T)=%20.16lf\nPrinting time after svd : ",alpha); fflush(stdout); system("date");
#endif
}
/*
fpw=fopen("svd_sss","wt");
for(i=0;i<nn;i++)fprintf(fpw,"%26.16lf\n",s[i]);
fclose(fpw);
*/
free(s);
free(ut);
free(vt);
free(work);
star = new double[1+m];
u = new double[1+m];
// hu = new double[1+m];
/*
system("SVD_lapack_C Matrix_H__T.dat SVD_of_H__T.dat");
if ( (fpr=fopen("SVD_of_H__T.dat","rt")) != NULL ) {
fscanf(fpr,"%lf",&alpha);
fclose(fpr);
}
*/
alpha = alpha*alpha*1.1+1.1/nu;
// in matlab: hu=-max(((Q*u-e)-alpha*u),0)+Q*u-e;
// at this step, hu = [-1](1:m) column vector;
for(i=0;i<m;i++){
// a[i][1] =-1.0;
u[i] = 0.0;
// hu[i]=a[i][1];
hu[i] = - 1.0;
}
xx = vector_norm(m,hu);
// printf("m= %d | hu[0]=%lf | norm(hu)=%lf\n",m,hu[0],xx);
iter=1;
current_xx=1.0e99;
while( (xx>stop_criteria) && ( fabs(current_xx-xx) >= stop_criteria ) ){
current_xx = xx;
for(i=0;i<m;i++){
star[i]=(Q[im[i]+i]-alpha)*u[i]-1;
for(j=0;j<i;j++)star[i]=star[i]+Q[im[i]+j]*u[j];
for(j=i+1;j<m;j++)star[i]=star[i]+Q[im[i]+j]*u[j];
if(star[i]>TINY) star[i]=1.0;
else star[i]=0.0;
}
/*
if(iter<10)sprintf(str,"Matrix_A_and_B_0%d.dat",iter);
else sprintf(str,"Matrix_A_and_B_%d.dat",iter);
fpw=fopen(str,"wt") ; fprintf(fpw, "%d\n", m);
*/
for(i=0;i<m;i++){
// for(j=1;j<=m;j++)a[i][j]=Q[im[i-1]+j-1]*(1-star[i]);
for(j=0;j<m;j++)w[j]=Q[im[i]+j]*(1-star[i]);
// a[i][i]=a[i][i]+alpha*star[i];
w[i]=w[i]+alpha*star[i];
for(j=0;j<m;j++){
// fprintf(fpw,"%26.16lf\n",w[j]);
HH[i+j*lda] = w[j] ;
}
}
/*
for ( i=0;i<m;i++ ){
for(j=0;j<m;j++){
fprintf(fpw,"%20.14lf\n",HH[i+j*lda]);
}
}
for(i=0;i<m;i++){
fprintf(fpw,"%20.14lf\n",hu[i]);
}
fclose(fpw);
*/
if (debug){
#ifdef WIN32
printf("\nPrinting time before solving the %d-D linear equation: ",m); fflush(stdout); system("date /T & time /T");
#else
printf("\nPrinting time before solving the %d-D linear equation: ",m); fflush(stdout); system("date");
#endif
}
// system("SOL_lin_eq_lapack_C Matrix_A_and_B.dat X_of_AX_eq_B.dat");
enn=m;
rsh=1;
#ifdef WIN32
DGESV( &enn, &rsh, HH, &lda, ipiv, hu, &ldb, &info);
#else
dgesv_( &enn, &rsh, HH, &lda, ipiv, hu, &ldb, &info);
#endif
/*
fpw=fopen("xxxx","wt");
for(i=0;i<m;i++)fprintf(fpw,"%26.16lf\n",hu[i]);
fclose(fpw);
if ( (fpr=fopen("X_of_AX_eq_B.dat","rt")) != NULL ) {
for(i=0;i<m;i++)
fscanf(fpr,"%lf",&hu[i]);
fclose(fpr);
}
*/
if (debug){
#ifdef WIN32
printf("Printing time after solving equation: "); fflush(stdout); system("date /T & time /T");
#else
printf("Printing time after solving equation: "); fflush(stdout); system("date");
#endif
}
for(i=0;i<m;i++)
u[i]=u[i]-hu[i];
for(i=0;i<m;i++){
hu[i]=-1.0;
for(j=0;j<m;j++)
hu[i]=hu[i]+u[j]*Q[im[i]+j];
xx=hu[i]-u[i]*alpha;
if(xx<TINY)xx=0.0;
hu[i]=hu[i]-xx;
// a[i][1]=hu[i];
// printf("%10.4lf\n",hu[i]);
}
xx = vector_norm(m,hu);
printf("iteration %d : xx = %1.2le\n",iter,xx); fflush(stdout);
iter++;
}
printf(" iteration done !\n"); fflush(stdout);
gamma[1]=0.0;
for(i=0;i<num_p;i++) gamma[1]=gamma[1]+u[i];
for(i=num_p;i<m;i++){
u[i]=-u[i];
gamma[1]=gamma[1]+u[i];
}
gamma[1]=-gamma[1];
for(i=0;i<n;i++){
w[i]=0.0;
for(j=0;j<m;j++)
w[i]=w[i]+A[j*n+i]*u[j];
// printf("%lf\n",w[i]);
}
// Classification for the traing set
k=0;
for(i=0;i<num_p;i++){
xx=-gamma[1];;
for(j=0;j<num_SVs_tot;j++)xx=xx+w[j]*A[i*num_SVs_tot+j];
if(xx>0.0)k++;
}
printf("Total %d of %d positive were classified correctly\n",k,num_p);fflush(stdout);
/*
nn=0;
fpw=fopen("tmp.de.pre","wt");
for(i=0;i<num_n;i++){
xx=-gamma[1];;
for(j=0;j<num_SVs_tot;j++)xx=xx+w[j]*A[(i+num_p)*num_SVs_tot+j];
strcpy(str,d_n[i].nam);
if(str[6]=='.') str[6]='\0';
else str[4]='\0';
fprintf(fpw,"%d %s %lf\n",d_n[i].ind,str,xx);
if(xx<0.0)nn++;
}
printf("Total %d of %d negative were classified correctly\n",nn,num_n);fflush(stdout);
fclose(fpw);
*/
nn=0;
for(i=0;i<num_n;i++){
xx=-gamma[1];;
for(j=0;j<num_SVs_tot;j++)xx=xx+w[j]*A[(i+num_p)*num_SVs_tot+j];
if(xx<0.0)nn++;
}
printf("Total %d of %d negative were classified correctly\n",nn,num_n);fflush(stdout);
nn=nn+k;
xx = (double) nn / (double) num_tot;
xx=xx*100.0;
printf("Total classification rate %d / %d (%6.2lf %% )\n",nn,num_tot,xx); fflush(stdout);
delete[] star;
free(hu);
delete[] u;
delete[] Q;
free(HH);
// free(bb);
free(ipiv);
}
