Eigen::MatrixXd& Evrot::rotate_givens(Eigen::VectorXd& theta) {
Eigen::MatrixXd& G = build_Uab(theta, 0, mNumAngles-1);
Eigen::MatrixXd& Y = *new Eigen::MatrixXd(mX.rows(),mX.cols());
Y = mX*G;
delete &G;
return Y;
}
double Evrot::evqualitygrad(Eigen::VectorXd& theta, int angle_index) {
// build V,U,A
Eigen::MatrixXd& V = gradU(theta, angle_index);
Eigen::MatrixXd& U1 = build_Uab(theta, 0,angle_index-1);
Eigen::MatrixXd& U2 = build_Uab(theta, angle_index+1,mNumAngles-1);
Eigen::MatrixXd A = mX*U1*V*U2;
delete &V;
delete &U1;
delete &U2;
// rotate vecs according to current angles
Eigen::MatrixXd& Y = rotate_givens(theta);
// find max of each row
Eigen::VectorXd max_values(mNumData);
Eigen::VectorXi max_index_col(mNumData);
for (int i=0; i<mNumData; i++ ) {
int row, col;
// Y.row(i).cwise().abs().maxCoeff(&row, &col);
Y.row(i).cwiseAbs().maxCoeff(&row, &col);
max_values[i] = Y(i,col);
max_index_col[i] = col;
}
// compute gradient
double dJ=0, tmp1, tmp2;
for( int j=0; j<mNumDims; j++ ){ // loop over all columns
for( int i=0; i<mNumData; i++ ){ // loop over all rows
tmp1 = A(i,j) * Y(i,j) / (max_values[i]*max_values[i]);
tmp2 = A(i,max_index_col[i]) * (Y(i,j)*Y(i,j)) / (max_values[i]*max_values[i]*max_values[i]);
dJ += tmp1-tmp2;
}
}
dJ = 2*dJ/mNumData/mNumDims;
if( DEBUG )
std::cout << "Computed gradient = " << dJ << std::endl;
delete &Y;
return dJ;
}
void rotate_givens(double *X, double *theta, const int* ik, const int* jk, int angle_num,int row,int dim,double* ret)
{
double* rot=new double[dim*dim];
MatrixInitZeros(rot,dim,dim);
build_Uab(theta, 0, angle_num-1,ik,jk,dim,rot);
MatrixMultiMatrix(ret,X,rot,row,dim,dim,dim);
delete []rot;
};
double evqualitygrad(double *X, double* theta,const int *ik,const int *jk,int angle_num,int angle_index,int dim,int ndata)
{
/* build V,U,A */
double* matret=new double[dim*dim];
double* U1=new double[dim*dim];
double* U2=new double[dim*dim];
double* A=new double[ndata*dim];
double* matrot=new double[ndata*dim];
double *max_values = new double[ndata];
int *max_index = new int[ndata];
double dJ=0, tmp1, tmp2;
double* p_A;
double *p_Y;
/* find max of each row */
MatrixInitZeros(matret,dim,dim);
MatrixInitZeros(U1,dim,dim);
MatrixInitZeros(U2,dim,dim);
MatrixInitZeros(A,ndata,dim);
MatrixInitZeros(matrot,ndata,dim);
MatrixInitZeros(max_values,ndata,1);
MatrixInitZeros(max_index,ndata,1);
int i,j, ind = 0;
//getchar();
gradU(theta,angle_index,ik,jk,dim,matret);
/**/
//getchar();
build_Uab(theta,0,angle_index-1,ik,jk,dim,U1);
/**/
/**/
build_Uab(theta,angle_index+1,angle_num-1,ik,jk,dim,U2);
buildA(X,U1,matret,U2,A,ndata,dim);
/* rotate vecs according to current angles */
rotate_givens(X,theta,ik,jk,angle_num,ndata,dim,matrot);
p_Y=matrot;
MaxRowColumnAbsValue(p_Y,max_values,max_index,ndata,dim,1);
/* compute gradient */
ind = 0;
dJ=0;
for( i=0; i<ndata; i++ )
{ /* loop over all rows */
p_A=(double*)(A+i*dim);
p_Y=(double*)(matrot+i*dim);
for( j=0; j<dim; j++ )
{ /* loop over all columns */
tmp1 = p_A[j] * p_Y[j] / (max_values[i]*max_values[i]);
tmp2 = p_A[max_index[i]]*(p_Y[j]*p_Y[j])/(max_values[i]*max_values[i]*max_values[i]);
dJ += tmp1-tmp2;
}
}
dJ = 2*dJ/ndata/dim;
delete []max_values;
delete []max_index;
delete []matrot;
delete []matret;
delete []U2;
delete []U1;
delete []A;
return dJ;
};
