void *error_grad_routine(void *args) {
FiltWorker *fw = (FiltWorker*)args;
fw->dedw = createZeroMatrix(fw->w->nrow, fw->w->ncol);
for(size_t i=fw->first; i<fw->last; i++) {
double gr_val = -2*(fw->target->array[i] - conv(i, fw->y, fw->w));
for(size_t wi=0; wi < fw->dedw->nrow; wi++) {
int yi=i;
size_t wj=0;
for(; (wj < fw->dedw->ncol) && (yi>=0); wj++, yi--) {
incMatrixElement(fw->dedw, wi, wj, gr_val * getMatrixElement(fw->y, wi, yi));
}
}
}
return(NULL);
}
Matrix* calcErrorGrad(Matrix *y, Matrix *w, doubleVector *target, int jobs) {
assert(y->ncol == target->size);
pthread_t *threads = (pthread_t *) malloc( jobs * sizeof( pthread_t ) );
FiltWorker *workers = (FiltWorker*) malloc( jobs * sizeof(FiltWorker) );
for(size_t wi=0; wi < jobs; wi++) {
int points_per_thread = (y->ncol + jobs - 1) / jobs;
workers[wi].first = min( wi * points_per_thread, y->ncol );
workers[wi].last = min( (wi+1) * points_per_thread, y->ncol );
workers[wi].y = y;
workers[wi].w = w;
workers[wi].target = target;
}
for( int i = 0; i < jobs; i++ ) {
P( pthread_create( &threads[i], NULL, error_grad_routine, &workers[i]) );
}
for( int i = 0; i < jobs; i++ ) {
P( pthread_join( threads[i], NULL) );
}
Matrix *dedw = createZeroMatrix(w->nrow, w->ncol);
for( size_t wi=0; wi< jobs; wi++) {
for(size_t i=0; i<dedw->nrow; i++) {
for(size_t j=0; j<dedw->ncol; j++) {
incMatrixElement(dedw, i, j, getMatrixElement(workers[wi].dedw, i, j));
}
}
}
for(size_t i=0; i<dedw->nrow; i++) {
for(size_t j=0; j<dedw->ncol; j++) {
double dedw_acc = getMatrixElement(dedw, i, j);
setMatrixElement(dedw, i, j, dedw_acc/target->size);
}
}
free(threads);
free(workers);
return dedw;
}
Matrix *runLbfgsOptim(Matrix *y, doubleVector *target, int L, int jobs, double epsilon) {
int M = y->nrow;
Matrix *w = createZeroMatrix(M, L);
lbfgsfloatval_t fx;
lbfgsfloatval_t *x = lbfgs_malloc(w->nrow*w->ncol);
lbfgs_parameter_t param;
if (x == NULL) {
printf("ERROR: Failed to allocate a memory block for variables.\n");
exit(1);
}
/* Initialize the variables. */
for (size_t i = 0; i < w->nrow; i++) {
for (size_t j = 0; j < w->ncol;j++) {
x[j*w->nrow + i] = getMatrixElement(w, i, j);
}
}
lbfgs_parameter_init(¶m);
param.epsilon = epsilon;
param.m = 20;
LbfgsInput inp;
inp.target = target;
inp.y = y;
inp.jobs = jobs;
inp.L = w->ncol;
int ret = lbfgs(w->nrow*w->ncol, x, &fx, evaluate, progress, (void*)&inp, ¶m);
printf("L-BFGS optimization terminated with status code = %d\n", ret);
printf(" fx = %f\n", fx);
Matrix *w_opt = formMatrixFromFloatVal(x, w->nrow, w->ncol);
lbfgs_free(x);
return(w_opt);
}
Matrix callFunc(const char *funcName, ASTNode *argListNode){
/* sort out args */
ASTNode *argNode[10];
Matrix result;
Number calcresult;
MatList *p;
if (strcmp(funcName, "eye")==0) { /* generate eye matrix */
argNode[0] = getNthArgFromArgList(argListNode,1);
result = createEyeMatrix((int)readOneElementOfMatrix(argNode[0]->mat,1,1));
}
else if(strcmp(funcName, "rand")==0){/*generate rand matrix*/
argNode[0] = getNthArgFromArgList(argListNode,1);
argNode[1] = getNthArgFromArgList(argListNode,2);
result = createRandMatrix((int)readOneElementOfMatrix(argNode[0]->mat,1,1),readOneElementOfMatrix(argNode[1]->mat,1,1));
}
else if(strcmp(funcName, "zeros")==0){/*generate rand matrix*/
argNode[0] = getNthArgFromArgList(argListNode,1);
argNode[1] = getNthArgFromArgList(argListNode,2);
result = createZeroMatrix((int)readOneElementOfMatrix(argNode[0]->mat,1,1),readOneElementOfMatrix(argNode[1]->mat,1,1));
}
else if(strcmp(funcName, "max")==0){/*calculate maximum of matrix*/
argNode[0] = getNthArgFromArgList(argListNode,1);
calcresult = maxMatrix(argNode[0]->mat);
result = createEyeMatrix(1);
changeOneElementOfMatrix(result, 1, 1, calcresult);
}
else if(strcmp(funcName, "min")==0){/*calculate minimum of matrix*/
argNode[0] = getNthArgFromArgList(argListNode,1);
calcresult = minMatrix(argNode[0]->mat);
result = createEyeMatrix(1);
changeOneElementOfMatrix(result, 1, 1, calcresult);
}
else if(strcmp(funcName, "sum")==0){/*calculate sum of matrix*/
argNode[0] = getNthArgFromArgList(argListNode,1);
calcresult = sumMatrix(argNode[0]->mat);
result = createEyeMatrix(1);
changeOneElementOfMatrix(result, 1, 1, calcresult);
}
else if(strcmp(funcName, "round")==0){/*calculate round of matrix*/
argNode[0] = getNthArgFromArgList(argListNode,1);
result = roundMatrix(argNode[0]->mat);
}
else if(strcmp(funcName, "upper")==0){/*calculate upper of matrix*/
argNode[0] = getNthArgFromArgList(argListNode,1);
result = upperMatrix(argNode[0]->mat);
}
else if(strcmp(funcName, "lower")==0){/*calculate upper of matrix*/
argNode[0] = getNthArgFromArgList(argListNode,1);
result = lowerMatrix(argNode[0]->mat);
}
else if(strcmp(funcName, "det")==0){/*calculate DeterminantCalc*/
argNode[0] = getNthArgFromArgList(argListNode,1);
calcresult = DeterminantCalc(argNode[0]->mat.row, argNode[0]->mat);
result = createEyeMatrix(1);
changeOneElementOfMatrix(result, 1, 1, calcresult);
}
else if(strcmp(funcName, "turn")==0){/*calculate turn*/
argNode[0] = getNthArgFromArgList(argListNode,1);
result = turnMatrix(argNode[0]->mat);
}
else if(strcmp(funcName, "power")==0){/*calculate power*/
argNode[0] = getNthArgFromArgList(argListNode,1);
argNode[1] = getNthArgFromArgList(argListNode,2);
result = powerMatrix(argNode[0]->mat,(int)readOneElementOfMatrix(argNode[1]->mat,1,1));
}
else if(strcmp(funcName, "dot")==0){/*calculate dot*/
argNode[0] = getNthArgFromArgList(argListNode,1);
argNode[1] = getNthArgFromArgList(argListNode,2);
result = dotMatrix(argNode[0]->mat,argNode[1]->mat);
}
else if(strcmp(funcName, "norm")==0){/*calculate norm*/
argNode[0] = getNthArgFromArgList(argListNode,1);
result = normMatrix(argNode[0]->mat);
}
else if(strcmp(funcName, "angle")==0){/*calculate norm*/
argNode[0] = getNthArgFromArgList(argListNode,1);
argNode[1] = getNthArgFromArgList(argListNode,2);
result = angleMatrix(argNode[0]->mat,argNode[1]->mat);
}
else{
if (get_submatrix == 1){
p = checkMatName(funcName);
argNode[0] = getNthArgFromArgList(argListNode,1);
argNode[1] = getNthArgFromArgList(argListNode,2);
result = createSubMatrix(p->mat,argNode[0]->mat,argNode[1]->mat);
get_submatrix = 0;
}
else{
p = checkMatName(funcName);
argNode[0] = getNthArgFromArgList(argListNode,1);
argNode[1] = getNthArgFromArgList(argListNode,2);
calcresult = readOneElementOfMatrix(p->mat,(int)readOneElementOfMatrix(argNode[0]->mat,1,1),readOneElementOfMatrix(argNode[1]->mat,1,1));
result = createEyeMatrix(1);
changeOneElementOfMatrix(result, 1, 1, calcresult);
}
}
return result;
}
