/* fwritef : convert double type data to float type and write */
int fwritef(double *ptr, const size_t size, const int nitems, FILE * fp)
{
int i;
if (items < nitems) {
if (f != NULL)
free(f);
items = nitems;
f = fgetmem(items);
}
for (i = 0; i < nitems; i++)
f[i] = ptr[i];
#if defined(WIN32)
_setmode(_fileno(fp), _O_BINARY);
#endif
return fwrite(f, sizeof(float), nitems, fp);
}
/* freadf : read float type data and convert to double type */
int freadf(double *ptr, const size_t size, const int nitems, FILE * fp)
{
int i, n;
if (items < nitems) {
if (f != NULL)
free(f);
items = nitems;
f = fgetmem(items);
}
#if defined(WIN32)
_setmode(_fileno(fp), _O_BINARY);
#endif
n = fread(f, sizeof(float), nitems, fp);
for (i = 0; i < n; i++)
ptr[i] = f[i];
return n;
}
double *read_input(FILE * fp, size_t dim, size_t * length)
{
size_t i, j;
double *x = NULL, *input = NULL;
float_list *top = NULL, *prev = NULL, *cur = NULL, *next = NULL, *tmp = NULL;
input = dgetmem(dim);
top = prev = (float_list *) getmem(1, sizeof(float_list));
*length = 0;
prev->next = NULL;
while (freadf(input, sizeof(*input), dim, fp) == (int) dim) {
cur = (float_list *) getmem(1, sizeof(float_list));
cur->f = fgetmem(dim);
for (i = 0; i < dim; i++) {
cur->f[i] = (float) input[i];
}
(*length)++;
prev->next = cur;
cur->next = NULL;
prev = cur;
}
x = dgetmem(*length * dim);
for (i = 0, tmp = top->next; tmp != NULL; i++, tmp = tmp->next) {
for (j = 0; j < dim; j++) {
x[i * dim + j] = tmp->f[j];
}
}
for (tmp = top->next; tmp != NULL; tmp = next) {
cur = tmp;
next = tmp->next;
free(cur->f);
free(cur);
}
free(top);
free(input);
return (x);
}
int main(int argc, char *argv[])
{
FILE *fp = stdin, *fp_eigen = NULL;
int i, j, k, n = PRICOMP_ORDER, leng = LENG, total = -1;
BOOL out_evecFlg = FALSE, out_evalFlg = FALSE;
double sum;
double *buf = NULL;
double *mean = NULL, **var = NULL;
double eps = EPS;
int itemax = ITEMAX;
double **e_vec = NULL, *e_val = NULL; /* eigenvector and eigenvalue */
double *cont_rate = NULL; /* contribution rate */
double jacobi_conv;
float_list *top, *cur, *prev, *tmpf, *tmpff;
if ((cmnd = strrchr(argv[0], '/')) == NULL)
cmnd = argv[0];
else
cmnd++;
while (--argc)
if ((**++argv) == '-') {
switch (*(*argv + 1)) {
case 'l':
leng = atoi(*++argv);
--argc;
break;
case 'n':
n = atoi(*++argv);
--argc;
break;
case 'e':
eps = atof(*++argv);
--argc;
break;
case 'i':
itemax = atoi(*++argv);
--argc;
break;
case 'v':
out_evecFlg = TRUE;
break;
case 'V':
out_evalFlg = TRUE;
fp_eigen = getfp(*++argv, "wb");
--argc;
break;
case 'h':
usage(EXIT_SUCCESS);
default:
fprintf(stderr, "%s : Invalid option '%s'!\n", cmnd, *argv);
usage(EXIT_FAILURE);
}
} else
fp = getfp(*argv, "rb");
if (n > leng) {
fprintf(stderr, "\n %s (Error) output number of pricipal component"
" must be less than length of vector.\n", cmnd);
usage(EXIT_FAILURE);
}
/* -- Count number of input vectors and read -- */
buf = dgetmem(leng);
top = prev = (float_list *) malloc(sizeof(float_list));
top->f = fgetmem(leng);
total = 0;
prev->next = NULL;
while (freadf(buf, sizeof(*buf), leng, fp) == leng) {
cur = (float_list *) malloc(sizeof(float_list));
cur->f = fgetmem(leng);
for (i = 0; i < leng; i++) {
cur->f[i] = (float) buf[i];
}
total++;
prev->next = cur;
cur->next = NULL;
prev = cur;
}
free(buf);
buf = dgetmem(total * leng);
for (i = 0, tmpf = top->next; tmpf != NULL; i++, tmpf = tmpff) {
for (j = 0; j < leng; j++) {
buf[i * leng + j] = tmpf->f[j];
}
tmpff = tmpf->next;
free(tmpf->f);
free(tmpf);
}
free(top);
/* PCA */
/* allocate memory for mean vectors and covariance matrix */
mean = dgetmem(leng);
var = malloc_matrix(leng);
/* calculate mean vector */
for (i = 0; i < leng; i++) {
for (j = 0, sum = 0.0; j < total; j++)
sum += buf[i + j * leng];
mean[i] = sum / total;
}
/* calculate cov. mat. */
for (i = 0; i < leng; i++) {
for (j = 0; j < leng; j++) {
sum = 0.0;
for (k = 0; k < total; k++)
sum +=
(buf[i + k * leng] - mean[i]) * (buf[j + k * leng] - mean[j]);
var[i][j] = sum / total;
}
}
/* allocate memory for eigenvector and eigenvalue */
e_vec = malloc_matrix(leng);
e_val = dgetmem(leng);
/* calculate eig.vec. and eig.val. with jacobi method */
if ((jacobi_conv = jacobi(var, leng, eps, e_val, e_vec, itemax)) == -1) {
fprintf(stderr, "Error : matrix is not symmetric.\n");
exit(EXIT_FAILURE);
} else if (jacobi_conv == -2) {
fprintf(stderr, "Error : loop in jacobi method reached %d times.\n",
itemax);
exit(EXIT_FAILURE);
}
/* allocate memory for contribution rate of each eigenvalue */
cont_rate = dgetmem(leng);
/* calculate contribution rate of each eigenvalue */
for (j = 0; j < leng; j++) {
sum = 0.0;
for (i = 0; i < leng; i++)
sum += e_val[i];
cont_rate[j] = e_val[j] / sum;
}
/* end of PCA */
/* output mean vector and eigen vectors */
if (out_evecFlg == TRUE) {
fwritef(mean, sizeof(*mean), leng, stdout);
for (i = 0; i < n; i++)
fwritef(e_vec[i], sizeof(*(e_vec[i])), leng, stdout);
}
/* output eigen values and contribution ratio */
if (out_evalFlg == TRUE) {
for (i = 0; i < n; i++) {
fwritef(e_val + i, sizeof(*e_val), 1, fp_eigen);
fwritef(cont_rate + i, sizeof(*cont_rate), 1, fp_eigen);
}
fclose(fp_eigen);
}
return EXIT_SUCCESS;
}
int main(int argc, char *argv[])
{
FILE *fp = stdin;
double *x, *mean, *med = NULL, **mtmp = NULL, **cov = NULL, **invcov =
NULL, *var = NULL, conf = CONFLEV, *upper = NULL, *lower = NULL, t, err;
int leng = LENG, nv = -1, i, j, k = 0, lp = 0, m, outtype = 0, count = 0;
Boolean outmean = OUTMEAN, outcov = OUTCOV, outconf = OUTCONF,
outmed = OUTMED, diagc = DIAGC, inv = INV, corr = CORR;
if ((cmnd = strrchr(argv[0], '/')) == NULL)
cmnd = argv[0];
else
cmnd++;
while (--argc)
if (**++argv == '-') {
switch (*(*argv + 1)) {
case 'l':
leng = atoi(*++argv);
--argc;
break;
case 'n':
leng = atoi(*++argv) + 1;
--argc;
break;
case 't':
nv = atoi(*++argv);
--argc;
break;
case 'o':
outtype = atoi(*++argv);
--argc;
break;
case 'c':
conf = atof(*++argv);
--argc;
break;
case 'd':
diagc = 1 - diagc;
break;
case 'i':
inv = 1 - inv;
break;
case 'r':
corr = 1 - corr;
break;
case 'h':
usage(0);
default:
fprintf(stderr, "%s : Invalid option '%c'!\n", cmnd, *(*argv + 1));
usage(1);
}
} else
fp = getfp(*argv, "rb");
if (conf < 0 || conf > 100) {
fprintf(stderr,
"%s : Confidence level must be greater than 0 and less than 1.0!\n",
cmnd);
}
switch (outtype) {
case 1:
outcov = FA;
break;
case 2:
outmean = FA;
break;
case 3:
outcov = FA;
outconf = TR;
break;
case 4:
outcov = FA;
outmean = FA;
outmed = TR;
break;
}
if (diagc && corr)
diagc = FA;
if (diagc && inv)
diagc = FA;
if (corr && inv)
corr = FA;
mean = dgetmem(leng + leng);
x = mean + leng;
if (outmed) {
if (nv == -1) {
typedef struct _float_list {
float *f;
struct _float_list *next;
} float_list;
float_list *top = NULL, *prev = NULL, *cur = NULL;
top = prev = (float_list *) getmem(1, sizeof(float_list));
prev->next = NULL;
while (freadf(x, sizeof(*x), leng, fp) == leng) {
cur = (float_list *) getmem(1, sizeof(float_list));
cur->f = fgetmem(leng);
for (i = 0; i < leng; i++) {
cur->f[i] = (float) x[i];
}
count++;
prev->next = cur;
cur->next = NULL;
prev = cur;
}
k = count;
mtmp = (double **) getmem(leng, sizeof(*mtmp));
mtmp[0] = dgetmem(leng * k);
for (i = 1; i < leng; i++)
mtmp[i] = mtmp[i - 1] + k;
med = dgetmem(leng);
for (j = 0, cur = top->next; j < k; j++, cur = cur->next) {
for (i = 0; i < leng; i++) {
mtmp[i][j] = (double) cur->f[i];
}
}
} else {
k = nv;
mtmp = (double **) getmem(leng, sizeof(*mtmp));
mtmp[0] = dgetmem(leng * k);
for (i = 1; i < leng; i++)
mtmp[i] = mtmp[i - 1] + k;
med = dgetmem(leng);
for (j = 0; j < k; j++) {
for (i = 0; i < leng; i++) {
freadf(&mtmp[i][j], sizeof(**mtmp), 1, fp);
}
}
}
if (k % 2 == 0) {
fprintf(stderr, "%s : warning: the number of vectors is even!\n",
cmnd);
}
for (i = 0; i < leng; i++) {
quicksort(mtmp[i], 0, k - 1);
if (k % 2 == 1) {
med[i] = mtmp[i][k / 2];
} else {
med[i] = ((mtmp[i][k / 2] + mtmp[i][k / 2 - 1]) / 2);
}
}
fwritef(med, sizeof(*med), leng, stdout);
return (0);
}
if (outcov) {
if (!diagc) {
cov = (double **) getmem(leng, sizeof(*cov));
cov[0] = dgetmem(leng * leng);
for (i = 1; i < leng; i++)
cov[i] = cov[i - 1] + leng;
if (inv) {
invcov = (double **) getmem(leng, sizeof(*invcov));
invcov[0] = dgetmem(leng * leng);
for (i = 1; i < leng; i++)
invcov[i] = invcov[i - 1] + leng;
}
} else
var = dgetmem(leng);
}
if (outconf) {
var = dgetmem(leng);
upper = dgetmem(leng);
lower = dgetmem(leng);
}
while (!feof(fp)) {
for (i = 0; i < leng; i++) {
mean[i] = 0.0;
if (outcov) {
if (!diagc)
for (j = 0; j < leng; j++)
cov[i][j] = 0.0;
else
var[i] = 0.0;
}
if (outconf) {
var[i] = 0.0;
}
}
for (lp = nv; lp;) {
if (freadf(x, sizeof(*x), leng, fp) != leng)
break;
for (i = 0; i < leng; i++) {
mean[i] += x[i];
if (outcov) {
if (!diagc)
for (j = i; j < leng; j++)
cov[i][j] += x[i] * x[j];
else
var[i] += x[i] * x[i];
}
if (outconf) {
var[i] += x[i] * x[i];
}
}
--lp;
}
if (lp == 0 || nv == -1) {
if (nv > 0)
k = nv;
else
k = -lp - 1;
for (i = 0; i < leng; i++)
mean[i] /= k;
if (outcov) {
if (!diagc)
for (i = 0; i < leng; i++)
for (j = i; j < leng; j++)
cov[j][i] = cov[i][j] = cov[i][j] / k - mean[i] * mean[j];
else
for (i = 0; i < leng; i++)
var[i] = var[i] / k - mean[i] * mean[i];
}
if (outconf) {
for (i = 0; i < leng; i++) {
var[i] = (var[i] - k * mean[i] * mean[i]) / (k - 1);
}
t = t_percent(conf / 100, k - 1);
for (i = 0; i < leng; i++) {
err = t * sqrt(var[i] / k);
upper[i] = mean[i] + err;
lower[i] = mean[i] - err;
}
}
if (corr) {
for (i = 0; i < leng; i++)
for (j = i + 1; j < leng; j++)
cov[j][i] = cov[i][j] =
cov[i][j] / sqrt(cov[i][i] * cov[j][j]);
for (i = 0; i < leng; i++)
cov[i][i] = 1.0;
}
if (outmean)
fwritef(mean, sizeof(*mean), leng, stdout);
if (outcov) {
if (!diagc) {
if (inv) {
for (i = 0; i < leng; i++) {
for (j = i + 1; j < leng; j++) {
cov[j][i] /= cov[i][i];
for (m = i + 1; m < leng; m++)
cov[j][m] -= cov[i][m] * cov[j][i];
}
}
for (m = 0; m < leng; m++) {
for (i = 0; i < leng; i++) {
if (i == m)
invcov[i][m] = 1.0;
else
invcov[i][m] = 0.0;
}
for (i = 0; i < leng; i++) {
for (j = i + 1; j < leng; j++)
invcov[j][m] -= invcov[i][m] * cov[j][i];
}
for (i = leng - 1; i >= 0; i--) {
for (j = i + 1; j < leng; j++)
invcov[i][m] -= cov[i][j] * invcov[j][m];
invcov[i][m] /= cov[i][i];
}
}
fwritef(invcov[0], sizeof(*invcov[0]), leng * leng, stdout);
} else
fwritef(cov[0], sizeof(*cov[0]), leng * leng, stdout);
} else
fwritef(var, sizeof(*var), leng, stdout);
}
if (outconf) {
fwritef(upper, sizeof(*upper), leng, stdout);
fwritef(lower, sizeof(*lower), leng, stdout);
}
}
}
return (0);
}
