mirror of
https://github.com/Relintai/pmlpp.git
synced 2024-12-21 14:56:47 +01:00
Reworked more methods.
This commit is contained in:
parent
719556e9bc
commit
abaf8ad1f2
@ -932,34 +932,44 @@ MLPPLinAlg::QRDResult MLPPLinAlg::qrd(const Ref<MLPPMatrix> &A) {
|
||||
return res;
|
||||
}
|
||||
|
||||
/*
|
||||
MLPPLinAlg::CholeskyResult MLPPLinAlg::cholesky(std::vector<std::vector<real_t>> A) {
|
||||
std::vector<std::vector<real_t>> L = zeromat(A.size(), A[0].size());
|
||||
for (uint32_t j = 0; j < L.size(); j++) { // Matrices entered must be square. No problem here.
|
||||
for (uint32_t i = j; i < L.size(); i++) {
|
||||
MLPPLinAlg::CholeskyResult MLPPLinAlg::cholesky(const Ref<MLPPMatrix> &A) {
|
||||
Size2i a_size = A->size();
|
||||
|
||||
CholeskyResult res;
|
||||
|
||||
ERR_FAIL_COND_V(a_size.x != a_size.y, res);
|
||||
|
||||
Ref<MLPPMatrix> L = zeromatnm(a_size.y, a_size.x);
|
||||
|
||||
for (int j = 0; j < a_size.y; ++j) { // Matrices entered must be square. No problem here.
|
||||
for (int i = j; i < a_size.y; ++i) {
|
||||
if (i == j) {
|
||||
real_t sum = 0;
|
||||
for (uint32_t k = 0; k < j; k++) {
|
||||
sum += L[i][k] * L[i][k];
|
||||
|
||||
for (int k = 0; k < j; k++) {
|
||||
real_t lik = L->element_get(i, k);
|
||||
|
||||
sum += lik * lik;
|
||||
}
|
||||
L[i][j] = Math::sqrt(A[i][j] - sum);
|
||||
|
||||
L->element_set(i, j, Math::sqrt(A->element_get(i, j) - sum));
|
||||
} else { // That is, i!=j
|
||||
real_t sum = 0;
|
||||
for (uint32_t k = 0; k < j; k++) {
|
||||
sum += L[i][k] * L[j][k];
|
||||
|
||||
for (int k = 0; k < j; k++) {
|
||||
sum += L->element_get(i, k) * L->element_get(j, k);
|
||||
}
|
||||
L[i][j] = (A[i][j] - sum) / L[j][j];
|
||||
|
||||
L->element_set(i, j, (A->element_get(i, j) - sum) / L->element_get(j, j));
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
CholeskyResult res;
|
||||
res.L = L;
|
||||
res.Lt = transpose(L); // Indeed, L.T is our upper triangular matrix.
|
||||
res.Lt = L->transposen(); // Indeed, L.T is our upper triangular matrix.
|
||||
|
||||
return res;
|
||||
}
|
||||
*/
|
||||
|
||||
/*
|
||||
real_t MLPPLinAlg::sum_elements(std::vector<std::vector<real_t>> A) {
|
||||
@ -990,62 +1000,54 @@ Ref<MLPPVector> MLPPLinAlg::flattenvvnv(const Ref<MLPPMatrix> &A) {
|
||||
return res;
|
||||
}
|
||||
|
||||
/*
|
||||
std::vector<real_t> MLPPLinAlg::solve(std::vector<std::vector<real_t>> A, std::vector<real_t> b) {
|
||||
return mat_vec_mult(inverse(A), b);
|
||||
Ref<MLPPVector> MLPPLinAlg::solve(const Ref<MLPPMatrix> &A, const Ref<MLPPVector> &b) {
|
||||
return A->inverse()->mult_vec(b);
|
||||
}
|
||||
|
||||
bool MLPPLinAlg::positiveDefiniteChecker(std::vector<std::vector<real_t>> A) {
|
||||
auto eig_result = eig(A);
|
||||
auto eigenvectors = std::get<0>(eig_result);
|
||||
auto eigenvals = std::get<1>(eig_result);
|
||||
bool MLPPLinAlg::positive_definite_checker(const Ref<MLPPMatrix> &A) {
|
||||
EigenResult eig_result = eigen(A);
|
||||
|
||||
std::vector<real_t> eigenvals_vec;
|
||||
for (uint32_t i = 0; i < eigenvals.size(); i++) {
|
||||
eigenvals_vec.push_back(eigenvals[i][i]);
|
||||
}
|
||||
for (uint32_t i = 0; i < eigenvals_vec.size(); i++) {
|
||||
if (eigenvals_vec[i] <= 0) { // Simply check to ensure all eigenvalues are positive.
|
||||
Ref<MLPPMatrix> eigenvals = eig_result.eigen_values;
|
||||
Size2i eigenvals_size = eigenvals->size();
|
||||
|
||||
for (int i = 0; i < eigenvals_size.y; ++i) {
|
||||
if (eigenvals->element_get(i, i) <= 0) { // Simply check to ensure all eigenvalues are positive.
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
||||
return true;
|
||||
}
|
||||
|
||||
bool MLPPLinAlg::negativeDefiniteChecker(std::vector<std::vector<real_t>> A) {
|
||||
auto eig_result = eig(A);
|
||||
auto eigenvectors = std::get<0>(eig_result);
|
||||
auto eigenvals = std::get<1>(eig_result);
|
||||
bool MLPPLinAlg::negative_definite_checker(const Ref<MLPPMatrix> &A) {
|
||||
EigenResult eig_result = eigen(A);
|
||||
|
||||
std::vector<real_t> eigenvals_vec;
|
||||
for (uint32_t i = 0; i < eigenvals.size(); i++) {
|
||||
eigenvals_vec.push_back(eigenvals[i][i]);
|
||||
}
|
||||
for (uint32_t i = 0; i < eigenvals_vec.size(); i++) {
|
||||
if (eigenvals_vec[i] >= 0) { // Simply check to ensure all eigenvalues are negative.
|
||||
Ref<MLPPMatrix> eigenvals = eig_result.eigen_values;
|
||||
Size2i eigenvals_size = eigenvals->size();
|
||||
|
||||
for (int i = 0; i < eigenvals_size.y; ++i) {
|
||||
if (eigenvals->element_get(i, i) >= 0) { // Simply check to ensure all eigenvalues are negative.
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
||||
return true;
|
||||
}
|
||||
|
||||
bool MLPPLinAlg::zeroEigenvalue(std::vector<std::vector<real_t>> A) {
|
||||
auto eig_result = eig(A);
|
||||
auto eigenvectors = std::get<0>(eig_result);
|
||||
auto eigenvals = std::get<1>(eig_result);
|
||||
bool MLPPLinAlg::zero_eigenvalue(const Ref<MLPPMatrix> &A) {
|
||||
EigenResult eig_result = eigen(A);
|
||||
|
||||
std::vector<real_t> eigenvals_vec;
|
||||
for (uint32_t i = 0; i < eigenvals.size(); i++) {
|
||||
eigenvals_vec.push_back(eigenvals[i][i]);
|
||||
}
|
||||
for (uint32_t i = 0; i < eigenvals_vec.size(); i++) {
|
||||
if (eigenvals_vec[i] == 0) {
|
||||
return true;
|
||||
Ref<MLPPMatrix> eigenvals = eig_result.eigen_values;
|
||||
Size2i eigenvals_size = eigenvals->size();
|
||||
|
||||
for (int i = 0; i < eigenvals_size.y; ++i) {
|
||||
if (eigenvals->element_get(i, i) == 0) { // TODO should it use is_equal_approx?
|
||||
return false;
|
||||
}
|
||||
}
|
||||
return false;
|
||||
|
||||
return true;
|
||||
}
|
||||
*/
|
||||
|
||||
Ref<MLPPVector> MLPPLinAlg::flattenmnv(const Vector<Ref<MLPPVector>> &A) {
|
||||
Ref<MLPPVector> a;
|
||||
|
@ -121,28 +121,22 @@ public:
|
||||
|
||||
QRDResult qrd(const Ref<MLPPMatrix> &A);
|
||||
|
||||
/*
|
||||
struct CholeskyResult {
|
||||
std::vector<std::vector<real_t>> L;
|
||||
std::vector<std::vector<real_t>> Lt;
|
||||
Ref<MLPPMatrix> L;
|
||||
Ref<MLPPMatrix> Lt;
|
||||
};
|
||||
|
||||
CholeskyResult cholesky(std::vector<std::vector<real_t>> A);
|
||||
*/
|
||||
CholeskyResult cholesky(const Ref<MLPPMatrix> &A);
|
||||
|
||||
//real_t sum_elements(std::vector<std::vector<real_t>> A);
|
||||
|
||||
Ref<MLPPVector> flattenvvnv(const Ref<MLPPMatrix> &A);
|
||||
Ref<MLPPVector> solve(const Ref<MLPPMatrix> &A, const Ref<MLPPVector> &b);
|
||||
|
||||
/*
|
||||
std::vector<real_t> solve(std::vector<std::vector<real_t>> A, std::vector<real_t> b);
|
||||
bool positive_definite_checker(const Ref<MLPPMatrix> &A);
|
||||
bool negative_definite_checker(const Ref<MLPPMatrix> &A);
|
||||
|
||||
bool positiveDefiniteChecker(std::vector<std::vector<real_t>> A);
|
||||
|
||||
bool negativeDefiniteChecker(std::vector<std::vector<real_t>> A);
|
||||
|
||||
bool zeroEigenvalue(std::vector<std::vector<real_t>> A);
|
||||
*/
|
||||
bool zero_eigenvalue(const Ref<MLPPMatrix> &A);
|
||||
|
||||
// VECTOR FUNCTIONS
|
||||
|
||||
|
@ -1157,7 +1157,7 @@ void MLPPTests::test_new_math_functions() {
|
||||
PLOG_MSG(alg.gram_schmidt_process(P)->to_string());
|
||||
|
||||
MLPPLinAlg::QRDResult qrd_result = alg.qrd(P); // It works!
|
||||
|
||||
|
||||
//[MLPPMatrix:
|
||||
// [ 0.857143 -0.394286 -0.331429 ]
|
||||
// [ 0.428571 0.902857 0.034286 ]
|
||||
@ -1172,27 +1172,26 @@ void MLPPTests::test_new_math_functions() {
|
||||
PLOG_MSG(qrd_result.R->to_string());
|
||||
}
|
||||
void MLPPTests::test_positive_definiteness_checker() {
|
||||
/*
|
||||
//MLPPStat stat;
|
||||
MLPPLinAlg alg;
|
||||
//MLPPActivation avn;
|
||||
//MLPPCost cost;
|
||||
//MLPPData data;
|
||||
//MLPPConvolutions conv;
|
||||
|
||||
// Checking positive-definiteness checker. For Cholesky Decomp.
|
||||
std::vector<std::vector<real_t>> A = {
|
||||
std::vector<std::vector<real_t>> A_arr = {
|
||||
{ 1, -1, -1, -1 },
|
||||
{ -1, 2, 2, 2 },
|
||||
{ -1, 2, 3, 1 },
|
||||
{ -1, 2, 1, 4 }
|
||||
};
|
||||
|
||||
std::cout << std::boolalpha << alg.positiveDefiniteChecker(A) << std::endl;
|
||||
Ref<MLPPMatrix> A(memnew(MLPPMatrix(A_arr)));
|
||||
|
||||
PLOG_MSG("positive_definite_checker Example:");
|
||||
PLOG_MSG(String::bool_str(alg.positive_definite_checker(A)));
|
||||
|
||||
PLOG_MSG("Cholesky Example:");
|
||||
MLPPLinAlg::CholeskyResult chres = alg.cholesky(A); // works.
|
||||
alg.printMatrix(chres.L);
|
||||
alg.printMatrix(chres.Lt);
|
||||
*/
|
||||
|
||||
PLOG_MSG(chres.L->to_string());
|
||||
PLOG_MSG(chres.Lt->to_string());
|
||||
}
|
||||
|
||||
// real_t f(real_t x){
|
||||
|
Loading…
Reference in New Issue
Block a user