LinearLocalTangentSpaceAlignment.cpp

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00001 /*
00002  * This program is free software; you can redistribute it and/or modify
00003  * it under the terms of the GNU General Public License as published by
00004  * the Free Software Foundation; either version 3 of the License, or
00005  * (at your option) any later version.
00006  *
00007  * Written (W) 2011 Sergey Lisitsyn
00008  * Copyright (C) 2011 Sergey Lisitsyn
00009  */
00010 
00011 #include <shogun/converter/LinearLocalTangentSpaceAlignment.h>
00012 #ifdef HAVE_LAPACK
00013 #include <shogun/mathematics/arpack.h>
00014 #include <shogun/mathematics/lapack.h>
00015 #include <shogun/mathematics/Math.h>
00016 #include <shogun/io/SGIO.h>
00017 #include <shogun/lib/Time.h>
00018 #include <shogun/distance/Distance.h>
00019 #include <shogun/lib/Signal.h>
00020 
00021 using namespace shogun;
00022 
00023 CLinearLocalTangentSpaceAlignment::CLinearLocalTangentSpaceAlignment() :
00024         CLocalTangentSpaceAlignment()
00025 {
00026 }
00027 
00028 CLinearLocalTangentSpaceAlignment::~CLinearLocalTangentSpaceAlignment()
00029 {
00030 }
00031 
00032 const char* CLinearLocalTangentSpaceAlignment::get_name() const
00033 {
00034     return "LinearLocalTangentSpaceAlignment";
00035 }
00036 
00037 SGMatrix<float64_t> CLinearLocalTangentSpaceAlignment::construct_embedding(CFeatures* features, SGMatrix<float64_t> matrix, int dimension)
00038 {
00039     CSimpleFeatures<float64_t>* simple_features = (CSimpleFeatures<float64_t>*)features;
00040     ASSERT(simple_features);
00041     int i,j;
00042         
00043     int N;
00044     int dim;
00045     float64_t* feature_matrix;
00046     simple_features->get_feature_matrix(&feature_matrix,&dim,&N);
00047     ASSERT(dimension<=dim);
00048     float64_t* XTM = SG_MALLOC(float64_t, dim*N);
00049     float64_t* lhs_M = SG_MALLOC(float64_t, dim*dim);
00050     float64_t* rhs_M = SG_MALLOC(float64_t, dim*dim);
00051     CMath::center_matrix(matrix.matrix,N,N);
00052 
00053     cblas_dgemm(CblasColMajor,CblasNoTrans,CblasNoTrans,dim,N,N,1.0,feature_matrix,dim,matrix.matrix,N,0.0,XTM,dim);
00054     cblas_dgemm(CblasColMajor,CblasNoTrans,CblasTrans,dim,dim,N,1.0,XTM,dim,feature_matrix,dim,0.0,lhs_M,dim);
00055 
00056     float64_t* mean_vector = SG_CALLOC(float64_t, dim);
00057     for (i=0; i<N; i++)
00058         cblas_daxpy(dim,1.0,feature_matrix+i*dim,1,mean_vector,1);
00059 
00060     cblas_dscal(dim,1.0/N,mean_vector,1);
00061 
00062     for (i=0; i<N; i++)
00063         cblas_daxpy(dim,-1.0,mean_vector,1,feature_matrix+i*dim,1);
00064 
00065     SG_FREE(mean_vector);
00066 
00067     cblas_dgemm(CblasColMajor,CblasNoTrans,CblasTrans,dim,dim,N,1.0,feature_matrix,dim,feature_matrix,dim,0.0,rhs_M,dim);
00068 
00069     for (i=0; i<dim; i++) rhs_M[i*dim+i] += 1e-6;
00070 
00071     float64_t* evals = SG_MALLOC(float64_t, dim);
00072     float64_t* evectors = SG_MALLOC(float64_t, dimension*dim);
00073     int32_t info = 0;
00074 #ifdef HAVE_ARPACK
00075     arpack_dsxupd(lhs_M,rhs_M,false,dim,dimension,"LA",false,3,true,m_nullspace_shift,0.0,
00076                   evals,evectors,info);
00077 #else
00078     wrap_dsygvx(1,'V','U',dim,lhs_M,dim,rhs_M,dim,dim-dimension+1,dim,evals,evectors,&info);
00079 #endif
00080     SG_FREE(lhs_M);
00081     SG_FREE(rhs_M);
00082     SG_FREE(evals);
00083     if (info!=0) SG_ERROR("Failed to solve eigenproblem (%d)\n",info);
00084 
00085     for (i=0; i<dimension/2; i++)
00086     {
00087         cblas_dswap(dim,evectors+i*dim,1,evectors+(dimension-i-1)*dim,1);
00088     }
00089 
00090     cblas_dgemm(CblasColMajor,CblasTrans,CblasNoTrans,N,dimension,dim,1.0,feature_matrix,dim,evectors,dim,0.0,XTM,N);
00091     SG_FREE(evectors);
00092     SG_FREE(feature_matrix);
00093 
00094     float64_t* new_features = SG_MALLOC(float64_t, dimension*N);
00095     for (i=0; i<dimension; i++)
00096     {
00097         for (j=0; j<N; j++)
00098             new_features[j*dimension+i] = XTM[i*N+j];
00099     }
00100     SG_FREE(XTM);
00101     return SGMatrix<float64_t>(new_features,dimension,N);
00102 }
00103 
00104 #endif /* HAVE_LAPACK */
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