NeighborhoodPreservingEmbedding.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/NeighborhoodPreservingEmbedding.h>
00012 #include <shogun/lib/config.h>
00013 #ifdef HAVE_LAPACK
00014 #include <shogun/mathematics/arpack.h>
00015 #include <shogun/mathematics/lapack.h>
00016 #include <shogun/lib/FibonacciHeap.h>
00017 #include <shogun/mathematics/Math.h>
00018 #include <shogun/io/SGIO.h>
00019 #include <shogun/lib/Time.h>
00020 #include <shogun/distance/Distance.h>
00021 #include <shogun/lib/Signal.h>
00022 
00023 using namespace shogun;
00024 
00025 CNeighborhoodPreservingEmbedding::CNeighborhoodPreservingEmbedding() :
00026         CLocallyLinearEmbedding()
00027 {
00028 }
00029 
00030 CNeighborhoodPreservingEmbedding::~CNeighborhoodPreservingEmbedding()
00031 {
00032 }
00033 
00034 const char* CNeighborhoodPreservingEmbedding::get_name() const
00035 {
00036     return "NeighborhoodPreservingEmbedding";
00037 }
00038 
00039 SGMatrix<float64_t> CNeighborhoodPreservingEmbedding::construct_embedding(CFeatures* features, SGMatrix<float64_t> matrix, int dimension)
00040 {
00041     CSimpleFeatures<float64_t>* simple_features = (CSimpleFeatures<float64_t>*)features;
00042     ASSERT(simple_features);
00043     int i,j;
00044     int N = simple_features->get_num_vectors();
00045     int dim = simple_features->get_num_features();
00046     ASSERT(dimension<=dim);
00047     
00048     SGMatrix<float64_t> feature_matrix = simple_features->get_feature_matrix();
00049     float64_t* XTM = SG_MALLOC(float64_t, dim*N);
00050     float64_t* lhs_M = SG_MALLOC(float64_t, dim*dim);
00051     float64_t* rhs_M = SG_MALLOC(float64_t, dim*dim);
00052 
00053     cblas_dgemm(CblasColMajor,CblasNoTrans,CblasNoTrans,dim,N,N,1.0,feature_matrix.matrix,dim,matrix.matrix,N,0.0,XTM,dim);
00054     cblas_dgemm(CblasColMajor,CblasNoTrans,CblasTrans,dim,dim,N,1.0,XTM,dim,feature_matrix.matrix,dim,0.0,lhs_M,dim);
00055     cblas_dgemm(CblasColMajor,CblasNoTrans,CblasTrans,dim,dim,N,1.0,feature_matrix.matrix,dim,feature_matrix.matrix,dim,0.0,rhs_M,dim);
00056 
00057     float64_t* evals = SG_MALLOC(float64_t, dim);
00058     float64_t* evectors = SG_MALLOC(float64_t, dimension*dim);
00059     int32_t info = 0;
00060 #ifdef HAVE_ARPACK
00061     arpack_dsxupd(lhs_M,rhs_M,false,dim,dimension,"LA",false,3,true,m_nullspace_shift,0.0,
00062                   evals,evectors,info);
00063 #else
00064     wrap_dsygvx(1,'V','U',dim,lhs_M,dim,rhs_M,dim,dim-dimension+1,dim,evals,evectors,&info);
00065 #endif
00066     SG_FREE(lhs_M);
00067     SG_FREE(rhs_M);
00068     SG_FREE(evals);
00069     if (info!=0) SG_ERROR("Failed to solve eigenproblem (%d)\n",info);
00070 
00071     cblas_dgemm(CblasColMajor,CblasTrans,CblasNoTrans,N,dimension,dim,1.0,feature_matrix.matrix,dim,evectors,dim,0.0,XTM,N);
00072     SG_FREE(evectors);
00073 
00074     float64_t* new_features = SG_MALLOC(float64_t, dimension*N);
00075     for (i=0; i<dimension; i++)
00076     {
00077         for (j=0; j<N; j++)
00078             new_features[j*dimension+i] = XTM[i*N+j];
00079     }
00080     SG_FREE(XTM);
00081     return SGMatrix<float64_t>(new_features,dimension,N);
00082 }
00083 
00084 #endif /* HAVE_LAPACK */
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