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NeighborhoodPreservingEmbedding.cpp
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1 /*
2  * This program is free software; you can redistribute it and/or modify
3  * it under the terms of the GNU General Public License as published by
4  * the Free Software Foundation; either version 3 of the License, or
5  * (at your option) any later version.
6  *
7  * Written (W) 2011 Sergey Lisitsyn
8  * Copyright (C) 2011 Sergey Lisitsyn
9  */
10 
12 #include <shogun/lib/config.h>
13 #ifdef HAVE_LAPACK
18 #include <shogun/io/SGIO.h>
19 #include <shogun/lib/Time.h>
21 #include <shogun/lib/Signal.h>
22 
23 using namespace shogun;
24 
27 {
28 }
29 
31 {
32 }
33 
35 {
36  return "NeighborhoodPreservingEmbedding";
37 }
38 
40 {
41  CDenseFeatures<float64_t>* simple_features = (CDenseFeatures<float64_t>*)features;
42  ASSERT(simple_features);
43  int i,j;
44  int N = simple_features->get_num_vectors();
45  int dim = simple_features->get_num_features();
46  ASSERT(dimension<=dim);
47 
48  SGMatrix<float64_t> feature_matrix = simple_features->get_feature_matrix();
49  float64_t* XTM = SG_MALLOC(float64_t, dim*N);
50  float64_t* lhs_M = SG_MALLOC(float64_t, dim*dim);
51  float64_t* rhs_M = SG_MALLOC(float64_t, dim*dim);
52 
53  cblas_dgemm(CblasColMajor,CblasNoTrans,CblasNoTrans,dim,N,N,1.0,feature_matrix.matrix,dim,matrix.matrix,N,0.0,XTM,dim);
54  cblas_dgemm(CblasColMajor,CblasNoTrans,CblasTrans,dim,dim,N,1.0,XTM,dim,feature_matrix.matrix,dim,0.0,lhs_M,dim);
55  cblas_dgemm(CblasColMajor,CblasNoTrans,CblasTrans,dim,dim,N,1.0,feature_matrix.matrix,dim,feature_matrix.matrix,dim,0.0,rhs_M,dim);
56 
57  float64_t* evals = SG_MALLOC(float64_t, dim);
58  float64_t* evectors = SG_MALLOC(float64_t, dimension*dim);
59  int32_t info = 0;
60 #ifdef HAVE_ARPACK
61  arpack_dsxupd(lhs_M,rhs_M,false,dim,dimension,"LA",false,3,true,false,m_nullspace_shift,0.0,
62  evals,evectors,info);
63 #else
64  wrap_dsygvx(1,'V','U',dim,lhs_M,dim,rhs_M,dim,dim-dimension+1,dim,evals,evectors,&info);
65 #endif
66  SG_FREE(lhs_M);
67  SG_FREE(rhs_M);
68  SG_FREE(evals);
69  if (info!=0) SG_ERROR("Failed to solve eigenproblem (%d)\n",info);
70 
71  cblas_dgemm(CblasColMajor,CblasTrans,CblasNoTrans,N,dimension,dim,1.0,feature_matrix.matrix,dim,evectors,dim,0.0,XTM,N);
72  SG_FREE(evectors);
73 
74  float64_t* new_features = SG_MALLOC(float64_t, dimension*N);
75  for (i=0; i<dimension; i++)
76  {
77  for (j=0; j<N; j++)
78  new_features[j*dimension+i] = XTM[i*N+j];
79  }
80  SG_FREE(XTM);
81  return SGMatrix<float64_t>(new_features,dimension,N);
82 }
83 
84 #endif /* HAVE_LAPACK */

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