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src
shogun
mathematics
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ratapprox
logdet
opfunc
DenseMatrixExactLog.cpp
Go to the documentation of this file.
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/*
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* This program is free software; you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation; either version 3 of the License, or
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* (at your option) any later version.
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*
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* Written (W) 2013 Soumyajit De
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*/
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#include <
shogun/lib/common.h
>
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#ifdef HAVE_EIGEN3
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#include <
shogun/mathematics/eigen3.h
>
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#if EIGEN_VERSION_AT_LEAST(3,1,0)
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#include <unsupported/Eigen/MatrixFunctions>
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#endif // EIGEN_VERSION_AT_LEAST(3,1,0)
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#include <
shogun/lib/SGVector.h
>
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#include <
shogun/lib/SGMatrix.h
>
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#include <
shogun/lib/computation/aggregator/StoreScalarAggregator.h
>
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#include <
shogun/lib/computation/engine/IndependentComputationEngine.h
>
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#include <
shogun/mathematics/linalg/linop/DenseMatrixOperator.h
>
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#include <
shogun/mathematics/linalg/ratapprox/logdet/opfunc/DenseMatrixExactLog.h
>
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#include <
shogun/mathematics/linalg/ratapprox/logdet/computation/job/DenseExactLogJob.h
>
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using namespace
Eigen;
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namespace
shogun
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{
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CDenseMatrixExactLog::CDenseMatrixExactLog()
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:
COperatorFunction
<
float64_t
>(NULL, NULL,
OF_LOG
)
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{
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SG_GCDEBUG
(
"%s created (%p)\n"
, this->
get_name
(),
this
)
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}
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CDenseMatrixExactLog::CDenseMatrixExactLog
(
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CDenseMatrixOperator<float64_t>
* op,
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CIndependentComputationEngine
* engine)
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:
COperatorFunction
<
float64_t
>(
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(
CLinearOperator
<
float64_t
>*)op, engine,
OF_LOG
)
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{
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SG_GCDEBUG
(
"%s created (%p)\n"
, this->
get_name
(),
this
)
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}
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CDenseMatrixExactLog::~CDenseMatrixExactLog
()
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{
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SG_GCDEBUG
(
"%s destroyed (%p)\n"
, this->
get_name
(),
this
)
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}
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#if EIGEN_VERSION_AT_LEAST(3,1,0)
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void
CDenseMatrixExactLog::precompute
()
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{
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SG_DEBUG
(
"Entering...\n"
);
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// check for proper downcast
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CDenseMatrixOperator<float64_t>
* op
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=
dynamic_cast<
CDenseMatrixOperator<float64_t>
*
>
(
m_linear_operator
);
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REQUIRE
(op,
"Operator not an instance of DenseMatrixOperator!\n"
);
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SGMatrix<float64_t>
m=op->
get_matrix_operator
();
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// compute log(C) using Eigen3
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Map<MatrixXd> mat(m.
matrix
, m.
num_rows
, m.
num_cols
);
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SGMatrix<float64_t>
log_m(m.
num_rows
, m.
num_cols
);
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Map<MatrixXd> log_mat(log_m.matrix, log_m.num_rows, log_m.num_cols);
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log_mat=mat.log();
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// the log(C) is also a linear operator here
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// reset the operator of this function with log(C)
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SG_UNREF
(
m_linear_operator
);
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m_linear_operator
=
new
CDenseMatrixOperator<float64_t>
(log_m);
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SG_REF
(
m_linear_operator
);
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SG_DEBUG
(
"Leaving...\n"
);
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}
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#else
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void
CDenseMatrixExactLog::precompute
()
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{
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SG_WARNING
(
"Eigen3.1.0 or later required!\n"
)
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}
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#endif // EIGEN_VERSION_AT_LEAST(3,1,0)
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CJobResultAggregator
*
CDenseMatrixExactLog::submit_jobs
(
SGVector<float64_t>
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sample)
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{
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SG_DEBUG
(
"Entering...\n"
);
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CStoreScalarAggregator<float64_t>
* agg=
new
CStoreScalarAggregator<float64_t>
;
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// we don't want the aggregator to be destroyed when the job is unref-ed
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SG_REF
(agg);
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CDenseExactLogJob
* job=
new
CDenseExactLogJob
(agg,
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dynamic_cast<
CDenseMatrixOperator<float64_t>
*
>
(
m_linear_operator
), sample);
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SG_REF
(job);
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// sanity check
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REQUIRE
(
m_computation_engine
,
"Computation engine is NULL\n"
);
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m_computation_engine
->
submit_job
(job);
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// we can safely unref the job here, computation engine takes it from here
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SG_UNREF
(job);
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SG_DEBUG
(
"Leaving...\n"
);
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return
agg;
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}
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}
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#endif // HAVE_EIGEN3
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