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CCGMShiftedFamilySolver Class Reference

Detailed Description

class that uses conjugate gradient method for solving a shifted linear system family where the linear opeator is real valued and symmetric positive definite, the vector is real valued, but the shifts are complex

Note: The implementation of solve_shifted_weighted has been adapted from the open source library Krylstat (https://github.com/Froskekongen/KRYLSTAT/), written by Erlend Aune, under GPL2+

Definition at line 32 of file CGMShiftedFamilySolver.h.

Inheritance diagram for CCGMShiftedFamilySolver:
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Public Member Functions

 CCGMShiftedFamilySolver ()
 CCGMShiftedFamilySolver (bool store_residuals)
virtual ~CCGMShiftedFamilySolver ()
virtual SGVector< float64_tsolve (CLinearOperator< float64_t > *A, SGVector< float64_t > b)
virtual SGVector< complex128_tsolve_shifted_weighted (CLinearOperator< float64_t > *A, SGVector< float64_t > b, SGVector< complex128_t > shifts, SGVector< complex128_t > weights)
virtual const char * get_name () const
void set_iteration_limit (index_t iteration_limit)
const index_t get_iteration_limit () const
void set_relative_tolerence (float64_t relative_tolerence)
const float64_t get_relative_tolerence () const
void set_absolute_tolerence (float64_t absolute_tolerence)
const float64_t get_absolute_tolerence () const
SGVector< float64_tget_residuals () const
virtual CSGObjectshallow_copy () const
virtual CSGObjectdeep_copy () const
virtual bool is_generic (EPrimitiveType *generic) const
template<class T >
void set_generic ()
void unset_generic ()
virtual void print_serializable (const char *prefix="")
virtual bool save_serializable (CSerializableFile *file, const char *prefix="", int32_t param_version=Version::get_version_parameter())
virtual bool load_serializable (CSerializableFile *file, const char *prefix="", int32_t param_version=Version::get_version_parameter())
DynArray< TParameter * > * load_file_parameters (const SGParamInfo *param_info, int32_t file_version, CSerializableFile *file, const char *prefix="")
DynArray< TParameter * > * load_all_file_parameters (int32_t file_version, int32_t current_version, CSerializableFile *file, const char *prefix="")
void map_parameters (DynArray< TParameter * > *param_base, int32_t &base_version, DynArray< const SGParamInfo * > *target_param_infos)
void set_global_io (SGIO *io)
SGIOget_global_io ()
void set_global_parallel (Parallel *parallel)
Parallelget_global_parallel ()
void set_global_version (Version *version)
Versionget_global_version ()
SGStringList< char > get_modelsel_names ()
void print_modsel_params ()
char * get_modsel_param_descr (const char *param_name)
index_t get_modsel_param_index (const char *param_name)
void build_gradient_parameter_dictionary (CMap< TParameter *, CSGObject * > *dict)
virtual bool update_parameter_hash ()
virtual bool equals (CSGObject *other, float64_t accuracy=0.0)
virtual CSGObjectclone ()

Public Attributes

SGIOio
Parallelparallel
Versionversion
Parameterm_parameters
Parameterm_model_selection_parameters
Parameterm_gradient_parameters
ParameterMapm_parameter_map
uint32_t m_hash

Protected Member Functions

void compute_zeta_sh_new (const SGVector< complex128_t > &zeta_sh_old, const SGVector< complex128_t > &zeta_sh_cur, const SGVector< complex128_t > &shifts, const float64_t &beta_old, const float64_t &beta_cur, const float64_t &alpha, SGVector< complex128_t > &zeta_sh_new)
void compute_beta_sh (const SGVector< complex128_t > &zeta_sh_new, const SGVector< complex128_t > &zeta_sh_cur, const float64_t &beta_cur, SGVector< complex128_t > &beta_sh)
void compute_alpha_sh (const SGVector< complex128_t > &zeta_sh_cur, const SGVector< complex128_t > &zeta_sh_old, const SGVector< complex128_t > &beta_sh_old, const float64_t &beta_old, const float64_t &alpha, SGVector< complex128_t > &alpha_sh)
virtual TParametermigrate (DynArray< TParameter * > *param_base, const SGParamInfo *target)
virtual void one_to_one_migration_prepare (DynArray< TParameter * > *param_base, const SGParamInfo *target, TParameter *&replacement, TParameter *&to_migrate, char *old_name=NULL)
virtual void load_serializable_pre () throw (ShogunException)
virtual void load_serializable_post () throw (ShogunException)
virtual void save_serializable_pre () throw (ShogunException)
virtual void save_serializable_post () throw (ShogunException)

Protected Attributes

index_t m_max_iteration_limit
float64_t m_relative_tolerence
float64_t m_absolute_tolerence
SGVector< float64_tm_residuals
bool m_store_residuals

Constructor & Destructor Documentation

default constructor

Definition at line 27 of file CGMShiftedFamilySolver.cpp.

CCGMShiftedFamilySolver ( bool  store_residuals)

one arg constructor

Definition at line 32 of file CGMShiftedFamilySolver.cpp.

destructor

Definition at line 37 of file CGMShiftedFamilySolver.cpp.

Member Function Documentation

void build_gradient_parameter_dictionary ( CMap< TParameter *, CSGObject * > *  dict)
inherited

Builds a dictionary of all parameters in SGObject as well of those of SGObjects that are parameters of this object. Dictionary maps parameters to the objects that own them.

Parameters
dictdictionary of parameters to be built.

Definition at line 1196 of file SGObject.cpp.

CSGObject * clone ( )
virtualinherited

Creates a clone of the current object. This is done via recursively traversing all parameters, which corresponds to a deep copy. Calling equals on the cloned object always returns true although none of the memory of both objects overlaps.

Returns
an identical copy of the given object, which is disjoint in memory. NULL if the clone fails. Note that the returned object is SG_REF'ed

Definition at line 1313 of file SGObject.cpp.

void compute_alpha_sh ( const SGVector< complex128_t > &  zeta_sh_cur,
const SGVector< complex128_t > &  zeta_sh_old,
const SGVector< complex128_t > &  beta_sh_old,
const float64_t beta_old,
const float64_t alpha,
SGVector< complex128_t > &  alpha_sh 
)
protectedinherited

compute \(\alpha^{\sigma}_{n}\) as \(\alpha_{n}\frac{\zeta^{\sigma} _{n}\beta^{\sigma}_{n-1}}{\zeta^{\sigma}_{n-1}\beta_{n-1}}\)

Parameters
zeta_sh_cur\(\zeta^{\sigma}_{n}\) shifted params
zeta_sh_old\(\zeta^{\sigma}_{n-1}\) shifted params
beta_sh_old\(\beta^{\sigma}_{n-1}\), shifted params
beta_old\(\beta_{n-1}\), non-shifted
alpha\(\alpha_{n}\), non-shifted
alpha_sh\(\alpha^{\sigma}_{n}\), to be computed
void compute_beta_sh ( const SGVector< complex128_t > &  zeta_sh_new,
const SGVector< complex128_t > &  zeta_sh_cur,
const float64_t beta_cur,
SGVector< complex128_t > &  beta_sh 
)
protectedinherited

compute \(\beta^{\sigma}_{n}\) as \(\beta_{n}\frac{\zeta^{\sigma}_{n+1}} {\zeta^{\sigma}_{n}}\)

Parameters
zeta_sh_new\(\zeta^{\sigma}_{n+1}\) shifted params
zeta_sh_cur\(\zeta^{\sigma}_{n}\) shifted params
beta_cur\(\beta_{n}\), non-shifted
beta_sh\(\beta^{\sigma}_{n}\), to be computed
void compute_zeta_sh_new ( const SGVector< complex128_t > &  zeta_sh_old,
const SGVector< complex128_t > &  zeta_sh_cur,
const SGVector< complex128_t > &  shifts,
const float64_t beta_old,
const float64_t beta_cur,
const float64_t alpha,
SGVector< complex128_t > &  zeta_sh_new 
)
protectedinherited

compute \(\zeta^{\sigma}_{n+1}\) as \(\frac{\zeta^{\sigma}_{n} \zeta^{\sigma}_{n-1}\beta_{n-1}}{\beta_{n}\alpha_{n}(\zeta^{\sigma}_{n-1} -\zeta^{\sigma}_{n})+\zeta^{\sigma}_{n-1}\beta_{n-1}(1-\sigma\beta_{n}})\) [see Jergerlehner, eq 2.44]

Parameters
zeta_sh_old\(\zeta^{\sigma}_{n-1}\) shifted params
zeta_sh_cur\(\zeta^{\sigma}_{n}\) shifted params
shifts\(\sigma\) shifts
beta_old\(\beta_{n-1}\), non-shifted
beta_cur\(\beta_{n}\), non-shifted
alpha\(\alpha\) non-shifted
zeta_sh_new\(\zeta^{\sigma}_{n+1}\) to be computed
virtual CSGObject* deep_copy ( ) const
virtualinherited

A deep copy. All the instance variables will also be copied.

Definition at line 160 of file SGObject.h.

bool equals ( CSGObject other,
float64_t  accuracy = 0.0 
)
virtualinherited

Recursively compares the current SGObject to another one. Compares all registered numerical parameters, recursion upon complex (SGObject) parameters. Does not compare pointers!

May be overwritten but please do with care! Should not be necessary in most cases.

Parameters
otherobject to compare with
accuracyaccuracy to use for comparison (optional)
Returns
true if all parameters were equal, false if not

Definition at line 1217 of file SGObject.cpp.

const float64_t get_absolute_tolerence ( ) const
inherited
Returns
absolute tolerence

Definition at line 82 of file IterativeLinearSolver.h.

SGIO * get_global_io ( )
inherited

get the io object

Returns
io object

Definition at line 214 of file SGObject.cpp.

Parallel * get_global_parallel ( )
inherited

get the parallel object

Returns
parallel object

Definition at line 249 of file SGObject.cpp.

Version * get_global_version ( )
inherited

get the version object

Returns
version object

Definition at line 262 of file SGObject.cpp.

const index_t get_iteration_limit ( ) const
inherited
Returns
maximum iteration limit

Definition at line 58 of file IterativeLinearSolver.h.

SGStringList< char > get_modelsel_names ( )
inherited
Returns
vector of names of all parameters which are registered for model selection

Definition at line 1100 of file SGObject.cpp.

char * get_modsel_param_descr ( const char *  param_name)
inherited

Returns description of a given parameter string, if it exists. SG_ERROR otherwise

Parameters
param_namename of the parameter
Returns
description of the parameter

Definition at line 1124 of file SGObject.cpp.

index_t get_modsel_param_index ( const char *  param_name)
inherited

Returns index of model selection parameter with provided index

Parameters
param_namename of model selection parameter
Returns
index of model selection parameter with provided name, -1 if there is no such

Definition at line 1137 of file SGObject.cpp.

virtual const char* get_name ( ) const
virtual
Returns
object name

Reimplemented from CIterativeShiftedLinearFamilySolver< float64_t, complex128_t >.

Definition at line 72 of file CGMShiftedFamilySolver.h.

const float64_t get_relative_tolerence ( ) const
inherited
Returns
relative tolerence

Definition at line 70 of file IterativeLinearSolver.h.

SGVector<float64_t> get_residuals ( ) const
inherited
Returns
the residuals

Definition at line 88 of file IterativeLinearSolver.h.

bool is_generic ( EPrimitiveType *  generic) const
virtualinherited

If the SGSerializable is a class template then TRUE will be returned and GENERIC is set to the type of the generic.

Parameters
genericset to the type of the generic if returning TRUE
Returns
TRUE if a class template.

Definition at line 268 of file SGObject.cpp.

DynArray< TParameter * > * load_all_file_parameters ( int32_t  file_version,
int32_t  current_version,
CSerializableFile file,
const char *  prefix = "" 
)
inherited

maps all parameters of this instance to the provided file version and loads all parameter data from the file into an array, which is sorted (basically calls load_file_parameter(...) for all parameters and puts all results into a sorted array)

Parameters
file_versionparameter version of the file
current_versionversion from which mapping begins (you want to use Version::get_version_parameter() for this in most cases)
filefile to load from
prefixprefix for members
Returns
(sorted) array of created TParameter instances with file data

Definition at line 673 of file SGObject.cpp.

DynArray< TParameter * > * load_file_parameters ( const SGParamInfo param_info,
int32_t  file_version,
CSerializableFile file,
const char *  prefix = "" 
)
inherited

loads some specified parameters from a file with a specified version The provided parameter info has a version which is recursively mapped until the file parameter version is reached. Note that there may be possibly multiple parameters in the mapping, therefore, a set of TParameter instances is returned

Parameters
param_infoinformation of parameter
file_versionparameter version of the file, must be <= provided parameter version
filefile to load from
prefixprefix for members
Returns
new array with TParameter instances with the attached data

Definition at line 514 of file SGObject.cpp.

bool load_serializable ( CSerializableFile file,
const char *  prefix = "",
int32_t  param_version = Version::get_version_parameter() 
)
virtualinherited

Load this object from file. If it will fail (returning FALSE) then this object will contain inconsistent data and should not be used!

Parameters
filewhere to load from
prefixprefix for members
param_version(optional) a parameter version different to (this is mainly for testing, better do not use)
Returns
TRUE if done, otherwise FALSE

Definition at line 345 of file SGObject.cpp.

void load_serializable_post ( ) throw (ShogunException)
protectedvirtualinherited

Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_POST is called.

Exceptions
ShogunExceptionWill be thrown if an error occurres.

Reimplemented in CKernel, CWeightedDegreePositionStringKernel, CList, CAlphabet, CLinearHMM, CGaussianKernel, CInverseMultiQuadricKernel, CCircularKernel, and CExponentialKernel.

Definition at line 1029 of file SGObject.cpp.

void load_serializable_pre ( ) throw (ShogunException)
protectedvirtualinherited

Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_PRE is called.

Exceptions
ShogunExceptionWill be thrown if an error occurres.

Reimplemented in CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, CDynamicArray< uint64_t >, and CDynamicObjectArray.

Definition at line 1024 of file SGObject.cpp.

void map_parameters ( DynArray< TParameter * > *  param_base,
int32_t &  base_version,
DynArray< const SGParamInfo * > *  target_param_infos 
)
inherited

Takes a set of TParameter instances (base) with a certain version and a set of target parameter infos and recursively maps the base level wise to the current version using CSGObject::migrate(...). The base is replaced. After this call, the base version containing parameters should be of same version/type as the initial target parameter infos. Note for this to work, the migrate methods and all the internal parameter mappings have to match

Parameters
param_baseset of TParameter instances that are mapped to the provided target parameter infos
base_versionversion of the parameter base
target_param_infosset of SGParamInfo instances that specify the target parameter base

Definition at line 711 of file SGObject.cpp.

TParameter * migrate ( DynArray< TParameter * > *  param_base,
const SGParamInfo target 
)
protectedvirtualinherited

creates a new TParameter instance, which contains migrated data from the version that is provided. The provided parameter data base is used for migration, this base is a collection of all parameter data of the previous version. Migration is done FROM the data in param_base TO the provided param info Migration is always one version step. Method has to be implemented in subclasses, if no match is found, base method has to be called.

If there is an element in the param_base which equals the target, a copy of the element is returned. This represents the case when nothing has changed and therefore, the migrate method is not overloaded in a subclass

Parameters
param_baseset of TParameter instances to use for migration
targetparameter info for the resulting TParameter
Returns
a new TParameter instance with migrated data from the base of the type which is specified by the target parameter

Definition at line 918 of file SGObject.cpp.

void one_to_one_migration_prepare ( DynArray< TParameter * > *  param_base,
const SGParamInfo target,
TParameter *&  replacement,
TParameter *&  to_migrate,
char *  old_name = NULL 
)
protectedvirtualinherited

This method prepares everything for a one-to-one parameter migration. One to one here means that only ONE element of the parameter base is needed for the migration (the one with the same name as the target). Data is allocated for the target (in the type as provided in the target SGParamInfo), and a corresponding new TParameter instance is written to replacement. The to_migrate pointer points to the single needed TParameter instance needed for migration. If a name change happened, the old name may be specified by old_name. In addition, the m_delete_data flag of to_migrate is set to true. So if you want to migrate data, the only thing to do after this call is converting the data in the m_parameter fields. If unsure how to use - have a look into an example for this. (base_migration_type_conversion.cpp for example)

Parameters
param_baseset of TParameter instances to use for migration
targetparameter info for the resulting TParameter
replacement(used as output) here the TParameter instance which is returned by migration is created into
to_migratethe only source that is used for migration
old_namewith this parameter, a name change may be specified

Definition at line 858 of file SGObject.cpp.

void print_modsel_params ( )
inherited

prints all parameter registered for model selection and their type

Definition at line 1076 of file SGObject.cpp.

void print_serializable ( const char *  prefix = "")
virtualinherited

prints registered parameters out

Parameters
prefixprefix for members

Definition at line 280 of file SGObject.cpp.

bool save_serializable ( CSerializableFile file,
const char *  prefix = "",
int32_t  param_version = Version::get_version_parameter() 
)
virtualinherited

Save this object to file.

Parameters
filewhere to save the object; will be closed during returning if PREFIX is an empty string.
prefixprefix for members
param_version(optional) a parameter version different to (this is mainly for testing, better do not use)
Returns
TRUE if done, otherwise FALSE

Definition at line 286 of file SGObject.cpp.

void save_serializable_post ( ) throw (ShogunException)
protectedvirtualinherited

Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_POST is called.

Exceptions
ShogunExceptionWill be thrown if an error occurres.

Reimplemented in CKernel.

Definition at line 1039 of file SGObject.cpp.

void save_serializable_pre ( ) throw (ShogunException)
protectedvirtualinherited

Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_PRE is called.

Exceptions
ShogunExceptionWill be thrown if an error occurres.

Reimplemented in CKernel, CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, CDynamicArray< uint64_t >, and CDynamicObjectArray.

Definition at line 1034 of file SGObject.cpp.

void set_absolute_tolerence ( float64_t  absolute_tolerence)
inherited

set absolute tolerence

Definition at line 76 of file IterativeLinearSolver.h.

void set_generic< complex128_t > ( )
inherited

set generic type to T

Definition at line 41 of file SGObject.cpp.

void set_global_io ( SGIO io)
inherited

set the io object

Parameters
ioio object to use

Definition at line 207 of file SGObject.cpp.

void set_global_parallel ( Parallel parallel)
inherited

set the parallel object

Parameters
parallelparallel object to use

Definition at line 220 of file SGObject.cpp.

void set_global_version ( Version version)
inherited

set the version object

Parameters
versionversion object to use

Definition at line 255 of file SGObject.cpp.

void set_iteration_limit ( index_t  iteration_limit)
inherited

set maximum iteration limit

Definition at line 47 of file IterativeLinearSolver.h.

void set_relative_tolerence ( float64_t  relative_tolerence)
inherited

set relative tolerence

Definition at line 64 of file IterativeLinearSolver.h.

virtual CSGObject* shallow_copy ( ) const
virtualinherited

A shallow copy. All the SGObject instance variables will be simply assigned and SG_REF-ed.

Reimplemented in CGaussianKernel.

Definition at line 151 of file SGObject.h.

SGVector< float64_t > solve ( CLinearOperator< float64_t > *  A,
SGVector< float64_t b 
)
virtual

solve method for solving linear systems assuming no shift

Parameters
Athe linear operator of the system
bthe vector of the system
Returns
the solution vector

Implements CIterativeShiftedLinearFamilySolver< float64_t, complex128_t >.

Definition at line 41 of file CGMShiftedFamilySolver.cpp.

SGVector< complex128_t > solve_shifted_weighted ( CLinearOperator< float64_t > *  A,
SGVector< float64_t b,
SGVector< complex128_t shifts,
SGVector< complex128_t weights 
)
virtual

method that solves the shifted family of linear systems, multiples each solution vector with a weight, computes a summation over all the shifts and returns the final solution vector

Parameters
Athe linear operator of the system
bthe vector of the system
shiftsthe shifts of the shifted system
weightsthe weights to be multiplied with each solution for each shift

Implements CIterativeShiftedLinearFamilySolver< float64_t, complex128_t >.

Definition at line 52 of file CGMShiftedFamilySolver.cpp.

void unset_generic ( )
inherited

unset generic type

this has to be called in classes specializing a template class

Definition at line 275 of file SGObject.cpp.

bool update_parameter_hash ( )
virtualinherited

Updates the hash of current parameter combination.

Returns
bool if parameter combination has changed since last update.

Definition at line 227 of file SGObject.cpp.

Member Data Documentation

SGIO* io
inherited

io

Definition at line 514 of file SGObject.h.

float64_t m_absolute_tolerence
protectedinherited

absolute tolerence

Definition at line 108 of file IterativeLinearSolver.h.

Parameter* m_gradient_parameters
inherited

parameters wrt which we can compute gradients

Definition at line 529 of file SGObject.h.

uint32_t m_hash
inherited

Hash of parameter values

Definition at line 535 of file SGObject.h.

index_t m_max_iteration_limit
protectedinherited

iteration limit for conjugate gradient

Definition at line 102 of file IterativeLinearSolver.h.

Parameter* m_model_selection_parameters
inherited

model selection parameters

Definition at line 526 of file SGObject.h.

ParameterMap* m_parameter_map
inherited

map for different parameter versions

Definition at line 532 of file SGObject.h.

Parameter* m_parameters
inherited

parameters

Definition at line 523 of file SGObject.h.

float64_t m_relative_tolerence
protectedinherited

relative tolerence

Definition at line 105 of file IterativeLinearSolver.h.

SGVector<float64_t> m_residuals
protectedinherited

the residuals

Definition at line 111 of file IterativeLinearSolver.h.

bool m_store_residuals
protectedinherited

whether to store the residuals

Definition at line 114 of file IterativeLinearSolver.h.

Parallel* parallel
inherited

parallel

Definition at line 517 of file SGObject.h.

Version* version
inherited

version

Definition at line 520 of file SGObject.h.


The documentation for this class was generated from the following files:

SHOGUN Machine Learning Toolbox - Documentation