LogRationalApproximationIndividual.cpp

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/*
 * This program is free software; you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation; either version 3 of the License, or
 * (at your option) any later version.
 *
 * Written (W) 2013 Soumyajit De
 */

#include <shogun/lib/config.h>

#ifdef HAVE_EIGEN3
#include <shogun/base/Parameter.h>
#include <shogun/lib/SGVector.h>
#include <shogun/lib/SGMatrix.h>
#include <shogun/mathematics/linalg/linsolver/LinearSolver.h>
#include <shogun/mathematics/linalg/linop/DenseMatrixOperator.h>
#include <shogun/mathematics/linalg/linop/SparseMatrixOperator.h>
#include <shogun/mathematics/linalg/ratapprox/logdet/opfunc/LogRationalApproximationIndividual.h>
#include <shogun/mathematics/linalg/ratapprox/logdet/computation/job/RationalApproximationIndividualJob.h>
#include <shogun/mathematics/linalg/ratapprox/logdet/computation/aggregator/IndividualJobResultAggregator.h>
#include <shogun/lib/computation/engine/IndependentComputationEngine.h>
#include <typeinfo>

namespace shogun
{

CLogRationalApproximationIndividual::CLogRationalApproximationIndividual()
    : CRationalApproximation(NULL, NULL, NULL, 0, OF_LOG)
{
    init();

    SG_GCDEBUG("%s created (%p)\n", this->get_name(), this)
}

CLogRationalApproximationIndividual::CLogRationalApproximationIndividual(
    CMatrixOperator<float64_t>* linear_operator,
    CIndependentComputationEngine* computation_engine,
    CEigenSolver* eigen_solver,
    CLinearSolver<complex128_t, float64_t>* linear_solver,
    float64_t desired_accuracy)
    : CRationalApproximation(linear_operator, computation_engine,
      eigen_solver, desired_accuracy, OF_LOG)
{
    init();

    m_linear_solver=linear_solver;
    SG_REF(m_linear_solver);

    SG_GCDEBUG("%s created (%p)\n", this->get_name(), this)
}

void CLogRationalApproximationIndividual::init()
{
    m_linear_solver=NULL;

    SG_ADD((CSGObject**)&m_linear_solver, "linear_solver",
        "Linear solver for complex systems", MS_NOT_AVAILABLE);
}

CLogRationalApproximationIndividual::~CLogRationalApproximationIndividual()
{
    SG_UNREF(m_linear_solver);

    SG_GCDEBUG("%s destroyed (%p)\n", this->get_name(), this)
}

CJobResultAggregator* CLogRationalApproximationIndividual::submit_jobs(
    SGVector<float64_t> sample)
{
    SG_DEBUG("OperatorFunction::submit_jobs(): Entering..\n");
    REQUIRE(sample.vector, "Sample is not initialized!\n");
    REQUIRE(m_linear_operator, "Operator is not initialized!\n");
    REQUIRE(m_computation_engine, "Computation engine is NULL\n");

    // create the aggregator with sample, and the multiplier
    CIndividualJobResultAggregator* agg=new CIndividualJobResultAggregator(
        m_linear_operator, sample, m_constant_multiplier);
    // we don't want the aggregator to be destroyed when the job is unref-ed
    SG_REF(agg);

    // this enum will save from repeated typechecking for all jobs
    enum typeID {DENSE=1, SPARSE, UNKNOWN} operator_type=UNKNOWN;

    // create a complex copy of the matrix linear operator
    CMatrixOperator<complex128_t>* complex_op=NULL;
    if (typeid(*m_linear_operator)==typeid(CDenseMatrixOperator<float64_t>))
    {
        operator_type=DENSE;

        CDenseMatrixOperator<float64_t>* op
            =dynamic_cast<CDenseMatrixOperator<float64_t>*>(m_linear_operator);

        REQUIRE(op->get_matrix_operator().matrix, "Matrix is not initialized!\n");

        // create complex dense matrix operator
        complex_op=static_cast<CDenseMatrixOperator<complex128_t>*>(*op);
    }
    else if (typeid(*m_linear_operator)==typeid(CSparseMatrixOperator<float64_t>))
    {
        operator_type=SPARSE;

        CSparseMatrixOperator<float64_t>* op
            =dynamic_cast<CSparseMatrixOperator<float64_t>*>(m_linear_operator);

        REQUIRE(op->get_matrix_operator().sparse_matrix, "Matrix is not initialized!\n");

        // create complex sparse matrix operator
        complex_op=static_cast<CSparseMatrixOperator<complex128_t>*>(*op);
    }
    else
    {
        // something weird happened
        SG_ERROR("OperatorFunction::submit_jobs(): Unknown MatrixOperator given!\n");
    }

    // create num_shifts number of jobs for current sample vector
    for (index_t i=0; i<m_num_shifts; ++i)
    {
        // create a deep copy of the operator
        CMatrixOperator<complex128_t>* shifted_op=NULL;

        switch(operator_type)
        {
        case DENSE:
            shifted_op=new CDenseMatrixOperator<complex128_t>
                (*dynamic_cast<CDenseMatrixOperator<complex128_t>*>(complex_op));
            break;
        case SPARSE:
            shifted_op=new CSparseMatrixOperator<complex128_t>
                (*dynamic_cast<CSparseMatrixOperator<complex128_t>*>(complex_op));
            break;
        default:
            break;
        }

        REQUIRE(shifted_op, "OperatorFunction::submit_jobs():"
            "MatrixOperator typeinfo was not detected!\n");

        // move the shift inside the operator
        // (see CRationalApproximation)
        SGVector<complex128_t> diag=shifted_op->get_diagonal();
        for (index_t j=0; j<diag.vlen; ++j)
            diag[j]-=m_shifts[i];
        shifted_op->set_diagonal(diag);

        // create a job and submit to the engine
        CRationalApproximationIndividualJob* job
            =new CRationalApproximationIndividualJob(agg, m_linear_solver,
                shifted_op, sample, m_weights[i]);
        SG_REF(job);

        m_computation_engine->submit_job(job);

        // we can safely unref the job here, computation engine takes it from here
        SG_UNREF(job);
    }

    SG_UNREF(complex_op);

    SG_DEBUG("OperatorFunction::submit_jobs(): Leaving..\n");
    return agg;
}

}
#endif // HAVE_EIGEN3