SHOGUN
4.1.0
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Implementaion of rational approximation of a operator-function times vector where the operator function is log of a dense-matrix. Each complex system generated from the shifts due to rational approximation of opertor- log times vector expression are solved individually with a complex linear solver by the computation engine. generate_jobs generates num_shifts number of jobs per trace sample.
Definition at line 34 of file LogRationalApproximationIndividual.h.
Public Attributes | |
SGIO * | io |
Parallel * | parallel |
Version * | version |
Parameter * | m_parameters |
Parameter * | m_model_selection_parameters |
Parameter * | m_gradient_parameters |
uint32_t | m_hash |
Protected Member Functions | |
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 | |
CEigenSolver * | m_eigen_solver |
SGVector< complex128_t > | m_shifts |
SGVector< complex128_t > | m_weights |
float64_t | m_constant_multiplier |
int32_t | m_num_shifts |
float64_t | m_desired_accuracy |
CLinearOperator< float64_t > * | m_linear_operator |
CIndependentComputationEngine * | m_computation_engine |
const EOperatorFunction | m_function_type |
default constructor
Definition at line 28 of file LogRationalApproximationIndividual.cpp.
CLogRationalApproximationIndividual | ( | CMatrixOperator< float64_t > * | linear_operator, |
CIndependentComputationEngine * | computation_engine, | ||
CEigenSolver * | eigen_solver, | ||
CLinearSolver< complex128_t, float64_t > * | linear_solver, | ||
float64_t | desired_accuracy | ||
) |
Constructor. Number of shifts will be computed using a specified accuracy.
linear_operator | matrix linear operator of the log function |
computation_engine | engine that computes the independent jobs |
eigen_solver | eigen solver for computing min and max eigenvalues needed for computing shifts, weights and multiplier in the rational approximation |
linear_solver | linear solver for solving complex systems |
desired_accuracy | desired error bound on approximation. Computes the number of shifts automatically |
Definition at line 36 of file LogRationalApproximationIndividual.cpp.
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destructor
Definition at line 61 of file LogRationalApproximationIndividual.cpp.
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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.
dict | dictionary of parameters to be built. |
Definition at line 597 of file SGObject.cpp.
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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.
Definition at line 714 of file SGObject.cpp.
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Computes the number of shifts from the current set accuracy \(\epsilon\) using
\[ -1.5\left(\log\left( \frac{\lambda_\text{max}}{\lambda_\text{min}}\right)+6.0 \right)\frac{\log(\epsilon)}{2\pi^2}, \]
Definition at line 129 of file RationalApproximation.cpp.
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A deep copy. All the instance variables will also be copied.
Definition at line 198 of file SGObject.cpp.
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.
other | object to compare with |
accuracy | accuracy to use for comparison (optional) |
tolerant | allows linient check on float equality (within accuracy) |
Definition at line 618 of file SGObject.cpp.
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Definition at line 96 of file RationalApproximation.cpp.
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Definition at line 498 of file SGObject.cpp.
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Returns description of a given parameter string, if it exists. SG_ERROR otherwise
param_name | name of the parameter |
Definition at line 522 of file SGObject.cpp.
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Returns index of model selection parameter with provided index
param_name | name of model selection parameter |
Definition at line 535 of file SGObject.cpp.
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virtual |
Reimplemented from CRationalApproximation.
Definition at line 74 of file LogRationalApproximationIndividual.h.
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Definition at line 101 of file RationalApproximation.cpp.
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Definition at line 81 of file OperatorFunction.h.
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Definition at line 86 of file RationalApproximation.cpp.
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Definition at line 91 of file RationalApproximation.cpp.
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virtualinherited |
If the SGSerializable is a class template then TRUE will be returned and GENERIC is set to the type of the generic.
generic | set to the type of the generic if returning TRUE |
Definition at line 296 of file SGObject.cpp.
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virtualinherited |
Load this object from file. If it will fail (returning FALSE) then this object will contain inconsistent data and should not be used!
file | where to load from |
prefix | prefix for members |
Definition at line 369 of file SGObject.cpp.
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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.
ShogunException | will be thrown if an error occurs. |
Reimplemented in CKernel, CWeightedDegreePositionStringKernel, CList, CAlphabet, CLinearHMM, CGaussianKernel, CInverseMultiQuadricKernel, CCircularKernel, and CExponentialKernel.
Definition at line 426 of file SGObject.cpp.
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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.
ShogunException | will be thrown if an error occurs. |
Reimplemented in CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, and CDynamicObjectArray.
Definition at line 421 of file SGObject.cpp.
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virtualinherited |
Definition at line 262 of file SGObject.cpp.
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virtualinherited |
precompute method that computes extremal eigenvalues using the eigensolver and then computes complex shifts, weights and constant multiplier coming from rational approximation of operator function times vector
Automatically computes the number of shifts if they have not been specified or are zero using set_shifts_from_accuracy().
Implements COperatorFunction< float64_t >.
Definition at line 111 of file RationalApproximation.cpp.
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prints all parameter registered for model selection and their type
Definition at line 474 of file SGObject.cpp.
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prints registered parameters out
prefix | prefix for members |
Definition at line 308 of file SGObject.cpp.
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Save this object to file.
file | where to save the object; will be closed during returning if PREFIX is an empty string. |
prefix | prefix for members |
Definition at line 314 of file SGObject.cpp.
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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.
ShogunException | will be thrown if an error occurs. |
Reimplemented in CKernel.
Definition at line 436 of file SGObject.cpp.
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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.
ShogunException | will be thrown if an error occurs. |
Reimplemented in CKernel, CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, and CDynamicObjectArray.
Definition at line 431 of file SGObject.cpp.
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Definition at line 41 of file SGObject.cpp.
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Definition at line 46 of file SGObject.cpp.
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Definition at line 51 of file SGObject.cpp.
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Definition at line 56 of file SGObject.cpp.
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Definition at line 61 of file SGObject.cpp.
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Definition at line 66 of file SGObject.cpp.
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Definition at line 71 of file SGObject.cpp.
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Definition at line 76 of file SGObject.cpp.
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Definition at line 81 of file SGObject.cpp.
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Definition at line 86 of file SGObject.cpp.
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Definition at line 91 of file SGObject.cpp.
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Definition at line 96 of file SGObject.cpp.
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Definition at line 101 of file SGObject.cpp.
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Definition at line 106 of file SGObject.cpp.
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Definition at line 111 of file SGObject.cpp.
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set generic type to T
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set the parallel object
parallel | parallel object to use |
Definition at line 241 of file SGObject.cpp.
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set the version object
version | version object to use |
Definition at line 283 of file SGObject.cpp.
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num_shifts | number of shifts |
Definition at line 106 of file RationalApproximation.cpp.
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virtualinherited |
A shallow copy. All the SGObject instance variables will be simply assigned and SG_REF-ed.
Reimplemented in CGaussianKernel.
Definition at line 192 of file SGObject.cpp.
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method that creates a vector job result aggregator, then creates num_shifts jobs per sample, with each of the shifts moved inside the linear operator, attaches the aggregator with them, and submits the job to computation engine and then returns the aggregator
sample | the vector for which new computation jobs are to be created |
Implements CRationalApproximation.
Definition at line 68 of file LogRationalApproximationIndividual.cpp.
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unset generic type
this has to be called in classes specializing a template class
Definition at line 303 of file SGObject.cpp.
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Updates the hash of current parameter combination
Definition at line 248 of file SGObject.cpp.
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io
Definition at line 369 of file SGObject.h.
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protectedinherited |
the computation engine
Definition at line 115 of file OperatorFunction.h.
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constant multiplier
Definition at line 158 of file RationalApproximation.h.
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desired accuracy from which number of shifts might be computed
Definition at line 164 of file RationalApproximation.h.
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the eigen solver for computing extremal eigenvalues
Definition at line 149 of file RationalApproximation.h.
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the linear operator function type
Definition at line 118 of file OperatorFunction.h.
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parameters wrt which we can compute gradients
Definition at line 384 of file SGObject.h.
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Hash of parameter values
Definition at line 387 of file SGObject.h.
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the linear operator
Definition at line 112 of file OperatorFunction.h.
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model selection parameters
Definition at line 381 of file SGObject.h.
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number of shifts
Definition at line 161 of file RationalApproximation.h.
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parameters
Definition at line 378 of file SGObject.h.
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complex shifts in the systems coming from rational approximation
Definition at line 152 of file RationalApproximation.h.
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complex weights in the systems coming from rational approximation
Definition at line 155 of file RationalApproximation.h.
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parallel
Definition at line 372 of file SGObject.h.
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version
Definition at line 375 of file SGObject.h.