private Matrix SqrtSPKF(Matrix PDash) {
// Only works with a symmetric Positive Definite matrix
// [V,D] = eig(A)
// S = V*diag(sqrt(diag(D)))*V'
//
// //PDash in
// System.out.println("PDash: ");
// PDash.print(3, 2);
// Matrix NegKeeper = Matrix.identity(9, 9);
// //Testing Forced Compliance
// for(int i = 0; i< 9; i++){
// if (PDash.get(i, i)< 0){
// NegKeeper.set(i,i,-1);
// PDash.set(i, i, -PDash.get(i, i));
// }
// }
EigenvalueDecomposition eig = PDash.eig();
Matrix V = eig.getV();
Matrix D = eig.getD();
int iDSize = D.getRowDimension();
for (int i = 0; i < iDSize; i++) {
D.set(i, i, Math.sqrt(D.get(i, i)));
}
Matrix S = V.times(D).times(V.inverse());
// S = S.times(NegKeeper);
return S;
}
/** toy example */
public static void test2() {
int N = 500;
double[][] m1 = new double[N][N];
double[][] m2 = new double[N][N];
double[][] m3 = new double[N][N];
// init
Random rand = new Random();
for (int i = 0; i < N; i++)
for (int j = 0; j < N; j++) {
m1[i][j] = 10 * (rand.nextDouble() - 0.2);
m2[i][j] = 20 * (rand.nextDouble() - 0.8);
}
// inverse
System.out.println("Start");
Matrix mat1 = new Matrix(m1);
Matrix mat2 = mat1.inverse();
Matrix mat3 = mat1.times(mat2);
double[][] m4 = mat3.getArray();
/*
for (int i = 0; i < m4.length; i++) {
int ss = 10;
for (int j = 0; j < ss; j++) {
System.out.printf("%f ", m4[i][j]);
}
System.out.print("\n");
}
*/
System.out.println("Done");
/*
// matrix *
System.out.println("Start");
for (int i = 0; i < N; i++) for (int j = 0; j < N; j++) {
double cell = 0;
for (int k = 0; k < N; k++)
cell += m1[i][k] * m2[k][j];
// System.out.printf("%f ", cell);
m3[i][j] = cell;
}
System.out.println("Done");
*/
}
private void RunSPKF() {
// SPKF Steps:
// 1) Generate Test Points
// 2) Propagate Test Points
// 3) Compute Predicted Mean and Covariance
// 4) Compute Measurements
// 5) Compute Innovations and Cross Covariance
// 6) Compute corrections and update
// Line up initial variables from the controller!
Double dAlpha = dGreek.get(0);
Double dBeta = dGreek.get(1);
cController.setAlpha(dAlpha);
cController.setBeta(dBeta);
cController.setKappa(dGreek.get(2));
Double dGamma = cController.getGamma();
Double dLambda = cController.getLambda();
// // DEBUG - Print the Greeks
// System.out.println("Greeks!");
// System.out.println("Alpha - " + dAlpha);
// System.out.println("Beta - " + dBeta);
// System.out.println("Kappa - " + dGreek.get(2));
// System.out.println("Lambda - " + dLambda);
// System.out.println("Gamma - " + dGamma);
// Let's get started:
// Step 1: Generate Test Points
Vector<Matrix> Chi = new Vector<Matrix>();
Vector<Matrix> UpChi = new Vector<Matrix>();
Vector<Matrix> UpY = new Vector<Matrix>();
Matrix UpPx = new Matrix(3, 3, 0.0);
Matrix UpPy = new Matrix(3, 3, 0.0);
Matrix UpPxy = new Matrix(3, 3, 0.0);
Matrix K;
Vector<Double> wc = new Vector<Double>();
Vector<Double> wm = new Vector<Double>();
Chi.add(X); // Add Chi_0 - the current state estimate (X, Y, Z)
// Big P Matrix is LxL diagonal
Matrix SqrtP = SqrtSPKF(P);
SqrtP = SqrtP.times(dGamma);
// Set up Sigma Points
for (int i = 0; i <= 8; i++) {
Matrix tempVec = SqrtP.getMatrix(0, 8, i, i);
Matrix tempX = X;
Matrix tempPlus = tempX.plus(tempVec);
// System.out.println("TempPlus");
// tempPlus.print(3, 2);
Matrix tempMinu = tempX.minus(tempVec);
// System.out.println("TempMinus");
// tempMinu.print(3, 2);
// tempX = X.copy();
// tempX.setMatrix(i, i, 0, 2, tempPlus);
Chi.add(tempPlus);
// tempX = X.copy();
// tempX.setMatrix(i, i, 0, 2, tempMinu);
Chi.add(tempMinu);
}
// DEBUG Print the lines inside the Chi Matrix (2L x L)
// for (int i = 0; i<=(2*L); i++){
// System.out.println("Chi Matrix Set: "+i);
// Chi.get(i).print(5, 2);
// }
// Generate weights
Double WeightZero = (dLambda / (L + dLambda));
Double OtherWeight = (1 / (2 * (L + dLambda)));
Double TotalWeight = WeightZero;
wm.add(WeightZero);
wc.add(WeightZero + (1 - (dAlpha * dAlpha) + dBeta));
for (int i = 1; i <= (2 * L); i++) {
TotalWeight = TotalWeight + OtherWeight;
wm.add(OtherWeight);
wc.add(OtherWeight);
}
// Weights MUST BE 1 in total
for (int i = 0; i <= (2 * L); i++) {
wm.set(i, wm.get(i) / TotalWeight);
wc.set(i, wc.get(i) / TotalWeight);
}
// //DEBUG Print the weights
// System.out.println("Total Weight:");
// System.out.println(TotalWeight);
// for (int i = 0; i<=(2*L); i++){
// System.out.println("Weight M for "+i+" Entry");
// System.out.println(wm.get(i));
// System.out.println("Weight C for "+i+" Entry");
// System.out.println(wc.get(i));
// }
// Step 2: Propagate Test Points
// This will also handle computing the mean
Double ux = dControl.elementAt(0);
Double uy = dControl.elementAt(1);
Double uz = dControl.elementAt(2);
Matrix XhatMean = new Matrix(3, 1, 0.0);
for (int i = 0; i < Chi.size(); i++) {
Matrix ChiOne = Chi.get(i);
Matrix Chixminus = new Matrix(3, 1, 0.0);
Double Xhat = ChiOne.get(0, 0);
Double Yhat = ChiOne.get(1, 0);
Double Zhat = ChiOne.get(2, 0);
Double Xerr = ChiOne.get(3, 0);
Double Yerr = ChiOne.get(4, 0);
Double Zerr = ChiOne.get(5, 0);
Xhat = Xhat + ux + Xerr;
Yhat = Yhat + uy + Yerr;
Zhat = Zhat + uz + Zerr;
Chixminus.set(0, 0, Xhat);
Chixminus.set(1, 0, Yhat);
Chixminus.set(2, 0, Zhat);
// System.out.println("ChixMinus:");
// Chixminus.print(3, 2);
UpChi.add(Chixminus);
XhatMean = XhatMean.plus(Chixminus.times(wm.get(i)));
}
// Mean is right!
// System.out.println("XhatMean: ");
// XhatMean.print(3, 2);
// Step 3: Compute Predicted Mean and Covariance
// Welp, we already solved the mean - let's do the covariance now
for (int i = 0; i <= (2 * L); i++) {
Matrix tempP = UpChi.get(i).minus(XhatMean);
Matrix tempPw = tempP.times(wc.get(i));
tempP = tempPw.times(tempP.transpose());
UpPx = UpPx.plus(tempP);
}
// New Steps!
// Step 4: Compute Measurements! (and Y mean!)
Matrix YhatMean = new Matrix(3, 1, 0.0);
for (int i = 0; i <= (2 * L); i++) {
Matrix ChiOne = Chi.get(i);
Matrix Chiyminus = new Matrix(3, 1, 0.0);
Double Xhat = UpChi.get(i).get(0, 0);
Double Yhat = UpChi.get(i).get(1, 0);
Double Zhat = UpChi.get(i).get(2, 0);
Double Xerr = ChiOne.get(6, 0);
Double Yerr = ChiOne.get(7, 0);
Double Zerr = ChiOne.get(8, 0);
Xhat = Xhat + Xerr;
Yhat = Yhat + Yerr;
Zhat = Zhat + Zerr;
Chiyminus.set(0, 0, Xhat);
Chiyminus.set(1, 0, Yhat);
Chiyminus.set(2, 0, Zhat);
UpY.add(Chiyminus);
YhatMean = YhatMean.plus(Chiyminus.times(wm.get(i)));
}
// // Welp, we already solved the mean - let's do the covariances
// now
// System.out.println("XHatMean and YHatMean = ");
// XhatMean.print(3, 2);
// YhatMean.print(3, 2);
for (int i = 0; i <= (2 * L); i++) {
Matrix tempPx = UpChi.get(i).minus(XhatMean);
Matrix tempPy = UpY.get(i).minus(YhatMean);
// System.out.println("ChiX - XhatMean and ChiY-YhatMean");
// tempPx.print(3, 2);
// tempPy.print(3, 2);
Matrix tempPxw = tempPx.times(wc.get(i));
Matrix tempPyw = tempPy.times(wc.get(i));
tempPx = tempPxw.times(tempPy.transpose());
tempPy = tempPyw.times(tempPy.transpose());
UpPy = UpPy.plus(tempPy);
UpPxy = UpPxy.plus(tempPx);
}
// Step 6: Compute Corrections and Update
// Compute Kalman Gain!
// System.out.println("Updated Px");
// UpPx.print(5, 2);
// System.out.println("Updated Py");
// UpPy.print(5, 2);
// System.out.println("Updated Pxy");
// UpPxy.print(5, 2);
K = UpPxy.times(UpPy.inverse());
// System.out.println("Kalman");
// K.print(5, 2);
Matrix Mea = new Matrix(3, 1, 0.0);
Mea.set(0, 0, dMeasure.get(0));
Mea.set(1, 0, dMeasure.get(1));
Mea.set(2, 0, dMeasure.get(2));
Matrix Out = K.times(Mea.minus(YhatMean));
Out = Out.plus(XhatMean);
// System.out.println("Out:");
// Out.print(3, 2);
Matrix Px = UpPx.minus(K.times(UpPy.times(K.transpose())));
// Update Stuff!
// Push the P to the controller
Matrix OutP = P.copy();
OutP.setMatrix(0, 2, 0, 2, Px);
X.setMatrix(0, 2, 0, 0, Out);
Residual = XhatMean.minus(Out);
cController.inputState(OutP, Residual);
// cController.setL(L);
cController.startProcess();
while (!cController.finishedProcess()) {
try {
Thread.sleep(10);
} catch (InterruptedException e) {
e.printStackTrace();
}
}
// System.out.println("Post Greeks: " + cController.getAlpha() + " ,
// "+ cController.getBeta());
dGreek.set(0, cController.getAlpha());
dGreek.set(1, cController.getBeta());
dGreek.set(2, cController.getKappa());
P = cController.getP();
// System.out.println("P is post Process:");
// P.print(3, 2);
StepDone = true;
}
public static void main(String argv[]) {
Matrix A, B, C, Z, O, I, R, S, X, SUB, M, T, SQ, DEF, SOL;
// Uncomment this to test IO in a different locale.
// Locale.setDefault(Locale.GERMAN);
int errorCount = 0;
int warningCount = 0;
double tmp, s;
double[] columnwise = {1., 2., 3., 4., 5., 6., 7., 8., 9., 10., 11., 12.};
double[] rowwise = {1., 4., 7., 10., 2., 5., 8., 11., 3., 6., 9., 12.};
double[][] avals = {{1., 4., 7., 10.}, {2., 5., 8., 11.}, {3., 6., 9., 12.}};
double[][] rankdef = avals;
double[][] tvals = {{1., 2., 3.}, {4., 5., 6.}, {7., 8., 9.}, {10., 11., 12.}};
double[][] subavals = {{5., 8., 11.}, {6., 9., 12.}};
double[][] rvals = {{1., 4., 7.}, {2., 5., 8., 11.}, {3., 6., 9., 12.}};
double[][] pvals = {{4., 1., 1.}, {1., 2., 3.}, {1., 3., 6.}};
double[][] ivals = {{1., 0., 0., 0.}, {0., 1., 0., 0.}, {0., 0., 1., 0.}};
double[][] evals = {
{0., 1., 0., 0.}, {1., 0., 2.e-7, 0.}, {0., -2.e-7, 0., 1.}, {0., 0., 1., 0.}
};
double[][] square = {{166., 188., 210.}, {188., 214., 240.}, {210., 240., 270.}};
double[][] sqSolution = {{13.}, {15.}};
double[][] condmat = {{1., 3.}, {7., 9.}};
double[][] badeigs = {
{0, 0, 0, 0, 0}, {0, 0, 0, 0, 1}, {0, 0, 0, 1, 0}, {1, 1, 0, 0, 1}, {1, 0, 1, 0, 1}
};
int rows = 3, cols = 4;
int invalidld = 5; /* should trigger bad shape for construction with val */
int raggedr = 0; /* (raggedr,raggedc) should be out of bounds in ragged array */
int raggedc = 4;
int validld = 3; /* leading dimension of intended test Matrices */
int nonconformld = 4; /* leading dimension which is valid, but nonconforming */
int ib = 1, ie = 2, jb = 1, je = 3; /* index ranges for sub Matrix */
int[] rowindexset = {1, 2};
int[] badrowindexset = {1, 3};
int[] columnindexset = {1, 2, 3};
int[] badcolumnindexset = {1, 2, 4};
double columnsummax = 33.;
double rowsummax = 30.;
double sumofdiagonals = 15;
double sumofsquares = 650;
/**
* Constructors and constructor-like methods: double[], int double[][] int, int int, int, double
* int, int, double[][] constructWithCopy(double[][]) random(int,int) identity(int)
*/
print("\nTesting constructors and constructor-like methods...\n");
try {
/** check that exception is thrown in packed constructor with invalid length * */
A = new Matrix(columnwise, invalidld);
errorCount =
try_failure(
errorCount,
"Catch invalid length in packed constructor... ",
"exception not thrown for invalid input");
} catch (IllegalArgumentException e) {
try_success("Catch invalid length in packed constructor... ", e.getMessage());
}
try {
/** check that exception is thrown in default constructor if input array is 'ragged' * */
A = new Matrix(rvals);
tmp = A.get(raggedr, raggedc);
} catch (IllegalArgumentException e) {
try_success("Catch ragged input to default constructor... ", e.getMessage());
} catch (java.lang.ArrayIndexOutOfBoundsException e) {
errorCount =
try_failure(
errorCount,
"Catch ragged input to constructor... ",
"exception not thrown in construction...ArrayIndexOutOfBoundsException thrown later");
}
try {
/** check that exception is thrown in constructWithCopy if input array is 'ragged' * */
A = Matrix.constructWithCopy(rvals);
tmp = A.get(raggedr, raggedc);
} catch (IllegalArgumentException e) {
try_success("Catch ragged input to constructWithCopy... ", e.getMessage());
} catch (java.lang.ArrayIndexOutOfBoundsException e) {
errorCount =
try_failure(
errorCount,
"Catch ragged input to constructWithCopy... ",
"exception not thrown in construction...ArrayIndexOutOfBoundsException thrown later");
}
A = new Matrix(columnwise, validld);
B = new Matrix(avals);
tmp = B.get(0, 0);
avals[0][0] = 0.0;
C = B.minus(A);
avals[0][0] = tmp;
B = Matrix.constructWithCopy(avals);
tmp = B.get(0, 0);
avals[0][0] = 0.0;
if ((tmp - B.get(0, 0)) != 0.0) {
/** check that constructWithCopy behaves properly * */
errorCount =
try_failure(
errorCount, "constructWithCopy... ", "copy not effected... data visible outside");
} else {
try_success("constructWithCopy... ", "");
}
avals[0][0] = columnwise[0];
I = new Matrix(ivals);
try {
check(I, Matrix.identity(3, 4));
try_success("identity... ", "");
} catch (java.lang.RuntimeException e) {
errorCount =
try_failure(errorCount, "identity... ", "identity Matrix not successfully created");
}
/**
* Access Methods: getColumnDimension() getRowDimension() getArray() getArrayCopy()
* getColumnPackedCopy() getRowPackedCopy() get(int,int) getMatrix(int,int,int,int)
* getMatrix(int,int,int[]) getMatrix(int[],int,int) getMatrix(int[],int[]) set(int,int,double)
* setMatrix(int,int,int,int,Matrix) setMatrix(int,int,int[],Matrix)
* setMatrix(int[],int,int,Matrix) setMatrix(int[],int[],Matrix)
*/
print("\nTesting access methods...\n");
/** Various get methods: */
B = new Matrix(avals);
if (B.getRowDimension() != rows) {
errorCount = try_failure(errorCount, "getRowDimension... ", "");
} else {
try_success("getRowDimension... ", "");
}
if (B.getColumnDimension() != cols) {
errorCount = try_failure(errorCount, "getColumnDimension... ", "");
} else {
try_success("getColumnDimension... ", "");
}
B = new Matrix(avals);
double[][] barray = B.getArray();
if (barray != avals) {
errorCount = try_failure(errorCount, "getArray... ", "");
} else {
try_success("getArray... ", "");
}
barray = B.getArrayCopy();
if (barray == avals) {
errorCount = try_failure(errorCount, "getArrayCopy... ", "data not (deep) copied");
}
try {
check(barray, avals);
try_success("getArrayCopy... ", "");
} catch (java.lang.RuntimeException e) {
errorCount =
try_failure(errorCount, "getArrayCopy... ", "data not successfully (deep) copied");
}
double[] bpacked = B.getColumnPackedCopy();
try {
check(bpacked, columnwise);
try_success("getColumnPackedCopy... ", "");
} catch (java.lang.RuntimeException e) {
errorCount =
try_failure(
errorCount,
"getColumnPackedCopy... ",
"data not successfully (deep) copied by columns");
}
bpacked = B.getRowPackedCopy();
try {
check(bpacked, rowwise);
try_success("getRowPackedCopy... ", "");
} catch (java.lang.RuntimeException e) {
errorCount =
try_failure(
errorCount, "getRowPackedCopy... ", "data not successfully (deep) copied by rows");
}
try {
tmp = B.get(B.getRowDimension(), B.getColumnDimension() - 1);
errorCount =
try_failure(
errorCount, "get(int,int)... ", "OutOfBoundsException expected but not thrown");
} catch (java.lang.ArrayIndexOutOfBoundsException e) {
try {
tmp = B.get(B.getRowDimension() - 1, B.getColumnDimension());
errorCount =
try_failure(
errorCount, "get(int,int)... ", "OutOfBoundsException expected but not thrown");
} catch (java.lang.ArrayIndexOutOfBoundsException e1) {
try_success("get(int,int)... OutofBoundsException... ", "");
}
} catch (java.lang.IllegalArgumentException e1) {
errorCount =
try_failure(
errorCount, "get(int,int)... ", "OutOfBoundsException expected but not thrown");
}
try {
if (B.get(B.getRowDimension() - 1, B.getColumnDimension() - 1)
!= avals[B.getRowDimension() - 1][B.getColumnDimension() - 1]) {
errorCount =
try_failure(
errorCount, "get(int,int)... ", "Matrix entry (i,j) not successfully retreived");
} else {
try_success("get(int,int)... ", "");
}
} catch (java.lang.ArrayIndexOutOfBoundsException e) {
errorCount =
try_failure(errorCount, "get(int,int)... ", "Unexpected ArrayIndexOutOfBoundsException");
}
SUB = new Matrix(subavals);
try {
M = B.getMatrix(ib, ie + B.getRowDimension() + 1, jb, je);
errorCount =
try_failure(
errorCount,
"getMatrix(int,int,int,int)... ",
"ArrayIndexOutOfBoundsException expected but not thrown");
} catch (java.lang.ArrayIndexOutOfBoundsException e) {
try {
M = B.getMatrix(ib, ie, jb, je + B.getColumnDimension() + 1);
errorCount =
try_failure(
errorCount,
"getMatrix(int,int,int,int)... ",
"ArrayIndexOutOfBoundsException expected but not thrown");
} catch (java.lang.ArrayIndexOutOfBoundsException e1) {
try_success("getMatrix(int,int,int,int)... ArrayIndexOutOfBoundsException... ", "");
}
} catch (java.lang.IllegalArgumentException e1) {
errorCount =
try_failure(
errorCount,
"getMatrix(int,int,int,int)... ",
"ArrayIndexOutOfBoundsException expected but not thrown");
}
try {
M = B.getMatrix(ib, ie, jb, je);
try {
check(SUB, M);
try_success("getMatrix(int,int,int,int)... ", "");
} catch (java.lang.RuntimeException e) {
errorCount =
try_failure(
errorCount,
"getMatrix(int,int,int,int)... ",
"submatrix not successfully retreived");
}
} catch (java.lang.ArrayIndexOutOfBoundsException e) {
errorCount =
try_failure(
errorCount,
"getMatrix(int,int,int,int)... ",
"Unexpected ArrayIndexOutOfBoundsException");
}
try {
M = B.getMatrix(ib, ie, badcolumnindexset);
errorCount =
try_failure(
errorCount,
"getMatrix(int,int,int[])... ",
"ArrayIndexOutOfBoundsException expected but not thrown");
} catch (java.lang.ArrayIndexOutOfBoundsException e) {
try {
M = B.getMatrix(ib, ie + B.getRowDimension() + 1, columnindexset);
errorCount =
try_failure(
errorCount,
"getMatrix(int,int,int[])... ",
"ArrayIndexOutOfBoundsException expected but not thrown");
} catch (java.lang.ArrayIndexOutOfBoundsException e1) {
try_success("getMatrix(int,int,int[])... ArrayIndexOutOfBoundsException... ", "");
}
} catch (java.lang.IllegalArgumentException e1) {
errorCount =
try_failure(
errorCount,
"getMatrix(int,int,int[])... ",
"ArrayIndexOutOfBoundsException expected but not thrown");
}
try {
M = B.getMatrix(ib, ie, columnindexset);
try {
check(SUB, M);
try_success("getMatrix(int,int,int[])... ", "");
} catch (java.lang.RuntimeException e) {
errorCount =
try_failure(
errorCount, "getMatrix(int,int,int[])... ", "submatrix not successfully retreived");
}
} catch (java.lang.ArrayIndexOutOfBoundsException e) {
errorCount =
try_failure(
errorCount,
"getMatrix(int,int,int[])... ",
"Unexpected ArrayIndexOutOfBoundsException");
}
try {
M = B.getMatrix(badrowindexset, jb, je);
errorCount =
try_failure(
errorCount,
"getMatrix(int[],int,int)... ",
"ArrayIndexOutOfBoundsException expected but not thrown");
} catch (java.lang.ArrayIndexOutOfBoundsException e) {
try {
M = B.getMatrix(rowindexset, jb, je + B.getColumnDimension() + 1);
errorCount =
try_failure(
errorCount,
"getMatrix(int[],int,int)... ",
"ArrayIndexOutOfBoundsException expected but not thrown");
} catch (java.lang.ArrayIndexOutOfBoundsException e1) {
try_success("getMatrix(int[],int,int)... ArrayIndexOutOfBoundsException... ", "");
}
} catch (java.lang.IllegalArgumentException e1) {
errorCount =
try_failure(
errorCount,
"getMatrix(int[],int,int)... ",
"ArrayIndexOutOfBoundsException expected but not thrown");
}
try {
M = B.getMatrix(rowindexset, jb, je);
try {
check(SUB, M);
try_success("getMatrix(int[],int,int)... ", "");
} catch (java.lang.RuntimeException e) {
errorCount =
try_failure(
errorCount, "getMatrix(int[],int,int)... ", "submatrix not successfully retreived");
}
} catch (java.lang.ArrayIndexOutOfBoundsException e) {
errorCount =
try_failure(
errorCount,
"getMatrix(int[],int,int)... ",
"Unexpected ArrayIndexOutOfBoundsException");
}
try {
M = B.getMatrix(badrowindexset, columnindexset);
errorCount =
try_failure(
errorCount,
"getMatrix(int[],int[])... ",
"ArrayIndexOutOfBoundsException expected but not thrown");
} catch (java.lang.ArrayIndexOutOfBoundsException e) {
try {
M = B.getMatrix(rowindexset, badcolumnindexset);
errorCount =
try_failure(
errorCount,
"getMatrix(int[],int[])... ",
"ArrayIndexOutOfBoundsException expected but not thrown");
} catch (java.lang.ArrayIndexOutOfBoundsException e1) {
try_success("getMatrix(int[],int[])... ArrayIndexOutOfBoundsException... ", "");
}
} catch (java.lang.IllegalArgumentException e1) {
errorCount =
try_failure(
errorCount,
"getMatrix(int[],int[])... ",
"ArrayIndexOutOfBoundsException expected but not thrown");
}
try {
M = B.getMatrix(rowindexset, columnindexset);
try {
check(SUB, M);
try_success("getMatrix(int[],int[])... ", "");
} catch (java.lang.RuntimeException e) {
errorCount =
try_failure(
errorCount, "getMatrix(int[],int[])... ", "submatrix not successfully retreived");
}
} catch (java.lang.ArrayIndexOutOfBoundsException e) {
errorCount =
try_failure(
errorCount,
"getMatrix(int[],int[])... ",
"Unexpected ArrayIndexOutOfBoundsException");
}
/** Various set methods: */
try {
B.set(B.getRowDimension(), B.getColumnDimension() - 1, 0.);
errorCount =
try_failure(
errorCount,
"set(int,int,double)... ",
"OutOfBoundsException expected but not thrown");
} catch (java.lang.ArrayIndexOutOfBoundsException e) {
try {
B.set(B.getRowDimension() - 1, B.getColumnDimension(), 0.);
errorCount =
try_failure(
errorCount,
"set(int,int,double)... ",
"OutOfBoundsException expected but not thrown");
} catch (java.lang.ArrayIndexOutOfBoundsException e1) {
try_success("set(int,int,double)... OutofBoundsException... ", "");
}
} catch (java.lang.IllegalArgumentException e1) {
errorCount =
try_failure(
errorCount,
"set(int,int,double)... ",
"OutOfBoundsException expected but not thrown");
}
try {
B.set(ib, jb, 0.);
tmp = B.get(ib, jb);
try {
check(tmp, 0.);
try_success("set(int,int,double)... ", "");
} catch (java.lang.RuntimeException e) {
errorCount =
try_failure(
errorCount, "set(int,int,double)... ", "Matrix element not successfully set");
}
} catch (java.lang.ArrayIndexOutOfBoundsException e1) {
errorCount =
try_failure(
errorCount, "set(int,int,double)... ", "Unexpected ArrayIndexOutOfBoundsException");
}
M = new Matrix(2, 3, 0.);
try {
B.setMatrix(ib, ie + B.getRowDimension() + 1, jb, je, M);
errorCount =
try_failure(
errorCount,
"setMatrix(int,int,int,int,Matrix)... ",
"ArrayIndexOutOfBoundsException expected but not thrown");
} catch (java.lang.ArrayIndexOutOfBoundsException e) {
try {
B.setMatrix(ib, ie, jb, je + B.getColumnDimension() + 1, M);
errorCount =
try_failure(
errorCount,
"setMatrix(int,int,int,int,Matrix)... ",
"ArrayIndexOutOfBoundsException expected but not thrown");
} catch (java.lang.ArrayIndexOutOfBoundsException e1) {
try_success("setMatrix(int,int,int,int,Matrix)... ArrayIndexOutOfBoundsException... ", "");
}
} catch (java.lang.IllegalArgumentException e1) {
errorCount =
try_failure(
errorCount,
"setMatrix(int,int,int,int,Matrix)... ",
"ArrayIndexOutOfBoundsException expected but not thrown");
}
try {
B.setMatrix(ib, ie, jb, je, M);
try {
check(M.minus(B.getMatrix(ib, ie, jb, je)), M);
try_success("setMatrix(int,int,int,int,Matrix)... ", "");
} catch (java.lang.RuntimeException e) {
errorCount =
try_failure(
errorCount,
"setMatrix(int,int,int,int,Matrix)... ",
"submatrix not successfully set");
}
B.setMatrix(ib, ie, jb, je, SUB);
} catch (java.lang.ArrayIndexOutOfBoundsException e1) {
errorCount =
try_failure(
errorCount,
"setMatrix(int,int,int,int,Matrix)... ",
"Unexpected ArrayIndexOutOfBoundsException");
}
try {
B.setMatrix(ib, ie + B.getRowDimension() + 1, columnindexset, M);
errorCount =
try_failure(
errorCount,
"setMatrix(int,int,int[],Matrix)... ",
"ArrayIndexOutOfBoundsException expected but not thrown");
} catch (java.lang.ArrayIndexOutOfBoundsException e) {
try {
B.setMatrix(ib, ie, badcolumnindexset, M);
errorCount =
try_failure(
errorCount,
"setMatrix(int,int,int[],Matrix)... ",
"ArrayIndexOutOfBoundsException expected but not thrown");
} catch (java.lang.ArrayIndexOutOfBoundsException e1) {
try_success("setMatrix(int,int,int[],Matrix)... ArrayIndexOutOfBoundsException... ", "");
}
} catch (java.lang.IllegalArgumentException e1) {
errorCount =
try_failure(
errorCount,
"setMatrix(int,int,int[],Matrix)... ",
"ArrayIndexOutOfBoundsException expected but not thrown");
}
try {
B.setMatrix(ib, ie, columnindexset, M);
try {
check(M.minus(B.getMatrix(ib, ie, columnindexset)), M);
try_success("setMatrix(int,int,int[],Matrix)... ", "");
} catch (java.lang.RuntimeException e) {
errorCount =
try_failure(
errorCount,
"setMatrix(int,int,int[],Matrix)... ",
"submatrix not successfully set");
}
B.setMatrix(ib, ie, jb, je, SUB);
} catch (java.lang.ArrayIndexOutOfBoundsException e1) {
errorCount =
try_failure(
errorCount,
"setMatrix(int,int,int[],Matrix)... ",
"Unexpected ArrayIndexOutOfBoundsException");
}
try {
B.setMatrix(rowindexset, jb, je + B.getColumnDimension() + 1, M);
errorCount =
try_failure(
errorCount,
"setMatrix(int[],int,int,Matrix)... ",
"ArrayIndexOutOfBoundsException expected but not thrown");
} catch (java.lang.ArrayIndexOutOfBoundsException e) {
try {
B.setMatrix(badrowindexset, jb, je, M);
errorCount =
try_failure(
errorCount,
"setMatrix(int[],int,int,Matrix)... ",
"ArrayIndexOutOfBoundsException expected but not thrown");
} catch (java.lang.ArrayIndexOutOfBoundsException e1) {
try_success("setMatrix(int[],int,int,Matrix)... ArrayIndexOutOfBoundsException... ", "");
}
} catch (java.lang.IllegalArgumentException e1) {
errorCount =
try_failure(
errorCount,
"setMatrix(int[],int,int,Matrix)... ",
"ArrayIndexOutOfBoundsException expected but not thrown");
}
try {
B.setMatrix(rowindexset, jb, je, M);
try {
check(M.minus(B.getMatrix(rowindexset, jb, je)), M);
try_success("setMatrix(int[],int,int,Matrix)... ", "");
} catch (java.lang.RuntimeException e) {
errorCount =
try_failure(
errorCount,
"setMatrix(int[],int,int,Matrix)... ",
"submatrix not successfully set");
}
B.setMatrix(ib, ie, jb, je, SUB);
} catch (java.lang.ArrayIndexOutOfBoundsException e1) {
errorCount =
try_failure(
errorCount,
"setMatrix(int[],int,int,Matrix)... ",
"Unexpected ArrayIndexOutOfBoundsException");
}
try {
B.setMatrix(rowindexset, badcolumnindexset, M);
errorCount =
try_failure(
errorCount,
"setMatrix(int[],int[],Matrix)... ",
"ArrayIndexOutOfBoundsException expected but not thrown");
} catch (java.lang.ArrayIndexOutOfBoundsException e) {
try {
B.setMatrix(badrowindexset, columnindexset, M);
errorCount =
try_failure(
errorCount,
"setMatrix(int[],int[],Matrix)... ",
"ArrayIndexOutOfBoundsException expected but not thrown");
} catch (java.lang.ArrayIndexOutOfBoundsException e1) {
try_success("setMatrix(int[],int[],Matrix)... ArrayIndexOutOfBoundsException... ", "");
}
} catch (java.lang.IllegalArgumentException e1) {
errorCount =
try_failure(
errorCount,
"setMatrix(int[],int[],Matrix)... ",
"ArrayIndexOutOfBoundsException expected but not thrown");
}
try {
B.setMatrix(rowindexset, columnindexset, M);
try {
check(M.minus(B.getMatrix(rowindexset, columnindexset)), M);
try_success("setMatrix(int[],int[],Matrix)... ", "");
} catch (java.lang.RuntimeException e) {
errorCount =
try_failure(
errorCount, "setMatrix(int[],int[],Matrix)... ", "submatrix not successfully set");
}
} catch (java.lang.ArrayIndexOutOfBoundsException e1) {
errorCount =
try_failure(
errorCount,
"setMatrix(int[],int[],Matrix)... ",
"Unexpected ArrayIndexOutOfBoundsException");
}
/**
* Array-like methods: minus minusEquals plus plusEquals arrayLeftDivide arrayLeftDivideEquals
* arrayRightDivide arrayRightDivideEquals arrayTimes arrayTimesEquals uminus
*/
print("\nTesting array-like methods...\n");
S = new Matrix(columnwise, nonconformld);
R = Matrix.random(A.getRowDimension(), A.getColumnDimension());
A = R;
try {
S = A.minus(S);
errorCount =
try_failure(errorCount, "minus conformance check... ", "nonconformance not raised");
} catch (IllegalArgumentException e) {
try_success("minus conformance check... ", "");
}
if (A.minus(R).norm1() != 0.) {
errorCount =
try_failure(
errorCount,
"minus... ",
"(difference of identical Matrices is nonzero,\nSubsequent use of minus should be suspect)");
} else {
try_success("minus... ", "");
}
A = R.copy();
A.minusEquals(R);
Z = new Matrix(A.getRowDimension(), A.getColumnDimension());
try {
A.minusEquals(S);
errorCount =
try_failure(errorCount, "minusEquals conformance check... ", "nonconformance not raised");
} catch (IllegalArgumentException e) {
try_success("minusEquals conformance check... ", "");
}
if (A.minus(Z).norm1() != 0.) {
errorCount =
try_failure(
errorCount,
"minusEquals... ",
"(difference of identical Matrices is nonzero,\nSubsequent use of minus should be suspect)");
} else {
try_success("minusEquals... ", "");
}
A = R.copy();
B = Matrix.random(A.getRowDimension(), A.getColumnDimension());
C = A.minus(B);
try {
S = A.plus(S);
errorCount =
try_failure(errorCount, "plus conformance check... ", "nonconformance not raised");
} catch (IllegalArgumentException e) {
try_success("plus conformance check... ", "");
}
try {
check(C.plus(B), A);
try_success("plus... ", "");
} catch (java.lang.RuntimeException e) {
errorCount = try_failure(errorCount, "plus... ", "(C = A - B, but C + B != A)");
}
C = A.minus(B);
C.plusEquals(B);
try {
A.plusEquals(S);
errorCount =
try_failure(errorCount, "plusEquals conformance check... ", "nonconformance not raised");
} catch (IllegalArgumentException e) {
try_success("plusEquals conformance check... ", "");
}
try {
check(C, A);
try_success("plusEquals... ", "");
} catch (java.lang.RuntimeException e) {
errorCount = try_failure(errorCount, "plusEquals... ", "(C = A - B, but C = C + B != A)");
}
A = R.uminus();
try {
check(A.plus(R), Z);
try_success("uminus... ", "");
} catch (java.lang.RuntimeException e) {
errorCount = try_failure(errorCount, "uminus... ", "(-A + A != zeros)");
}
A = R.copy();
O = new Matrix(A.getRowDimension(), A.getColumnDimension(), 1.0);
C = A.arrayLeftDivide(R);
try {
S = A.arrayLeftDivide(S);
errorCount =
try_failure(
errorCount, "arrayLeftDivide conformance check... ", "nonconformance not raised");
} catch (IllegalArgumentException e) {
try_success("arrayLeftDivide conformance check... ", "");
}
try {
check(C, O);
try_success("arrayLeftDivide... ", "");
} catch (java.lang.RuntimeException e) {
errorCount = try_failure(errorCount, "arrayLeftDivide... ", "(M.\\M != ones)");
}
try {
A.arrayLeftDivideEquals(S);
errorCount =
try_failure(
errorCount,
"arrayLeftDivideEquals conformance check... ",
"nonconformance not raised");
} catch (IllegalArgumentException e) {
try_success("arrayLeftDivideEquals conformance check... ", "");
}
A.arrayLeftDivideEquals(R);
try {
check(A, O);
try_success("arrayLeftDivideEquals... ", "");
} catch (java.lang.RuntimeException e) {
errorCount = try_failure(errorCount, "arrayLeftDivideEquals... ", "(M.\\M != ones)");
}
A = R.copy();
try {
A.arrayRightDivide(S);
errorCount =
try_failure(
errorCount, "arrayRightDivide conformance check... ", "nonconformance not raised");
} catch (IllegalArgumentException e) {
try_success("arrayRightDivide conformance check... ", "");
}
C = A.arrayRightDivide(R);
try {
check(C, O);
try_success("arrayRightDivide... ", "");
} catch (java.lang.RuntimeException e) {
errorCount = try_failure(errorCount, "arrayRightDivide... ", "(M./M != ones)");
}
try {
A.arrayRightDivideEquals(S);
errorCount =
try_failure(
errorCount,
"arrayRightDivideEquals conformance check... ",
"nonconformance not raised");
} catch (IllegalArgumentException e) {
try_success("arrayRightDivideEquals conformance check... ", "");
}
A.arrayRightDivideEquals(R);
try {
check(A, O);
try_success("arrayRightDivideEquals... ", "");
} catch (java.lang.RuntimeException e) {
errorCount = try_failure(errorCount, "arrayRightDivideEquals... ", "(M./M != ones)");
}
A = R.copy();
B = Matrix.random(A.getRowDimension(), A.getColumnDimension());
try {
S = A.arrayTimes(S);
errorCount =
try_failure(errorCount, "arrayTimes conformance check... ", "nonconformance not raised");
} catch (IllegalArgumentException e) {
try_success("arrayTimes conformance check... ", "");
}
C = A.arrayTimes(B);
try {
check(C.arrayRightDivideEquals(B), A);
try_success("arrayTimes... ", "");
} catch (java.lang.RuntimeException e) {
errorCount = try_failure(errorCount, "arrayTimes... ", "(A = R, C = A.*B, but C./B != A)");
}
try {
A.arrayTimesEquals(S);
errorCount =
try_failure(
errorCount, "arrayTimesEquals conformance check... ", "nonconformance not raised");
} catch (IllegalArgumentException e) {
try_success("arrayTimesEquals conformance check... ", "");
}
A.arrayTimesEquals(B);
try {
check(A.arrayRightDivideEquals(B), R);
try_success("arrayTimesEquals... ", "");
} catch (java.lang.RuntimeException e) {
errorCount =
try_failure(errorCount, "arrayTimesEquals... ", "(A = R, A = A.*B, but A./B != R)");
}
/** I/O methods: read print serializable: writeObject readObject */
print("\nTesting I/O methods...\n");
try {
DecimalFormat fmt = new DecimalFormat("0.0000E00");
fmt.setDecimalFormatSymbols(new DecimalFormatSymbols(Locale.US));
PrintWriter FILE = new PrintWriter(new FileOutputStream("JamaTestMatrix.out"));
A.print(FILE, fmt, 10);
FILE.close();
R = Matrix.read(new BufferedReader(new FileReader("JamaTestMatrix.out")));
if (A.minus(R).norm1() < .001) {
try_success("print()/read()...", "");
} else {
errorCount =
try_failure(
errorCount,
"print()/read()...",
"Matrix read from file does not match Matrix printed to file");
}
} catch (java.io.IOException ioe) {
warningCount =
try_warning(
warningCount,
"print()/read()...",
"unexpected I/O error, unable to run print/read test; check write permission in current directory and retry");
} catch (Exception e) {
try {
e.printStackTrace(System.out);
warningCount =
try_warning(
warningCount,
"print()/read()...",
"Formatting error... will try JDK1.1 reformulation...");
DecimalFormat fmt = new DecimalFormat("0.0000");
PrintWriter FILE = new PrintWriter(new FileOutputStream("JamaTestMatrix.out"));
A.print(FILE, fmt, 10);
FILE.close();
R = Matrix.read(new BufferedReader(new FileReader("JamaTestMatrix.out")));
if (A.minus(R).norm1() < .001) {
try_success("print()/read()...", "");
} else {
errorCount =
try_failure(
errorCount,
"print()/read() (2nd attempt) ...",
"Matrix read from file does not match Matrix printed to file");
}
} catch (java.io.IOException ioe) {
warningCount =
try_warning(
warningCount,
"print()/read()...",
"unexpected I/O error, unable to run print/read test; check write permission in current directory and retry");
}
}
R = Matrix.random(A.getRowDimension(), A.getColumnDimension());
String tmpname = "TMPMATRIX.serial";
try {
@SuppressWarnings("resource")
ObjectOutputStream out = new ObjectOutputStream(new FileOutputStream(tmpname));
out.writeObject(R);
@SuppressWarnings("resource")
ObjectInputStream sin = new ObjectInputStream(new FileInputStream(tmpname));
A = (Matrix) sin.readObject();
try {
check(A, R);
try_success("writeObject(Matrix)/readObject(Matrix)...", "");
} catch (java.lang.RuntimeException e) {
errorCount =
try_failure(
errorCount,
"writeObject(Matrix)/readObject(Matrix)...",
"Matrix not serialized correctly");
}
} catch (java.io.IOException ioe) {
warningCount =
try_warning(
warningCount,
"writeObject()/readObject()...",
"unexpected I/O error, unable to run serialization test; check write permission in current directory and retry");
} catch (Exception e) {
errorCount =
try_failure(
errorCount,
"writeObject(Matrix)/readObject(Matrix)...",
"unexpected error in serialization test");
}
/**
* LA methods: transpose times cond rank det trace norm1 norm2 normF normInf solve
* solveTranspose inverse chol eig lu qr svd
*/
print("\nTesting linear algebra methods...\n");
A = new Matrix(columnwise, 3);
T = new Matrix(tvals);
T = A.transpose();
try {
check(A.transpose(), T);
try_success("transpose...", "");
} catch (java.lang.RuntimeException e) {
errorCount = try_failure(errorCount, "transpose()...", "transpose unsuccessful");
}
A.transpose();
try {
check(A.norm1(), columnsummax);
try_success("norm1...", "");
} catch (java.lang.RuntimeException e) {
errorCount = try_failure(errorCount, "norm1()...", "incorrect norm calculation");
}
try {
check(A.normInf(), rowsummax);
try_success("normInf()...", "");
} catch (java.lang.RuntimeException e) {
errorCount = try_failure(errorCount, "normInf()...", "incorrect norm calculation");
}
try {
check(A.normF(), Math.sqrt(sumofsquares));
try_success("normF...", "");
} catch (java.lang.RuntimeException e) {
errorCount = try_failure(errorCount, "normF()...", "incorrect norm calculation");
}
try {
check(A.trace(), sumofdiagonals);
try_success("trace()...", "");
} catch (java.lang.RuntimeException e) {
errorCount = try_failure(errorCount, "trace()...", "incorrect trace calculation");
}
try {
check(A.getMatrix(0, A.getRowDimension() - 1, 0, A.getRowDimension() - 1).det(), 0.);
try_success("det()...", "");
} catch (java.lang.RuntimeException e) {
errorCount = try_failure(errorCount, "det()...", "incorrect determinant calculation");
}
SQ = new Matrix(square);
try {
check(A.times(A.transpose()), SQ);
try_success("times(Matrix)...", "");
} catch (java.lang.RuntimeException e) {
errorCount =
try_failure(
errorCount, "times(Matrix)...", "incorrect Matrix-Matrix product calculation");
}
try {
check(A.times(0.), Z);
try_success("times(double)...", "");
} catch (java.lang.RuntimeException e) {
errorCount =
try_failure(
errorCount, "times(double)...", "incorrect Matrix-scalar product calculation");
}
A = new Matrix(columnwise, 4);
QRDecomposition QR = A.qr();
R = QR.getR();
try {
check(A, QR.getQ().times(R));
try_success("QRDecomposition...", "");
} catch (java.lang.RuntimeException e) {
errorCount =
try_failure(errorCount, "QRDecomposition...", "incorrect QR decomposition calculation");
}
SingularValueDecomposition SVD = A.svd();
try {
check(A, SVD.getU().times(SVD.getS().times(SVD.getV().transpose())));
try_success("SingularValueDecomposition...", "");
} catch (java.lang.RuntimeException e) {
errorCount =
try_failure(
errorCount,
"SingularValueDecomposition...",
"incorrect singular value decomposition calculation");
}
DEF = new Matrix(rankdef);
try {
check(DEF.rank(), Math.min(DEF.getRowDimension(), DEF.getColumnDimension()) - 1);
try_success("rank()...", "");
} catch (java.lang.RuntimeException e) {
errorCount = try_failure(errorCount, "rank()...", "incorrect rank calculation");
}
B = new Matrix(condmat);
SVD = B.svd();
double[] singularvalues = SVD.getSingularValues();
try {
check(
B.cond(),
singularvalues[0]
/ singularvalues[Math.min(B.getRowDimension(), B.getColumnDimension()) - 1]);
try_success("cond()...", "");
} catch (java.lang.RuntimeException e) {
errorCount = try_failure(errorCount, "cond()...", "incorrect condition number calculation");
}
int n = A.getColumnDimension();
A = A.getMatrix(0, n - 1, 0, n - 1);
A.set(0, 0, 0.);
LUDecomposition LU = A.lu();
try {
check(A.getMatrix(LU.getPivot(), 0, n - 1), LU.getL().times(LU.getU()));
try_success("LUDecomposition...", "");
} catch (java.lang.RuntimeException e) {
errorCount =
try_failure(errorCount, "LUDecomposition...", "incorrect LU decomposition calculation");
}
X = A.inverse();
try {
check(A.times(X), Matrix.identity(3, 3));
try_success("inverse()...", "");
} catch (java.lang.RuntimeException e) {
errorCount = try_failure(errorCount, "inverse()...", "incorrect inverse calculation");
}
O = new Matrix(SUB.getRowDimension(), 1, 1.0);
SOL = new Matrix(sqSolution);
SQ = SUB.getMatrix(0, SUB.getRowDimension() - 1, 0, SUB.getRowDimension() - 1);
try {
check(SQ.solve(SOL), O);
try_success("solve()...", "");
} catch (java.lang.IllegalArgumentException e1) {
errorCount = try_failure(errorCount, "solve()...", e1.getMessage());
} catch (java.lang.RuntimeException e) {
errorCount = try_failure(errorCount, "solve()...", e.getMessage());
}
A = new Matrix(pvals);
CholeskyDecomposition Chol = A.chol();
Matrix L = Chol.getL();
try {
check(A, L.times(L.transpose()));
try_success("CholeskyDecomposition...", "");
} catch (java.lang.RuntimeException e) {
errorCount =
try_failure(
errorCount,
"CholeskyDecomposition...",
"incorrect Cholesky decomposition calculation");
}
X = Chol.solve(Matrix.identity(3, 3));
try {
check(A.times(X), Matrix.identity(3, 3));
try_success("CholeskyDecomposition solve()...", "");
} catch (java.lang.RuntimeException e) {
errorCount =
try_failure(
errorCount,
"CholeskyDecomposition solve()...",
"incorrect Choleskydecomposition solve calculation");
}
EigenvalueDecomposition Eig = A.eig();
Matrix D = Eig.getD();
Matrix V = Eig.getV();
try {
check(A.times(V), V.times(D));
try_success("EigenvalueDecomposition (symmetric)...", "");
} catch (java.lang.RuntimeException e) {
errorCount =
try_failure(
errorCount,
"EigenvalueDecomposition (symmetric)...",
"incorrect symmetric Eigenvalue decomposition calculation");
}
A = new Matrix(evals);
Eig = A.eig();
D = Eig.getD();
V = Eig.getV();
try {
check(A.times(V), V.times(D));
try_success("EigenvalueDecomposition (nonsymmetric)...", "");
} catch (java.lang.RuntimeException e) {
errorCount =
try_failure(
errorCount,
"EigenvalueDecomposition (nonsymmetric)...",
"incorrect nonsymmetric Eigenvalue decomposition calculation");
}
try {
print("\nTesting Eigenvalue; If this hangs, we've failed\n");
Matrix bA = new Matrix(badeigs);
EigenvalueDecomposition bEig = bA.eig();
try_success("EigenvalueDecomposition (hang)...", "");
} catch (java.lang.RuntimeException e) {
errorCount =
try_failure(errorCount, "EigenvalueDecomposition (hang)...", "incorrect termination");
}
print("\nTestMatrix completed.\n");
print("Total errors reported: " + Integer.toString(errorCount) + "\n");
print("Total warnings reported: " + Integer.toString(warningCount) + "\n");
}
/*
* backward pass 1: update
* (1) \hat{mu} (mu_hat_s)
* (2) \hat{grad_mu} (grad_mu_hat_s)
* (3) \hat{V} (v_hat_s)
*/
public static void backward1(boolean update_grad) {
for (int t1 = T - 1; t1 > t0; t1--) {
int t = t1 - t0;
// System.out.println("backward 1;\tt = " + t1);
if (t != T - 1 - t0) {
double V_pre_t = v_s.get(t - 1); // V^{t-1}
double V_hat_t = v_hat_s.get(t); // \hat{V}^{t}
double[][] mu_pre_t = mu_s.get(t - 1); // \mu^{t-1}
double[][] mu_hat_t = mu_hat_s.get(t); // \hat{\mu}^{t} [t-1]
Matrix A_pre_t = new Matrix(AS.get(t - 1)); // A^{t-1}
Matrix hprime_pre_t = new Matrix(h_prime_s.get(t - 1)); // h'^{t-1}
Matrix ave_neighbors = A_pre_t.times(hprime_pre_t); // n * 1
/* calculate \hat{\mu} at time t-1 */
double factor_1 =
(1 - lambda) * V_pre_t / (sigma * sigma + (1 - lambda) * (1 - lambda) * V_pre_t);
double factor_2 = (sigma * sigma) / (sigma * sigma + (1 - lambda) * (1 - lambda) * V_pre_t);
double[][] mu_hat_pre_t = new double[n][K];
for (int i = 0; i < n; i++)
for (int k = 0; k < K; k++) {
mu_hat_pre_t[i][k] =
factor_1 * (mu_hat_t[i][k] - lambda * ave_neighbors.get(i, k))
+ factor_2 * mu_pre_t[i][k];
}
/* calculate \hat{V} at time t-1 */
double V_hat_pre_t =
V_pre_t
+ factor_1
* factor_1
* (V_hat_t - (1 - lambda) * (1 - lambda) * V_pre_t - (sigma * sigma));
/* update \mu and V */
mu_hat_s.set(t - 1, mu_hat_pre_t);
v_hat_s.set(t - 1, V_hat_pre_t);
/* calculate and update grad_mu_hat at time t-1 */
if (update_grad)
for (int s = 0; s < T - t0; s++) {
double[][] grad_hat_t_s = grad_mu_hat_s.get(t * (T - t0) + s);
double[][] grad_pre_t_s = grad_mu_s.get((t - 1) * (T - t0) + s);
double[][] grad_hat_pre_t_s = new double[n][K];
for (int i = 0; i < n; i++)
for (int k = 0; k < K; k++) {
grad_hat_pre_t_s[i][k] =
factor_1 * grad_hat_t_s[i][k] + factor_2 * grad_pre_t_s[i][k];
}
grad_mu_hat_s.set((t - 1) * (T - t0) + s, grad_hat_pre_t_s);
}
} else {
/*
* initial condition for backward pass:
* (1) \hat{mu}^{T} = mu^{T}
* (2) \hat{V}^{T} = V^{T}
* (3) \hat{grad_mu}^{T/s} = grad_mu^{T/s}, \forall s
*/
mu_hat_s.set(t, mu_s.get(t));
v_hat_s.set(t, v_s.get(t));
if (update_grad)
for (int s = 0; s < T - t0; s++) {
grad_mu_hat_s.set(t * (T - t0) + s, grad_mu_s.get(t * (T - t0) + s));
}
}
// Scanner sc = new Scanner(System.in);
// int gu; gu = sc.nextInt();
/* end for each t */
}
}
/**
* forward pass 1: update intrinsic features (1) mu (mu_s) (2) grad_mu (grad_mu_s) (3) variance V
* (v_s)
*/
public static void forward1(boolean update_grad, int iter) {
/*
if (iter == 4) {
int t = 15;
double[][] h_t = new double[n][K];
double[][] h_hat_t = new double[n][K];
double[][] h_prime_t = new double[n][K];
double[][] h_hat_prime_t = new double[n][K];
for (int i = 0; i < n; i++) for (int k = 0; k < K; k++) {
h_t[i][k] = h_s.get(t-1)[i][k];
h_hat_t[i][k] = h_hat_s.get(t-1)[i][k];
h_prime_t[i][k] = h_prime_s.get(t-1)[i][k];
h_hat_prime_t[i][k] = h_hat_prime_s.get(t-1)[i][k];
}
h_s.set(t, h_t); h_hat_s.set(t, h_hat_t);
h_prime_s.set(t, h_prime_t); h_hat_prime_s.set(t, h_hat_prime_t);
}
*/
for (int t = 0; t < T - t0; t++) {
// System.out.println("forward 1;\tt = " + t1);
if (t != 0) {
double delta_t = delta_s.get(t); // delta_t
double[][] h_hat_t = h_hat_s.get(t); // \hat{h}^t [t]
double[][] mu_pre_t = mu_s.get(t - 1); // mu^{t-1} (N*1)
double V_pre_t = v_s.get(t - 1); // V^{t-1}
Matrix a = new Matrix(AS.get(t - 1)); // A^{t-1}
Matrix hprime_pre_t = new Matrix(h_prime_s.get(t - 1)); // h'^{t-1}
Matrix ave_neighbors = a.times(hprime_pre_t);
/* calculate \mu */
double[][] mu_t = new double[n][K];
double factor_1 =
(delta_t * delta_t)
/ (delta_t * delta_t + sigma * sigma + (1 - lambda) * (1 - lambda) * V_pre_t);
double factor_2 =
(sigma * sigma + (1 - lambda) * (1 - lambda) * V_pre_t)
/ (delta_t * delta_t + sigma * sigma + (1 - lambda) * (1 - lambda) * V_pre_t);
for (int i = 0; i < n; i++)
for (int k = 0; k < K; k++) {
mu_t[i][k] =
factor_1 * ((1 - lambda) * mu_pre_t[i][k] + lambda * ave_neighbors.get(i, k))
+ factor_2 * h_hat_t[i][k];
}
/* calculate V */
double V_t = factor_2 * delta_t * delta_t;
/* update \mu and V */
mu_s.set(t, mu_t);
v_s.set(t, V_t);
/* calculate and update grad_mu */
if (update_grad)
for (int s = 0; s < T - t0; s++) {
double[][] grad_pre_t_s = grad_mu_s.get((t - 1) * (T - t0) + s);
double[][] grad_t_s = new double[n][K];
for (int i = 0; i < n; i++)
for (int k = 0; k < K; k++) {
grad_t_s[i][k] = factor_1 * (1 - lambda) * grad_pre_t_s[i][k];
if (t == s) {
grad_t_s[i][k] += factor_2;
}
}
grad_mu_s.set(t * (T - t0) + s, grad_t_s);
}
} else {
/* mu, V: random init (keep unchanged) */
/* grad_mu: set to 0 (keep unchanged) */
}
// Scanner sc = new Scanner(System.in);
// int gu; gu = sc.nextInt();
/* end for each t */
}
}
public static void compute_gradient2(int iteration) {
double[][][] tmp_grad_h_hat_prime_s = new double[T - t0][n][K];
/*
* compute
* nti[t][i] = \sum_{j} { n_{ij} }
* and
* nti_h[t][j][k] = \sum_{i} { n_{ij}^{t} h_{ik}^{t} }
*/
double[][] nti = new double[T - t0][n];
double[][][] nti_h = new double[T - t0][n][K];
for (int t = 0; t < T - t0; t++) {
double[][] G_t = GS.get(t);
double[][] h_t = h_s.get(t); // h^{t}
for (int i = 0; i < n; i++)
for (int j = 0; j < n; j++) {
nti[t][i] += G_t[i][j];
for (int k = 0; k < K; k++) {
nti_h[t][j][k] += G_t[i][j] * h_t[i][k];
}
}
}
for (int t = 0; t < T - t0; t++) {
double delta_t = delta_prime_s.get(t);
double[][] h_t = h_s.get(t); // h^{t}
double[][] h_hat_prime_t = h_hat_prime_s.get(t); // \hat{h}^{t}
double[][] mu_hat_t = mu_hat_s.get(t); // \hat{\mu}^{t}
double[][] mu_hat_prime_t = mu_hat_prime_s.get(t); // \hat{\mu}'^{t}
double[][] h_prime_t = h_prime_s.get(t);
if (t != 0) {
Matrix a = new Matrix(AS.get(t - 1));
Matrix hprime_pre_t = new Matrix(h_prime_s.get(t - 1));
Matrix ave_neighbors = a.times(hprime_pre_t);
double[][] G_pre_t = GS.get(t - 1); // G^{t-1}
double[][] A_pre_t = AS.get(t - 1); // A^{t-1}
double[][] h_pre_t = h_s.get(t - 1); // h^{t-1}
double[][] mu_hat_prime_pre_t = mu_hat_prime_s.get(t - 1); // \hat{\mu}'^{t-1} [t]
for (int s = 0; s < T - t0; s++) {
double[][] grad_mu_hat_prime_t = grad_mu_hat_prime_s.get(t * (T - t0) + s);
double[][] grad_mu_hat_prime_pre_t = grad_mu_hat_prime_s.get((t - 1) * (T - t0) + s);
double[] h2delta2 = new double[n];
for (int i = 0; i < n; i++)
for (int k = 0; k < K; k++) {
h2delta2[i] += 0.5 * h_t[i][k] * h_t[i][k] * delta_t * delta_t;
}
/* compute weighted_exp for later use */
double[][][] weighted_exp_num = new double[K][n][n];
double[][] weighted_exp_den = new double[K][n];
double[][][] weighted_exp = new double[K][n][n];
for (int i = 0; i < n; i++)
for (int j = 0; j < n; j++) {
double h_muhp = Operations.inner_product(h_t[j], mu_hat_prime_t[i], K);
for (int k = 0; k < K; k++) {
weighted_exp_num[k][i][j] = h_t[j][k] * Math.exp(h_muhp + h2delta2[j]);
weighted_exp_den[k][j] += Math.exp(h_muhp + h2delta2[j]);
}
}
for (int i = 0; i < n; i++)
for (int j = 0; j < n; j++)
for (int k = 0; k < K; k++) {
weighted_exp[k][i][j] = weighted_exp_num[k][i][j] / weighted_exp_den[k][j];
}
/* compute sum_mu_hat_prime for later use */
double[] sum_mu_hat_prime = new double[K];
for (int i = 0; i < n; i++)
for (int k = 0; k < K; k++) {
sum_mu_hat_prime[k] += mu_hat_prime_pre_t[i][k];
}
for (int i = 0; i < n; i++)
for (int k = 0; k < K; k++) {
/* first term */
double g1 = nti_h[t][i][k] * grad_mu_hat_prime_t[i][k];
tmp_grad_h_hat_prime_s[s][i][k] += g1;
/* second term */
double g2 = 0;
for (int j = 0; j < n; j++) {
g2 -= nti[t][j] * weighted_exp[k][i][j] * grad_mu_hat_prime_t[i][k];
}
tmp_grad_h_hat_prime_s[s][i][k] += g2;
/* third term */
for (int j = 0; j < n; j++)
if (G_pre_t[j][i] != 0) {
// double g3 = ( h_t[j][k] - (1-lambda) * h_pre_t[j][k] - lambda *
// A_pre_t[j][i] * sum_mu_hat_prime[k] )
double g3 =
(h_t[j][k]
- (1 - lambda) * h_pre_t[j][k]
- lambda * A_pre_t[j][i] * mu_hat_prime_pre_t[i][k])
* lambda
* A_pre_t[j][i]
* grad_mu_hat_prime_pre_t[i][k]
/ (sigma * sigma);
tmp_grad_h_hat_prime_s[s][j][k] += g3; // j instead of i!
}
}
/* fourth term */
for (int i = 0; i < n; i++)
for (int k = 0; k < K; k++) {
double g4 =
-(mu_hat_prime_t[i][k] - mu_hat_prime_pre_t[i][k])
* (grad_mu_hat_prime_t[i][k] - grad_mu_hat_prime_pre_t[i][k])
/ (sigma * sigma);
tmp_grad_h_hat_prime_s[s][i][k] += g4;
}
}
} else {
/*
for (int s = 0; s < T-t0; s++) {
double[] grad_mu_hat_prime_t = grad_mu_hat_prime_s.get(t * (T-t0) + s);
for (int i = 0; i < n; i++) {
// first term
double g1 = nti_hp[t][i] * grad_mu_hat_prime_t[i];
tmp_grad_h_hat_prime_s[s][i] += g1;
// second term
double g2 = 0;
for (int _j = 0; _j < NEG; _j++) {
double weighted_exp_num = 0, weighted_exp_den = 0;
int j = neg_samples.get(t)[i][_j];
double htj = h_t[j][0]; double muhti = mu_hat_t[i];
weighted_exp_num += htj * Math.exp(htj * muhti + 0.5 * htj * htj * delta_t * delta_t);
for (int _k = 0; _k < NEG; _k++) {
int k = neg_samples.get(t)[i][_k];
double muhtk = mu_hat_t[k];
weighted_exp_den += Math.exp(htj * muhtk + 0.5 * htj * htj * delta_t * delta_t);
}
g2 -= nti[t][j] * weighted_exp_num / weighted_exp_den * grad_mu_hat_prime_t[i];
}
tmp_grad_h_hat_prime_s[s][i] += g2;
}
// fourth term (if any)
if (s == t) for (int i = 0; i < n; i++) {
double g4 = -h_hat_prime_t[i][0] / (sigma*sigma);
tmp_grad_h_hat_prime_s[s][i] += g4;
}
}
*/
}
}
/* update global gradient */
for (int t = 0; t < T - t0; t++) {
double[][] grad = new double[n][K];
for (int i = 0; i < n; i++)
for (int k = 0; k < K; k++) {
grad[i][k] = tmp_grad_h_hat_prime_s[t][i][k];
}
grad_h_hat_prime_s.set(t, grad);
}
FileParser.output_2d(grad_h_hat_prime_s, "./grad/grad_prime_" + iteration + ".txt");
return;
}
public static void compute_gradient1(int iteration) {
double[][][] tmp_grad_h_hat_s = new double[T - t0][n][K];
for (int t = 0; t < T - t0; t++) {
// System.out.println("compute gradient 1, t = " + t);
double delta_t = delta_s.get(t);
double[][] G_t = GS.get(t);
double[][] h_prime_t = h_prime_s.get(t);
double[][] mu_hat_t = mu_hat_s.get(t);
if (t != 0) {
double[][] mu_hat_pre_t = mu_hat_s.get(t - 1);
Matrix a = new Matrix(AS.get(t - 1));
Matrix hprime_pre_t = new Matrix(h_prime_s.get(t - 1));
Matrix ave_neighbors = a.times(hprime_pre_t);
/* TODO: check whether we can save computation by comparing s and t */
for (int s = 0; s < T - t0; s++) {
double[][] grad_hat_t = grad_mu_hat_s.get(t * (T - t0) + s);
double[][] grad_hat_pre_t = grad_mu_hat_s.get((t - 1) * (T - t0) + s);
double[] hp2delta2 = new double[n];
for (int i = 0; i < n; i++)
for (int k = 0; k < K; k++) {
hp2delta2[i] += 0.5 * h_prime_t[i][k] * h_prime_t[i][k] * delta_t * delta_t;
}
for (int i = 0; i < n; i++) {
/* first term */
double[] weighted_exp_num = new double[K];
double weighted_exp_den = 0;
for (int l = 0; l < n; l++) {
double hp_muh = Operations.inner_product(h_prime_t[l], mu_hat_t[i], K);
double e = Math.exp(hp_muh + hp2delta2[l]);
if (Double.isNaN(e)) {
/* check if e explodes */
System.out.println("ERROR2");
Scanner sc = new Scanner(System.in);
int gu;
gu = sc.nextInt();
}
for (int k = 0; k < K; k++) {
weighted_exp_num[k] += h_prime_t[l][k] * e;
weighted_exp_den += e;
}
}
for (int j = 0; j < n; j++)
for (int k = 0; k < K; k++) {
double weighted_exp = weighted_exp_num[k] / weighted_exp_den;
double gi1 = G_t[i][j] * grad_hat_t[i][k] * (h_prime_t[j][k] - weighted_exp);
tmp_grad_h_hat_s[s][i][k] += gi1;
}
/* second term */
for (int k = 0; k < K; k++) {
double gi2 =
-(mu_hat_t[i][k]
- (1 - lambda) * mu_hat_pre_t[i][k]
- lambda * ave_neighbors.get(i, k))
* (grad_hat_t[i][k] - (1 - lambda) * grad_hat_pre_t[i][k])
/ (sigma * sigma);
tmp_grad_h_hat_s[s][i][k] += gi2;
}
}
}
} else {
/* no such term (t=0) in ELBO */
/*
for (int s = 0; s < T-t0; s++) {
double[] grad_hat_t = grad_mu_hat_s.get(t * (T-t0) + s);
for (int i = 0; i < n; i++) {
double n_it = 0;
for (int j = 0; j < n; j++) n_it += G_t[i][j];
// first term
double gi1 = -mu_hat_t[i] * grad_hat_t[i] / (sigma * sigma);
tmp_grad_h_hat_s[s][i] += gi1;
// second term
double gi2 = 0;
double weighted_exp_num = 0, weighted_exp_den = 0;
for (int j = 0; j < NEG; j++) {
int l = neg_samples.get(t)[i][j];
double hpl = h_prime_t[l][0];
double muit = mu_hat_t[i];
double e = Math.exp(hpl * muit + 0.5 * hpl * hpl * delta_t * delta_t);
// TODO: check if e explodes
if (Double.isNaN(e)) {
System.out.println("ERROR3");
Scanner sc = new Scanner(System.in);
int gu; gu = sc.nextInt();
}
weighted_exp_num += hpl * e;
weighted_exp_den += e;
}
double weighted_exp = weighted_exp_num / weighted_exp_den;
for (int j = 0; j < n; j++) {
gi2 += G_t[i][j] * grad_hat_t[i] * (h_prime_t[j][0] - weighted_exp);
}
tmp_grad_h_hat_s[s][i] += gi2;
}
}
*/
}
/* end if-else */
}
/* update global gradient */
for (int t = 0; t < T - t0; t++) {
double[][] grad = new double[n][K];
for (int i = 0; i < n; i++)
for (int k = 0; k < K; k++) {
grad[i][k] = tmp_grad_h_hat_s[t][i][k];
}
grad_h_hat_s.set(t, grad);
}
FileParser.output_2d(grad_h_hat_s, "./grad/grad_" + iteration + ".txt");
return;
}
/** compute_objective1: return the lower bound when h' is fixed */
public static double compute_objective1() {
double res = 0;
for (int t = 0; t < T - t0; t++) {
if (t != 0) {
double[][] G_t = GS.get(t);
double[][] h_prime_t = h_prime_s.get(t);
double[][] h_prime_pre_t = h_prime_s.get(t - 1);
double[][] mu_hat_t = mu_hat_s.get(t);
double[][] mu_hat_pre_t = mu_hat_s.get(t - 1);
double delta_t = delta_s.get(t);
Matrix a = new Matrix(AS.get(t - 1));
Matrix hprime_pre_t = new Matrix(h_prime_s.get(t - 1));
Matrix ave_neighbors = a.times(hprime_pre_t);
double[] hp2delta2 = new double[n];
for (int i = 0; i < n; i++)
for (int k = 0; k < K; k++) {
hp2delta2[i] += 0.5 * h_prime_t[i][k] * h_prime_t[i][k] * delta_t * delta_t;
}
for (int i = 0; i < n; i++) {
/* first term */
List<Double> powers = new ArrayList<Double>();
for (int l = 0; l < n; l++) {
double hp_muh = Operations.inner_product(h_prime_t[l], mu_hat_t[i], K);
powers.add(hp_muh + hp2delta2[l]);
}
double lse = log_sum_exp(powers);
for (int j = 0; j < n; j++)
if (G_t[i][j] != 0) {
double hp_muh = Operations.inner_product(h_prime_t[j], mu_hat_t[i], K);
res += G_t[i][j] * (hp_muh - lse);
}
/* second term */
for (int k = 0; k < K; k++) {
double diff =
mu_hat_t[i][k]
- (1 - lambda) * mu_hat_pre_t[i][k]
- lambda * ave_neighbors.get(i, k);
res -= 0.5 * diff * diff / (sigma * sigma);
}
}
} else {
/*
double[][] G_t = GS.get(t);
double[][] h_prime_t = h_prime_s.get(t);
double[] mu_hat_t = mu_hat_s.get(t);
double delta_t = delta_s.get(t);
int[][] neg_sam_t = neg_samples.get(t);
for (int i = 0; i < n; i++) {
// first term
for (int j = 0; j < n; j++) if (G_t[i][j] != 0) {
List<Double> powers = new ArrayList<Double>();
for (int _l = 0; _l < NEG; _l++) {
int l = neg_sam_t[i][_l];
powers.add(h_prime_t[l][0] * mu_hat_t[i]
+ 0.5 * h_prime_t[l][0] * h_prime_t[l][0] * delta_t * delta_t);
}
double lse = log_sum_exp(powers);
res += G_t[i][j] * (h_prime_t[j][0] * mu_hat_t[i] - lse);
}
}
*/
}
}
return res;
}