/** 通过SVD定理，计算矩阵的特征向量 传入形参为 <方法：计算协方差矩阵> 的返回值 */
public static double[][] calFeatureVector(double[][] vec) {
Matrix vecMat = new Matrix(vec);
SingularValueDecomposition s = vecMat.svd();
double[][] featureVector = s.getV().getArray();
Features.getInstance().setFeatureVector(featureVector);
return featureVector;
}
/** 通过SVD定理，计算矩阵的特征值 传入形参为 <方法：计算协方差矩阵> 的返回值 */
public static double[] calEigenValue(double[][] vec) {
// double[] eigenValue;
Matrix vecMat = new Matrix(vec);
SingularValueDecomposition s = vecMat.svd();
Matrix svalues = new Matrix(s.getSingularValues(), 1);
double[] result = svalues.getRowPackedCopy();
Features.getInstance().setEigenValue(result);
return result;
}
public static void main(String[] argarray) {
CoefArgs args = CoefArgs.parse(argarray);
try {
AllMultilevelCoefs coefs = new AllMultilevelCoefs(args);
Matrix matrix = coefs.matrix(true);
Matrix covar = matrix.transpose().times(matrix);
SingularValueDecomposition svd = covar.svd();
Matrix U = svd.getU();
double[] d1 = normalize(column(U, 1));
double[] d2 = normalize(column(U, 2));
String[] genes = coefs.genes();
DataFrame<MultilevelCoefs.XYPoint> points =
new DataFrame<MultilevelCoefs.XYPoint>(MultilevelCoefs.XYPoint.class);
for (int i = 0; i < genes.length; i++) {
double[] gr = row(matrix, i);
double x = inner(gr, d1), y = inner(gr, d2);
MultilevelCoefs.XYPoint point = new MultilevelCoefs.XYPoint(x, y, genes[i]);
points.addObject(point);
System.out.println(point.toString());
}
System.out.println("U: ");
println(U, System.out);
ModelScatter scatter = new ModelScatter();
scatter.addModels(points.iterator());
scatter.setProperty(ModelScatter.colorKey, Coloring.clearer(Color.red));
coefs.save(
new File(
String.format(
"C:\\Documents and Settings\\tdanford\\Desktop\\sigma_%s.txt", args.compare)));
new ModelScatter.InteractiveFrame(scatter, "PCA");
} catch (IOException e) {
e.printStackTrace();
}
}
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");
}
// Main worker thread
@Override
protected void compute2() {
PCAModel model = null;
DataInfo dinfo = null;
DataInfo xinfo = null;
Frame x = null;
try {
init(true); // Initialize parameters
_parms.read_lock_frames(PCA.this); // Fetch & read-lock input frames
if (error_count() > 0)
throw new IllegalArgumentException("Found validation errors: " + validationErrors());
// The model to be built
model = new PCAModel(dest(), _parms, new PCAModel.PCAOutput(PCA.this));
model.delete_and_lock(_key);
if (_parms._pca_method == PCAParameters.Method.GramSVD) {
dinfo =
new DataInfo(
Key.make(),
_train,
null,
0,
_parms._use_all_factor_levels,
_parms._transform,
DataInfo.TransformType.NONE,
/* skipMissing */ true, /* missingBucket */
false, /* weights */
false, /* offset */
false, /* intercept */
false);
DKV.put(dinfo._key, dinfo);
// Calculate and save Gram matrix of training data
// NOTE: Gram computes A'A/n where n = nrow(A) = number of rows in training set (excluding
// rows with NAs)
GramTask gtsk = new Gram.GramTask(self(), dinfo).doAll(dinfo._adaptedFrame);
Gram gram =
gtsk._gram; // TODO: This ends up with all NaNs if training data has too many missing
// values
assert gram.fullN() == _ncolExp;
// Compute SVD of Gram A'A/n using JAMA library
// Note: Singular values ordered in weakly descending order by algorithm
Matrix gramJ = new Matrix(gtsk._gram.getXX());
SingularValueDecomposition svdJ = gramJ.svd();
computeStatsFillModel(model, dinfo, svdJ, gram, gtsk._nobs);
} else if (_parms._pca_method == PCAParameters.Method.Power) {
SVDModel.SVDParameters parms = new SVDModel.SVDParameters();
parms._train = _parms._train;
parms._ignored_columns = _parms._ignored_columns;
parms._ignore_const_cols = _parms._ignore_const_cols;
parms._score_each_iteration = _parms._score_each_iteration;
parms._use_all_factor_levels = _parms._use_all_factor_levels;
parms._transform = _parms._transform;
parms._nv = _parms._k;
parms._max_iterations = _parms._max_iterations;
parms._seed = _parms._seed;
// Calculate standard deviation and projection as well
parms._only_v = false;
parms._u_name = _parms._loading_name;
parms._keep_u = _parms._keep_loading;
SVDModel svd = null;
SVD job = null;
try {
job = new EmbeddedSVD(_key, _progressKey, parms);
svd = job.trainModel().get();
if (job.isCancelledOrCrashed()) PCA.this.cancel();
} finally {
if (job != null) job.remove();
if (svd != null) svd.remove();
}
// Recover PCA results from SVD model
computeStatsFillModel(model, svd);
} else if (_parms._pca_method == PCAParameters.Method.GLRM) {
GLRMModel.GLRMParameters parms = new GLRMModel.GLRMParameters();
parms._train = _parms._train;
parms._ignored_columns = _parms._ignored_columns;
parms._ignore_const_cols = _parms._ignore_const_cols;
parms._score_each_iteration = _parms._score_each_iteration;
parms._transform = _parms._transform;
parms._k = _parms._k;
parms._max_iterations = _parms._max_iterations;
parms._seed = _parms._seed;
parms._recover_svd = true;
parms._loss = GLRMModel.GLRMParameters.Loss.L2;
parms._gamma_x = 0;
parms._gamma_y = 0;
GLRMModel glrm = null;
GLRM job = null;
try {
job = new EmbeddedGLRM(_key, _progressKey, parms);
glrm = job.trainModel().get();
if (job.isCancelledOrCrashed()) PCA.this.cancel();
} finally {
if (job != null) job.remove();
if (glrm != null) {
glrm._parms._loading_key.get().delete();
glrm.remove();
}
}
// Recover PCA results from GLRM model
computeStatsFillModel(model, glrm);
}
model.update(self());
update(1);
done();
} catch (Throwable t) {
Job thisJob = DKV.getGet(_key);
if (thisJob._state == JobState.CANCELLED) {
Log.info("Job cancelled by user.");
} else {
t.printStackTrace();
failed(t);
throw t;
}
} finally {
_parms.read_unlock_frames(PCA.this);
if (model != null) model.unlock(_key);
if (dinfo != null) dinfo.remove();
if (xinfo != null) xinfo.remove();
if (x != null && !_parms._keep_loading) x.delete();
}
tryComplete();
}