@Test
public void testLinearRegression() throws Exception {
long[] time = new long[] {1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11};
double[][] xt1 = new double[][] {new double[] {0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10}};
double[][] xt2 = new double[][] {new double[] {0, 1, 4, 9, 16, 25, 36, 49, 64, 81, 100}};
// function params
double[] m = new double[] {2, 10};
double c = -2;
int windowSize = 2;
int offset = 1;
double[][] perfectyt = new double[1][xt1[0].length];
for (int i = windowSize; i < perfectyt[0].length; i++) {
perfectyt[0][i] = c;
for (int j = 0; j < windowSize; j++) {
int index = i - (windowSize - (offset - 1)) + j;
perfectyt[0][i] += xt1[0][index] * m[0] + xt2[0][index] * m[1];
}
}
Matrix perfecty = new Matrix(perfectyt).transpose();
Matrix noise =
new Matrix(RandomData.getRandomDoubleArray(perfecty.getRowDimension(), 1, -1, 1, 2));
Matrix y = perfecty.plus(noise).transpose();
DoubleSynchronisedTimeSeriesCollection dstsc = new DoubleSynchronisedTimeSeriesCollection();
dstsc.addTimeSeries("y", new DoubleTimeSeries(time, y.getArray()[0]));
dstsc.addTimeSeries("xt1", new DoubleTimeSeries(time, xt1[0]));
dstsc.addTimeSeries("xt2", new DoubleTimeSeries(time, xt2[0]));
WindowedLinearRegressionAggregator wlra =
new WindowedLinearRegressionAggregator("y", windowSize, offset, false);
wlra.aggregate(dstsc);
System.out.println(wlra.getReg());
}
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");
}
public MyMatrix plus(MyMatrix m) {
return new MyMatrix(a.plus(m.toMatrix()));
}
private double generalizedCorrelationRatio(SampleIterator it, int inputDim, int out) {
Map<Double, Integer> n_y = new HashMap<>();
Map<Double, MultivariateSummaryStatistics> stat_y = new HashMap<>();
List<RealMatrix> x = new ArrayList<>();
MultivariateSummaryStatistics stat = new MultivariateSummaryStatistics(inputDim, unbiased);
for (int i = 0; i < maxSamples && it.hasNext(); i++) {
Sample sample = it.next();
double[] input = sample.getEncodedInput().toArray();
double output = sample.getEncodedOutput().getEntry(out);
if (!n_y.containsKey(output)) {
n_y.put(output, 0);
stat_y.put(output, new MultivariateSummaryStatistics(inputDim, unbiased));
}
injectNoise(input);
n_y.put(output, n_y.get(output) + 1);
stat_y.get(output).addValue(input);
x.add(new Array2DRowRealMatrix(input));
stat.addValue(input);
}
RealMatrix x_sum = new Array2DRowRealMatrix(stat.getSum());
Map<Double, RealMatrix> x_y_sum = new HashMap<>();
for (Entry<Double, MultivariateSummaryStatistics> entry : stat_y.entrySet()) {
x_y_sum.put(entry.getKey(), new Array2DRowRealMatrix(entry.getValue().getSum()));
}
RealMatrix H = new Array2DRowRealMatrix(inputDim, inputDim);
RealMatrix temp = new Array2DRowRealMatrix(inputDim, inputDim);
for (double key : n_y.keySet()) {
temp =
temp.add(
x_y_sum
.get(key)
.multiply(x_y_sum.get(key).transpose())
.scalarMultiply(1.0 / n_y.get(key)));
}
H = temp.subtract(x_sum.multiply(x_sum.transpose()).scalarMultiply(1.0 / x.size()));
RealMatrix E = new Array2DRowRealMatrix(inputDim, inputDim);
for (RealMatrix m : x) {
E = E.add(m.multiply(m.transpose()));
}
E = E.subtract(temp);
List<Integer> zeroColumns = findZeroColumns(E);
E = removeZeroColumns(E, zeroColumns);
H = removeZeroColumns(H, zeroColumns);
Matrix JE = new Matrix(E.getData());
Matrix JH = new Matrix(H.getData());
if (JE.rank() < JE.getRowDimension()) {
Log.write(this, "Some error occurred (E matrix is singular)");
return -1;
} else {
double lambda;
if (useEigenvalues) {
Matrix L = JE.inverse().times(JH);
double[] eigs = L.eig().getRealEigenvalues();
Arrays.sort(eigs);
lambda = 1;
int nonNullEigs = n_y.keySet().size() - 1;
for (int i = eigs.length - nonNullEigs; i < eigs.length; i++) {
if (Math.abs(eigs[i]) < zeroThreshold) {
Log.write(this, "Some error occurred (E matrix has too many null eigenvalues)");
return -1;
}
lambda *= 1.0 / (1.0 + eigs[i]);
}
} else {
Matrix sum = JE.plus(JH);
if (sum.rank() < sum.getRowDimension()) {
Log.write(this, "Some error occourred (E+H is singular");
return -1;
}
lambda = JE.det() / sum.det();
}
return Math.sqrt(1 - lambda);
}
}