List of usage examples for org.apache.commons.math3.linear RealVector getEntry
public abstract double getEntry(int index) throws OutOfRangeException;
From source file:com.joptimizer.functions.SOCPLogarithmicBarrier.java
public double[][] hessian(double[] X) { RealVector x = new ArrayRealVector(X); RealMatrix ret = new Array2DRowRealMatrix(dim, dim); for (int i = 0; i < socpConstraintParametersList.size(); i++) { SOCPConstraintParameters param = socpConstraintParametersList.get(i); double t = this.buildT(param, x); RealVector u = this.buildU(param, x); double t2uu = t * t - u.dotProduct(u); RealVector t2u = u.mapMultiply(-2 * t); RealMatrix Jacob = this.buildJ(param, x); int k = u.getDimension(); RealMatrix H = new Array2DRowRealMatrix(k + 1, k + 1); RealMatrix ID = MatrixUtils.createRealIdentityMatrix(k); H.setSubMatrix(ID.scalarMultiply(t2uu).add(u.outerProduct(u).scalarMultiply(2)).getData(), 0, 0); H.setSubMatrix(new double[][] { t2u.toArray() }, k, 0); for (int j = 0; j < k; j++) { H.setEntry(j, k, t2u.getEntry(j)); }//from www. j a va 2 s . com H.setEntry(k, k, t * t + u.dotProduct(u)); RealMatrix ret_i = Jacob.multiply(H).multiply(Jacob.transpose()).scalarMultiply(2. / Math.pow(t2uu, 2)); ret = ret.add(ret_i); } return ret.getData(); }
From source file:com.simiacryptus.mindseye.applications.ObjectLocationBase.java
/** * Run.//w ww . ja v a 2 s. c om * * @param log the log */ public void run(@Nonnull final NotebookOutput log) { // @Nonnull String logName = "cuda_" + log.getName() + ".log"; // log.p(log.file((String) null, logName, "GPU Log")); // CudaSystem.addLog(new PrintStream(log.file(logName))); ImageClassifierBase classifier = getClassifierNetwork(); Layer classifyNetwork = classifier.getNetwork(); ImageClassifierBase locator = getLocatorNetwork(); Layer locatorNetwork = locator.getNetwork(); ArtistryUtil.setPrecision((DAGNetwork) classifyNetwork, Precision.Float); ArtistryUtil.setPrecision((DAGNetwork) locatorNetwork, Precision.Float); Tensor[][] inputData = loadImages_library(); // Tensor[][] inputData = loadImage_Caltech101(log); double alphaPower = 0.8; final AtomicInteger index = new AtomicInteger(0); Arrays.stream(inputData).limit(10).forEach(row -> { log.h3("Image " + index.getAndIncrement()); final Tensor img = row[0]; log.p(log.image(img.toImage(), "")); Result classifyResult = classifyNetwork.eval(new MutableResult(row)); Result locationResult = locatorNetwork.eval(new MutableResult(row)); Tensor classification = classifyResult.getData().get(0); List<CharSequence> categories = classifier.getCategories(); int[] sortedIndices = IntStream.range(0, categories.size()).mapToObj(x -> x) .sorted(Comparator.comparing(i -> -classification.get(i))).mapToInt(x -> x).limit(10).toArray(); logger.info(Arrays.stream(sortedIndices) .mapToObj( i -> String.format("%s: %s = %s%%", i, categories.get(i), classification.get(i) * 100)) .reduce((a, b) -> a + "\n" + b).orElse("")); LinkedHashMap<CharSequence, Tensor> vectors = new LinkedHashMap<>(); List<CharSequence> predictionList = Arrays.stream(sortedIndices).mapToObj(categories::get) .collect(Collectors.toList()); Arrays.stream(sortedIndices).limit(6).forEach(category -> { CharSequence name = categories.get(category); log.h3(name); Tensor alphaTensor = renderAlpha(alphaPower, img, locationResult, classification, category); log.p(log.image(img.toRgbImageAlphaMask(0, 1, 2, alphaTensor), "")); vectors.put(name, alphaTensor.unit()); }); Tensor avgDetection = vectors.values().stream().reduce((a, b) -> a.add(b)).get() .scale(1.0 / vectors.size()); Array2DRowRealMatrix covarianceMatrix = new Array2DRowRealMatrix(predictionList.size(), predictionList.size()); for (int x = 0; x < predictionList.size(); x++) { for (int y = 0; y < predictionList.size(); y++) { Tensor l = vectors.get(predictionList.get(x)); Tensor r = vectors.get(predictionList.get(y)); covarianceMatrix.setEntry(x, y, null == l || null == r ? 0 : (l.minus(avgDetection)).dot(r.minus(avgDetection))); } } @Nonnull final EigenDecomposition decomposition = new EigenDecomposition(covarianceMatrix); for (int objectVector = 0; objectVector < 10; objectVector++) { log.h3("Eigenobject " + objectVector); double eigenvalue = decomposition.getRealEigenvalue(objectVector); RealVector eigenvector = decomposition.getEigenvector(objectVector); Tensor detectionRegion = IntStream.range(0, eigenvector.getDimension()).mapToObj(i -> { Tensor tensor = vectors.get(predictionList.get(i)); return null == tensor ? null : tensor.scale(eigenvector.getEntry(i)); }).filter(x -> null != x).reduce((a, b) -> a.add(b)).get(); detectionRegion = detectionRegion.scale(255.0 / detectionRegion.rms()); CharSequence categorization = IntStream.range(0, eigenvector.getDimension()).mapToObj(i -> { CharSequence category = predictionList.get(i); double component = eigenvector.getEntry(i); return String.format("<li>%s = %.4f</li>", category, component); }).reduce((a, b) -> a + "" + b).get(); log.p(String.format("Object Detected: <ol>%s</ol>", categorization)); log.p("Object Eigenvalue: " + eigenvalue); log.p("Object Region: " + log.image(img.toRgbImageAlphaMask(0, 1, 2, detectionRegion), "")); log.p("Object Region Compliment: " + log.image(img.toRgbImageAlphaMask(0, 1, 2, detectionRegion.scale(-1)), "")); } // final int[] orderedVectors = IntStream.range(0, 10).mapToObj(x -> x) // .sorted(Comparator.comparing(x -> -decomposition.getRealEigenvalue(x))).mapToInt(x -> x).toArray(); // IntStream.range(0, orderedVectors.length) // .mapToObj(i -> { // //double realEigenvalue = decomposition.getRealEigenvalue(orderedVectors[i]); // return decomposition.getEigenvector(orderedVectors[i]).toArray(); // } // ).toArray(i -> new double[i][]); log.p(String.format( "<table><tr><th>Cosine Distance</th>%s</tr>%s</table>", Arrays.stream(sortedIndices).limit(10) .mapToObj(col -> "<th>" + categories.get(col) + "</th>").reduce((a, b) -> a + b).get(), Arrays.stream(sortedIndices).limit(10).mapToObj(r -> { return String.format("<tr><td>%s</td>%s</tr>", categories.get(r), Arrays.stream(sortedIndices).limit(10).mapToObj(col -> { Tensor l = vectors.get(categories.get(r)); Tensor r2 = vectors.get(categories.get(col)); return String.format("<td>%.4f</td>", (null == l || null == r2) ? 0 : Math.acos(l.dot(r2))); }).reduce((a, b) -> a + b).get()); }).reduce((a, b) -> a + b).orElse(""))); }); log.setFrontMatterProperty("status", "OK"); }
From source file:com.joptimizer.optimizers.LPStandardConverterTest.java
/** * Standardization (to the strictly standard form) of a problem on the form: * min(c) s.t.// ww w. j ava 2 s . c o m * A.x = b * lb <= x <= ub * * This is the presolved (with JOptimizer) pilot4 netlib problem. * @TODO: the strict conversion is net yet ready. */ public void xxxtestCAbLbUb5Strict() throws Exception { log.debug("testCAbLbUb5Strict"); String problemId = "5"; double[] c = Utils.loadDoubleArrayFromFile( "lp" + File.separator + "standardization" + File.separator + "c" + problemId + ".txt"); double[][] A = Utils.loadDoubleMatrixFromFile( "lp" + File.separator + "standardization" + File.separator + "A" + problemId + ".csv", ",".charAt(0)); double[] b = Utils.loadDoubleArrayFromFile( "lp" + File.separator + "standardization" + File.separator + "b" + problemId + ".txt"); double[] lb = Utils.loadDoubleArrayFromFile( "lp" + File.separator + "standardization" + File.separator + "lb" + problemId + ".txt"); double[] ub = Utils.loadDoubleArrayFromFile( "lp" + File.separator + "standardization" + File.separator + "ub" + problemId + ".txt"); double[] expectedSol = Utils.loadDoubleArrayFromFile( "lp" + File.separator + "standardization" + File.separator + "sol" + problemId + ".txt"); double expectedValue = Utils.loadDoubleArrayFromFile( "lp" + File.separator + "standardization" + File.separator + "value" + problemId + ".txt")[0]; double expectedTol = Utils.loadDoubleArrayFromFile( "lp" + File.separator + "standardization" + File.separator + "tolerance" + problemId + ".txt")[0]; int nOfSlackVariables = 0; for (int i = 0; i < c.length; i++) { double lbi = lb[i]; int lbCompare = Double.compare(lbi, 0.); if (lbCompare != 0 && !Double.isNaN(lbi)) { nOfSlackVariables++; } if (!Double.isNaN(ub[i])) { nOfSlackVariables++; } } int expectedS = nOfSlackVariables; //standard form conversion boolean strictlyStandardForm = true; LPStandardConverter lpConverter = new LPStandardConverter(strictlyStandardForm); lpConverter.toStandardForm(c, null, null, A, b, lb, ub); int n = lpConverter.getStandardN(); int s = lpConverter.getStandardS(); c = lpConverter.getStandardC().toArray(); A = lpConverter.getStandardA().toArray(); b = lpConverter.getStandardB().toArray(); lb = lpConverter.getStandardLB().toArray(); ub = (lpConverter.getStandardUB() == null) ? null : ub; log.debug("n : " + n); log.debug("s : " + s); log.debug("c : " + ArrayUtils.toString(c)); log.debug("A : " + ArrayUtils.toString(A)); log.debug("b : " + ArrayUtils.toString(b)); log.debug("lb : " + ArrayUtils.toString(lb)); //log.debug("ub : " + ArrayUtils.toString(ub)); //check consistency assertEquals(expectedS, s); assertEquals(lb.length, n); assertTrue(ub == null); //check constraints RealMatrix AStandard = new Array2DRowRealMatrix(A); RealVector bStandard = new ArrayRealVector(b); double[] expectedStandardSol = lpConverter.getStandardComponents(expectedSol); RealVector expectedStandardSolVector = new ArrayRealVector(expectedStandardSol); for (int i = 0; i < expectedStandardSolVector.getDimension(); i++) { assertTrue(expectedStandardSolVector.getEntry(i) + 1.E-8 >= 0.); } RealVector Axmb = AStandard.operate(expectedStandardSolVector).subtract(bStandard); for (int i = 0; i < Axmb.getDimension(); i++) { assertEquals(0., Axmb.getEntry(i), expectedTol); } Utils.writeDoubleArrayToFile(new double[] { s }, "target" + File.separator + "standardS_" + problemId + ".txt"); Utils.writeDoubleArrayToFile(c, "target" + File.separator + "standardC_" + problemId + ".txt"); Utils.writeDoubleMatrixToFile(A, "target" + File.separator + "standardA_" + problemId + ".csv"); Utils.writeDoubleArrayToFile(b, "target" + File.separator + "standardB_" + problemId + ".txt"); Utils.writeDoubleArrayToFile(lb, "target" + File.separator + "standardLB_" + problemId + ".txt"); //ub is null Utils.writeDoubleArrayToFile(ub, "target" + File.separator + "standardUB_"+problemId+".txt"); }
From source file:edu.stanford.cfuller.colocalization3d.correction.Correction.java
/** * Applies an existing correction to a single x-y position in the Image plane. * * @param x The x-position at which to apply the correction. * @param y The y-position at which to apply the correction. * @return A RealVector containing 3 elements-- the magnitude of the correction in the x, y, and z dimensions, in that order. *//*ww w .j a va 2s. c om*/ public RealVector correctPosition(double x, double y) throws UnableToCorrectException { RealVector corrections = new ArrayRealVector(3, 0.0); RealVector distsToCentroids = this.getPositionsForCorrection().getColumnVector(0).mapSubtract(x) .mapToSelf(new Power(2)); distsToCentroids = distsToCentroids .add(this.getPositionsForCorrection().getColumnVector(1).mapSubtract(y).mapToSelf(new Power(2))); distsToCentroids.mapToSelf(new Sqrt()); RealVector distRatio = distsToCentroids.ebeDivide(this.getDistanceCutoffs()); RealVector distRatioBin = new ArrayRealVector(distRatio.getDimension(), 0.0); for (int i = 0; i < distRatio.getDimension(); i++) { if (distRatio.getEntry(i) <= 1) distRatioBin.setEntry(i, 1.0); } RealVector weights = distRatio.map(new Power(2.0)).mapMultiplyToSelf(-3).mapAddToSelf(1) .add(distRatio.map(new Power(3.0)).mapMultiplyToSelf(2)); weights = weights.ebeMultiply(distRatioBin); double sumWeights = 0; int countWeights = 0; for (int i = 0; i < weights.getDimension(); i++) { if (weights.getEntry(i) > 0) { sumWeights += weights.getEntry(i); countWeights++; } } if (countWeights == 0) { // this means there were no points in the correction dataset near the position being corrected. throw (new UnableToCorrectException( "Incomplete coverage in correction dataset at (x,y) = (" + x + ", " + y + ").")); } RealMatrix cX = new Array2DRowRealMatrix(countWeights, this.getCorrectionX().getColumnDimension()); RealMatrix cY = new Array2DRowRealMatrix(countWeights, this.getCorrectionX().getColumnDimension()); RealMatrix cZ = new Array2DRowRealMatrix(countWeights, this.getCorrectionX().getColumnDimension()); RealVector xVec = new ArrayRealVector(countWeights, 0.0); RealVector yVec = new ArrayRealVector(countWeights, 0.0); RealVector keptWeights = new ArrayRealVector(countWeights, 0.0); int keptCounter = 0; for (int i = 0; i < weights.getDimension(); i++) { if (weights.getEntry(i) > 0) { cX.setRowVector(keptCounter, this.getCorrectionX().getRowVector(i)); cY.setRowVector(keptCounter, this.getCorrectionY().getRowVector(i)); cZ.setRowVector(keptCounter, this.getCorrectionZ().getRowVector(i)); xVec.setEntry(keptCounter, x - this.getPositionsForCorrection().getEntry(i, 0)); yVec.setEntry(keptCounter, y - this.getPositionsForCorrection().getEntry(i, 1)); keptWeights.setEntry(keptCounter, weights.getEntry(i)); keptCounter++; } } double xCorr = 0; double yCorr = 0; double zCorr = 0; RealMatrix allCorrectionParameters = new Array2DRowRealMatrix(countWeights, numberOfCorrectionParameters); RealVector ones = new ArrayRealVector(countWeights, 1.0); allCorrectionParameters.setColumnVector(0, ones); allCorrectionParameters.setColumnVector(1, xVec); allCorrectionParameters.setColumnVector(2, yVec); allCorrectionParameters.setColumnVector(3, xVec.map(new Power(2))); allCorrectionParameters.setColumnVector(4, yVec.map(new Power(2))); allCorrectionParameters.setColumnVector(5, xVec.ebeMultiply(yVec)); for (int i = 0; i < countWeights; i++) { xCorr += allCorrectionParameters.getRowVector(i).dotProduct(cX.getRowVector(i)) * keptWeights.getEntry(i); yCorr += allCorrectionParameters.getRowVector(i).dotProduct(cY.getRowVector(i)) * keptWeights.getEntry(i); zCorr += allCorrectionParameters.getRowVector(i).dotProduct(cZ.getRowVector(i)) * keptWeights.getEntry(i); } xCorr /= sumWeights; yCorr /= sumWeights; zCorr /= sumWeights; corrections.setEntry(0, xCorr); corrections.setEntry(1, yCorr); corrections.setEntry(2, zCorr); return corrections; }
From source file:com.joptimizer.optimizers.LPStandardConverterTest.java
/** * Standardization (to the strictly standard form) of a problem on the form: * min(c) s.t.// w w w. j a v a2 s . c o m * G.x < h * A.x = b * lb <= x <= ub * @TODO: the strict conversion is net yet ready. */ public void xxxtestCGhAbLbUb1Strict() throws Exception { log.debug("testCGhAbLbUb1Strict"); String problemId = "1"; double[] c = Utils.loadDoubleArrayFromFile( "lp" + File.separator + "standardization" + File.separator + "c" + problemId + ".txt"); double[][] G = Utils.loadDoubleMatrixFromFile( "lp" + File.separator + "standardization" + File.separator + "G" + problemId + ".csv", ",".charAt(0)); double[] h = Utils.loadDoubleArrayFromFile( "lp" + File.separator + "standardization" + File.separator + "h" + problemId + ".txt"); ; double[][] A = Utils.loadDoubleMatrixFromFile( "lp" + File.separator + "standardization" + File.separator + "A" + problemId + ".csv", ",".charAt(0)); double[] b = Utils.loadDoubleArrayFromFile( "lp" + File.separator + "standardization" + File.separator + "b" + problemId + ".txt"); double[] lb = Utils.loadDoubleArrayFromFile( "lp" + File.separator + "standardization" + File.separator + "lb" + problemId + ".txt"); double[] ub = Utils.loadDoubleArrayFromFile( "lp" + File.separator + "standardization" + File.separator + "ub" + problemId + ".txt"); double[] expectedSol = Utils.loadDoubleArrayFromFile( "lp" + File.separator + "standardization" + File.separator + "sol" + problemId + ".txt"); double expectedValue = Utils.loadDoubleArrayFromFile( "lp" + File.separator + "standardization" + File.separator + "value" + problemId + ".txt")[0]; double expectedTolerance = MatrixUtils.createRealMatrix(A) .operate(MatrixUtils.createRealVector(expectedSol)).subtract(MatrixUtils.createRealVector(b)) .getNorm(); int nOfSlackVariables = 0; for (int i = 0; i < c.length; i++) { double lbi = lb[i]; int lbCompare = Double.compare(lbi, 0.); if (lbCompare != 0 && !Double.isNaN(lbi)) { nOfSlackVariables++; } if (!Double.isNaN(ub[i])) { nOfSlackVariables++; } } int expectedS = G.length + nOfSlackVariables; //standard form conversion boolean strictlyStandardForm = true; LPStandardConverter lpConverter = new LPStandardConverter(strictlyStandardForm); lpConverter.toStandardForm(c, G, h, A, b, lb, ub); int n = lpConverter.getStandardN(); int s = lpConverter.getStandardS(); c = lpConverter.getStandardC().toArray(); A = lpConverter.getStandardA().toArray(); b = lpConverter.getStandardB().toArray(); lb = lpConverter.getStandardLB().toArray(); ub = (lpConverter.getStandardUB() == null) ? null : ub; log.debug("n : " + n); log.debug("s : " + s); log.debug("c : " + ArrayUtils.toString(c)); log.debug("A : " + ArrayUtils.toString(A)); log.debug("b : " + ArrayUtils.toString(b)); log.debug("lb : " + ArrayUtils.toString(lb)); //log.debug("ub : " + ArrayUtils.toString(ub)); //check consistency assertEquals(expectedS, s); assertEquals(lb.length, n); assertTrue(ub == null); //check constraints RealMatrix GOrig = new Array2DRowRealMatrix(G); RealVector hOrig = new ArrayRealVector(h); RealMatrix AStandard = new Array2DRowRealMatrix(A); RealVector bStandard = new ArrayRealVector(b); RealVector expectedSolVector = new ArrayRealVector(expectedSol); double[] expectedStandardSol = lpConverter.getStandardComponents(expectedSol); RealVector expectedStandardSolVector = new ArrayRealVector(expectedStandardSol); for (int i = 0; i < expectedStandardSolVector.getDimension(); i++) { assertTrue(expectedStandardSolVector.getEntry(i) >= 0.); } RealVector Axmb = AStandard.operate(expectedStandardSolVector).subtract(bStandard); assertEquals(0., Axmb.getNorm(), expectedTolerance); Utils.writeDoubleArrayToFile(new double[] { s }, "target" + File.separator + "standardS_" + problemId + ".txt"); Utils.writeDoubleArrayToFile(c, "target" + File.separator + "standardC_" + problemId + ".txt"); Utils.writeDoubleMatrixToFile(A, "target" + File.separator + "standardA_" + problemId + ".csv"); Utils.writeDoubleArrayToFile(b, "target" + File.separator + "standardB_" + problemId + ".txt"); Utils.writeDoubleArrayToFile(lb, "target" + File.separator + "standardLB_" + problemId + ".txt"); //ub is null Utils.writeDoubleArrayToFile(ub, "target" + File.separator + "standardUB_"+problemId+".txt"); }
From source file:com.joptimizer.optimizers.LPStandardConverterTest.java
/** * Standardization of a problem on the form: * min(c) s.t./* w w w. j a v a2 s.c o m*/ * G.x < h * A.x = b */ public void testCGhAb3() throws Exception { log.debug("testCGhAb3"); String problemId = "3"; double[] c = Utils.loadDoubleArrayFromFile( "lp" + File.separator + "standardization" + File.separator + "c" + problemId + ".txt"); double[][] G = Utils.loadDoubleMatrixFromFile( "lp" + File.separator + "standardization" + File.separator + "G" + problemId + ".csv", ",".charAt(0)); double[] h = Utils.loadDoubleArrayFromFile( "lp" + File.separator + "standardization" + File.separator + "h" + problemId + ".txt"); ; double[][] A = Utils.loadDoubleMatrixFromFile( "lp" + File.separator + "standardization" + File.separator + "A" + problemId + ".csv", ",".charAt(0)); double[] b = Utils.loadDoubleArrayFromFile( "lp" + File.separator + "standardization" + File.separator + "b" + problemId + ".txt"); double[] expectedSol = Utils.loadDoubleArrayFromFile( "lp" + File.separator + "standardization" + File.separator + "sol" + problemId + ".txt"); double expectedValue = Utils.loadDoubleArrayFromFile( "lp" + File.separator + "standardization" + File.separator + "value" + problemId + ".txt")[0]; double expectedTolerance = MatrixUtils.createRealMatrix(A) .operate(MatrixUtils.createRealVector(expectedSol)).subtract(MatrixUtils.createRealVector(b)) .getNorm(); //standard form conversion LPStandardConverter lpConverter = new LPStandardConverter(); lpConverter.toStandardForm(c, G, h, A, b, null, null); int n = lpConverter.getStandardN(); int s = lpConverter.getStandardS(); c = lpConverter.getStandardC().toArray(); A = lpConverter.getStandardA().toArray(); b = lpConverter.getStandardB().toArray(); double[] lb = lpConverter.getStandardLB().toArray(); double[] ub = lpConverter.getStandardUB().toArray(); log.debug("n : " + n); log.debug("s : " + s); //check consistency assertEquals(G.length, s); assertEquals(A[0].length, n); assertEquals(s + lpConverter.getOriginalN(), n); assertEquals(lb.length, n); assertEquals(ub.length, n); //check constraints RealMatrix GOrig = new Array2DRowRealMatrix(G); RealVector hOrig = new ArrayRealVector(h); RealMatrix AStandard = new Array2DRowRealMatrix(A); RealVector bStandard = new ArrayRealVector(b); RealVector expectedSolVector = new ArrayRealVector(expectedSol); RealVector Gxh = GOrig.operate(expectedSolVector).subtract(hOrig);//G.x - h RealVector slackVariables = new ArrayRealVector(s); for (int i = 0; i < s; i++) { slackVariables.setEntry(i, 0. - Gxh.getEntry(i));//the difference from 0 assertTrue(slackVariables.getEntry(i) >= 0.); } RealVector sol = slackVariables.append(expectedSolVector); RealVector Axmb = AStandard.operate(sol).subtract(bStandard); assertEquals(0., Axmb.getNorm(), expectedTolerance); // Utils.writeDoubleArrayToFile(new double[]{s}, "target" + File.separator + "standardS"+problemId+".txt"); // Utils.writeDoubleArrayToFile(c, "target" + File.separator + "standardC"+problemId+".txt"); // Utils.writeDoubleMatrixToFile(A, "target" + File.separator + "standardA"+problemId+".txt"); // Utils.writeDoubleArrayToFile(b, "target" + File.separator + "standardB"+problemId+".txt"); // Utils.writeDoubleArrayToFile(lb, "target" + File.separator + "standardLB"+problemId+".txt"); // Utils.writeDoubleArrayToFile(ub, "target" + File.separator + "standardUB"+problemId+".txt"); }
From source file:edu.duke.cs.osprey.tupexp.IterativeCGTupleFitter.java
RealVector applyAtA(RealVector rv) { //first apply A double Arv[] = calcFitVals(rv); //then apply A^T to Arv double ans[] = new double[numTup]; for (int s = 0; s < numSamp; s++) { if (isSampleRestrained(s)) { ArrayList<Integer> sampTup = tupIndMat.calcSampleTuples(samples.get(s)); for (int t : sampTup) ans[t] += Arv[s];/* w ww. j a v a 2 s .c o m*/ } } //damping if (curCoeffs != null) {//not first iteration for (int t = 0; t < numTup; t++) ans[t] += damperLambda * rv.getEntry(t); } return new ArrayRealVector(ans, false);//make RealVector without copying ans }
From source file:com.joptimizer.optimizers.LPStandardConverterTest.java
/** * Standardization of a problem on the form: * min(c) s.t.// w w w . j av a 2 s .c o m * G.x < h * A.x = b */ public void testCGhAb2() throws Exception { log.debug("testCGhAb2"); String problemId = "2"; double[] c = Utils.loadDoubleArrayFromFile( "lp" + File.separator + "standardization" + File.separator + "c" + problemId + ".txt"); double[][] G = Utils.loadDoubleMatrixFromFile( "lp" + File.separator + "standardization" + File.separator + "G" + problemId + ".csv", ",".charAt(0)); double[] h = Utils.loadDoubleArrayFromFile( "lp" + File.separator + "standardization" + File.separator + "h" + problemId + ".txt"); ; double[][] A = Utils.loadDoubleMatrixFromFile( "lp" + File.separator + "standardization" + File.separator + "A" + problemId + ".csv", ",".charAt(0)); double[] b = Utils.loadDoubleArrayFromFile( "lp" + File.separator + "standardization" + File.separator + "b" + problemId + ".txt"); double[] expectedSol = Utils.loadDoubleArrayFromFile( "lp" + File.separator + "standardization" + File.separator + "sol" + problemId + ".txt"); double expectedValue = Utils.loadDoubleArrayFromFile( "lp" + File.separator + "standardization" + File.separator + "value" + problemId + ".txt")[0]; double expectedTolerance = MatrixUtils.createRealMatrix(A) .operate(MatrixUtils.createRealVector(expectedSol)).subtract(MatrixUtils.createRealVector(b)) .getNorm(); //standard form conversion double unboundedLBValue = Double.NEGATIVE_INFINITY; double unboundedUBValue = Double.POSITIVE_INFINITY; LPStandardConverter lpConverter = new LPStandardConverter(unboundedLBValue, unboundedUBValue); lpConverter.toStandardForm(c, G, h, A, b, null, null); int n = lpConverter.getStandardN(); int s = lpConverter.getStandardS(); c = lpConverter.getStandardC().toArray(); A = lpConverter.getStandardA().toArray(); b = lpConverter.getStandardB().toArray(); double[] lb = lpConverter.getStandardLB().toArray(); double[] ub = lpConverter.getStandardUB().toArray(); log.debug("n : " + n); log.debug("s : " + s); log.debug("c : " + ArrayUtils.toString(c)); log.debug("A : " + ArrayUtils.toString(A)); log.debug("b : " + ArrayUtils.toString(b)); log.debug("lb : " + ArrayUtils.toString(lb)); log.debug("ub : " + ArrayUtils.toString(ub)); //check consistency assertEquals(G.length, s); assertEquals(A[0].length, n); assertEquals(s + lpConverter.getOriginalN(), n); assertEquals(lb.length, n); assertEquals(ub.length, n); //check constraints RealMatrix GOrig = new Array2DRowRealMatrix(G); RealVector hOrig = new ArrayRealVector(h); RealMatrix AStandard = new Array2DRowRealMatrix(A); RealVector bStandard = new ArrayRealVector(b); RealVector expectedSolVector = new ArrayRealVector(expectedSol); RealVector Gxh = GOrig.operate(expectedSolVector).subtract(hOrig);//G.x - h RealVector slackVariables = new ArrayRealVector(s); for (int i = 0; i < s; i++) { slackVariables.setEntry(i, 0. - Gxh.getEntry(i));//the difference from 0 assertTrue(slackVariables.getEntry(i) >= 0.); } RealVector sol = slackVariables.append(expectedSolVector); RealVector Axmb = AStandard.operate(sol).subtract(bStandard); assertEquals(0., Axmb.getNorm(), expectedTolerance); // Utils.writeDoubleArrayToFile(new double[]{s}, "target" + File.separator + "standardS"+problemId+".txt"); // Utils.writeDoubleArrayToFile(c, "target" + File.separator + "standardC"+problemId+".txt"); // Utils.writeDoubleMatrixToFile(A, "target" + File.separator + "standardA"+problemId+".txt"); // Utils.writeDoubleArrayToFile(b, "target" + File.separator + "standardB"+problemId+".txt"); // Utils.writeDoubleArrayToFile(lb, "target" + File.separator + "standardLB"+problemId+".txt"); // Utils.writeDoubleArrayToFile(ub, "target" + File.separator + "standardUB"+problemId+".txt"); }
From source file:com.joptimizer.optimizers.LPStandardConverterTest.java
/** * Standardization of a problem on the form: * min(c) s.t.//w w w . ja v a2s. c o m * G.x < h * A.x = b * lb <= x <= ub */ public void testCGhAbLbUb1() throws Exception { log.debug("testCGhAbLbUb1"); String problemId = "1"; double[] c = Utils.loadDoubleArrayFromFile( "lp" + File.separator + "standardization" + File.separator + "c" + problemId + ".txt"); double[][] G = Utils.loadDoubleMatrixFromFile( "lp" + File.separator + "standardization" + File.separator + "G" + problemId + ".csv", ",".charAt(0)); double[] h = Utils.loadDoubleArrayFromFile( "lp" + File.separator + "standardization" + File.separator + "h" + problemId + ".txt"); ; double[][] A = Utils.loadDoubleMatrixFromFile( "lp" + File.separator + "standardization" + File.separator + "A" + problemId + ".csv", ",".charAt(0)); double[] b = Utils.loadDoubleArrayFromFile( "lp" + File.separator + "standardization" + File.separator + "b" + problemId + ".txt"); double[] lb = Utils.loadDoubleArrayFromFile( "lp" + File.separator + "standardization" + File.separator + "lb" + problemId + ".txt"); double[] ub = Utils.loadDoubleArrayFromFile( "lp" + File.separator + "standardization" + File.separator + "ub" + problemId + ".txt"); double[] expectedSol = Utils.loadDoubleArrayFromFile( "lp" + File.separator + "standardization" + File.separator + "sol" + problemId + ".txt"); double expectedValue = Utils.loadDoubleArrayFromFile( "lp" + File.separator + "standardization" + File.separator + "value" + problemId + ".txt")[0]; //double expectedTolerance = Utils.loadDoubleArrayFromFile("lp"+File.separator+"standardization"+File.separator+"tolerance"+problemId+".txt")[0]; double expectedTolerance = MatrixUtils.createRealMatrix(A) .operate(MatrixUtils.createRealVector(expectedSol)).subtract(MatrixUtils.createRealVector(b)) .getNorm(); //standard form conversion double unboundedLBValue = Double.NEGATIVE_INFINITY;//this is because in the file the unbounded lb are -Infinity values (not the default value) double unboundedUBValue = Double.POSITIVE_INFINITY;//this is because in the file the unbounded ub are +Infinity values LPStandardConverter lpConverter = new LPStandardConverter(unboundedLBValue, unboundedUBValue); lpConverter.toStandardForm(c, G, h, A, b, lb, ub); int n = lpConverter.getStandardN(); int s = lpConverter.getStandardS(); c = lpConverter.getStandardC().toArray(); A = lpConverter.getStandardA().toArray(); b = lpConverter.getStandardB().toArray(); lb = lpConverter.getStandardLB().toArray(); ub = lpConverter.getStandardUB().toArray(); log.debug("n : " + n); log.debug("s : " + s); log.debug("c : " + ArrayUtils.toString(c)); log.debug("A : " + ArrayUtils.toString(A)); log.debug("b : " + ArrayUtils.toString(b)); log.debug("lb : " + ArrayUtils.toString(lb)); log.debug("ub : " + ArrayUtils.toString(ub)); //check consistency assertEquals(G.length, s); assertEquals(s + lpConverter.getOriginalN(), n); assertEquals(lb.length, n); assertEquals(ub.length, n); //check constraints RealMatrix GOrig = new Array2DRowRealMatrix(G); RealVector hOrig = new ArrayRealVector(h); RealMatrix AStandard = new Array2DRowRealMatrix(A); RealVector bStandard = new ArrayRealVector(b); RealVector expectedSolVector = new ArrayRealVector(expectedSol); RealVector Gxh = GOrig.operate(expectedSolVector).subtract(hOrig);//G.x - h RealVector slackVariables = new ArrayRealVector(s); for (int i = 0; i < s; i++) { slackVariables.setEntry(i, 0. - Gxh.getEntry(i));//the difference from 0 assertTrue(slackVariables.getEntry(i) >= 0.); } RealVector sol = slackVariables.append(expectedSolVector); RealVector Axmb = AStandard.operate(sol).subtract(bStandard); assertEquals(0., Axmb.getNorm(), expectedTolerance); // Utils.writeDoubleArrayToFile(new double[]{s}, "target" + File.separator + "standardS"+problemId+".txt"); // Utils.writeDoubleArrayToFile(c, "target" + File.separator + "standardC"+problemId+".txt"); // Utils.writeDoubleMatrixToFile(A, "target" + File.separator + "standardA"+problemId+".txt"); // Utils.writeDoubleArrayToFile(b, "target" + File.separator + "standardB"+problemId+".txt"); // Utils.writeDoubleArrayToFile(lb, "target" + File.separator + "standardLB"+problemId+".txt"); // Utils.writeDoubleArrayToFile(ub, "target" + File.separator + "standardUB"+problemId+".txt"); }
From source file:com.joptimizer.optimizers.LPStandardConverterTest.java
/** * Standardization of a problem on the form: * min(c) s.t./* w w w .ja va2 s .c o m*/ * G.x < h * A.x = b * lb <= x <= ub */ public void testCGhAbLbUb4() throws Exception { log.debug("testCGhAbLbUb4"); String problemId = "4"; double[] c = Utils.loadDoubleArrayFromFile( "lp" + File.separator + "standardization" + File.separator + "c" + problemId + ".txt"); double[][] G = Utils.loadDoubleMatrixFromFile( "lp" + File.separator + "standardization" + File.separator + "G" + problemId + ".csv", ",".charAt(0)); double[] h = Utils.loadDoubleArrayFromFile( "lp" + File.separator + "standardization" + File.separator + "h" + problemId + ".txt"); ; double[][] A = Utils.loadDoubleMatrixFromFile( "lp" + File.separator + "standardization" + File.separator + "A" + problemId + ".csv", ",".charAt(0)); double[] b = Utils.loadDoubleArrayFromFile( "lp" + File.separator + "standardization" + File.separator + "b" + problemId + ".txt"); double[] lb = Utils.loadDoubleArrayFromFile( "lp" + File.separator + "standardization" + File.separator + "lb" + problemId + ".txt"); double[] ub = Utils.loadDoubleArrayFromFile( "lp" + File.separator + "standardization" + File.separator + "ub" + problemId + ".txt"); double[] expectedSol = Utils.loadDoubleArrayFromFile( "lp" + File.separator + "standardization" + File.separator + "sol" + problemId + ".txt"); double expectedValue = Utils.loadDoubleArrayFromFile( "lp" + File.separator + "standardization" + File.separator + "value" + problemId + ".txt")[0]; double expectedTolerance = MatrixUtils.createRealMatrix(A) .operate(MatrixUtils.createRealVector(expectedSol)).subtract(MatrixUtils.createRealVector(b)) .getNorm(); int nOsSplittingVariables = 0; // for(int i=0; i<lb.length; i++){ // if(Double.compare(lb[i], 0.) != 0){ // nOsSplittingVariables++; // } // } //standard form conversion double unboundedLBValue = Double.NaN;//this is because in the file the unbounded lb are NaN values (and also the default value) double unboundedUBValue = Double.NaN;//this is because in the file the unbounded ub are NaN values LPStandardConverter lpConverter = new LPStandardConverter(unboundedLBValue, unboundedUBValue); lpConverter.toStandardForm(c, G, h, A, b, lb, ub); int n = lpConverter.getStandardN(); int s = lpConverter.getStandardS(); c = lpConverter.getStandardC().toArray(); A = lpConverter.getStandardA().toArray(); b = lpConverter.getStandardB().toArray(); lb = lpConverter.getStandardLB().toArray(); ub = lpConverter.getStandardUB().toArray(); log.debug("n : " + n); log.debug("s : " + s); //check consistency assertEquals(G.length, s); assertEquals(s + lpConverter.getOriginalN() + nOsSplittingVariables, n); assertEquals(lb.length, n); assertEquals(ub.length, n); //check constraints RealMatrix GOrig = new Array2DRowRealMatrix(G); RealVector hOrig = new ArrayRealVector(h); RealMatrix AStandard = new Array2DRowRealMatrix(A); RealVector bStandard = new ArrayRealVector(b); RealVector expectedSolVector = new ArrayRealVector(expectedSol); RealVector Gxh = GOrig.operate(expectedSolVector).subtract(hOrig);//G.x - h RealVector slackVariables = new ArrayRealVector(s); for (int i = 0; i < s; i++) { slackVariables.setEntry(i, 0. - Gxh.getEntry(i));//the difference from 0 assertTrue(slackVariables.getEntry(i) >= 0.); } RealVector sol = slackVariables.append(expectedSolVector); RealVector Axmb = AStandard.operate(sol).subtract(bStandard); assertEquals(0., Axmb.getNorm(), expectedTolerance * 1.001); // Utils.writeDoubleArrayToFile(new double[]{s}, "target" + File.separator + "standardS"+problemId+".txt"); // Utils.writeDoubleArrayToFile(c, "target" + File.separator + "standardC"+problemId+".txt"); // Utils.writeDoubleMatrixToFile(A, "target" + File.separator + "standardA"+problemId+".txt"); // Utils.writeDoubleArrayToFile(b, "target" + File.separator + "standardB"+problemId+".txt"); // Utils.writeDoubleArrayToFile(lb, "target" + File.separator + "standardLB"+problemId+".txt"); // Utils.writeDoubleArrayToFile(ub, "target" + File.separator + "standardUB"+problemId+".txt"); }