Example usage for org.apache.commons.math3.linear RealVector unitVector

Introduction

In this page you can find the example usage for org.apache.commons.math3.linear RealVector unitVector.

Prototype

public RealVector unitVector() throws MathArithmeticException 

Source Link

Document

Creates a unit vector pointing in the direction of this vector.

Usage

From source file:hivemall.utils.math.MatrixUtils.java

@Nonnull
static RealVector unitL2norm(@Nonnull final RealVector x) {
    double x0 = x.getEntry(0);
    double sign = MathUtils.sign(x0);
    x.setEntry(0, x0 + sign * x.getNorm());
    return x.unitVector();
}

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From source file:edu.utexas.cs.tactex.tariffoptimization.OptimizerWrapperGradientAscent.java

@Override
public TreeMap<Double, TariffSpecification> findOptimum(TariffUtilityEstimate tariffUtilityEstimate,
        int NUM_RATES, int numEval) {

    double[] startingVertex = new double[NUM_RATES]; // start from the fixed-rate tariff's offset
    Arrays.fill(startingVertex, 0.0);

    // temporary solution - getting fixed rate tariff to determine step size and scaling STEP_SIZE proportionally
    TariffSpecification bestFixedRateSpec = tariffUtilityEstimate.getCorrespondingSpec(startingVertex);
    double bestFixedRate = bestFixedRateSpec.getRates().get(0).getValue();
    double rateRatio = bestFixedRate / REFERENCE_RATE;
    // Note: using rateRatio has not been good enough, so trying powers of it (remember it's > 1)
    //STEP_SIZE = Math.max(REFERENCE_STEP_SIZE, (rateRatio * rateRatio) * REFERENCE_STEP_SIZE);
    STEP_SIZE = Math.max(REFERENCE_STEP_SIZE, Math.abs(rateRatio) * REFERENCE_STEP_SIZE);
    log.debug("STEP_SIZE = " + STEP_SIZE + " REFERENCE_STEP_SIZE=" + REFERENCE_STEP_SIZE + " bestFixedRate="
            + bestFixedRate + " REFERENCE_RATE=" + REFERENCE_RATE);

    evaluations = 0;/*w  w  w .j  ava 2  s . com*/
    TreeMap<Double, TariffSpecification> eval2TOUTariff = new TreeMap<Double, TariffSpecification>();

    // OUTER LOOP
    //for( STEP_SIZE = 0.005; STEP_SIZE < 0.100; STEP_SIZE += 0.005) {
    //  log.info("STARTING A LOOP: STEP_SIZE=" + STEP_SIZE);

    // first compute numerical gradient
    RealVector gradient = new ArrayRealVector(NUM_RATES);
    for (int i = 0; i < NUM_RATES; ++i) {
        gradient.setEntry(i, computePartialDerivative(i, tariffUtilityEstimate, NUM_RATES, eval2TOUTariff));
    }
    gradient = gradient.unitVector();

    // taking steps in the gradient direction
    double previousPointValue = -Double.MAX_VALUE;
    final double alpha = STEP_SIZE;
    RealVector rateOffsets = new ArrayRealVector(NUM_RATES); // initializes with 0s?
    double currentPointValue = evaluatePoint(tariffUtilityEstimate, rateOffsets.toArray());
    eval2TOUTariff.put(currentPointValue, tariffUtilityEstimate.getCorrespondingSpec(rateOffsets.toArray()));
    while (!converged(currentPointValue, previousPointValue) && evaluations < MAX_EVALUATIONS) {
        previousPointValue = currentPointValue;
        rateOffsets = rateOffsets.add(gradient.mapMultiply(alpha));
        currentPointValue = evaluatePoint(tariffUtilityEstimate, rateOffsets.toArray());
        eval2TOUTariff.put(currentPointValue,
                tariffUtilityEstimate.getCorrespondingSpec(rateOffsets.toArray()));
    }

    log.info("gradient ascent finished after " + evaluations + " evaluations");

    //}

    // return map
    return eval2TOUTariff;
}

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