Performs simple regularization by adding a small value to the diagonal of a matrix; matrix must be square - Java java.lang

Java examples for java.lang:Math Matrix

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Description

Performs simple regularization by adding a small value to the diagonal of a matrix; matrix must be square

Demo Code

/**//from  ww w  . jav a 2 s.  co m
 * MatrixHelper.java
 * 
 * Revision History:<br>
 * Jan 14, 2009 bpaulson - File created
 * 
 * <p>
 * 
 * <pre>
 * This work is released under the BSD License:
 * (C) 2008 Sketch Recognition Lab, Texas A&amp;M University (hereafter SRL @ TAMU)
 * All rights reserved.
 * 
 * Redistribution and use in source and binary forms, with or without
 * modification, are permitted provided that the following conditions are met:
 *     * Redistributions of source code must retain the above copyright
 *       notice, this list of conditions and the following disclaimer.
 *     * Redistributions in binary form must reproduce the above copyright
 *       notice, this list of conditions and the following disclaimer in the
 *       documentation and/or other materials provided with the distribution.
 *     * Neither the name of the Sketch Recognition Lab, Texas A&amp;M University 
 *       nor the names of its contributors may be used to endorse or promote 
 *       products derived from this software without specific prior written 
 *       permission.
 * 
 * THIS SOFTWARE IS PROVIDED BY SRL @ TAMU ``AS IS'' AND ANY
 * EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
 * WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
 * DISCLAIMED. IN NO EVENT SHALL SRL @ TAMU BE LIABLE FOR ANY
 * DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
 * (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
 * LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
 * ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
 * (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
 * SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
 * </pre>
 */
import java.io.BufferedReader;
import java.io.BufferedWriter;
import java.io.FileReader;
import java.io.FileWriter;
import java.io.IOException;
import java.util.ArrayList;
import java.util.List;
import Jama.Matrix;

public class Main{
    /**
     * Performs simple regularization by adding a small value to the diagonal of
     * a matrix; matrix must be square
     * 
     * @param m
     *            matrix to regularize
     * @param val
     *            value to add to diagonal
     * @return regularized version of matrix
     */
    public static Matrix regularize(Matrix m, double val) {
        if (m.getColumnDimension() != m.getRowDimension())
            return m;
        Matrix regM = new Matrix(m.getRowDimension(),
                m.getColumnDimension());
        for (int i = 0; i < m.getRowDimension(); i++)
            for (int j = 0; j < m.getColumnDimension(); j++)
                regM.set(i, j, m.get(i, j));
        for (int i = 0; i < regM.getRowDimension(); i++)
            regM.set(i, i, regM.get(i, i) + val);
        return regM;
    }
    /**
     * Performs simple regularization by adding a small value (equals to 1/1000
     * of the minimum value in the matrix) to the diagonal of the matrix
     * 
     * @param m
     *            square matrix to regularize
     * @return regularized matrix
     */
    public static Matrix regularize(Matrix m) {
        double val = absMin(m) * 0.001;
        if (m.getColumnDimension() != m.getRowDimension())
            return m;
        Matrix regM = new Matrix(m.getRowDimension(),
                m.getColumnDimension());
        for (int i = 0; i < m.getRowDimension(); i++)
            for (int j = 0; j < m.getColumnDimension(); j++)
                regM.set(i, j, m.get(i, j));
        for (int i = 0; i < regM.getRowDimension(); i++)
            regM.set(i, i, regM.get(i, i) + val);
        return regM;
    }
    /**
     * Calculate and return the absolute minimum value in the matrix
     * 
     * @param m
     *            matrix to search
     * @return minimum (non-zero) absolute value in the matrix
     */
    private static double absMin(Matrix m) {
        double min = Double.MAX_VALUE;
        for (int r = 0; r < m.getRowDimension(); r++)
            for (int c = 0; c < m.getColumnDimension(); c++)
                if (Math.abs(m.get(r, c)) < min && m.get(r, c) != 0)
                    min = Math.abs(m.get(r, c));
        return min;
    }
}

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