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source: trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/Nca/Matrix.cs @ 8681

Last change on this file since 8681 was 8681, checked in by abeham, 12 years ago

#1913: Added regularization term introduced by Yang and Laaksonen 2007

File size: 7.4 KB
Line 
1#region License Information
2/* HeuristicLab
3 * Copyright (C) 2002-2012 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4 *
5 * This file is part of HeuristicLab.
6 *
7 * HeuristicLab is free software: you can redistribute it and/or modify
8 * it under the terms of the GNU General Public License as published by
9 * the Free Software Foundation, either version 3 of the License, or
10 * (at your option) any later version.
11 *
12 * HeuristicLab is distributed in the hope that it will be useful,
13 * but WITHOUT ANY WARRANTY; without even the implied warranty of
14 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
15 * GNU General Public License for more details.
16 *
17 * You should have received a copy of the GNU General Public License
18 * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
19 */
20#endregion
21
22using System;
23using System.Collections;
24using System.Collections.Generic;
25using System.Linq;
26using HeuristicLab.Common;
27using HeuristicLab.PluginInfrastructure;
28
29namespace HeuristicLab.Algorithms.DataAnalysis {
30  [NonDiscoverableType]
31  internal class Matrix : IEnumerable<double>, IDeepCloneable {
32    // this type is immutable
33    private readonly IEnumerable<double> values;
34    public readonly int Rows;
35    public readonly int Columns;
36
37    protected Matrix(Matrix original, Cloner cloner) {
38      this.values = original.values.ToArray();
39      this.Rows = original.Rows;
40      this.Columns = original.Columns;
41      cloner.RegisterClonedObject(original, this);
42    }
43    public Matrix(IEnumerable<double> vector) {
44      this.values = vector;
45      Rows = 1;
46      Columns = vector.Count();
47    }
48    public Matrix(IEnumerable<double> vector, int length) {
49      this.values = vector;
50      Rows = 1;
51      Columns = length;
52    }
53    public Matrix(double[,] matrix) {
54      this.values = GetOnlineValues(matrix);
55      Rows = matrix.GetLength(0);
56      Columns = matrix.GetLength(1);
57    }
58    public Matrix(IEnumerable<double> matrix, int rows, int columns) {
59      this.values = matrix;
60      Rows = rows;
61      Columns = columns;
62    }
63
64    public object Clone() {
65      return Clone(new Cloner());
66    }
67    public IDeepCloneable Clone(Cloner cloner) {
68      return new Matrix(this, cloner);
69    }
70
71    public Matrix Transpose() {
72      return new Matrix(Transpose(values, Columns, Rows), Columns, Rows);
73    }
74
75    private IEnumerable<double> Transpose(IEnumerable<double> values, int rows, int columns) {
76      // vectors don't need to be transposed
77      if (rows == 1 || columns == 1) {
78        foreach (var v in values) yield return v;
79        yield break;
80      }
81
82      int skip = 0;
83      var iter = values.GetEnumerator();
84      if (!iter.MoveNext()) yield break;
85      while (skip < rows) {
86        for (int i = 0; i < skip; i++) iter.MoveNext();
87        yield return iter.Current;
88        for (int j = 0; j < columns - 1; j++) {
89          for (int i = 0; i < rows; i++) iter.MoveNext();
90          yield return iter.Current;
91        }
92        skip++;
93        if (skip < rows) {
94          iter = values.GetEnumerator();
95          iter.MoveNext();
96        }
97      }
98    }
99
100    public Matrix Add(Matrix other) {
101      return new Matrix(AddOnline(other), Rows, Columns);
102    }
103
104    public void AddTo(double[,] matrix) {
105      if (Rows != matrix.GetLength(0) || Columns != matrix.GetLength(1)) throw new ArgumentException("unequal size", "matrix");
106      var iter = values.GetEnumerator();
107      for (int i = 0; i < Rows; i++)
108        for (int j = 0; j < Columns; j++) {
109          iter.MoveNext();
110          matrix[i, j] += iter.Current;
111        }
112    }
113
114    public Matrix Subtract(Matrix other) {
115      return new Matrix(SubtractOnline(other), Rows, Columns);
116    }
117
118    public Matrix Multiply(Matrix other) {
119      return new Matrix(MultiplyOnline(other), Rows, other.Columns);
120    }
121
122    public Matrix Multiply(double value) {
123      return new Matrix(values.Select(x => x * value), Rows, Columns);
124    }
125
126    public double EuclideanNorm() {
127      return Math.Sqrt(SumOfSquares());
128    }
129
130    public double SumOfSquares() {
131      return values.Sum(x => x * x);
132    }
133
134    public Matrix OuterProduct(Matrix other) {
135      if (Rows != 1 || other.Rows != 1) throw new ArgumentException("OuterProduct can only be applied to vectors.");
136      return Transpose().Multiply(other);
137    }
138
139    public IEnumerable<double> ColumnSums() {
140      return Transpose().RowSums();
141    }
142
143    public IEnumerable<double> RowSums() {
144      var sum = 0.0;
145      int counter = 0;
146      foreach (var v in values) {
147        sum += v;
148        counter++;
149        if (counter == Rows) {
150          yield return sum;
151          sum = 0.0;
152          counter = 0;
153        }
154      }
155    }
156
157    public Matrix Negate() {
158      return new Matrix(values.Select(x => -x), Rows, Columns);
159    }
160
161    public Matrix Apply() {
162      return new Matrix(values.ToArray(), Rows, Columns);
163    }
164
165    public IEnumerator<double> GetEnumerator() { return values.GetEnumerator(); }
166    IEnumerator IEnumerable.GetEnumerator() { return GetEnumerator(); }
167
168
169    private IEnumerable<double> AddOnline(Matrix other) {
170      if (Rows != other.Rows || Columns != other.Columns) throw new ArgumentException("Number of rows and columns are not equal.");
171      var meIter = values.GetEnumerator();
172      var otherIter = other.GetEnumerator();
173      if (!meIter.MoveNext()) yield break;
174      if (!otherIter.MoveNext()) yield break;
175      for (int i = 0; i < Rows * Columns; i++) {
176        yield return meIter.Current + otherIter.Current;
177        meIter.MoveNext();
178        otherIter.MoveNext();
179      }
180    }
181
182    private IEnumerable<double> SubtractOnline(Matrix other) {
183      if (Rows != other.Rows || Columns != other.Columns) throw new ArgumentException("Number of rows and columns are not equal.");
184      var meIter = values.GetEnumerator();
185      var otherIter = other.GetEnumerator();
186      if (!meIter.MoveNext()) yield break;
187      if (!otherIter.MoveNext()) yield break;
188      for (int i = 0; i < Rows * Columns; i++) {
189        yield return meIter.Current - otherIter.Current;
190        meIter.MoveNext();
191        otherIter.MoveNext();
192      }
193    }
194
195    private IEnumerable<double> MultiplyOnline(Matrix other) {
196      if (Columns != other.Rows) throw new ArgumentException("Number of rows and columns are not equal.");
197      var meIter = values.GetEnumerator();
198      var otherByColumn = other.Transpose();
199      var otherIter = otherByColumn.GetEnumerator();
200      if (!meIter.MoveNext()) yield break;
201      if (!otherIter.MoveNext()) yield break;
202      for (int r = 0; r < Rows; r++) {
203        var row = new double[Columns];
204        for (int x = 0; x < Columns; x++) {
205          row[x] = meIter.Current;
206          meIter.MoveNext();
207        }
208        for (int c = 0; c < other.Columns; c++) {
209          var sum = 0.0;
210          for (int y = 0; y < other.Rows; y++) {
211            sum += row[y] * otherIter.Current;
212            otherIter.MoveNext();
213          }
214          yield return sum;
215        }
216        otherIter = otherByColumn.GetEnumerator();
217        otherIter.MoveNext();
218      }
219    }
220
221    private IEnumerable<double> GetOnlineValues(double[,] matrix) {
222      for (int i = 0; i < matrix.GetLength(0); i++)
223        for (int j = 0; j < matrix.GetLength(1); j++) {
224          yield return matrix[i, j];
225        }
226    }
227  }
228}
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