Changeset 12792 for trunk/sources/HeuristicLab.Algorithms.DataAnalysis

Timestamp:

07/21/15 16:00:20 (9 years ago)

Author:

gkronber

Message:

#2435: updated some of the alglib calls (we should only use the external API whenever possible)

Location:

trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4

Files:

• GaussianProcess/GaussianProcessModel.cs (modified) (2 diffs)
• Linear/LinearRegression.cs (modified) (2 diffs)
• Linear/MultinomialLogitClassification.cs (modified) (1 diff)
• TimeSeries/AutoregressiveModeling.cs (modified) (1 diff)

trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/GaussianProcessModel.cs

@@ -168 +168 @@
       alglib.densesolverreport denseSolveRep;
 
-      var res = alglib.trfac.spdmatrixcholesky(ref l, n, false);
+      var res = alglib.spdmatrixcholesky(ref l, n, false);
       if (!res) throw new ArgumentException("Matrix is not positive semidefinite");
 
@@ -297 +297 @@
 
       // for stddev 
-      alglib.ablas.rmatrixlefttrsm(n, newN, l, 0, 0, false, false, 0, sWKs, 0, 0);
+      alglib.rmatrixlefttrsm(n, newN, l, 0, 0, false, false, 0, ref sWKs, 0, 0);
 
       for (int i = 0; i < newN; i++) {

trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/Linear/LinearRegression.cs

@@ -47 +47 @@
     private LinearRegression(LinearRegression original, Cloner cloner)
       : base(original, cloner) {
+
     }
     public LinearRegression()
@@ -77 +78 @@
         throw new NotSupportedException("Linear regression does not support NaN or infinity values in the input dataset.");
 
-      alglib.linearmodel lm = new alglib.linearmodel();
-      alglib.lrreport ar = new alglib.lrreport();
+      alglib.linearmodel lm;
+      alglib.lrreport ar;
       int nRows = inputMatrix.GetLength(0);
       int nFeatures = inputMatrix.GetLength(1) - 1;
-      double[] coefficients = new double[nFeatures + 1]; // last coefficient is for the constant
+      double[] coefficients;
 
       int retVal = 1;

trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/Linear/MultinomialLogitClassification.cs

@@ -74 +74 @@
         throw new NotSupportedException("Multinomial logit classification does not support NaN or infinity values in the input dataset.");
 
-      alglib.logitmodel lm = new alglib.logitmodel();
-      alglib.mnlreport rep = new alglib.mnlreport();
+      alglib.logitmodel lm;
+      alglib.mnlreport rep;
       int nRows = inputMatrix.GetLength(0);
       int nFeatures = inputMatrix.GetLength(1) - 1;

trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/TimeSeries/AutoregressiveModeling.cs

@@ -100 +100 @@
 
 
-      alglib.linearmodel lm = new alglib.linearmodel();
-      alglib.lrreport ar = new alglib.lrreport();
+      alglib.linearmodel lm;
+      alglib.lrreport ar;
       int nRows = inputMatrix.GetLength(0);
       int nFeatures = inputMatrix.GetLength(1) - 1;