mirror of
https://github.com/gonum/gonum.git
synced 2025-10-06 07:37:03 +08:00
Merge pull request #65 from gonum/redomat
matrix, all: combine matrix packages, change matrix to mat
This commit is contained in:
@@ -9,7 +9,7 @@ import (
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"math"
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"gonum.org/v1/gonum/diff/fd"
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"gonum.org/v1/gonum/matrix/mat64"
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"gonum.org/v1/gonum/mat"
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)
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func ExampleDerivative() {
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@@ -53,12 +53,12 @@ func ExampleJacobian() {
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dst[2] = 4*x[1]*x[1] - 2*x[2]
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dst[3] = x[2] * math.Sin(x[0])
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}
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jac := mat64.NewDense(4, 3, nil)
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jac := mat.NewDense(4, 3, nil)
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fd.Jacobian(jac, f, []float64{1, 2, 3}, &fd.JacobianSettings{
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Formula: fd.Central,
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Concurrent: true,
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})
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fmt.Printf("J ≈ %.6v\n", mat64.Formatted(jac, mat64.Prefix(" ")))
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fmt.Printf("J ≈ %.6v\n", mat.Formatted(jac, mat.Prefix(" ")))
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// Output:
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// J ≈ ⎡ 1 0 0⎤
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@@ -9,7 +9,7 @@ import (
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"sync"
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"gonum.org/v1/gonum/floats"
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"gonum.org/v1/gonum/matrix/mat64"
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"gonum.org/v1/gonum/mat"
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)
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type JacobianSettings struct {
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@@ -39,7 +39,7 @@ type JacobianSettings struct {
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//
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// dst must be non-nil, the number of its columns must equal the length of x, and
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// the derivative order of the formula must be 1, otherwise Jacobian will panic.
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func Jacobian(dst *mat64.Dense, f func(y, x []float64), x []float64, settings *JacobianSettings) {
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func Jacobian(dst *mat.Dense, f func(y, x []float64), x []float64, settings *JacobianSettings) {
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n := len(x)
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if n == 0 {
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panic("jacobian: x has zero length")
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@@ -93,7 +93,7 @@ func Jacobian(dst *mat64.Dense, f func(y, x []float64), x []float64, settings *J
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}
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}
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func jacobianSerial(dst *mat64.Dense, f func([]float64, []float64), x, origin []float64, formula Formula, step float64) {
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func jacobianSerial(dst *mat.Dense, f func([]float64, []float64), x, origin []float64, formula Formula, step float64) {
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m, n := dst.Dims()
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xcopy := make([]float64, n)
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y := make([]float64, m)
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@@ -122,7 +122,7 @@ func jacobianSerial(dst *mat64.Dense, f func([]float64, []float64), x, origin []
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dst.Scale(1/step, dst)
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}
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func jacobianConcurrent(dst *mat64.Dense, f func([]float64, []float64), x, origin []float64, formula Formula, step float64, nWorkers int) {
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func jacobianConcurrent(dst *mat.Dense, f func([]float64, []float64), x, origin []float64, formula Formula, step float64, nWorkers int) {
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m, n := dst.Dims()
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for i := 0; i < m; i++ {
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for j := 0; j < n; j++ {
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@@ -138,7 +138,7 @@ func jacobianConcurrent(dst *mat64.Dense, f func([]float64, []float64), x, origi
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defer wg.Done()
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xcopy := make([]float64, n)
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y := make([]float64, m)
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yVec := mat64.NewVector(m, y)
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yVec := mat.NewVector(m, y)
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for job := range jobs {
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copy(xcopy, x)
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xcopy[job.j] += job.pt.Loc * step
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@@ -182,7 +182,7 @@ func jacobianConcurrent(dst *mat64.Dense, f func([]float64, []float64), x, origi
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// all columns of dst. Iterate again over all Formula points
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// because we don't forbid repeated locations.
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originVec := mat64.NewVector(m, origin)
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originVec := mat.NewVector(m, origin)
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for _, pt := range formula.Stencil {
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if pt.Loc != 0 {
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continue
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@@ -10,13 +10,13 @@ import (
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"testing"
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"gonum.org/v1/gonum/floats"
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"gonum.org/v1/gonum/matrix/mat64"
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"gonum.org/v1/gonum/mat"
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)
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func vecFunc13(y, x []float64) {
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y[0] = 5*x[0] + x[2]*math.Sin(x[1]) + 1
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}
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func vecFunc13Jac(jac *mat64.Dense, x []float64) {
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func vecFunc13Jac(jac *mat.Dense, x []float64) {
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jac.Set(0, 0, 5)
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jac.Set(0, 1, x[2]*math.Cos(x[1]))
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jac.Set(0, 2, math.Sin(x[1]))
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@@ -26,7 +26,7 @@ func vecFunc22(y, x []float64) {
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y[0] = x[0]*x[0]*x[1] + 1
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y[1] = 5*x[0] + math.Sin(x[1]) + 1
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}
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func vecFunc22Jac(jac *mat64.Dense, x []float64) {
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func vecFunc22Jac(jac *mat.Dense, x []float64) {
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jac.Set(0, 0, 2*x[0]*x[1])
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jac.Set(0, 1, x[0]*x[0])
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jac.Set(1, 0, 5)
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@@ -39,7 +39,7 @@ func vecFunc43(y, x []float64) {
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y[2] = 4*x[1]*x[1] - 2*x[2] + 1
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y[3] = x[2]*math.Sin(x[0]) + 1
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}
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func vecFunc43Jac(jac *mat64.Dense, x []float64) {
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func vecFunc43Jac(jac *mat.Dense, x []float64) {
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jac.Set(0, 0, 1)
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jac.Set(0, 1, 0)
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jac.Set(0, 2, 0)
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@@ -61,7 +61,7 @@ func TestJacobian(t *testing.T) {
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for tc, test := range []struct {
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m, n int
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f func([]float64, []float64)
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jac func(*mat64.Dense, []float64)
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jac func(*mat.Dense, []float64)
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}{
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{
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m: 1,
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@@ -88,15 +88,15 @@ func TestJacobian(t *testing.T) {
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xcopy := make([]float64, test.n)
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copy(xcopy, x)
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want := mat64.NewDense(test.m, test.n, nil)
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want := mat.NewDense(test.m, test.n, nil)
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test.jac(want, x)
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got := mat64.NewDense(test.m, test.n, nil)
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got := mat.NewDense(test.m, test.n, nil)
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fillNaNDense(got)
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Jacobian(got, test.f, x, nil)
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if !mat64.EqualApprox(want, got, tol) {
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if !mat.EqualApprox(want, got, tol) {
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t.Errorf("Case %d (default settings): unexpected Jacobian.\nwant: %v\ngot: %v",
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tc, mat64.Formatted(want, mat64.Prefix(" ")), mat64.Formatted(got, mat64.Prefix(" ")))
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tc, mat.Formatted(want, mat.Prefix(" ")), mat.Formatted(got, mat.Prefix(" ")))
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}
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if !floats.Equal(x, xcopy) {
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t.Errorf("Case %d (default settings): x modified", tc)
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@@ -107,7 +107,7 @@ func TestJacobian(t *testing.T) {
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for tc, test := range []struct {
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m, n int
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f func([]float64, []float64)
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jac func(*mat64.Dense, []float64)
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jac func(*mat.Dense, []float64)
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tol float64
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formula Formula
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}{
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@@ -188,17 +188,17 @@ func TestJacobian(t *testing.T) {
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xcopy := make([]float64, test.n)
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copy(xcopy, x)
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want := mat64.NewDense(test.m, test.n, nil)
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want := mat.NewDense(test.m, test.n, nil)
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test.jac(want, x)
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got := mat64.NewDense(test.m, test.n, nil)
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got := mat.NewDense(test.m, test.n, nil)
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fillNaNDense(got)
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Jacobian(got, test.f, x, &JacobianSettings{
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Formula: test.formula,
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})
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if !mat64.EqualApprox(want, got, test.tol) {
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if !mat.EqualApprox(want, got, test.tol) {
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t.Errorf("Case %d: unexpected Jacobian.\nwant: %v\ngot: %v",
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tc, mat64.Formatted(want, mat64.Prefix(" ")), mat64.Formatted(got, mat64.Prefix(" ")))
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tc, mat.Formatted(want, mat.Prefix(" ")), mat.Formatted(got, mat.Prefix(" ")))
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}
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if !floats.Equal(x, xcopy) {
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t.Errorf("Case %d: x modified", tc)
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@@ -209,9 +209,9 @@ func TestJacobian(t *testing.T) {
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Formula: test.formula,
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Concurrent: true,
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})
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if !mat64.EqualApprox(want, got, test.tol) {
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if !mat.EqualApprox(want, got, test.tol) {
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t.Errorf("Case %d (concurrent): unexpected Jacobian.\nwant: %v\ngot: %v",
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tc, mat64.Formatted(want, mat64.Prefix(" ")), mat64.Formatted(got, mat64.Prefix(" ")))
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tc, mat.Formatted(want, mat.Prefix(" ")), mat.Formatted(got, mat.Prefix(" ")))
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}
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if !floats.Equal(x, xcopy) {
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t.Errorf("Case %d (concurrent): x modified", tc)
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@@ -224,9 +224,9 @@ func TestJacobian(t *testing.T) {
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Formula: test.formula,
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OriginValue: origin,
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})
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if !mat64.EqualApprox(want, got, test.tol) {
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if !mat.EqualApprox(want, got, test.tol) {
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t.Errorf("Case %d (origin): unexpected Jacobian.\nwant: %v\ngot: %v",
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tc, mat64.Formatted(want, mat64.Prefix(" ")), mat64.Formatted(got, mat64.Prefix(" ")))
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tc, mat.Formatted(want, mat.Prefix(" ")), mat.Formatted(got, mat.Prefix(" ")))
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}
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if !floats.Equal(x, xcopy) {
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t.Errorf("Case %d (origin): x modified", tc)
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@@ -238,9 +238,9 @@ func TestJacobian(t *testing.T) {
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OriginValue: origin,
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Concurrent: true,
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})
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if !mat64.EqualApprox(want, got, test.tol) {
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if !mat.EqualApprox(want, got, test.tol) {
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t.Errorf("Case %d (concurrent, origin): unexpected Jacobian.\nwant: %v\ngot: %v",
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tc, mat64.Formatted(want, mat64.Prefix(" ")), mat64.Formatted(got, mat64.Prefix(" ")))
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tc, mat.Formatted(want, mat.Prefix(" ")), mat.Formatted(got, mat.Prefix(" ")))
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}
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if !floats.Equal(x, xcopy) {
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t.Errorf("Case %d (concurrent, origin): x modified", tc)
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@@ -258,7 +258,7 @@ func randomSlice(n int, bound float64) []float64 {
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}
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// fillNaNDense fills the matrix m with NaN values.
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func fillNaNDense(m *mat64.Dense) {
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func fillNaNDense(m *mat.Dense) {
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r, c := m.Dims()
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for i := 0; i < r; i++ {
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for j := 0; j < c; j++ {
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@@ -10,7 +10,7 @@ import (
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"gonum.org/v1/gonum/floats"
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"gonum.org/v1/gonum/graph"
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"gonum.org/v1/gonum/matrix/mat64"
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"gonum.org/v1/gonum/mat"
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)
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// PageRank returns the PageRank weights for nodes of the directed graph g
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@@ -31,7 +31,7 @@ func PageRank(g graph.Directed, damp, tol float64) map[int]float64 {
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indexOf[n.ID()] = i
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}
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m := mat64.NewDense(len(nodes), len(nodes), nil)
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m := mat.NewDense(len(nodes), len(nodes), nil)
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dangling := damp / float64(len(nodes))
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for j, u := range nodes {
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to := g.From(u)
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@@ -45,17 +45,17 @@ func PageRank(g graph.Directed, damp, tol float64) map[int]float64 {
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}
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}
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}
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mat := m.RawMatrix().Data
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matrix := m.RawMatrix().Data
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dt := (1 - damp) / float64(len(nodes))
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for i := range mat {
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mat[i] += dt
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for i := range matrix {
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matrix[i] += dt
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}
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last := make([]float64, len(nodes))
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for i := range last {
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last[i] = 1
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}
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lastV := mat64.NewVector(len(nodes), last)
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lastV := mat.NewVector(len(nodes), last)
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vec := make([]float64, len(nodes))
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var sum float64
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@@ -68,7 +68,7 @@ func PageRank(g graph.Directed, damp, tol float64) map[int]float64 {
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for i := range vec {
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vec[i] *= f
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}
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v := mat64.NewVector(len(nodes), vec)
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v := mat.NewVector(len(nodes), vec)
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for {
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lastV, v = v, lastV
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@@ -122,7 +122,7 @@ func PageRankSparse(g graph.Directed, damp, tol float64) map[int]float64 {
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for i := range last {
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last[i] = 1
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}
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lastV := mat64.NewVector(len(nodes), last)
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lastV := mat.NewVector(len(nodes), last)
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vec := make([]float64, len(nodes))
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var sum float64
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@@ -135,7 +135,7 @@ func PageRankSparse(g graph.Directed, damp, tol float64) map[int]float64 {
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for i := range vec {
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vec[i] *= f
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}
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v := mat64.NewVector(len(nodes), vec)
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v := mat.NewVector(len(nodes), vec)
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dt := (1 - damp) / float64(len(nodes))
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for {
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@@ -171,7 +171,7 @@ func (m rowCompressedMatrix) addTo(i, j int, v float64) { m[i].addTo(j, v) }
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// mulVecUnitary multiplies the receiver by the src vector, storing
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// the result in dst. It assumes src and dst are the same length as m
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// and that both have unitary vector increments.
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func (m rowCompressedMatrix) mulVecUnitary(dst, src *mat64.Vector) {
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func (m rowCompressedMatrix) mulVecUnitary(dst, src *mat.Vector) {
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dMat := dst.RawVector().Data
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for i, r := range m {
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dMat[i] = r.dotUnitary(src)
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@@ -190,7 +190,7 @@ func (r *compressedRow) addTo(j int, v float64) {
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// dotUnitary performs a simplified scatter-based Ddot operations on
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// v and the receiver. v must have have a unitary vector increment.
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func (r compressedRow) dotUnitary(v *mat64.Vector) float64 {
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func (r compressedRow) dotUnitary(v *mat.Vector) float64 {
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var sum float64
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vec := v.RawVector().Data
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for _, e := range r {
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@@ -208,7 +208,7 @@ type sparseElement struct {
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// onesDotUnitary performs the equivalent of a Ddot of v with
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// a ones vector of equal length. v must have have a unitary
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// vector increment.
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func onesDotUnitary(alpha float64, v *mat64.Vector) float64 {
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func onesDotUnitary(alpha float64, v *mat.Vector) float64 {
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var sum float64
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for _, f := range v.RawVector().Data {
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sum += alpha * f
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|
@@ -9,7 +9,7 @@ import (
|
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"math/rand"
|
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|
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"gonum.org/v1/gonum/graph"
|
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"gonum.org/v1/gonum/matrix/mat64"
|
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"gonum.org/v1/gonum/mat"
|
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)
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// Shortest is a shortest-path tree created by the BellmanFordFrom or DijkstraFrom
|
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@@ -125,7 +125,7 @@ type AllShortest struct {
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//
|
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// dist contains the pairwise
|
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// distances between nodes.
|
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dist *mat64.Dense
|
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dist *mat.Dense
|
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// next contains the shortest-path
|
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// tree of the graph. The first index
|
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// is a linear mapping of from-dense-id
|
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@@ -159,7 +159,7 @@ func newAllShortest(nodes []graph.Node, forward bool) AllShortest {
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nodes: nodes,
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indexOf: indexOf,
|
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|
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dist: mat64.NewDense(len(nodes), len(nodes), dist),
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dist: mat.NewDense(len(nodes), len(nodes), dist),
|
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next: make([][]int, len(nodes)*len(nodes)),
|
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forward: forward,
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}
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|
@@ -9,7 +9,7 @@ import (
|
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|
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"gonum.org/v1/gonum/graph"
|
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"gonum.org/v1/gonum/graph/internal/ordered"
|
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"gonum.org/v1/gonum/matrix/mat64"
|
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"gonum.org/v1/gonum/mat"
|
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)
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|
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// DirectedMatrix represents a directed graph using an adjacency
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@@ -17,7 +17,7 @@ import (
|
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// Edges are stored implicitly as an edge weight, so edges stored in
|
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// the graph are not recoverable.
|
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type DirectedMatrix struct {
|
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mat *mat64.Dense
|
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mat *mat.Dense
|
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nodes []graph.Node
|
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|
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self float64
|
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@@ -29,17 +29,17 @@ type DirectedMatrix struct {
|
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// specifies the cost of self connection, and absent specifies the weight
|
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// returned for absent edges.
|
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func NewDirectedMatrix(n int, init, self, absent float64) *DirectedMatrix {
|
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mat := make([]float64, n*n)
|
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matrix := make([]float64, n*n)
|
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if init != 0 {
|
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for i := range mat {
|
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mat[i] = init
|
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for i := range matrix {
|
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matrix[i] = init
|
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}
|
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}
|
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for i := 0; i < len(mat); i += n + 1 {
|
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mat[i] = self
|
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for i := 0; i < len(matrix); i += n + 1 {
|
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matrix[i] = self
|
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}
|
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return &DirectedMatrix{
|
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mat: mat64.NewDense(n, n, mat),
|
||||
mat: mat.NewDense(n, n, matrix),
|
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self: self,
|
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absent: absent,
|
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}
|
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@@ -255,10 +255,10 @@ func (g *DirectedMatrix) Degree(n graph.Node) int {
|
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return deg
|
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}
|
||||
|
||||
// Matrix returns the mat64.Matrix representation of the graph. The orientation
|
||||
// Matrix returns the mat.Matrix representation of the graph. The orientation
|
||||
// of the matrix is such that the matrix entry at G_{ij} is the weight of the edge
|
||||
// from node i to node j.
|
||||
func (g *DirectedMatrix) Matrix() mat64.Matrix {
|
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func (g *DirectedMatrix) Matrix() mat.Matrix {
|
||||
// Prevent alteration of dimensions of the returned matrix.
|
||||
m := *g.mat
|
||||
return &m
|
||||
|
@@ -9,7 +9,7 @@ import (
|
||||
|
||||
"gonum.org/v1/gonum/graph"
|
||||
"gonum.org/v1/gonum/graph/internal/ordered"
|
||||
"gonum.org/v1/gonum/matrix/mat64"
|
||||
"gonum.org/v1/gonum/mat"
|
||||
)
|
||||
|
||||
// UndirectedMatrix represents an undirected graph using an adjacency
|
||||
@@ -17,7 +17,7 @@ import (
|
||||
// Edges are stored implicitly as an edge weight, so edges stored in
|
||||
// the graph are not recoverable.
|
||||
type UndirectedMatrix struct {
|
||||
mat *mat64.SymDense
|
||||
mat *mat.SymDense
|
||||
nodes []graph.Node
|
||||
|
||||
self float64
|
||||
@@ -29,17 +29,17 @@ type UndirectedMatrix struct {
|
||||
// specifies the cost of self connection, and absent specifies the weight
|
||||
// returned for absent edges.
|
||||
func NewUndirectedMatrix(n int, init, self, absent float64) *UndirectedMatrix {
|
||||
mat := make([]float64, n*n)
|
||||
matrix := make([]float64, n*n)
|
||||
if init != 0 {
|
||||
for i := range mat {
|
||||
mat[i] = init
|
||||
for i := range matrix {
|
||||
matrix[i] = init
|
||||
}
|
||||
}
|
||||
for i := 0; i < len(mat); i += n + 1 {
|
||||
mat[i] = self
|
||||
for i := 0; i < len(matrix); i += n + 1 {
|
||||
matrix[i] = self
|
||||
}
|
||||
return &UndirectedMatrix{
|
||||
mat: mat64.NewSymDense(n, mat),
|
||||
mat: mat.NewSymDense(n, matrix),
|
||||
self: self,
|
||||
absent: absent,
|
||||
}
|
||||
@@ -216,8 +216,8 @@ func (g *UndirectedMatrix) Degree(n graph.Node) int {
|
||||
return deg
|
||||
}
|
||||
|
||||
// Matrix returns the mat64.Matrix representation of the graph.
|
||||
func (g *UndirectedMatrix) Matrix() mat64.Matrix {
|
||||
// Matrix returns the mat.Matrix representation of the graph.
|
||||
func (g *UndirectedMatrix) Matrix() mat.Matrix {
|
||||
// Prevent alteration of dimensions of the returned matrix.
|
||||
m := *g.mat
|
||||
return &m
|
||||
|
@@ -10,7 +10,7 @@ import (
|
||||
|
||||
"gonum.org/v1/gonum/graph"
|
||||
"gonum.org/v1/gonum/graph/simple"
|
||||
"gonum.org/v1/gonum/matrix/mat64"
|
||||
"gonum.org/v1/gonum/mat"
|
||||
)
|
||||
|
||||
var directedGraphs = []struct {
|
||||
@@ -19,7 +19,7 @@ var directedGraphs = []struct {
|
||||
absent float64
|
||||
merge func(x, y float64, xe, ye graph.Edge) float64
|
||||
|
||||
want mat64.Matrix
|
||||
want mat.Matrix
|
||||
}{
|
||||
{
|
||||
g: func() graph.DirectedBuilder { return simple.NewDirectedGraph(0, 0) },
|
||||
@@ -28,7 +28,7 @@ var directedGraphs = []struct {
|
||||
{F: simple.Node(1), T: simple.Node(0), W: 1},
|
||||
{F: simple.Node(1), T: simple.Node(2), W: 1},
|
||||
},
|
||||
want: mat64.NewSymDense(3, []float64{
|
||||
want: mat.NewSymDense(3, []float64{
|
||||
0, (1. + 2.) / 2., 0,
|
||||
(1. + 2.) / 2., 0, 1. / 2.,
|
||||
0, 1. / 2., 0,
|
||||
@@ -43,7 +43,7 @@ var directedGraphs = []struct {
|
||||
},
|
||||
absent: 1,
|
||||
merge: func(x, y float64, _, _ graph.Edge) float64 { return math.Sqrt(x * y) },
|
||||
want: mat64.NewSymDense(3, []float64{
|
||||
want: mat.NewSymDense(3, []float64{
|
||||
0, math.Sqrt(1 * 2), 0,
|
||||
math.Sqrt(1 * 2), 0, math.Sqrt(1 * 1),
|
||||
0, math.Sqrt(1 * 1), 0,
|
||||
@@ -57,7 +57,7 @@ var directedGraphs = []struct {
|
||||
{F: simple.Node(1), T: simple.Node(2), W: 1},
|
||||
},
|
||||
merge: func(x, y float64, _, _ graph.Edge) float64 { return math.Min(x, y) },
|
||||
want: mat64.NewSymDense(3, []float64{
|
||||
want: mat.NewSymDense(3, []float64{
|
||||
0, math.Min(1, 2), 0,
|
||||
math.Min(1, 2), 0, math.Min(1, 0),
|
||||
0, math.Min(1, 0), 0,
|
||||
@@ -79,7 +79,7 @@ var directedGraphs = []struct {
|
||||
}
|
||||
return math.Min(x, y)
|
||||
},
|
||||
want: mat64.NewSymDense(3, []float64{
|
||||
want: mat.NewSymDense(3, []float64{
|
||||
0, math.Min(1, 2), 0,
|
||||
math.Min(1, 2), 0, 1,
|
||||
0, 1, 0,
|
||||
@@ -93,7 +93,7 @@ var directedGraphs = []struct {
|
||||
{F: simple.Node(1), T: simple.Node(2), W: 1},
|
||||
},
|
||||
merge: func(x, y float64, _, _ graph.Edge) float64 { return math.Max(x, y) },
|
||||
want: mat64.NewSymDense(3, []float64{
|
||||
want: mat.NewSymDense(3, []float64{
|
||||
0, math.Max(1, 2), 0,
|
||||
math.Max(1, 2), 0, math.Max(1, 0),
|
||||
0, math.Max(1, 0), 0,
|
||||
@@ -116,10 +116,10 @@ func TestUndirect(t *testing.T) {
|
||||
}
|
||||
}
|
||||
|
||||
if !mat64.Equal(dst.Matrix(), test.want) {
|
||||
if !mat.Equal(dst.Matrix(), test.want) {
|
||||
t.Errorf("unexpected result:\ngot:\n%.4v\nwant:\n%.4v",
|
||||
mat64.Formatted(dst.Matrix()),
|
||||
mat64.Formatted(test.want),
|
||||
mat.Formatted(dst.Matrix()),
|
||||
mat.Formatted(test.want),
|
||||
)
|
||||
}
|
||||
}
|
||||
|
@@ -4,7 +4,7 @@
|
||||
|
||||
//+build cblas
|
||||
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import (
|
||||
"gonum.org/v1/gonum/blas/blas64"
|
@@ -3,7 +3,7 @@
|
||||
// license that can be found in the LICENSE file.
|
||||
// Based on the CholeskyDecomposition class from Jama 1.0.3.
|
||||
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import (
|
||||
"math"
|
||||
@@ -11,7 +11,6 @@ import (
|
||||
"gonum.org/v1/gonum/blas"
|
||||
"gonum.org/v1/gonum/blas/blas64"
|
||||
"gonum.org/v1/gonum/lapack/lapack64"
|
||||
"gonum.org/v1/gonum/matrix"
|
||||
)
|
||||
|
||||
const (
|
||||
@@ -48,8 +47,8 @@ func (c *Cholesky) updateCond(norm float64) {
|
||||
// the condition number somewhat.
|
||||
// The norm of the original factorized matrix cannot be stored because of
|
||||
// update possibilities.
|
||||
unorm := lapack64.Lantr(matrix.CondNorm, c.chol.mat, work)
|
||||
lnorm := lapack64.Lantr(matrix.CondNormTrans, c.chol.mat, work)
|
||||
unorm := lapack64.Lantr(CondNorm, c.chol.mat, work)
|
||||
lnorm := lapack64.Lantr(CondNormTrans, c.chol.mat, work)
|
||||
norm = unorm * lnorm
|
||||
}
|
||||
sym := c.chol.asSymBlas()
|
||||
@@ -65,15 +64,15 @@ func (c *Cholesky) updateCond(norm float64) {
|
||||
func (c *Cholesky) Factorize(a Symmetric) (ok bool) {
|
||||
n := a.Symmetric()
|
||||
if c.isZero() {
|
||||
c.chol = NewTriDense(n, matrix.Upper, nil)
|
||||
c.chol = NewTriDense(n, Upper, nil)
|
||||
} else {
|
||||
c.chol = NewTriDense(n, matrix.Upper, use(c.chol.mat.Data, n*n))
|
||||
c.chol = NewTriDense(n, Upper, use(c.chol.mat.Data, n*n))
|
||||
}
|
||||
copySymIntoTriangle(c.chol, a)
|
||||
|
||||
sym := c.chol.asSymBlas()
|
||||
work := getFloats(c.chol.mat.N, false)
|
||||
norm := lapack64.Lansy(matrix.CondNorm, sym, work)
|
||||
norm := lapack64.Lansy(CondNorm, sym, work)
|
||||
putFloats(work)
|
||||
_, ok = lapack64.Potrf(sym)
|
||||
if ok {
|
||||
@@ -98,13 +97,13 @@ func (c *Cholesky) Reset() {
|
||||
// not stored inside, the receiver.
|
||||
func (c *Cholesky) SetFromU(t *TriDense) {
|
||||
n, kind := t.Triangle()
|
||||
if kind != matrix.Upper {
|
||||
if kind != Upper {
|
||||
panic("cholesky: matrix must be upper triangular")
|
||||
}
|
||||
if c.isZero() {
|
||||
c.chol = NewTriDense(n, matrix.Upper, nil)
|
||||
c.chol = NewTriDense(n, Upper, nil)
|
||||
} else {
|
||||
c.chol = NewTriDense(n, matrix.Upper, use(c.chol.mat.Data, n*n))
|
||||
c.chol = NewTriDense(n, Upper, use(c.chol.mat.Data, n*n))
|
||||
}
|
||||
c.chol.Copy(t)
|
||||
c.updateCond(-1)
|
||||
@@ -119,9 +118,9 @@ func (c *Cholesky) Clone(chol *Cholesky) {
|
||||
}
|
||||
n := chol.Size()
|
||||
if c.isZero() {
|
||||
c.chol = NewTriDense(n, matrix.Upper, nil)
|
||||
c.chol = NewTriDense(n, Upper, nil)
|
||||
} else {
|
||||
c.chol = NewTriDense(n, matrix.Upper, use(c.chol.mat.Data, n*n))
|
||||
c.chol = NewTriDense(n, Upper, use(c.chol.mat.Data, n*n))
|
||||
}
|
||||
c.chol.Copy(chol.chol)
|
||||
c.cond = chol.cond
|
||||
@@ -164,7 +163,7 @@ func (m *Dense) SolveCholesky(chol *Cholesky, b Matrix) error {
|
||||
n := chol.chol.mat.N
|
||||
bm, bn := b.Dims()
|
||||
if n != bm {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
|
||||
m.reuseAs(bm, bn)
|
||||
@@ -173,8 +172,8 @@ func (m *Dense) SolveCholesky(chol *Cholesky, b Matrix) error {
|
||||
}
|
||||
blas64.Trsm(blas.Left, blas.Trans, 1, chol.chol.mat, m.mat)
|
||||
blas64.Trsm(blas.Left, blas.NoTrans, 1, chol.chol.mat, m.mat)
|
||||
if chol.cond > matrix.ConditionTolerance {
|
||||
return matrix.Condition(chol.cond)
|
||||
if chol.cond > ConditionTolerance {
|
||||
return Condition(chol.cond)
|
||||
}
|
||||
return nil
|
||||
}
|
||||
@@ -188,7 +187,7 @@ func (m *Dense) solveTwoChol(a, b *Cholesky) error {
|
||||
}
|
||||
bn := b.chol.mat.N
|
||||
if a.chol.mat.N != bn {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
|
||||
m.reuseAsZeroed(bn, bn)
|
||||
@@ -196,8 +195,8 @@ func (m *Dense) solveTwoChol(a, b *Cholesky) error {
|
||||
blas64.Trsm(blas.Left, blas.Trans, 1, a.chol.mat, m.mat)
|
||||
blas64.Trsm(blas.Left, blas.NoTrans, 1, a.chol.mat, m.mat)
|
||||
blas64.Trmm(blas.Right, blas.NoTrans, 1, b.chol.mat, m.mat)
|
||||
if a.cond > matrix.ConditionTolerance {
|
||||
return matrix.Condition(a.cond)
|
||||
if a.cond > ConditionTolerance {
|
||||
return Condition(a.cond)
|
||||
}
|
||||
return nil
|
||||
}
|
||||
@@ -211,7 +210,7 @@ func (v *Vector) SolveCholeskyVec(chol *Cholesky, b *Vector) error {
|
||||
n := chol.chol.mat.N
|
||||
vn := b.Len()
|
||||
if vn != n {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
if v != b {
|
||||
v.checkOverlap(b.mat)
|
||||
@@ -222,8 +221,8 @@ func (v *Vector) SolveCholeskyVec(chol *Cholesky, b *Vector) error {
|
||||
}
|
||||
blas64.Trsv(blas.Trans, chol.chol.mat, v.mat)
|
||||
blas64.Trsv(blas.NoTrans, chol.chol.mat, v.mat)
|
||||
if chol.cond > matrix.ConditionTolerance {
|
||||
return matrix.Condition(chol.cond)
|
||||
if chol.cond > ConditionTolerance {
|
||||
return Condition(chol.cond)
|
||||
}
|
||||
return nil
|
||||
|
||||
@@ -237,7 +236,7 @@ func (t *TriDense) UFromCholesky(chol *Cholesky) {
|
||||
panic(badCholesky)
|
||||
}
|
||||
n := chol.chol.mat.N
|
||||
t.reuseAs(n, matrix.Upper)
|
||||
t.reuseAs(n, Upper)
|
||||
t.Copy(chol.chol)
|
||||
}
|
||||
|
||||
@@ -249,7 +248,7 @@ func (t *TriDense) LFromCholesky(chol *Cholesky) {
|
||||
panic(badCholesky)
|
||||
}
|
||||
n := chol.chol.mat.N
|
||||
t.reuseAs(n, matrix.Lower)
|
||||
t.reuseAs(n, Lower)
|
||||
t.Copy(chol.chol.TTri())
|
||||
}
|
||||
|
||||
@@ -307,13 +306,13 @@ func (c *Cholesky) SymRankOne(orig *Cholesky, alpha float64, x *Vector) (ok bool
|
||||
}
|
||||
n := orig.Size()
|
||||
if x.Len() != n {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
if orig != c {
|
||||
if c.isZero() {
|
||||
c.chol = NewTriDense(n, matrix.Upper, nil)
|
||||
c.chol = NewTriDense(n, Upper, nil)
|
||||
} else if c.chol.mat.N != n {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
c.chol.Copy(orig.chol)
|
||||
}
|
@@ -2,29 +2,29 @@
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
package mat64_test
|
||||
package mat_test
|
||||
|
||||
import (
|
||||
"fmt"
|
||||
|
||||
"gonum.org/v1/gonum/matrix/mat64"
|
||||
"gonum.org/v1/gonum/mat"
|
||||
)
|
||||
|
||||
func ExampleCholesky() {
|
||||
// Construct a symmetric positive definite matrix.
|
||||
tmp := mat64.NewDense(4, 4, []float64{
|
||||
tmp := mat.NewDense(4, 4, []float64{
|
||||
2, 6, 8, -4,
|
||||
1, 8, 7, -2,
|
||||
2, 2, 1, 7,
|
||||
8, -2, -2, 1,
|
||||
})
|
||||
var a mat64.SymDense
|
||||
var a mat.SymDense
|
||||
a.SymOuterK(1, tmp)
|
||||
|
||||
fmt.Printf("a = %0.4v\n", mat64.Formatted(&a, mat64.Prefix(" ")))
|
||||
fmt.Printf("a = %0.4v\n", mat.Formatted(&a, mat.Prefix(" ")))
|
||||
|
||||
// Compute the cholesky factorization.
|
||||
var chol mat64.Cholesky
|
||||
var chol mat.Cholesky
|
||||
if ok := chol.Factorize(&a); !ok {
|
||||
fmt.Println("a matrix is not positive semi-definite.")
|
||||
}
|
||||
@@ -33,21 +33,21 @@ func ExampleCholesky() {
|
||||
fmt.Printf("\nThe determinant of a is %0.4g\n\n", chol.Det())
|
||||
|
||||
// Use the factorization to solve the system of equations a * x = b.
|
||||
b := mat64.NewVector(4, []float64{1, 2, 3, 4})
|
||||
var x mat64.Vector
|
||||
b := mat.NewVector(4, []float64{1, 2, 3, 4})
|
||||
var x mat.Vector
|
||||
if err := x.SolveCholeskyVec(&chol, b); err != nil {
|
||||
fmt.Println("Matrix is near singular: ", err)
|
||||
}
|
||||
fmt.Println("Solve a * x = b")
|
||||
fmt.Printf("x = %0.4v\n", mat64.Formatted(&x, mat64.Prefix(" ")))
|
||||
fmt.Printf("x = %0.4v\n", mat.Formatted(&x, mat.Prefix(" ")))
|
||||
|
||||
// Extract the factorization and check that it equals the original matrix.
|
||||
var t mat64.TriDense
|
||||
var t mat.TriDense
|
||||
t.LFromCholesky(&chol)
|
||||
var test mat64.Dense
|
||||
var test mat.Dense
|
||||
test.Mul(&t, t.T())
|
||||
fmt.Println()
|
||||
fmt.Printf("L * L^T = %0.4v\n", mat64.Formatted(&a, mat64.Prefix(" ")))
|
||||
fmt.Printf("L * L^T = %0.4v\n", mat.Formatted(&a, mat.Prefix(" ")))
|
||||
|
||||
// Output:
|
||||
// a = ⎡120 114 -4 -16⎤
|
||||
@@ -70,35 +70,35 @@ func ExampleCholesky() {
|
||||
}
|
||||
|
||||
func ExampleCholeskySymRankOne() {
|
||||
a := mat64.NewSymDense(4, []float64{
|
||||
a := mat.NewSymDense(4, []float64{
|
||||
1, 1, 1, 1,
|
||||
0, 2, 3, 4,
|
||||
0, 0, 6, 10,
|
||||
0, 0, 0, 20,
|
||||
})
|
||||
fmt.Printf("A = %0.4v\n", mat64.Formatted(a, mat64.Prefix(" ")))
|
||||
fmt.Printf("A = %0.4v\n", mat.Formatted(a, mat.Prefix(" ")))
|
||||
|
||||
// Compute the Cholesky factorization.
|
||||
var chol mat64.Cholesky
|
||||
var chol mat.Cholesky
|
||||
if ok := chol.Factorize(a); !ok {
|
||||
fmt.Println("matrix a is not positive definite.")
|
||||
}
|
||||
|
||||
x := mat64.NewVector(4, []float64{0, 0, 0, 1})
|
||||
fmt.Printf("\nx = %0.4v\n", mat64.Formatted(x, mat64.Prefix(" ")))
|
||||
x := mat.NewVector(4, []float64{0, 0, 0, 1})
|
||||
fmt.Printf("\nx = %0.4v\n", mat.Formatted(x, mat.Prefix(" ")))
|
||||
|
||||
// Rank-1 update the factorization.
|
||||
chol.SymRankOne(&chol, 1, x)
|
||||
// Rank-1 update the matrix a.
|
||||
a.SymRankOne(a, 1, x)
|
||||
|
||||
var au mat64.SymDense
|
||||
var au mat.SymDense
|
||||
au.FromCholesky(&chol)
|
||||
|
||||
// Print the matrix that was updated directly.
|
||||
fmt.Printf("\nA' = %0.4v\n", mat64.Formatted(a, mat64.Prefix(" ")))
|
||||
fmt.Printf("\nA' = %0.4v\n", mat.Formatted(a, mat.Prefix(" ")))
|
||||
// Print the matrix recovered from the factorization.
|
||||
fmt.Printf("\nU'^T * U' = %0.4v\n", mat64.Formatted(&au, mat64.Prefix(" ")))
|
||||
fmt.Printf("\nU'^T * U' = %0.4v\n", mat.Formatted(&au, mat.Prefix(" ")))
|
||||
|
||||
// Output:
|
||||
// A = ⎡ 1 1 1 1⎤
|
@@ -2,7 +2,7 @@
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import (
|
||||
"math"
|
||||
@@ -10,7 +10,6 @@ import (
|
||||
"testing"
|
||||
|
||||
"gonum.org/v1/gonum/blas/testblas"
|
||||
"gonum.org/v1/gonum/matrix"
|
||||
)
|
||||
|
||||
func TestCholesky(t *testing.T) {
|
||||
@@ -269,7 +268,7 @@ func TestCloneCholesky(t *testing.T) {
|
||||
|
||||
// Corrupt chol2 and try again
|
||||
chol2.cond = math.NaN()
|
||||
chol2.chol = NewTriDense(2, matrix.Upper, nil)
|
||||
chol2.chol = NewTriDense(2, Upper, nil)
|
||||
chol2.Clone(&chol)
|
||||
if chol.cond != chol2.cond {
|
||||
t.Errorf("condition number mismatch from non-zero")
|
@@ -2,10 +2,10 @@
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
package cmat128
|
||||
package mat
|
||||
|
||||
// Matrix is the basic matrix interface type.
|
||||
type Matrix interface {
|
||||
// CMatrix is the basic matrix interface type for complex matrices.
|
||||
type CMatrix interface {
|
||||
// Dims returns the dimensions of a Matrix.
|
||||
Dims() (r, c int)
|
||||
|
||||
@@ -17,11 +17,11 @@ type Matrix interface {
|
||||
// returns a copy of the underlying data is implementation dependent.
|
||||
// This method may be implemented using the Conjugate type, which
|
||||
// provides an implicit matrix conjugate transpose.
|
||||
H() Matrix
|
||||
H() CMatrix
|
||||
}
|
||||
|
||||
var (
|
||||
_ Matrix = Conjugate{}
|
||||
_ CMatrix = Conjugate{}
|
||||
_ Unconjugator = Conjugate{}
|
||||
)
|
||||
|
||||
@@ -29,13 +29,13 @@ var (
|
||||
// It implements the Matrix interface, returning values from the conjugate
|
||||
// transpose of the matrix within.
|
||||
type Conjugate struct {
|
||||
Matrix Matrix
|
||||
CMatrix CMatrix
|
||||
}
|
||||
|
||||
// At returns the value of the element at row i and column j of the transposed
|
||||
// matrix, that is, row j and column i of the Matrix field.
|
||||
func (t Conjugate) At(i, j int) complex128 {
|
||||
z := t.Matrix.At(j, i)
|
||||
z := t.CMatrix.At(j, i)
|
||||
return complex(real(z), -imag(z))
|
||||
}
|
||||
|
||||
@@ -43,18 +43,18 @@ func (t Conjugate) At(i, j int) complex128 {
|
||||
// is the number of columns in the Matrix field, and the number of columns is
|
||||
// the number of rows in the Matrix field.
|
||||
func (t Conjugate) Dims() (r, c int) {
|
||||
c, r = t.Matrix.Dims()
|
||||
c, r = t.CMatrix.Dims()
|
||||
return r, c
|
||||
}
|
||||
|
||||
// H performs an implicit conjugate transpose by returning the Matrix field.
|
||||
func (t Conjugate) H() Matrix {
|
||||
return t.Matrix
|
||||
func (t Conjugate) H() CMatrix {
|
||||
return t.CMatrix
|
||||
}
|
||||
|
||||
// Unconjugate returns the Matrix field.
|
||||
func (t Conjugate) Unconjugate() Matrix {
|
||||
return t.Matrix
|
||||
func (t Conjugate) Unconjugate() CMatrix {
|
||||
return t.CMatrix
|
||||
}
|
||||
|
||||
// Unconjugator is a type that can undo an implicit conjugate transpose.
|
||||
@@ -67,5 +67,5 @@ type Unconjugator interface {
|
||||
|
||||
// Unconjugate returns the underlying Matrix stored for the implicit
|
||||
// conjugate transpose.
|
||||
Unconjugate() Matrix
|
||||
Unconjugate() CMatrix
|
||||
}
|
@@ -2,7 +2,7 @@
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
package matrix
|
||||
package mat
|
||||
|
||||
// TriKind represents the triangularity of the matrix.
|
||||
type TriKind bool
|
@@ -2,12 +2,11 @@
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import (
|
||||
"gonum.org/v1/gonum/blas"
|
||||
"gonum.org/v1/gonum/blas/blas64"
|
||||
"gonum.org/v1/gonum/matrix"
|
||||
)
|
||||
|
||||
var (
|
||||
@@ -45,7 +44,7 @@ type Dense struct {
|
||||
// element in the data slice is the {i, j}-th element in the matrix.
|
||||
func NewDense(r, c int, data []float64) *Dense {
|
||||
if data != nil && r*c != len(data) {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
if data == nil {
|
||||
data = make([]float64, r*c)
|
||||
@@ -83,7 +82,7 @@ func (m *Dense) reuseAs(r, c int) {
|
||||
return
|
||||
}
|
||||
if r != m.mat.Rows || c != m.mat.Cols {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
}
|
||||
|
||||
@@ -109,7 +108,7 @@ func (m *Dense) reuseAsZeroed(r, c int) {
|
||||
return
|
||||
}
|
||||
if r != m.mat.Rows || c != m.mat.Cols {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
for i := 0; i < r; i++ {
|
||||
zero(m.mat.Data[i*m.mat.Stride : i*m.mat.Stride+c])
|
||||
@@ -206,7 +205,7 @@ func (m *Dense) T() Matrix {
|
||||
// See ColViewer for more information.
|
||||
func (m *Dense) ColView(j int) *Vector {
|
||||
if j >= m.mat.Cols || j < 0 {
|
||||
panic(matrix.ErrColAccess)
|
||||
panic(ErrColAccess)
|
||||
}
|
||||
return &Vector{
|
||||
mat: blas64.Vector{
|
||||
@@ -221,10 +220,10 @@ func (m *Dense) ColView(j int) *Vector {
|
||||
// in src. len(src) must equal the number of rows in the receiver.
|
||||
func (m *Dense) SetCol(j int, src []float64) {
|
||||
if j >= m.mat.Cols || j < 0 {
|
||||
panic(matrix.ErrColAccess)
|
||||
panic(ErrColAccess)
|
||||
}
|
||||
if len(src) != m.mat.Rows {
|
||||
panic(matrix.ErrColLength)
|
||||
panic(ErrColLength)
|
||||
}
|
||||
|
||||
blas64.Copy(m.mat.Rows,
|
||||
@@ -237,10 +236,10 @@ func (m *Dense) SetCol(j int, src []float64) {
|
||||
// in src. len(src) must equal the number of columns in the receiver.
|
||||
func (m *Dense) SetRow(i int, src []float64) {
|
||||
if i >= m.mat.Rows || i < 0 {
|
||||
panic(matrix.ErrRowAccess)
|
||||
panic(ErrRowAccess)
|
||||
}
|
||||
if len(src) != m.mat.Cols {
|
||||
panic(matrix.ErrRowLength)
|
||||
panic(ErrRowLength)
|
||||
}
|
||||
|
||||
copy(m.rawRowView(i), src)
|
||||
@@ -252,7 +251,7 @@ func (m *Dense) SetRow(i int, src []float64) {
|
||||
// See RowViewer for more information.
|
||||
func (m *Dense) RowView(i int) *Vector {
|
||||
if i >= m.mat.Rows || i < 0 {
|
||||
panic(matrix.ErrRowAccess)
|
||||
panic(ErrRowAccess)
|
||||
}
|
||||
return &Vector{
|
||||
mat: blas64.Vector{
|
||||
@@ -267,7 +266,7 @@ func (m *Dense) RowView(i int) *Vector {
|
||||
// receiver.
|
||||
func (m *Dense) RawRowView(i int) []float64 {
|
||||
if i >= m.mat.Rows || i < 0 {
|
||||
panic(matrix.ErrRowAccess)
|
||||
panic(ErrRowAccess)
|
||||
}
|
||||
return m.rawRowView(i)
|
||||
}
|
||||
@@ -294,7 +293,7 @@ func (m *Dense) View(i, j, r, c int) Matrix {
|
||||
func (m *Dense) Slice(i, k, j, l int) Matrix {
|
||||
mr, mc := m.Dims()
|
||||
if i < 0 || mr <= i || j < 0 || mc <= j || k <= i || mr < k || l <= j || mc < l {
|
||||
panic(matrix.ErrIndexOutOfRange)
|
||||
panic(ErrIndexOutOfRange)
|
||||
}
|
||||
t := *m
|
||||
t.mat.Data = t.mat.Data[i*t.mat.Stride+j : (k-1)*t.mat.Stride+l]
|
||||
@@ -311,7 +310,7 @@ func (m *Dense) Slice(i, k, j, l int) Matrix {
|
||||
// during the call to Grow.
|
||||
func (m *Dense) Grow(r, c int) Matrix {
|
||||
if r < 0 || c < 0 {
|
||||
panic(matrix.ErrIndexOutOfRange)
|
||||
panic(ErrIndexOutOfRange)
|
||||
}
|
||||
if r == 0 && c == 0 {
|
||||
return m
|
||||
@@ -514,7 +513,7 @@ func (m *Dense) Stack(a, b Matrix) {
|
||||
ar, ac := a.Dims()
|
||||
br, bc := b.Dims()
|
||||
if ac != bc || m == a || m == b {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
|
||||
m.reuseAs(ar+br, ac)
|
||||
@@ -532,7 +531,7 @@ func (m *Dense) Augment(a, b Matrix) {
|
||||
ar, ac := a.Dims()
|
||||
br, bc := b.Dims()
|
||||
if ar != br || m == a || m == b {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
|
||||
m.reuseAs(ar, ac+bc)
|
@@ -2,7 +2,7 @@
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import (
|
||||
"math"
|
||||
@@ -10,7 +10,6 @@ import (
|
||||
"gonum.org/v1/gonum/blas"
|
||||
"gonum.org/v1/gonum/blas/blas64"
|
||||
"gonum.org/v1/gonum/lapack/lapack64"
|
||||
"gonum.org/v1/gonum/matrix"
|
||||
)
|
||||
|
||||
// Add adds a and b element-wise, placing the result in the receiver. Add
|
||||
@@ -19,7 +18,7 @@ func (m *Dense) Add(a, b Matrix) {
|
||||
ar, ac := a.Dims()
|
||||
br, bc := b.Dims()
|
||||
if ar != br || ac != bc {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
|
||||
aU, _ := untranspose(a)
|
||||
@@ -66,7 +65,7 @@ func (m *Dense) Sub(a, b Matrix) {
|
||||
ar, ac := a.Dims()
|
||||
br, bc := b.Dims()
|
||||
if ar != br || ac != bc {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
|
||||
aU, _ := untranspose(a)
|
||||
@@ -114,7 +113,7 @@ func (m *Dense) MulElem(a, b Matrix) {
|
||||
ar, ac := a.Dims()
|
||||
br, bc := b.Dims()
|
||||
if ar != br || ac != bc {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
|
||||
aU, _ := untranspose(a)
|
||||
@@ -162,7 +161,7 @@ func (m *Dense) DivElem(a, b Matrix) {
|
||||
ar, ac := a.Dims()
|
||||
br, bc := b.Dims()
|
||||
if ar != br || ac != bc {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
|
||||
aU, _ := untranspose(a)
|
||||
@@ -211,7 +210,7 @@ func (m *Dense) Inverse(a Matrix) error {
|
||||
// TODO(btracey): Special case for RawTriangular, etc.
|
||||
r, c := a.Dims()
|
||||
if r != c {
|
||||
panic(matrix.ErrSquare)
|
||||
panic(ErrSquare)
|
||||
}
|
||||
m.reuseAs(a.Dims())
|
||||
aU, aTrans := untranspose(a)
|
||||
@@ -234,7 +233,7 @@ func (m *Dense) Inverse(a Matrix) error {
|
||||
defer putInts(ipiv)
|
||||
ok := lapack64.Getrf(m.mat, ipiv)
|
||||
if !ok {
|
||||
return matrix.Condition(math.Inf(1))
|
||||
return Condition(math.Inf(1))
|
||||
}
|
||||
work := getFloats(4*r, false) // must be at least 4*r for cond.
|
||||
lapack64.Getri(m.mat, ipiv, work, -1)
|
||||
@@ -247,14 +246,14 @@ func (m *Dense) Inverse(a Matrix) error {
|
||||
}
|
||||
defer putFloats(work)
|
||||
lapack64.Getri(m.mat, ipiv, work, len(work))
|
||||
norm := lapack64.Lange(matrix.CondNorm, m.mat, work)
|
||||
rcond := lapack64.Gecon(matrix.CondNorm, m.mat, norm, work, ipiv) // reuse ipiv
|
||||
norm := lapack64.Lange(CondNorm, m.mat, work)
|
||||
rcond := lapack64.Gecon(CondNorm, m.mat, norm, work, ipiv) // reuse ipiv
|
||||
if rcond == 0 {
|
||||
return matrix.Condition(math.Inf(1))
|
||||
return Condition(math.Inf(1))
|
||||
}
|
||||
cond := 1 / rcond
|
||||
if cond > matrix.ConditionTolerance {
|
||||
return matrix.Condition(cond)
|
||||
if cond > ConditionTolerance {
|
||||
return Condition(cond)
|
||||
}
|
||||
return nil
|
||||
}
|
||||
@@ -266,7 +265,7 @@ func (m *Dense) Mul(a, b Matrix) {
|
||||
br, bc := b.Dims()
|
||||
|
||||
if ac != br {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
|
||||
aU, aTrans := untranspose(a)
|
||||
@@ -452,7 +451,7 @@ func strictCopy(m *Dense, a Matrix) {
|
||||
if r != m.mat.Rows || c != m.mat.Cols {
|
||||
// Panic with a string since this
|
||||
// is not a user-facing panic.
|
||||
panic(matrix.ErrShape.Error())
|
||||
panic(ErrShape.Error())
|
||||
}
|
||||
}
|
||||
|
||||
@@ -464,7 +463,7 @@ func strictCopy(m *Dense, a Matrix) {
|
||||
func (m *Dense) Exp(a Matrix) {
|
||||
r, c := a.Dims()
|
||||
if r != c {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
|
||||
var w *Dense
|
||||
@@ -530,7 +529,7 @@ func (m *Dense) Pow(a Matrix, n int) {
|
||||
}
|
||||
r, c := a.Dims()
|
||||
if r != c {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
|
||||
m.reuseAs(r, c)
|
||||
@@ -657,10 +656,10 @@ func (m *Dense) Apply(fn func(i, j int, v float64) float64, a Matrix) {
|
||||
func (m *Dense) RankOne(a Matrix, alpha float64, x, y *Vector) {
|
||||
ar, ac := a.Dims()
|
||||
if x.Len() != ar {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
if y.Len() != ac {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
|
||||
m.checkOverlap(x.asGeneral())
|
||||
@@ -707,7 +706,7 @@ func (m *Dense) Outer(alpha float64, x, y *Vector) {
|
||||
m.capRows = r
|
||||
m.capCols = c
|
||||
} else if r != m.mat.Rows || c != m.mat.Cols {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
} else {
|
||||
m.checkOverlap(x.asGeneral())
|
||||
m.checkOverlap(y.asGeneral())
|
@@ -2,7 +2,7 @@
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import (
|
||||
"fmt"
|
||||
@@ -13,7 +13,6 @@ import (
|
||||
|
||||
"gonum.org/v1/gonum/blas/blas64"
|
||||
"gonum.org/v1/gonum/floats"
|
||||
"gonum.org/v1/gonum/matrix"
|
||||
)
|
||||
|
||||
func asBasicMatrix(d *Dense) Matrix { return (*basicMatrix)(d) }
|
||||
@@ -188,13 +187,13 @@ func TestAtSet(t *testing.T) {
|
||||
// Check access out of bounds fails
|
||||
for _, row := range []int{-1, rows, rows + 1} {
|
||||
panicked, message := panics(func() { m.At(row, 0) })
|
||||
if !panicked || message != matrix.ErrRowAccess.Error() {
|
||||
if !panicked || message != ErrRowAccess.Error() {
|
||||
t.Errorf("expected panic for invalid row access N=%d r=%d", rows, row)
|
||||
}
|
||||
}
|
||||
for _, col := range []int{-1, cols, cols + 1} {
|
||||
panicked, message := panics(func() { m.At(0, col) })
|
||||
if !panicked || message != matrix.ErrColAccess.Error() {
|
||||
if !panicked || message != ErrColAccess.Error() {
|
||||
t.Errorf("expected panic for invalid column access N=%d c=%d", cols, col)
|
||||
}
|
||||
}
|
||||
@@ -202,13 +201,13 @@ func TestAtSet(t *testing.T) {
|
||||
// Check Set out of bounds
|
||||
for _, row := range []int{-1, rows, rows + 1} {
|
||||
panicked, message := panics(func() { m.Set(row, 0, 1.2) })
|
||||
if !panicked || message != matrix.ErrRowAccess.Error() {
|
||||
if !panicked || message != ErrRowAccess.Error() {
|
||||
t.Errorf("expected panic for invalid row access N=%d r=%d", rows, row)
|
||||
}
|
||||
}
|
||||
for _, col := range []int{-1, cols, cols + 1} {
|
||||
panicked, message := panics(func() { m.Set(0, col, 1.2) })
|
||||
if !panicked || message != matrix.ErrColAccess.Error() {
|
||||
if !panicked || message != ErrColAccess.Error() {
|
||||
t.Errorf("expected panic for invalid column access N=%d c=%d", cols, col)
|
||||
}
|
||||
}
|
||||
@@ -293,13 +292,13 @@ func TestRowColView(t *testing.T) {
|
||||
|
||||
for _, row := range []int{-1, rows, rows + 1} {
|
||||
panicked, message := panics(func() { m.At(row, 0) })
|
||||
if !panicked || message != matrix.ErrRowAccess.Error() {
|
||||
if !panicked || message != ErrRowAccess.Error() {
|
||||
t.Errorf("expected panic for invalid row access rows=%d r=%d", rows, row)
|
||||
}
|
||||
}
|
||||
for _, col := range []int{-1, cols, cols + 1} {
|
||||
panicked, message := panics(func() { m.At(0, col) })
|
||||
if !panicked || message != matrix.ErrColAccess.Error() {
|
||||
if !panicked || message != ErrColAccess.Error() {
|
||||
t.Errorf("expected panic for invalid column access cols=%d c=%d", cols, col)
|
||||
}
|
||||
}
|
||||
@@ -870,7 +869,7 @@ func TestMul(t *testing.T) {
|
||||
|
||||
func randDense(size int, rho float64, rnd func() float64) (*Dense, error) {
|
||||
if size == 0 {
|
||||
return nil, matrix.ErrZeroLength
|
||||
return nil, ErrZeroLength
|
||||
}
|
||||
d := &Dense{
|
||||
mat: blas64.General{
|
@@ -1,29 +1,26 @@
|
||||
// Generated by running
|
||||
// go generate github.com/gonum/matrix
|
||||
// DO NOT EDIT.
|
||||
|
||||
// Copyright ©2015 The gonum Authors. All rights reserved.
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
// Package mat64 provides implementations of float64 matrix structures and
|
||||
// linear algebra operations on them.
|
||||
// Package mat provides implementations of float64 and complex128 matrix
|
||||
// structures and linear algebra operations on them.
|
||||
//
|
||||
// Overview
|
||||
//
|
||||
// This section provides a quick overview of the mat64 package. The following
|
||||
// This section provides a quick overview of the mat package. The following
|
||||
// sections provide more in depth commentary.
|
||||
//
|
||||
// mat64 provides:
|
||||
// mat provides:
|
||||
// - Interfaces for Matrix classes (Matrix, Symmetric, Triangular)
|
||||
// - Concrete implementations (Dense, SymDense, TriDense)
|
||||
// - Methods and functions for using matrix data (Add, Trace, SymRankOne)
|
||||
// - Types for constructing and using matrix factorizations (QR, LU)
|
||||
// - The complementary types for complex matrices, CMatrix, CSymDense, etc.
|
||||
//
|
||||
// A matrix may be constructed through the corresponding New function. If no
|
||||
// backing array is provided the matrix will be initialized to all zeros.
|
||||
// // Allocate a zeroed matrix of size 3×5
|
||||
// zero := mat64.NewDense(3, 5, nil)
|
||||
// // Allocate a zeroed real matrix of size 3×5
|
||||
// zero := mat.NewDense(3, 5, nil)
|
||||
// If a backing data slice is provided, the matrix will have those elements.
|
||||
// Matrices are all stored in row-major format.
|
||||
// // Generate a 6×6 matrix of random values.
|
||||
@@ -32,7 +29,6 @@
|
||||
// data[i] = rand.NormFloat64()
|
||||
// }
|
||||
// a := mat64.NewDense(6, 6, data)
|
||||
//
|
||||
// Operations involving matrix data are implemented as functions when the values
|
||||
// of the matrix remain unchanged
|
||||
// tr := mat64.Trace(a)
|
||||
@@ -42,17 +38,17 @@
|
||||
// Receivers must be the correct size for the matrix operations, otherwise the
|
||||
// operation will panic. As a special case for convenience, a zero-sized matrix
|
||||
// will be modified to have the correct size, allocating data if necessary.
|
||||
// var c mat64.Dense // construct a new zero-sized matrix
|
||||
// var c mat.Dense // construct a new zero-sized matrix
|
||||
// c.Mul(a, a) // c is automatically adjusted to be 6×6
|
||||
//
|
||||
// The Matrix Interfaces
|
||||
//
|
||||
// The Matrix interface is the common link between the concrete types. The Matrix
|
||||
// interface is defined by three functions: Dims, which returns the dimensions
|
||||
// of the Matrix, At, which returns the element in the specified location, and
|
||||
// T for returning a Transpose (discussed later). All of the concrete types can
|
||||
// perform these behaviors and so implement the interface. Methods and functions
|
||||
// are designed to use this interface, so in particular the method
|
||||
// The Matrix interface is the common link between the concrete types of real
|
||||
// matrices, The Matrix interface is defined by three functions: Dims, which
|
||||
// returns the dimensions of the Matrix, At, which returns the element in the
|
||||
// specified location, and T for returning a Transpose (discussed later). All of
|
||||
// the concrete types can perform these behaviors and so implement the interface.
|
||||
// Methods and functions are designed to use this interface, so in particular the method
|
||||
// func (m *Dense) Mul(a, b Matrix)
|
||||
// constructs a *Dense from the result of a multiplication with any Matrix types,
|
||||
// not just *Dense. Where more restrictive requirements must be met, there are also the
|
||||
@@ -60,12 +56,17 @@
|
||||
// func (s *SymDense) AddSym(a, b Symmetric)
|
||||
// the Symmetric interface guarantees a symmetric result.
|
||||
//
|
||||
// Transposes
|
||||
// The CMatrix interface plays the same role for complex matrices. The difference
|
||||
// is that the CMatrix type has the H method instead T, for returning the conjugate
|
||||
// transpose.
|
||||
//
|
||||
// The T method is used for transposition. For example, c.Mul(a.T(), b) computes
|
||||
// c = a^T * b. The mat64 types implement this method using an implicit transpose —
|
||||
// see the Transpose type for more details. Note that some operations have a
|
||||
// transpose as part of their definition, as in *SymDense.SymOuterK.
|
||||
// (Conjugate) Transposes
|
||||
//
|
||||
// The T method is used for transposition on real matrices, and H is used for
|
||||
// conjugate transposition on complex matrices. For example, c.Mul(a.T(), b) computes
|
||||
// c = a^T * b. The mat types implement this method implicitly —
|
||||
// see the Transpose and Conjugate types for more details. Note that some
|
||||
// operations have a transpose as part of their definition, as in *SymDense.SymOuterK.
|
||||
//
|
||||
// Matrix Factorization
|
||||
//
|
||||
@@ -75,19 +76,20 @@
|
||||
// var lu mat64.LU
|
||||
// lu.Factorize(a)
|
||||
// The elements of the factorization can be extracted through methods on the
|
||||
// appropriate type, i.e. *TriDense.LFromLU and *TriDense.UFromLU. Alternatively,
|
||||
// they can be used directly, as in *Dense.SolveLU. Some factorizations can be
|
||||
// updated directly, without needing to update the original matrix and refactorize,
|
||||
// factorized type, i.e. *LU.UTo. The factorization types can also be used directly,
|
||||
// as in *Dense.SolveCholesky. Some factorizations can be updated directly,
|
||||
// without needing to update the original matrix and refactorize,
|
||||
// as in *LU.RankOne.
|
||||
//
|
||||
// BLAS and LAPACK
|
||||
//
|
||||
// BLAS and LAPACK are the standard APIs for linear algebra routines. Many
|
||||
// operations in mat64 are implemented using calls to the wrapper functions
|
||||
// in gonum/blas/blas64 and gonum/lapack/lapack64. By default, blas64 and
|
||||
// lapack64 call the native Go implementations of the routines. Alternatively,
|
||||
// it is possible to use C-based implementations of the APIs through the respective
|
||||
// cgo packages and "Use" functions. The Go implementation of LAPACK makes calls
|
||||
// operations in mat are implemented using calls to the wrapper functions
|
||||
// in gonum/blas/blas64 and gonum/lapack/lapack64 and their complex equivalents.
|
||||
// By default, blas64 and lapack64 call the native Go implementations of the
|
||||
// routines. Alternatively, it is possible to use C-based implementations of the
|
||||
// APIs through the respective cgo packages and "Use" functions. The Go
|
||||
// implementation of LAPACK (used by default) makes calls
|
||||
// through blas64, so if a cgo BLAS implementation is registered, the lapack64
|
||||
// calls will be partially executed in Go and partially executed in C.
|
||||
//
|
||||
@@ -121,7 +123,7 @@
|
||||
//
|
||||
// Element Aliasing
|
||||
//
|
||||
// Most methods in mat64 modify receiver data. It is forbidden for the modified
|
||||
// Most methods in mat modify receiver data. It is forbidden for the modified
|
||||
// data region of the receiver to overlap the used data area of the input
|
||||
// arguments. The exception to this rule is when the method receiver is equal to one
|
||||
// of the input arguments, as in the a.Pow(a, 6) call above, or its implicit transpose.
|
||||
@@ -136,7 +138,7 @@
|
||||
// your program, you are being clever. Don't be clever. If you must be clever,
|
||||
// blas64 and lapack64 may be used to call the behavior directly.
|
||||
//
|
||||
// mat64 will use the following rules to detect overlap between the receiver and one
|
||||
// mat will use the following rules to detect overlap between the receiver and one
|
||||
// of the inputs:
|
||||
// - the input implements one of the Raw methods, and
|
||||
// - the Raw type matches that of the receiver or
|
||||
@@ -150,9 +152,9 @@
|
||||
// - there is pointer identity between the receiver and input values after
|
||||
// the value has been untransposed if necessary.
|
||||
//
|
||||
// mat64 will not attempt to detect element overlap if the input does not implement a
|
||||
// mat will not attempt to detect element overlap if the input does not implement a
|
||||
// Raw method, or if the Raw method differs from that of the receiver except when a
|
||||
// conversion has occurred through a mat64 API function. Method behavior is undefined
|
||||
// conversion has occurred through a mat API function. Method behavior is undefined
|
||||
// if there is undetected overlap.
|
||||
//
|
||||
package mat64 // import "gonum.org/v1/gonum/matrix/mat64"
|
||||
package mat // import "gonum.org/v1/gonum/mat"
|
@@ -3,12 +3,11 @@
|
||||
// license that can be found in the LICENSE file.
|
||||
// Based on the EigenvalueDecomposition class from Jama 1.0.3.
|
||||
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import (
|
||||
"gonum.org/v1/gonum/lapack"
|
||||
"gonum.org/v1/gonum/lapack/lapack64"
|
||||
"gonum.org/v1/gonum/matrix"
|
||||
)
|
||||
|
||||
const (
|
||||
@@ -82,7 +81,7 @@ func (e *EigenSym) Values(dst []float64) []float64 {
|
||||
dst = make([]float64, len(e.values))
|
||||
}
|
||||
if len(dst) != len(e.values) {
|
||||
panic(matrix.ErrSliceLengthMismatch)
|
||||
panic(ErrSliceLengthMismatch)
|
||||
}
|
||||
copy(dst, e.values)
|
||||
return dst
|
||||
@@ -149,7 +148,7 @@ func (e *Eigen) Factorize(a Matrix, left, right bool) (ok bool) {
|
||||
// Copy a because it is modified during the Lapack call.
|
||||
r, c := a.Dims()
|
||||
if r != c {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
var sd Dense
|
||||
sd.Clone(a)
|
||||
@@ -209,7 +208,7 @@ func (e *Eigen) Values(dst []complex128) []complex128 {
|
||||
dst = make([]complex128, e.n)
|
||||
}
|
||||
if len(dst) != e.n {
|
||||
panic(matrix.ErrSliceLengthMismatch)
|
||||
panic(ErrSliceLengthMismatch)
|
||||
}
|
||||
copy(dst, e.values)
|
||||
return dst
|
@@ -2,7 +2,7 @@
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import (
|
||||
"math/rand"
|
@@ -2,7 +2,7 @@
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
package matrix
|
||||
package mat
|
||||
|
||||
import (
|
||||
"fmt"
|
@@ -2,7 +2,7 @@
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
package matrix
|
||||
package mat
|
||||
|
||||
import "testing"
|
||||
|
@@ -2,20 +2,20 @@
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
package mat64_test
|
||||
package mat_test
|
||||
|
||||
import "gonum.org/v1/gonum/matrix/mat64"
|
||||
import "gonum.org/v1/gonum/mat"
|
||||
|
||||
// FAO is a dataset extracted from Food and Agriculture Organization of the
|
||||
// United Nations "FAO Statistical Pocketbook: World Food and Agriculture 2015".
|
||||
// pp49-52.
|
||||
var FAO = struct {
|
||||
Africa *mat64.Dense
|
||||
Asia *mat64.Dense
|
||||
LatinAmericaCaribbean *mat64.Dense
|
||||
Oceania *mat64.Dense
|
||||
Africa *mat.Dense
|
||||
Asia *mat.Dense
|
||||
LatinAmericaCaribbean *mat.Dense
|
||||
Oceania *mat.Dense
|
||||
}{
|
||||
Africa: mat64.NewDense(21, 3, []float64{
|
||||
Africa: mat.NewDense(21, 3, []float64{
|
||||
// 1990, 2000, 2014
|
||||
35.3, 38, 30.7, // Employment in agriculture (%)
|
||||
9.2, 20.3, 25.2, // Employment in agriculture, female (%)
|
||||
@@ -43,7 +43,7 @@ var FAO = struct {
|
||||
72, 92, 119, // Fish
|
||||
}),
|
||||
|
||||
Asia: mat64.NewDense(21, 3, []float64{
|
||||
Asia: mat.NewDense(21, 3, []float64{
|
||||
// 1990, 2000, 2014
|
||||
30.9, 24.5, 27.6, // Employment in agriculture (%)
|
||||
40.9, 29.4, 31.1, // Employment in agriculture, female (%)
|
||||
@@ -71,7 +71,7 @@ var FAO = struct {
|
||||
65, 90, 119, // Fish
|
||||
}),
|
||||
|
||||
LatinAmericaCaribbean: mat64.NewDense(14, 3, []float64{
|
||||
LatinAmericaCaribbean: mat.NewDense(14, 3, []float64{
|
||||
// 1990, 2000, 2014
|
||||
19.5, 14.2, 15.8, // Employment in agriculture (%)
|
||||
13.7, 6.2, 7.6, // Employment in agriculture, female (%)
|
||||
@@ -92,7 +92,7 @@ var FAO = struct {
|
||||
82, 107, 71, // Fish
|
||||
}),
|
||||
|
||||
Oceania: mat64.NewDense(21, 3, []float64{
|
||||
Oceania: mat.NewDense(21, 3, []float64{
|
||||
// 1990, 2000, 2014
|
||||
6.2, 17.1, 3.8, // Employment in agriculture (%)
|
||||
4.5, 3.9, 4.4, // Employment in agriculture, female (%)
|
@@ -2,7 +2,7 @@
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import (
|
||||
"fmt"
|
@@ -2,20 +2,20 @@
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
package mat64_test
|
||||
package mat_test
|
||||
|
||||
import (
|
||||
"fmt"
|
||||
|
||||
"gonum.org/v1/gonum/matrix/mat64"
|
||||
"gonum.org/v1/gonum/mat"
|
||||
)
|
||||
|
||||
func ExampleFormatted() {
|
||||
a := mat64.NewDense(3, 3, []float64{1, 2, 3, 0, 4, 5, 0, 0, 6})
|
||||
a := mat.NewDense(3, 3, []float64{1, 2, 3, 0, 4, 5, 0, 0, 6})
|
||||
|
||||
// Create a matrix formatting value with a prefix and calculating each column
|
||||
// width individually...
|
||||
fa := mat64.Formatted(a, mat64.Prefix(" "), mat64.Squeeze())
|
||||
fa := mat.Formatted(a, mat.Prefix(" "), mat.Squeeze())
|
||||
|
||||
// and then print with and without zero value elements.
|
||||
fmt.Printf("with all values:\na = %v\n\n", fa)
|
||||
@@ -61,27 +61,27 @@ func ExampleExcerpt() {
|
||||
// matrices and vectors.
|
||||
|
||||
// The big matrix is too large to properly print...
|
||||
big := mat64.NewDense(100, 100, nil)
|
||||
big := mat.NewDense(100, 100, nil)
|
||||
for i := 0; i < 100; i++ {
|
||||
big.Set(i, i, 1)
|
||||
}
|
||||
|
||||
// so only print corner excerpts of the matrix.
|
||||
fmt.Printf("excerpt big identity matrix: %v\n\n",
|
||||
mat64.Formatted(big, mat64.Prefix(" "), mat64.Excerpt(3)))
|
||||
mat.Formatted(big, mat.Prefix(" "), mat.Excerpt(3)))
|
||||
|
||||
// The long vector is also too large, ...
|
||||
long := mat64.NewVector(100, nil)
|
||||
long := mat.NewVector(100, nil)
|
||||
for i := 0; i < 100; i++ {
|
||||
long.SetVec(i, float64(i))
|
||||
}
|
||||
|
||||
// ... so print end excerpts of the vector,
|
||||
fmt.Printf("excerpt long column vector: %v\n\n",
|
||||
mat64.Formatted(long, mat64.Prefix(" "), mat64.Excerpt(3)))
|
||||
mat.Formatted(long, mat.Prefix(" "), mat.Excerpt(3)))
|
||||
// or its transpose.
|
||||
fmt.Printf("excerpt long row vector: %v\n",
|
||||
mat64.Formatted(long.T(), mat64.Prefix(" "), mat64.Excerpt(3)))
|
||||
mat.Formatted(long.T(), mat.Prefix(" "), mat.Excerpt(3)))
|
||||
|
||||
// Output:
|
||||
// excerpt big identity matrix: Dims(100, 100)
|
@@ -2,7 +2,7 @@
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import (
|
||||
"fmt"
|
||||
@@ -26,8 +26,8 @@ func TestFormat(t *testing.T) {
|
||||
[]rp{
|
||||
{"%v", "⎡0 0 0⎤\n⎢0 0 0⎥\n⎣0 0 0⎦"},
|
||||
{"% f", "⎡. . .⎤\n⎢. . .⎥\n⎣. . .⎦"},
|
||||
{"%#v", "&mat64.Dense{mat:blas64.General{Rows:3, Cols:3, Stride:3, Data:[]float64{0, 0, 0, 0, 0, 0, 0, 0, 0}}, capRows:3, capCols:3}"},
|
||||
{"%s", "%!s(*mat64.Dense=Dims(3, 3))"},
|
||||
{"%#v", "&mat.Dense{mat:blas64.General{Rows:3, Cols:3, Stride:3, Data:[]float64{0, 0, 0, 0, 0, 0, 0, 0, 0}}, capRows:3, capCols:3}"},
|
||||
{"%s", "%!s(*mat.Dense=Dims(3, 3))"},
|
||||
},
|
||||
},
|
||||
{
|
||||
@@ -35,7 +35,7 @@ func TestFormat(t *testing.T) {
|
||||
[]rp{
|
||||
{"%v", "⎡1 1 1⎤\n⎢1 1 1⎥\n⎣1 1 1⎦"},
|
||||
{"% f", "⎡1 1 1⎤\n⎢1 1 1⎥\n⎣1 1 1⎦"},
|
||||
{"%#v", "&mat64.Dense{mat:blas64.General{Rows:3, Cols:3, Stride:3, Data:[]float64{1, 1, 1, 1, 1, 1, 1, 1, 1}}, capRows:3, capCols:3}"},
|
||||
{"%#v", "&mat.Dense{mat:blas64.General{Rows:3, Cols:3, Stride:3, Data:[]float64{1, 1, 1, 1, 1, 1, 1, 1, 1}}, capRows:3, capCols:3}"},
|
||||
},
|
||||
},
|
||||
{
|
||||
@@ -43,7 +43,7 @@ func TestFormat(t *testing.T) {
|
||||
[]rp{
|
||||
{"%v", "⎡1 1 1⎤\n\t⎢1 1 1⎥\n\t⎣1 1 1⎦"},
|
||||
{"% f", "⎡1 1 1⎤\n\t⎢1 1 1⎥\n\t⎣1 1 1⎦"},
|
||||
{"%#v", "&mat64.Dense{mat:blas64.General{Rows:3, Cols:3, Stride:3, Data:[]float64{1, 1, 1, 1, 1, 1, 1, 1, 1}}, capRows:3, capCols:3}"},
|
||||
{"%#v", "&mat.Dense{mat:blas64.General{Rows:3, Cols:3, Stride:3, Data:[]float64{1, 1, 1, 1, 1, 1, 1, 1, 1}}, capRows:3, capCols:3}"},
|
||||
},
|
||||
},
|
||||
{
|
||||
@@ -51,7 +51,7 @@ func TestFormat(t *testing.T) {
|
||||
[]rp{
|
||||
{"%v", "⎡1 0 0⎤\n⎢0 1 0⎥\n⎣0 0 1⎦"},
|
||||
{"% f", "⎡1 . .⎤\n⎢. 1 .⎥\n⎣. . 1⎦"},
|
||||
{"%#v", "&mat64.Dense{mat:blas64.General{Rows:3, Cols:3, Stride:3, Data:[]float64{1, 0, 0, 0, 1, 0, 0, 0, 1}}, capRows:3, capCols:3}"},
|
||||
{"%#v", "&mat.Dense{mat:blas64.General{Rows:3, Cols:3, Stride:3, Data:[]float64{1, 0, 0, 0, 1, 0, 0, 0, 1}}, capRows:3, capCols:3}"},
|
||||
},
|
||||
},
|
||||
{
|
||||
@@ -59,7 +59,7 @@ func TestFormat(t *testing.T) {
|
||||
[]rp{
|
||||
{"%v", "⎡1 2 3⎤\n⎣4 5 6⎦"},
|
||||
{"% f", "⎡1 2 3⎤\n⎣4 5 6⎦"},
|
||||
{"%#v", "&mat64.Dense{mat:blas64.General{Rows:2, Cols:3, Stride:3, Data:[]float64{1, 2, 3, 4, 5, 6}}, capRows:2, capCols:3}"},
|
||||
{"%#v", "&mat.Dense{mat:blas64.General{Rows:2, Cols:3, Stride:3, Data:[]float64{1, 2, 3, 4, 5, 6}}, capRows:2, capCols:3}"},
|
||||
},
|
||||
},
|
||||
{
|
||||
@@ -67,7 +67,7 @@ func TestFormat(t *testing.T) {
|
||||
[]rp{
|
||||
{"%v", "⎡1 2⎤\n⎢3 4⎥\n⎣5 6⎦"},
|
||||
{"% f", "⎡1 2⎤\n⎢3 4⎥\n⎣5 6⎦"},
|
||||
{"%#v", "&mat64.Dense{mat:blas64.General{Rows:3, Cols:2, Stride:2, Data:[]float64{1, 2, 3, 4, 5, 6}}, capRows:3, capCols:2}"},
|
||||
{"%#v", "&mat.Dense{mat:blas64.General{Rows:3, Cols:2, Stride:2, Data:[]float64{1, 2, 3, 4, 5, 6}}, capRows:3, capCols:2}"},
|
||||
},
|
||||
},
|
||||
{
|
||||
@@ -80,7 +80,7 @@ func TestFormat(t *testing.T) {
|
||||
{"%v", "⎡ 0 1 1.4142135623730951⎤\n⎣1.7320508075688772 2 2.23606797749979⎦"},
|
||||
{"%.2f", "⎡0.00 1.00 1.41⎤\n⎣1.73 2.00 2.24⎦"},
|
||||
{"% f", "⎡ . 1 1.4142135623730951⎤\n⎣1.7320508075688772 2 2.23606797749979⎦"},
|
||||
{"%#v", "&mat64.Dense{mat:blas64.General{Rows:2, Cols:3, Stride:3, Data:[]float64{0, 1, 1.4142135623730951, 1.7320508075688772, 2, 2.23606797749979}}, capRows:2, capCols:3}"},
|
||||
{"%#v", "&mat.Dense{mat:blas64.General{Rows:2, Cols:3, Stride:3, Data:[]float64{0, 1, 1.4142135623730951, 1.7320508075688772, 2, 2.23606797749979}}, capRows:2, capCols:3}"},
|
||||
},
|
||||
},
|
||||
{
|
||||
@@ -93,7 +93,7 @@ func TestFormat(t *testing.T) {
|
||||
{"%v", "⎡ 0 1⎤\n⎢1.4142135623730951 1.7320508075688772⎥\n⎣ 2 2.23606797749979⎦"},
|
||||
{"%.2f", "⎡0.00 1.00⎤\n⎢1.41 1.73⎥\n⎣2.00 2.24⎦"},
|
||||
{"% f", "⎡ . 1⎤\n⎢1.4142135623730951 1.7320508075688772⎥\n⎣ 2 2.23606797749979⎦"},
|
||||
{"%#v", "&mat64.Dense{mat:blas64.General{Rows:3, Cols:2, Stride:2, Data:[]float64{0, 1, 1.4142135623730951, 1.7320508075688772, 2, 2.23606797749979}}, capRows:3, capCols:2}"},
|
||||
{"%#v", "&mat.Dense{mat:blas64.General{Rows:3, Cols:2, Stride:2, Data:[]float64{0, 1, 1.4142135623730951, 1.7320508075688772, 2, 2.23606797749979}}, capRows:3, capCols:2}"},
|
||||
},
|
||||
},
|
||||
{
|
||||
@@ -106,7 +106,7 @@ func TestFormat(t *testing.T) {
|
||||
{"%v", "⎡ 0 1 1.4142135623730951⎤\n⎣1.7320508075688772 2 2.23606797749979⎦"},
|
||||
{"%.2f", "⎡0.00 1.00 1.41⎤\n⎣1.73 2.00 2.24⎦"},
|
||||
{"% f", "⎡ . 1 1.4142135623730951⎤\n⎣1.7320508075688772 2 2.23606797749979⎦"},
|
||||
{"%#v", "&mat64.Dense{mat:blas64.General{Rows:2, Cols:3, Stride:3, Data:[]float64{0, 1, 1.4142135623730951, 1.7320508075688772, 2, 2.23606797749979}}, capRows:2, capCols:3}"},
|
||||
{"%#v", "&mat.Dense{mat:blas64.General{Rows:2, Cols:3, Stride:3, Data:[]float64{0, 1, 1.4142135623730951, 1.7320508075688772, 2, 2.23606797749979}}, capRows:2, capCols:3}"},
|
||||
},
|
||||
},
|
||||
{
|
@@ -3,14 +3,13 @@
|
||||
// license that can be found in the LICENSE file.
|
||||
// Based on the SingularValueDecomposition class from Jama 1.0.3.
|
||||
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import (
|
||||
"gonum.org/v1/gonum/blas/blas64"
|
||||
"gonum.org/v1/gonum/floats"
|
||||
"gonum.org/v1/gonum/lapack"
|
||||
"gonum.org/v1/gonum/lapack/lapack64"
|
||||
"gonum.org/v1/gonum/matrix"
|
||||
)
|
||||
|
||||
// GSVD is a type for creating and using the Generalized Singular Value Decomposition
|
||||
@@ -20,7 +19,7 @@ import (
|
||||
// variable×sample spaces to reduced and diagonalized "eigenvariable"×"eigensample"
|
||||
// spaces.
|
||||
type GSVD struct {
|
||||
kind matrix.GSVDKind
|
||||
kind GSVDKind
|
||||
|
||||
r, p, c, k, l int
|
||||
s1, s2 []float64
|
||||
@@ -50,24 +49,24 @@ type GSVD struct {
|
||||
//
|
||||
// Factorize returns whether the decomposition succeeded. If the decomposition
|
||||
// failed, routines that require a successful factorization will panic.
|
||||
func (gsvd *GSVD) Factorize(a, b Matrix, kind matrix.GSVDKind) (ok bool) {
|
||||
func (gsvd *GSVD) Factorize(a, b Matrix, kind GSVDKind) (ok bool) {
|
||||
r, c := a.Dims()
|
||||
gsvd.r, gsvd.c = r, c
|
||||
p, c := b.Dims()
|
||||
gsvd.p = p
|
||||
if gsvd.c != c {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
var jobU, jobV, jobQ lapack.GSVDJob
|
||||
switch {
|
||||
default:
|
||||
panic("gsvd: bad input kind")
|
||||
case kind == matrix.GSVDNone:
|
||||
case kind == GSVDNone:
|
||||
jobU = lapack.GSVDNone
|
||||
jobV = lapack.GSVDNone
|
||||
jobQ = lapack.GSVDNone
|
||||
case (matrix.GSVDU|matrix.GSVDV|matrix.GSVDQ)&kind != 0:
|
||||
if matrix.GSVDU&kind != 0 {
|
||||
case (GSVDU|GSVDV|GSVDQ)&kind != 0:
|
||||
if GSVDU&kind != 0 {
|
||||
jobU = lapack.GSVDU
|
||||
gsvd.u = blas64.General{
|
||||
Rows: r,
|
||||
@@ -76,7 +75,7 @@ func (gsvd *GSVD) Factorize(a, b Matrix, kind matrix.GSVDKind) (ok bool) {
|
||||
Data: use(gsvd.u.Data, r*r),
|
||||
}
|
||||
}
|
||||
if matrix.GSVDV&kind != 0 {
|
||||
if GSVDV&kind != 0 {
|
||||
jobV = lapack.GSVDV
|
||||
gsvd.v = blas64.General{
|
||||
Rows: p,
|
||||
@@ -85,7 +84,7 @@ func (gsvd *GSVD) Factorize(a, b Matrix, kind matrix.GSVDKind) (ok bool) {
|
||||
Data: use(gsvd.v.Data, p*p),
|
||||
}
|
||||
}
|
||||
if matrix.GSVDQ&kind != 0 {
|
||||
if GSVDQ&kind != 0 {
|
||||
jobQ = lapack.GSVDQ
|
||||
gsvd.q = blas64.General{
|
||||
Rows: c,
|
||||
@@ -119,7 +118,7 @@ func (gsvd *GSVD) Factorize(a, b Matrix, kind matrix.GSVDKind) (ok bool) {
|
||||
|
||||
// Kind returns the matrix.GSVDKind of the decomposition. If no decomposition has been
|
||||
// computed, Kind returns 0.
|
||||
func (gsvd *GSVD) Kind() matrix.GSVDKind {
|
||||
func (gsvd *GSVD) Kind() GSVDKind {
|
||||
return gsvd.kind
|
||||
}
|
||||
|
||||
@@ -147,7 +146,7 @@ func (gsvd *GSVD) GeneralizedValues(v []float64) []float64 {
|
||||
v = make([]float64, d-k)
|
||||
}
|
||||
if len(v) != d-k {
|
||||
panic(matrix.ErrSliceLengthMismatch)
|
||||
panic(ErrSliceLengthMismatch)
|
||||
}
|
||||
floats.DivTo(v, gsvd.s1[k:d], gsvd.s2[k:d])
|
||||
return v
|
||||
@@ -172,7 +171,7 @@ func (gsvd *GSVD) ValuesA(s []float64) []float64 {
|
||||
s = make([]float64, d-k)
|
||||
}
|
||||
if len(s) != d-k {
|
||||
panic(matrix.ErrSliceLengthMismatch)
|
||||
panic(ErrSliceLengthMismatch)
|
||||
}
|
||||
copy(s, gsvd.s1[k:min(r, c)])
|
||||
return s
|
||||
@@ -197,7 +196,7 @@ func (gsvd *GSVD) ValuesB(s []float64) []float64 {
|
||||
s = make([]float64, d-k)
|
||||
}
|
||||
if len(s) != d-k {
|
||||
panic(matrix.ErrSliceLengthMismatch)
|
||||
panic(ErrSliceLengthMismatch)
|
||||
}
|
||||
copy(s, gsvd.s2[k:d])
|
||||
return s
|
||||
@@ -300,7 +299,7 @@ func (gsvd *GSVD) SigmaBTo(dst *Dense) *Dense {
|
||||
//
|
||||
// UTo will panic if the receiver does not contain a successful factorization.
|
||||
func (gsvd *GSVD) UTo(dst *Dense) *Dense {
|
||||
if gsvd.kind&matrix.GSVDU == 0 {
|
||||
if gsvd.kind&GSVDU == 0 {
|
||||
panic("mat64: improper GSVD kind")
|
||||
}
|
||||
r := gsvd.u.Rows
|
||||
@@ -326,7 +325,7 @@ func (gsvd *GSVD) UTo(dst *Dense) *Dense {
|
||||
//
|
||||
// VTo will panic if the receiver does not contain a successful factorization.
|
||||
func (gsvd *GSVD) VTo(dst *Dense) *Dense {
|
||||
if gsvd.kind&matrix.GSVDV == 0 {
|
||||
if gsvd.kind&GSVDV == 0 {
|
||||
panic("mat64: improper GSVD kind")
|
||||
}
|
||||
r := gsvd.v.Rows
|
||||
@@ -352,7 +351,7 @@ func (gsvd *GSVD) VTo(dst *Dense) *Dense {
|
||||
//
|
||||
// QTo will panic if the receiver does not contain a successful factorization.
|
||||
func (gsvd *GSVD) QTo(dst *Dense) *Dense {
|
||||
if gsvd.kind&matrix.GSVDQ == 0 {
|
||||
if gsvd.kind&GSVDQ == 0 {
|
||||
panic("mat64: improper GSVD kind")
|
||||
}
|
||||
r := gsvd.q.Rows
|
@@ -2,15 +2,14 @@
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
package mat64_test
|
||||
package mat_test
|
||||
|
||||
import (
|
||||
"fmt"
|
||||
"log"
|
||||
"math"
|
||||
|
||||
"gonum.org/v1/gonum/matrix"
|
||||
"gonum.org/v1/gonum/matrix/mat64"
|
||||
"gonum.org/v1/gonum/mat"
|
||||
)
|
||||
|
||||
func ExampleGSVD() {
|
||||
@@ -19,8 +18,8 @@ func ExampleGSVD() {
|
||||
//
|
||||
// See Lee et al. doi:10.1371/journal.pone.0030098 and
|
||||
// Alter at al. doi:10.1073/pnas.0530258100 for more details.
|
||||
var gsvd mat64.GSVD
|
||||
ok := gsvd.Factorize(FAO.Africa, FAO.LatinAmericaCaribbean, matrix.GSVDU|matrix.GSVDV|matrix.GSVDQ)
|
||||
var gsvd mat.GSVD
|
||||
ok := gsvd.Factorize(FAO.Africa, FAO.LatinAmericaCaribbean, mat.GSVDU|mat.GSVDV|mat.GSVDQ)
|
||||
if !ok {
|
||||
log.Fatal("GSVD factorization failed")
|
||||
}
|
||||
@@ -32,14 +31,14 @@ func ExampleGSVD() {
|
||||
s2 := gsvd.ValuesB(nil)
|
||||
|
||||
fmt.Printf("Africa\n\ts1 = %.4f\n\n\tU = %.4f\n\n",
|
||||
s1, mat64.Formatted(u, mat64.Prefix("\t "), mat64.Excerpt(2)))
|
||||
s1, mat.Formatted(u, mat.Prefix("\t "), mat.Excerpt(2)))
|
||||
fmt.Printf("Latin America/Caribbean\n\ts2 = %.4f\n\n\tV = %.4f\n",
|
||||
s2, mat64.Formatted(v, mat64.Prefix("\t "), mat64.Excerpt(2)))
|
||||
s2, mat.Formatted(v, mat.Prefix("\t "), mat.Excerpt(2)))
|
||||
|
||||
var q mat64.Dense
|
||||
var q mat.Dense
|
||||
q.Mul(gsvd.ZeroRTo(nil), gsvd.QTo(nil))
|
||||
fmt.Printf("\nCommon basis vectors\n\n\tQ^T = %.4f\n",
|
||||
mat64.Formatted(q.T(), mat64.Prefix("\t ")))
|
||||
mat.Formatted(q.T(), mat.Prefix("\t ")))
|
||||
|
||||
// Calculate the antisymmetric angular distances for each eigenvariable.
|
||||
fmt.Println("\nSignificance:")
|
@@ -2,14 +2,13 @@
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import (
|
||||
"math/rand"
|
||||
"testing"
|
||||
|
||||
"gonum.org/v1/gonum/floats"
|
||||
"gonum.org/v1/gonum/matrix"
|
||||
)
|
||||
|
||||
func TestGSVD(t *testing.T) {
|
||||
@@ -49,7 +48,7 @@ func TestGSVD(t *testing.T) {
|
||||
|
||||
// Test Full decomposition.
|
||||
var gsvd GSVD
|
||||
ok := gsvd.Factorize(a, b, matrix.GSVDU|matrix.GSVDV|matrix.GSVDQ)
|
||||
ok := gsvd.Factorize(a, b, GSVDU|GSVDV|GSVDQ)
|
||||
if !ok {
|
||||
t.Errorf("GSVD factorization failed")
|
||||
}
|
||||
@@ -83,7 +82,7 @@ func TestGSVD(t *testing.T) {
|
||||
}
|
||||
|
||||
// Test None decomposition.
|
||||
ok = gsvd.Factorize(a, b, matrix.GSVDNone)
|
||||
ok = gsvd.Factorize(a, b, GSVDNone)
|
||||
if !ok {
|
||||
t.Errorf("GSVD factorization failed")
|
||||
}
|
@@ -3,13 +3,12 @@
|
||||
// license that can be found in the LICENSE file.
|
||||
// Based on the SingularValueDecomposition class from Jama 1.0.3.
|
||||
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import (
|
||||
"errors"
|
||||
|
||||
"gonum.org/v1/gonum/blas/blas64"
|
||||
"gonum.org/v1/gonum/matrix"
|
||||
)
|
||||
|
||||
// HOGSVD is a type for creating and using the Higher Order Generalized Singular Value
|
||||
@@ -58,14 +57,14 @@ func (gsvd *HOGSVD) Factorize(m ...Matrix) (ok bool) {
|
||||
for i, d := range m {
|
||||
rd, cd := d.Dims()
|
||||
if rd < cd {
|
||||
gsvd.err = matrix.ErrShape
|
||||
gsvd.err = ErrShape
|
||||
return false
|
||||
}
|
||||
if rd > r {
|
||||
r = rd
|
||||
}
|
||||
if cd != c {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
ts.Reset()
|
||||
ts.SymOuterK(1, d.T())
|
||||
@@ -187,7 +186,7 @@ func (gsvd *HOGSVD) Values(s []float64, n int) []float64 {
|
||||
if s == nil {
|
||||
s = make([]float64, c)
|
||||
} else if len(s) != c {
|
||||
panic(matrix.ErrSliceLengthMismatch)
|
||||
panic(ErrSliceLengthMismatch)
|
||||
}
|
||||
for j := 0; j < c; j++ {
|
||||
s[j] = blas64.Nrm2(r, gsvd.b[n].ColView(j).mat)
|
@@ -2,13 +2,13 @@
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
package mat64_test
|
||||
package mat_test
|
||||
|
||||
import (
|
||||
"fmt"
|
||||
"log"
|
||||
|
||||
"gonum.org/v1/gonum/matrix/mat64"
|
||||
"gonum.org/v1/gonum/mat"
|
||||
)
|
||||
|
||||
func ExampleHOGSVD() {
|
||||
@@ -17,7 +17,7 @@ func ExampleHOGSVD() {
|
||||
//
|
||||
// See Ponnapalli et al. doi:10.1371/journal.pone.0028072 and
|
||||
// Alter at al. doi:10.1073/pnas.0530258100 for more details.
|
||||
var gsvd mat64.HOGSVD
|
||||
var gsvd mat.HOGSVD
|
||||
ok := gsvd.Factorize(FAO.Africa, FAO.Asia, FAO.LatinAmericaCaribbean, FAO.Oceania)
|
||||
if !ok {
|
||||
log.Fatal("HOGSVD factorization failed: %v", gsvd.Err())
|
||||
@@ -27,12 +27,12 @@ func ExampleHOGSVD() {
|
||||
u := gsvd.UTo(nil, i)
|
||||
s := gsvd.Values(nil, i)
|
||||
fmt.Printf("%s\n\ts_%d = %.4f\n\n\tU_%[2]d = %.4[4]f\n",
|
||||
n, i, s, mat64.Formatted(u, mat64.Prefix("\t ")))
|
||||
n, i, s, mat.Formatted(u, mat.Prefix("\t ")))
|
||||
}
|
||||
|
||||
v := gsvd.VTo(nil)
|
||||
fmt.Printf("\nCommon basis vectors\n\n\tV^T = %.4f",
|
||||
mat64.Formatted(v.T(), mat64.Prefix("\t ")))
|
||||
mat.Formatted(v.T(), mat.Prefix("\t ")))
|
||||
|
||||
// Output:
|
||||
//
|
@@ -2,7 +2,7 @@
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import (
|
||||
"math/rand"
|
@@ -6,9 +6,7 @@
|
||||
|
||||
//+build bounds
|
||||
|
||||
package mat64
|
||||
|
||||
import "gonum.org/v1/gonum/matrix"
|
||||
package mat
|
||||
|
||||
// At returns the element at row i, column j.
|
||||
func (m *Dense) At(i, j int) float64 {
|
||||
@@ -17,10 +15,10 @@ func (m *Dense) At(i, j int) float64 {
|
||||
|
||||
func (m *Dense) at(i, j int) float64 {
|
||||
if uint(i) >= uint(m.mat.Rows) {
|
||||
panic(matrix.ErrRowAccess)
|
||||
panic(ErrRowAccess)
|
||||
}
|
||||
if uint(j) >= uint(m.mat.Cols) {
|
||||
panic(matrix.ErrColAccess)
|
||||
panic(ErrColAccess)
|
||||
}
|
||||
return m.mat.Data[i*m.mat.Stride+j]
|
||||
}
|
||||
@@ -32,10 +30,10 @@ func (m *Dense) Set(i, j int, v float64) {
|
||||
|
||||
func (m *Dense) set(i, j int, v float64) {
|
||||
if uint(i) >= uint(m.mat.Rows) {
|
||||
panic(matrix.ErrRowAccess)
|
||||
panic(ErrRowAccess)
|
||||
}
|
||||
if uint(j) >= uint(m.mat.Cols) {
|
||||
panic(matrix.ErrColAccess)
|
||||
panic(ErrColAccess)
|
||||
}
|
||||
m.mat.Data[i*m.mat.Stride+j] = v
|
||||
}
|
||||
@@ -44,14 +42,14 @@ func (m *Dense) set(i, j int, v float64) {
|
||||
// It panics if i is out of bounds or if j is not zero.
|
||||
func (v *Vector) At(i, j int) float64 {
|
||||
if j != 0 {
|
||||
panic(matrix.ErrColAccess)
|
||||
panic(ErrColAccess)
|
||||
}
|
||||
return v.at(i)
|
||||
}
|
||||
|
||||
func (v *Vector) at(i int) float64 {
|
||||
if uint(i) >= uint(v.n) {
|
||||
panic(matrix.ErrRowAccess)
|
||||
panic(ErrRowAccess)
|
||||
}
|
||||
return v.mat.Data[i*v.mat.Inc]
|
||||
}
|
||||
@@ -64,7 +62,7 @@ func (v *Vector) SetVec(i int, val float64) {
|
||||
|
||||
func (v *Vector) setVec(i int, val float64) {
|
||||
if uint(i) >= uint(v.n) {
|
||||
panic(matrix.ErrVectorAccess)
|
||||
panic(ErrVectorAccess)
|
||||
}
|
||||
v.mat.Data[i*v.mat.Inc] = val
|
||||
}
|
||||
@@ -76,10 +74,10 @@ func (t *SymDense) At(i, j int) float64 {
|
||||
|
||||
func (t *SymDense) at(i, j int) float64 {
|
||||
if uint(i) >= uint(t.mat.N) {
|
||||
panic(matrix.ErrRowAccess)
|
||||
panic(ErrRowAccess)
|
||||
}
|
||||
if uint(j) >= uint(t.mat.N) {
|
||||
panic(matrix.ErrColAccess)
|
||||
panic(ErrColAccess)
|
||||
}
|
||||
if i > j {
|
||||
i, j = j, i
|
||||
@@ -94,10 +92,10 @@ func (t *SymDense) SetSym(i, j int, v float64) {
|
||||
|
||||
func (t *SymDense) set(i, j int, v float64) {
|
||||
if uint(i) >= uint(t.mat.N) {
|
||||
panic(matrix.ErrRowAccess)
|
||||
panic(ErrRowAccess)
|
||||
}
|
||||
if uint(j) >= uint(t.mat.N) {
|
||||
panic(matrix.ErrColAccess)
|
||||
panic(ErrColAccess)
|
||||
}
|
||||
if i > j {
|
||||
i, j = j, i
|
||||
@@ -112,10 +110,10 @@ func (t *TriDense) At(i, j int) float64 {
|
||||
|
||||
func (t *TriDense) at(i, j int) float64 {
|
||||
if uint(i) >= uint(t.mat.N) {
|
||||
panic(matrix.ErrRowAccess)
|
||||
panic(ErrRowAccess)
|
||||
}
|
||||
if uint(j) >= uint(t.mat.N) {
|
||||
panic(matrix.ErrColAccess)
|
||||
panic(ErrColAccess)
|
||||
}
|
||||
isUpper := t.isUpper()
|
||||
if (isUpper && i > j) || (!isUpper && i < j) {
|
||||
@@ -132,14 +130,14 @@ func (t *TriDense) SetTri(i, j int, v float64) {
|
||||
|
||||
func (t *TriDense) set(i, j int, v float64) {
|
||||
if uint(i) >= uint(t.mat.N) {
|
||||
panic(matrix.ErrRowAccess)
|
||||
panic(ErrRowAccess)
|
||||
}
|
||||
if uint(j) >= uint(t.mat.N) {
|
||||
panic(matrix.ErrColAccess)
|
||||
panic(ErrColAccess)
|
||||
}
|
||||
isUpper := t.isUpper()
|
||||
if (isUpper && i > j) || (!isUpper && i < j) {
|
||||
panic(matrix.ErrTriangleSet)
|
||||
panic(ErrTriangleSet)
|
||||
}
|
||||
t.mat.Data[i*t.mat.Stride+j] = v
|
||||
}
|
@@ -6,17 +6,15 @@
|
||||
|
||||
//+build !bounds
|
||||
|
||||
package mat64
|
||||
|
||||
import "gonum.org/v1/gonum/matrix"
|
||||
package mat
|
||||
|
||||
// At returns the element at row i, column j.
|
||||
func (m *Dense) At(i, j int) float64 {
|
||||
if uint(i) >= uint(m.mat.Rows) {
|
||||
panic(matrix.ErrRowAccess)
|
||||
panic(ErrRowAccess)
|
||||
}
|
||||
if uint(j) >= uint(m.mat.Cols) {
|
||||
panic(matrix.ErrColAccess)
|
||||
panic(ErrColAccess)
|
||||
}
|
||||
return m.at(i, j)
|
||||
}
|
||||
@@ -28,10 +26,10 @@ func (m *Dense) at(i, j int) float64 {
|
||||
// Set sets the element at row i, column j to the value v.
|
||||
func (m *Dense) Set(i, j int, v float64) {
|
||||
if uint(i) >= uint(m.mat.Rows) {
|
||||
panic(matrix.ErrRowAccess)
|
||||
panic(ErrRowAccess)
|
||||
}
|
||||
if uint(j) >= uint(m.mat.Cols) {
|
||||
panic(matrix.ErrColAccess)
|
||||
panic(ErrColAccess)
|
||||
}
|
||||
m.set(i, j, v)
|
||||
}
|
||||
@@ -44,10 +42,10 @@ func (m *Dense) set(i, j int, v float64) {
|
||||
// It panics if i is out of bounds or if j is not zero.
|
||||
func (v *Vector) At(i, j int) float64 {
|
||||
if uint(i) >= uint(v.n) {
|
||||
panic(matrix.ErrRowAccess)
|
||||
panic(ErrRowAccess)
|
||||
}
|
||||
if j != 0 {
|
||||
panic(matrix.ErrColAccess)
|
||||
panic(ErrColAccess)
|
||||
}
|
||||
return v.at(i)
|
||||
}
|
||||
@@ -60,7 +58,7 @@ func (v *Vector) at(i int) float64 {
|
||||
// It panics if i is out of bounds.
|
||||
func (v *Vector) SetVec(i int, val float64) {
|
||||
if uint(i) >= uint(v.n) {
|
||||
panic(matrix.ErrVectorAccess)
|
||||
panic(ErrVectorAccess)
|
||||
}
|
||||
v.setVec(i, val)
|
||||
}
|
||||
@@ -72,10 +70,10 @@ func (v *Vector) setVec(i int, val float64) {
|
||||
// At returns the element at row i and column j.
|
||||
func (s *SymDense) At(i, j int) float64 {
|
||||
if uint(i) >= uint(s.mat.N) {
|
||||
panic(matrix.ErrRowAccess)
|
||||
panic(ErrRowAccess)
|
||||
}
|
||||
if uint(j) >= uint(s.mat.N) {
|
||||
panic(matrix.ErrColAccess)
|
||||
panic(ErrColAccess)
|
||||
}
|
||||
return s.at(i, j)
|
||||
}
|
||||
@@ -90,10 +88,10 @@ func (s *SymDense) at(i, j int) float64 {
|
||||
// SetSym sets the elements at (i,j) and (j,i) to the value v.
|
||||
func (s *SymDense) SetSym(i, j int, v float64) {
|
||||
if uint(i) >= uint(s.mat.N) {
|
||||
panic(matrix.ErrRowAccess)
|
||||
panic(ErrRowAccess)
|
||||
}
|
||||
if uint(j) >= uint(s.mat.N) {
|
||||
panic(matrix.ErrColAccess)
|
||||
panic(ErrColAccess)
|
||||
}
|
||||
s.set(i, j, v)
|
||||
}
|
||||
@@ -108,10 +106,10 @@ func (s *SymDense) set(i, j int, v float64) {
|
||||
// At returns the element at row i, column j.
|
||||
func (t *TriDense) At(i, j int) float64 {
|
||||
if uint(i) >= uint(t.mat.N) {
|
||||
panic(matrix.ErrRowAccess)
|
||||
panic(ErrRowAccess)
|
||||
}
|
||||
if uint(j) >= uint(t.mat.N) {
|
||||
panic(matrix.ErrColAccess)
|
||||
panic(ErrColAccess)
|
||||
}
|
||||
return t.at(i, j)
|
||||
}
|
||||
@@ -128,14 +126,14 @@ func (t *TriDense) at(i, j int) float64 {
|
||||
// It panics if the location is outside the appropriate half of the matrix.
|
||||
func (t *TriDense) SetTri(i, j int, v float64) {
|
||||
if uint(i) >= uint(t.mat.N) {
|
||||
panic(matrix.ErrRowAccess)
|
||||
panic(ErrRowAccess)
|
||||
}
|
||||
if uint(j) >= uint(t.mat.N) {
|
||||
panic(matrix.ErrColAccess)
|
||||
panic(ErrColAccess)
|
||||
}
|
||||
isUpper := t.isUpper()
|
||||
if (isUpper && i > j) || (!isUpper && i < j) {
|
||||
panic(matrix.ErrTriangleSet)
|
||||
panic(ErrTriangleSet)
|
||||
}
|
||||
t.set(i, j, v)
|
||||
}
|
@@ -2,12 +2,11 @@
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import (
|
||||
"gonum.org/v1/gonum/blas"
|
||||
"gonum.org/v1/gonum/internal/asm/f64"
|
||||
"gonum.org/v1/gonum/matrix"
|
||||
)
|
||||
|
||||
// Inner computes the generalized inner product
|
||||
@@ -19,10 +18,10 @@ import (
|
||||
func Inner(x *Vector, A Matrix, y *Vector) float64 {
|
||||
m, n := A.Dims()
|
||||
if x.Len() != m {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
if y.Len() != n {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
if m == 0 || n == 0 {
|
||||
return 0
|
@@ -2,7 +2,7 @@
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import (
|
||||
"math"
|
@@ -2,7 +2,7 @@
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import (
|
||||
"encoding/binary"
|
@@ -2,7 +2,7 @@
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import (
|
||||
"bytes"
|
@@ -2,7 +2,7 @@
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import (
|
||||
"fmt"
|
||||
@@ -14,7 +14,6 @@ import (
|
||||
"gonum.org/v1/gonum/blas"
|
||||
"gonum.org/v1/gonum/blas/blas64"
|
||||
"gonum.org/v1/gonum/floats"
|
||||
"gonum.org/v1/gonum/matrix"
|
||||
)
|
||||
|
||||
// legalSizeSameRectangular returns whether the two matrices have the same rectangular shape.
|
||||
@@ -301,7 +300,7 @@ func makeRandOf(a Matrix, m, n int) Matrix {
|
||||
// This is necessary because we are making
|
||||
// a triangle from the zero value, which
|
||||
// always returns upper as true.
|
||||
var triKind matrix.TriKind
|
||||
var triKind TriKind
|
||||
switch t := t.(type) {
|
||||
case *TriDense:
|
||||
triKind = t.triKind()
|
||||
@@ -310,7 +309,7 @@ func makeRandOf(a Matrix, m, n int) Matrix {
|
||||
}
|
||||
|
||||
mat := NewTriDense(n, triKind, nil)
|
||||
if triKind == matrix.Upper {
|
||||
if triKind == Upper {
|
||||
for i := 0; i < m; i++ {
|
||||
for j := i; j < n; j++ {
|
||||
mat.SetTri(i, j, rand.NormFloat64())
|
@@ -2,7 +2,7 @@
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import (
|
||||
"math"
|
||||
@@ -10,7 +10,6 @@ import (
|
||||
"gonum.org/v1/gonum/blas"
|
||||
"gonum.org/v1/gonum/blas/blas64"
|
||||
"gonum.org/v1/gonum/lapack/lapack64"
|
||||
"gonum.org/v1/gonum/matrix"
|
||||
)
|
||||
|
||||
// LQ is a type for creating and using the LQ factorization of a matrix.
|
||||
@@ -27,7 +26,7 @@ func (lq *LQ) updateCond() {
|
||||
work := getFloats(3*m, false)
|
||||
iwork := getInts(m, false)
|
||||
l := lq.lq.asTriDense(m, blas.NonUnit, blas.Lower)
|
||||
v := lapack64.Trcon(matrix.CondNorm, l.mat, work, iwork)
|
||||
v := lapack64.Trcon(CondNorm, l.mat, work, iwork)
|
||||
lq.cond = 1 / v
|
||||
putFloats(work)
|
||||
putInts(iwork)
|
||||
@@ -42,7 +41,7 @@ func (lq *LQ) updateCond() {
|
||||
func (lq *LQ) Factorize(a Matrix) {
|
||||
m, n := a.Dims()
|
||||
if m > n {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
k := min(m, n)
|
||||
if lq.lq == nil {
|
||||
@@ -141,12 +140,12 @@ func (m *Dense) SolveLQ(lq *LQ, trans bool, b Matrix) error {
|
||||
// copy the result into m at the end.
|
||||
if trans {
|
||||
if c != br {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
m.reuseAs(r, bc)
|
||||
} else {
|
||||
if r != br {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
m.reuseAs(c, bc)
|
||||
}
|
||||
@@ -164,12 +163,12 @@ func (m *Dense) SolveLQ(lq *LQ, trans bool, b Matrix) error {
|
||||
|
||||
ok := lapack64.Trtrs(blas.Trans, t, x.mat)
|
||||
if !ok {
|
||||
return matrix.Condition(math.Inf(1))
|
||||
return Condition(math.Inf(1))
|
||||
}
|
||||
} else {
|
||||
ok := lapack64.Trtrs(blas.NoTrans, t, x.mat)
|
||||
if !ok {
|
||||
return matrix.Condition(math.Inf(1))
|
||||
return Condition(math.Inf(1))
|
||||
}
|
||||
for i := r; i < c; i++ {
|
||||
zero(x.mat.Data[i*x.mat.Stride : i*x.mat.Stride+bc])
|
||||
@@ -183,8 +182,8 @@ func (m *Dense) SolveLQ(lq *LQ, trans bool, b Matrix) error {
|
||||
// M was set above to be the correct size for the result.
|
||||
m.Copy(x)
|
||||
putWorkspace(x)
|
||||
if lq.cond > matrix.ConditionTolerance {
|
||||
return matrix.Condition(lq.cond)
|
||||
if lq.cond > ConditionTolerance {
|
||||
return Condition(lq.cond)
|
||||
}
|
||||
return nil
|
||||
}
|
@@ -2,7 +2,7 @@
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import (
|
||||
"math/rand"
|
@@ -2,7 +2,7 @@
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import (
|
||||
"math"
|
||||
@@ -11,7 +11,6 @@ import (
|
||||
"gonum.org/v1/gonum/blas/blas64"
|
||||
"gonum.org/v1/gonum/floats"
|
||||
"gonum.org/v1/gonum/lapack/lapack64"
|
||||
"gonum.org/v1/gonum/matrix"
|
||||
)
|
||||
|
||||
const badSliceLength = "mat64: improper slice length"
|
||||
@@ -39,11 +38,11 @@ func (lu *LU) updateCond(norm float64) {
|
||||
// update possibilities, e.g. RankOne.
|
||||
u := lu.lu.asTriDense(n, blas.NonUnit, blas.Upper)
|
||||
l := lu.lu.asTriDense(n, blas.Unit, blas.Lower)
|
||||
unorm := lapack64.Lantr(matrix.CondNorm, u.mat, work)
|
||||
lnorm := lapack64.Lantr(matrix.CondNorm, l.mat, work)
|
||||
unorm := lapack64.Lantr(CondNorm, u.mat, work)
|
||||
lnorm := lapack64.Lantr(CondNorm, l.mat, work)
|
||||
norm = unorm * lnorm
|
||||
}
|
||||
v := lapack64.Gecon(matrix.CondNorm, lu.lu.mat, norm, work, iwork)
|
||||
v := lapack64.Gecon(CondNorm, lu.lu.mat, norm, work, iwork)
|
||||
lu.cond = 1 / v
|
||||
}
|
||||
|
||||
@@ -57,7 +56,7 @@ func (lu *LU) updateCond(norm float64) {
|
||||
func (lu *LU) Factorize(a Matrix) {
|
||||
r, c := a.Dims()
|
||||
if r != c {
|
||||
panic(matrix.ErrSquare)
|
||||
panic(ErrSquare)
|
||||
}
|
||||
if lu.lu == nil {
|
||||
lu.lu = NewDense(r, r, nil)
|
||||
@@ -71,7 +70,7 @@ func (lu *LU) Factorize(a Matrix) {
|
||||
}
|
||||
lu.pivot = lu.pivot[:r]
|
||||
work := getFloats(r, false)
|
||||
anorm := lapack64.Lange(matrix.CondNorm, lu.lu.mat, work)
|
||||
anorm := lapack64.Lange(CondNorm, lu.lu.mat, work)
|
||||
putFloats(work)
|
||||
lapack64.Getrf(lu.lu.mat, lu.pivot)
|
||||
lu.updateCond(anorm)
|
||||
@@ -152,10 +151,10 @@ func (lu *LU) RankOne(orig *LU, alpha float64, x, y *Vector) {
|
||||
// http://web.stanford.edu/group/SOL/dissertations/Linzhong-Deng-thesis.pdf
|
||||
_, n := orig.lu.Dims()
|
||||
if x.Len() != n {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
if y.Len() != n {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
if orig != lu {
|
||||
if lu.isZero() {
|
||||
@@ -169,7 +168,7 @@ func (lu *LU) RankOne(orig *LU, alpha float64, x, y *Vector) {
|
||||
lu.lu.reuseAs(n, n)
|
||||
}
|
||||
} else if len(lu.pivot) != n {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
copy(lu.pivot, orig.pivot)
|
||||
lu.lu.Copy(orig.lu)
|
||||
@@ -215,9 +214,9 @@ func (lu *LU) RankOne(orig *LU, alpha float64, x, y *Vector) {
|
||||
func (lu *LU) LTo(dst *TriDense) *TriDense {
|
||||
_, n := lu.lu.Dims()
|
||||
if dst == nil {
|
||||
dst = NewTriDense(n, matrix.Lower, nil)
|
||||
dst = NewTriDense(n, Lower, nil)
|
||||
} else {
|
||||
dst.reuseAs(n, matrix.Lower)
|
||||
dst.reuseAs(n, Lower)
|
||||
}
|
||||
// Extract the lower triangular elements.
|
||||
for i := 0; i < n; i++ {
|
||||
@@ -237,9 +236,9 @@ func (lu *LU) LTo(dst *TriDense) *TriDense {
|
||||
func (lu *LU) UTo(dst *TriDense) *TriDense {
|
||||
_, n := lu.lu.Dims()
|
||||
if dst == nil {
|
||||
dst = NewTriDense(n, matrix.Upper, nil)
|
||||
dst = NewTriDense(n, Upper, nil)
|
||||
} else {
|
||||
dst.reuseAs(n, matrix.Upper)
|
||||
dst.reuseAs(n, Upper)
|
||||
}
|
||||
// Extract the upper triangular elements.
|
||||
for i := 0; i < n; i++ {
|
||||
@@ -260,7 +259,7 @@ func (m *Dense) Permutation(r int, swaps []int) {
|
||||
zero(m.mat.Data[i*m.mat.Stride : i*m.mat.Stride+r])
|
||||
v := swaps[i]
|
||||
if v < 0 || v >= r {
|
||||
panic(matrix.ErrRowAccess)
|
||||
panic(ErrRowAccess)
|
||||
}
|
||||
m.mat.Data[i*m.mat.Stride+v] = 1
|
||||
}
|
||||
@@ -279,12 +278,12 @@ func (m *Dense) SolveLU(lu *LU, trans bool, b Matrix) error {
|
||||
_, n := lu.lu.Dims()
|
||||
br, bc := b.Dims()
|
||||
if br != n {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
// TODO(btracey): Should test the condition number instead of testing that
|
||||
// the determinant is exactly zero.
|
||||
if lu.Det() == 0 {
|
||||
return matrix.Condition(math.Inf(1))
|
||||
return Condition(math.Inf(1))
|
||||
}
|
||||
|
||||
m.reuseAs(n, bc)
|
||||
@@ -303,8 +302,8 @@ func (m *Dense) SolveLU(lu *LU, trans bool, b Matrix) error {
|
||||
t = blas.Trans
|
||||
}
|
||||
lapack64.Getrs(t, lu.lu.mat, m.mat, lu.pivot)
|
||||
if lu.cond > matrix.ConditionTolerance {
|
||||
return matrix.Condition(lu.cond)
|
||||
if lu.cond > ConditionTolerance {
|
||||
return Condition(lu.cond)
|
||||
}
|
||||
return nil
|
||||
}
|
||||
@@ -322,7 +321,7 @@ func (v *Vector) SolveLUVec(lu *LU, trans bool, b *Vector) error {
|
||||
_, n := lu.lu.Dims()
|
||||
bn := b.Len()
|
||||
if bn != n {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
if v != b {
|
||||
v.checkOverlap(b.mat)
|
||||
@@ -330,7 +329,7 @@ func (v *Vector) SolveLUVec(lu *LU, trans bool, b *Vector) error {
|
||||
// TODO(btracey): Should test the condition number instead of testing that
|
||||
// the determinant is exactly zero.
|
||||
if lu.Det() == 0 {
|
||||
return matrix.Condition(math.Inf(1))
|
||||
return Condition(math.Inf(1))
|
||||
}
|
||||
|
||||
v.reuseAs(n)
|
||||
@@ -351,8 +350,8 @@ func (v *Vector) SolveLUVec(lu *LU, trans bool, b *Vector) error {
|
||||
t = blas.Trans
|
||||
}
|
||||
lapack64.Getrs(t, lu.lu.mat, vMat, lu.pivot)
|
||||
if lu.cond > matrix.ConditionTolerance {
|
||||
return matrix.Condition(lu.cond)
|
||||
if lu.cond > ConditionTolerance {
|
||||
return Condition(lu.cond)
|
||||
}
|
||||
return nil
|
||||
}
|
@@ -2,7 +2,7 @@
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import (
|
||||
"math/rand"
|
@@ -2,7 +2,7 @@
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import (
|
||||
"math"
|
||||
@@ -12,7 +12,6 @@ import (
|
||||
"gonum.org/v1/gonum/floats"
|
||||
"gonum.org/v1/gonum/lapack"
|
||||
"gonum.org/v1/gonum/lapack/lapack64"
|
||||
"gonum.org/v1/gonum/matrix"
|
||||
)
|
||||
|
||||
// Matrix is the basic matrix interface type.
|
||||
@@ -196,13 +195,13 @@ type RawVectorer interface {
|
||||
func Col(dst []float64, j int, a Matrix) []float64 {
|
||||
r, c := a.Dims()
|
||||
if j < 0 || j >= c {
|
||||
panic(matrix.ErrColAccess)
|
||||
panic(ErrColAccess)
|
||||
}
|
||||
if dst == nil {
|
||||
dst = make([]float64, r)
|
||||
} else {
|
||||
if len(dst) != r {
|
||||
panic(matrix.ErrColLength)
|
||||
panic(ErrColLength)
|
||||
}
|
||||
}
|
||||
aU, aTrans := untranspose(a)
|
||||
@@ -230,13 +229,13 @@ func Col(dst []float64, j int, a Matrix) []float64 {
|
||||
func Row(dst []float64, i int, a Matrix) []float64 {
|
||||
r, c := a.Dims()
|
||||
if i < 0 || i >= r {
|
||||
panic(matrix.ErrColAccess)
|
||||
panic(ErrColAccess)
|
||||
}
|
||||
if dst == nil {
|
||||
dst = make([]float64, c)
|
||||
} else {
|
||||
if len(dst) != c {
|
||||
panic(matrix.ErrRowLength)
|
||||
panic(ErrRowLength)
|
||||
}
|
||||
}
|
||||
aU, aTrans := untranspose(a)
|
||||
@@ -270,7 +269,7 @@ func Row(dst []float64, i int, a Matrix) []float64 {
|
||||
func Cond(a Matrix, norm float64) float64 {
|
||||
m, n := a.Dims()
|
||||
if m == 0 || n == 0 {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
var lnorm lapack.MatrixNorm
|
||||
switch norm {
|
||||
@@ -280,7 +279,7 @@ func Cond(a Matrix, norm float64) float64 {
|
||||
lnorm = lapack.MaxColumnSum
|
||||
case 2:
|
||||
var svd SVD
|
||||
ok := svd.Factorize(a, matrix.SVDNone)
|
||||
ok := svd.Factorize(a, SVDNone)
|
||||
if !ok {
|
||||
return math.Inf(1)
|
||||
}
|
||||
@@ -360,7 +359,7 @@ func Dot(a, b *Vector) float64 {
|
||||
la := a.Len()
|
||||
lb := b.Len()
|
||||
if la != lb {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
return blas64.Dot(la, a.mat, b.mat)
|
||||
}
|
||||
@@ -523,7 +522,7 @@ func LogDet(a Matrix) (det float64, sign float64) {
|
||||
func Max(a Matrix) float64 {
|
||||
r, c := a.Dims()
|
||||
if r == 0 || c == 0 {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
// Max(A) = Max(A^T)
|
||||
aU, _ := untranspose(a)
|
||||
@@ -598,7 +597,7 @@ func Max(a Matrix) float64 {
|
||||
func Min(a Matrix) float64 {
|
||||
r, c := a.Dims()
|
||||
if r == 0 || c == 0 {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
// Min(A) = Min(A^T)
|
||||
aU, _ := untranspose(a)
|
||||
@@ -680,7 +679,7 @@ func Min(a Matrix) float64 {
|
||||
func Norm(a Matrix, norm float64) float64 {
|
||||
r, c := a.Dims()
|
||||
if r == 0 || c == 0 {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
aU, aTrans := untranspose(a)
|
||||
var work []float64
|
||||
@@ -787,7 +786,7 @@ func normLapack(norm float64, aTrans bool) lapack.MatrixNorm {
|
||||
}
|
||||
return n
|
||||
default:
|
||||
panic(matrix.ErrNormOrder)
|
||||
panic(ErrNormOrder)
|
||||
}
|
||||
}
|
||||
|
||||
@@ -820,7 +819,7 @@ func Sum(a Matrix) float64 {
|
||||
func Trace(a Matrix) float64 {
|
||||
r, c := a.Dims()
|
||||
if r != c {
|
||||
panic(matrix.ErrSquare)
|
||||
panic(ErrSquare)
|
||||
}
|
||||
|
||||
aU, _ := untranspose(a)
|
@@ -2,7 +2,7 @@
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import (
|
||||
"fmt"
|
||||
@@ -13,7 +13,6 @@ import (
|
||||
"gonum.org/v1/gonum/blas"
|
||||
"gonum.org/v1/gonum/blas/blas64"
|
||||
"gonum.org/v1/gonum/floats"
|
||||
"gonum.org/v1/gonum/matrix"
|
||||
)
|
||||
|
||||
func panics(fn func()) (panicked bool, message string) {
|
||||
@@ -335,7 +334,7 @@ func TestDet(t *testing.T) {
|
||||
f = func(a Matrix) interface{} {
|
||||
ar, ac := a.Dims()
|
||||
if !isWide(ar, ac) {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
var tmp Dense
|
||||
tmp.Mul(a, a.T())
|
||||
@@ -344,7 +343,7 @@ func TestDet(t *testing.T) {
|
||||
denseComparison = func(a *Dense) interface{} {
|
||||
ar, ac := a.Dims()
|
||||
if !isWide(ar, ac) {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
var tmp SymDense
|
||||
tmp.SymOuterK(1, a)
|
||||
@@ -366,7 +365,7 @@ func TestDot(t *testing.T) {
|
||||
ra, ca := a.Dims()
|
||||
rb, cb := b.Dims()
|
||||
if ra != rb || ca != cb {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
var sum float64
|
||||
for i := 0; i < ra; i++ {
|
||||
@@ -481,9 +480,9 @@ func TestNormZero(t *testing.T) {
|
||||
if !panicked {
|
||||
t.Errorf("expected panic for Norm(&%T{}, %v)", a, norm)
|
||||
}
|
||||
if message != matrix.ErrShape.Error() {
|
||||
if message != ErrShape.Error() {
|
||||
t.Errorf("unexpected panic string for Norm(&%T{}, %v): got:%s want:%s",
|
||||
a, norm, message, matrix.ErrShape.Error())
|
||||
a, norm, message, ErrShape.Error())
|
||||
}
|
||||
}
|
||||
}
|
@@ -2,7 +2,7 @@
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import (
|
||||
"math/rand"
|
||||
@@ -11,7 +11,6 @@ import (
|
||||
"gonum.org/v1/gonum/blas"
|
||||
"gonum.org/v1/gonum/blas/blas64"
|
||||
"gonum.org/v1/gonum/floats"
|
||||
"gonum.org/v1/gonum/matrix"
|
||||
)
|
||||
|
||||
// TODO: Need to add tests where one is overwritten.
|
||||
@@ -247,7 +246,7 @@ func (m *basicTriangular) T() Matrix {
|
||||
return Transpose{m}
|
||||
}
|
||||
|
||||
func (m *basicTriangular) Triangle() (int, matrix.TriKind) {
|
||||
func (m *basicTriangular) Triangle() (int, TriKind) {
|
||||
return (*TriDense)(m).Triangle()
|
||||
}
|
||||
|
@@ -4,7 +4,7 @@
|
||||
|
||||
//+build !appengine
|
||||
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import "unsafe"
|
||||
|
@@ -4,7 +4,7 @@
|
||||
|
||||
//+build appengine
|
||||
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import "reflect"
|
||||
|
@@ -2,14 +2,13 @@
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import (
|
||||
"sync"
|
||||
|
||||
"gonum.org/v1/gonum/blas"
|
||||
"gonum.org/v1/gonum/blas/blas64"
|
||||
"gonum.org/v1/gonum/matrix"
|
||||
)
|
||||
|
||||
var tab64 = [64]byte{
|
||||
@@ -148,7 +147,7 @@ func putWorkspaceSym(s *SymDense) {
|
||||
// getWorkspaceTri returns a *TriDense of size n and a cap that
|
||||
// is less than 2*n. If clear is true, the data slice visible
|
||||
// through the Matrix interface is zeroed.
|
||||
func getWorkspaceTri(n int, kind matrix.TriKind, clear bool) *TriDense {
|
||||
func getWorkspaceTri(n int, kind TriKind, clear bool) *TriDense {
|
||||
l := uint64(n)
|
||||
l *= l
|
||||
t := poolTri[bits(l)].Get().(*TriDense)
|
||||
@@ -158,12 +157,12 @@ func getWorkspaceTri(n int, kind matrix.TriKind, clear bool) *TriDense {
|
||||
}
|
||||
t.mat.N = n
|
||||
t.mat.Stride = n
|
||||
if kind == matrix.Upper {
|
||||
if kind == Upper {
|
||||
t.mat.Uplo = blas.Upper
|
||||
} else if kind == matrix.Lower {
|
||||
} else if kind == Lower {
|
||||
t.mat.Uplo = blas.Lower
|
||||
} else {
|
||||
panic(matrix.ErrTriangle)
|
||||
panic(ErrTriangle)
|
||||
}
|
||||
t.mat.Diag = blas.NonUnit
|
||||
t.cap = n
|
@@ -2,7 +2,7 @@
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import (
|
||||
"math"
|
@@ -2,13 +2,9 @@
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import (
|
||||
"fmt"
|
||||
|
||||
"gonum.org/v1/gonum/matrix"
|
||||
)
|
||||
import "fmt"
|
||||
|
||||
// Product calculates the product of the given factors and places the result in
|
||||
// the receiver. The order of multiplication operations is optimized to minimize
|
||||
@@ -31,7 +27,7 @@ func (m *Dense) Product(factors ...Matrix) {
|
||||
switch len(factors) {
|
||||
case 0:
|
||||
if r != 0 || c != 0 {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
return
|
||||
case 1:
|
||||
@@ -77,10 +73,10 @@ func newMultiplier(m *Dense, factors []Matrix) *multiplier {
|
||||
fr, fc := factors[0].Dims() // newMultiplier is only called with len(factors) > 2.
|
||||
if !m.isZero() {
|
||||
if fr != r {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
if _, lc := factors[len(factors)-1].Dims(); lc != c {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
}
|
||||
|
||||
@@ -92,7 +88,7 @@ func newMultiplier(m *Dense, factors []Matrix) *multiplier {
|
||||
cr, cc := f.Dims()
|
||||
dims[i+1] = cr
|
||||
if pc != cr {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
pc = cc
|
||||
}
|
||||
@@ -150,7 +146,7 @@ func (p *multiplier) multiplySubchain(i, j int) (m Matrix, intermediate bool) {
|
||||
if ac != br {
|
||||
// Panic with a string since this
|
||||
// is not a user-facing panic.
|
||||
panic(matrix.ErrShape.Error())
|
||||
panic(ErrShape.Error())
|
||||
}
|
||||
|
||||
if debugProductWalk {
|
@@ -2,7 +2,7 @@
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import (
|
||||
"fmt"
|
@@ -3,7 +3,7 @@
|
||||
// license that can be found in the LICENSE file.
|
||||
// Based on the QRDecomposition class from Jama 1.0.3.
|
||||
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import (
|
||||
"math"
|
||||
@@ -11,7 +11,6 @@ import (
|
||||
"gonum.org/v1/gonum/blas"
|
||||
"gonum.org/v1/gonum/blas/blas64"
|
||||
"gonum.org/v1/gonum/lapack/lapack64"
|
||||
"gonum.org/v1/gonum/matrix"
|
||||
)
|
||||
|
||||
// QR is a type for creating and using the QR factorization of a matrix.
|
||||
@@ -28,7 +27,7 @@ func (qr *QR) updateCond() {
|
||||
work := getFloats(3*n, false)
|
||||
iwork := getInts(n, false)
|
||||
r := qr.qr.asTriDense(n, blas.NonUnit, blas.Upper)
|
||||
v := lapack64.Trcon(matrix.CondNorm, r.mat, work, iwork)
|
||||
v := lapack64.Trcon(CondNorm, r.mat, work, iwork)
|
||||
putFloats(work)
|
||||
putInts(iwork)
|
||||
qr.cond = 1 / v
|
||||
@@ -43,7 +42,7 @@ func (qr *QR) updateCond() {
|
||||
func (qr *QR) Factorize(a Matrix) {
|
||||
m, n := a.Dims()
|
||||
if m < n {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
k := min(m, n)
|
||||
if qr.qr == nil {
|
||||
@@ -138,12 +137,12 @@ func (m *Dense) SolveQR(qr *QR, trans bool, b Matrix) error {
|
||||
// copy the result into m at the end.
|
||||
if trans {
|
||||
if c != br {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
m.reuseAs(r, bc)
|
||||
} else {
|
||||
if r != br {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
m.reuseAs(c, bc)
|
||||
}
|
||||
@@ -155,7 +154,7 @@ func (m *Dense) SolveQR(qr *QR, trans bool, b Matrix) error {
|
||||
if trans {
|
||||
ok := lapack64.Trtrs(blas.Trans, t, x.mat)
|
||||
if !ok {
|
||||
return matrix.Condition(math.Inf(1))
|
||||
return Condition(math.Inf(1))
|
||||
}
|
||||
for i := c; i < r; i++ {
|
||||
zero(x.mat.Data[i*x.mat.Stride : i*x.mat.Stride+bc])
|
||||
@@ -174,14 +173,14 @@ func (m *Dense) SolveQR(qr *QR, trans bool, b Matrix) error {
|
||||
|
||||
ok := lapack64.Trtrs(blas.NoTrans, t, x.mat)
|
||||
if !ok {
|
||||
return matrix.Condition(math.Inf(1))
|
||||
return Condition(math.Inf(1))
|
||||
}
|
||||
}
|
||||
// M was set above to be the correct size for the result.
|
||||
m.Copy(x)
|
||||
putWorkspace(x)
|
||||
if qr.cond > matrix.ConditionTolerance {
|
||||
return matrix.Condition(qr.cond)
|
||||
if qr.cond > ConditionTolerance {
|
||||
return Condition(qr.cond)
|
||||
}
|
||||
return nil
|
||||
}
|
@@ -2,7 +2,7 @@
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import (
|
||||
"math"
|
@@ -2,7 +2,7 @@
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import (
|
||||
"gonum.org/v1/gonum/blas"
|
@@ -2,7 +2,7 @@
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import (
|
||||
"math/rand"
|
||||
@@ -10,7 +10,6 @@ import (
|
||||
|
||||
"gonum.org/v1/gonum/blas"
|
||||
"gonum.org/v1/gonum/blas/blas64"
|
||||
"gonum.org/v1/gonum/matrix"
|
||||
)
|
||||
|
||||
func TestDenseOverlaps(t *testing.T) {
|
||||
@@ -94,7 +93,7 @@ func TestTriDenseOverlaps(t *testing.T) {
|
||||
|
||||
rnd := rand.New(rand.NewSource(1))
|
||||
|
||||
for _, parentKind := range []matrix.TriKind{matrix.Upper, matrix.Lower} {
|
||||
for _, parentKind := range []TriKind{Upper, Lower} {
|
||||
for n := 1; n < 20; n++ {
|
||||
data := make([]float64, n*n)
|
||||
for i := range data {
|
||||
@@ -120,7 +119,7 @@ func TestTriDenseOverlaps(t *testing.T) {
|
||||
} else {
|
||||
views[k].n = 1
|
||||
}
|
||||
viewKind := []matrix.TriKind{matrix.Upper, matrix.Lower}[rnd.Intn(2)]
|
||||
viewKind := []TriKind{Upper, Lower}[rnd.Intn(2)]
|
||||
views[k].TriDense = denseAsTriDense(
|
||||
m.Slice(views[k].i, views[k].i+views[k].n, views[k].j, views[k].j+views[k].n).(*Dense),
|
||||
viewKind)
|
||||
@@ -172,21 +171,21 @@ func intervalsOverlap(a, b interval) bool {
|
||||
return a.to > b.from && b.to > a.from
|
||||
}
|
||||
|
||||
func overlapsParentTriangle(i, j, n int, parent, view matrix.TriKind) bool {
|
||||
func overlapsParentTriangle(i, j, n int, parent, view TriKind) bool {
|
||||
switch parent {
|
||||
case matrix.Upper:
|
||||
case Upper:
|
||||
if i <= j {
|
||||
return true
|
||||
}
|
||||
if view == matrix.Upper {
|
||||
if view == Upper {
|
||||
return i < j+n
|
||||
}
|
||||
|
||||
case matrix.Lower:
|
||||
case Lower:
|
||||
if i >= j {
|
||||
return true
|
||||
}
|
||||
if view == matrix.Lower {
|
||||
if view == Lower {
|
||||
return i+n > j
|
||||
}
|
||||
}
|
||||
@@ -194,17 +193,17 @@ func overlapsParentTriangle(i, j, n int, parent, view matrix.TriKind) bool {
|
||||
return false
|
||||
}
|
||||
|
||||
func overlapSiblingTriangles(ai, aj, an int, aKind matrix.TriKind, bi, bj, bn int, bKind matrix.TriKind) bool {
|
||||
func overlapSiblingTriangles(ai, aj, an int, aKind TriKind, bi, bj, bn int, bKind TriKind) bool {
|
||||
for i := max(ai, bi); i < min(ai+an, bi+bn); i++ {
|
||||
var a, b interval
|
||||
|
||||
if aKind == matrix.Upper {
|
||||
if aKind == Upper {
|
||||
a = interval{from: aj - ai + i, to: aj + an}
|
||||
} else {
|
||||
a = interval{from: aj, to: aj - ai + i + 1}
|
||||
}
|
||||
|
||||
if bKind == matrix.Upper {
|
||||
if bKind == Upper {
|
||||
b = interval{from: bj - bi + i, to: bj + bn}
|
||||
} else {
|
||||
b = interval{from: bj, to: bj - bi + i + 1}
|
||||
@@ -217,8 +216,8 @@ func overlapSiblingTriangles(ai, aj, an int, aKind matrix.TriKind, bi, bj, bn in
|
||||
return false
|
||||
}
|
||||
|
||||
func kindString(k matrix.TriKind) string {
|
||||
if k == matrix.Upper {
|
||||
func kindString(k TriKind) string {
|
||||
if k == Upper {
|
||||
return "U"
|
||||
}
|
||||
return "L"
|
||||
@@ -252,14 +251,14 @@ func TestIssue359(t *testing.T) {
|
||||
|
||||
// denseAsTriDense returns a triangular matrix derived from the
|
||||
// square matrix m, with the orientation specified by kind.
|
||||
func denseAsTriDense(m *Dense, kind matrix.TriKind) *TriDense {
|
||||
func denseAsTriDense(m *Dense, kind TriKind) *TriDense {
|
||||
r, c := m.Dims()
|
||||
if r != c {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
n := r
|
||||
uplo := blas.Lower
|
||||
if kind == matrix.Upper {
|
||||
if kind == Upper {
|
||||
uplo = blas.Upper
|
||||
}
|
||||
return &TriDense{
|
@@ -2,13 +2,12 @@
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import (
|
||||
"gonum.org/v1/gonum/blas"
|
||||
"gonum.org/v1/gonum/blas/blas64"
|
||||
"gonum.org/v1/gonum/lapack/lapack64"
|
||||
"gonum.org/v1/gonum/matrix"
|
||||
)
|
||||
|
||||
// Solve finds a minimum-norm solution to a system of linear equations defined
|
||||
@@ -23,7 +22,7 @@ func (m *Dense) Solve(a, b Matrix) error {
|
||||
ar, ac := a.Dims()
|
||||
br, bc := b.Dims()
|
||||
if ar != br {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
m.reuseAs(ac, bc)
|
||||
|
||||
@@ -66,11 +65,11 @@ func (m *Dense) Solve(a, b Matrix) error {
|
||||
blas64.Trsm(side, tA, 1, rm, m.mat)
|
||||
work := getFloats(3*rm.N, false)
|
||||
iwork := getInts(rm.N, false)
|
||||
cond := lapack64.Trcon(matrix.CondNorm, rm, work, iwork)
|
||||
cond := lapack64.Trcon(CondNorm, rm, work, iwork)
|
||||
putFloats(work)
|
||||
putInts(iwork)
|
||||
if cond > matrix.ConditionTolerance {
|
||||
return matrix.Condition(cond)
|
||||
if cond > ConditionTolerance {
|
||||
return Condition(cond)
|
||||
}
|
||||
return nil
|
||||
}
|
@@ -2,7 +2,7 @@
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import (
|
||||
"math/rand"
|
@@ -3,19 +3,18 @@
|
||||
// license that can be found in the LICENSE file.
|
||||
// Based on the SingularValueDecomposition class from Jama 1.0.3.
|
||||
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import (
|
||||
"gonum.org/v1/gonum/blas/blas64"
|
||||
"gonum.org/v1/gonum/lapack"
|
||||
"gonum.org/v1/gonum/lapack/lapack64"
|
||||
"gonum.org/v1/gonum/matrix"
|
||||
)
|
||||
|
||||
// SVD is a type for creating and using the Singular Value Decomposition (SVD)
|
||||
// of a matrix.
|
||||
type SVD struct {
|
||||
kind matrix.SVDKind
|
||||
kind SVDKind
|
||||
|
||||
s []float64
|
||||
u blas64.General
|
||||
@@ -40,16 +39,16 @@ type SVD struct {
|
||||
//
|
||||
// Factorize returns whether the decomposition succeeded. If the decomposition
|
||||
// failed, routines that require a successful factorization will panic.
|
||||
func (svd *SVD) Factorize(a Matrix, kind matrix.SVDKind) (ok bool) {
|
||||
func (svd *SVD) Factorize(a Matrix, kind SVDKind) (ok bool) {
|
||||
m, n := a.Dims()
|
||||
var jobU, jobVT lapack.SVDJob
|
||||
switch kind {
|
||||
default:
|
||||
panic("svd: bad input kind")
|
||||
case matrix.SVDNone:
|
||||
case SVDNone:
|
||||
jobU = lapack.SVDNone
|
||||
jobVT = lapack.SVDNone
|
||||
case matrix.SVDFull:
|
||||
case SVDFull:
|
||||
// TODO(btracey): This code should be modified to have the smaller
|
||||
// matrix written in-place into aCopy when the lapack/native/dgesvd
|
||||
// implementation is complete.
|
||||
@@ -67,7 +66,7 @@ func (svd *SVD) Factorize(a Matrix, kind matrix.SVDKind) (ok bool) {
|
||||
}
|
||||
jobU = lapack.SVDAll
|
||||
jobVT = lapack.SVDAll
|
||||
case matrix.SVDThin:
|
||||
case SVDThin:
|
||||
// TODO(btracey): This code should be modified to have the larger
|
||||
// matrix written in-place into aCopy when the lapack/native/dgesvd
|
||||
// implementation is complete.
|
||||
@@ -105,7 +104,7 @@ func (svd *SVD) Factorize(a Matrix, kind matrix.SVDKind) (ok bool) {
|
||||
|
||||
// Kind returns the matrix.SVDKind of the decomposition. If no decomposition has been
|
||||
// computed, Kind returns 0.
|
||||
func (svd *SVD) Kind() matrix.SVDKind {
|
||||
func (svd *SVD) Kind() SVDKind {
|
||||
return svd.kind
|
||||
}
|
||||
|
||||
@@ -133,7 +132,7 @@ func (svd *SVD) Values(s []float64) []float64 {
|
||||
s = make([]float64, len(svd.s))
|
||||
}
|
||||
if len(s) != len(svd.s) {
|
||||
panic(matrix.ErrSliceLengthMismatch)
|
||||
panic(ErrSliceLengthMismatch)
|
||||
}
|
||||
copy(s, svd.s)
|
||||
return s
|
||||
@@ -144,7 +143,7 @@ func (svd *SVD) Values(s []float64) []float64 {
|
||||
// of size m×min(m,n) if svd.Kind() == SVDThin, and UTo panics otherwise.
|
||||
func (svd *SVD) UTo(dst *Dense) *Dense {
|
||||
kind := svd.kind
|
||||
if kind != matrix.SVDFull && kind != matrix.SVDThin {
|
||||
if kind != SVDFull && kind != SVDThin {
|
||||
panic("mat64: improper SVD kind")
|
||||
}
|
||||
r := svd.u.Rows
|
||||
@@ -170,7 +169,7 @@ func (svd *SVD) UTo(dst *Dense) *Dense {
|
||||
// of size n×min(m,n) if svd.Kind() == SVDThin, and VTo panics otherwise.
|
||||
func (svd *SVD) VTo(dst *Dense) *Dense {
|
||||
kind := svd.kind
|
||||
if kind != matrix.SVDFull && kind != matrix.SVDThin {
|
||||
if kind != SVDFull && kind != SVDThin {
|
||||
panic("mat64: improper SVD kind")
|
||||
}
|
||||
r := svd.vt.Rows
|
@@ -2,14 +2,13 @@
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import (
|
||||
"math/rand"
|
||||
"testing"
|
||||
|
||||
"gonum.org/v1/gonum/floats"
|
||||
"gonum.org/v1/gonum/matrix"
|
||||
)
|
||||
|
||||
func TestSVD(t *testing.T) {
|
||||
@@ -63,7 +62,7 @@ func TestSVD(t *testing.T) {
|
||||
},
|
||||
} {
|
||||
var svd SVD
|
||||
ok := svd.Factorize(test.a, matrix.SVDThin)
|
||||
ok := svd.Factorize(test.a, SVDThin)
|
||||
if !ok {
|
||||
t.Errorf("SVD failed")
|
||||
}
|
||||
@@ -111,7 +110,7 @@ func TestSVD(t *testing.T) {
|
||||
|
||||
// Test Full decomposition.
|
||||
var svd SVD
|
||||
ok := svd.Factorize(a, matrix.SVDFull)
|
||||
ok := svd.Factorize(a, SVDFull)
|
||||
if !ok {
|
||||
t.Errorf("SVD factorization failed")
|
||||
}
|
||||
@@ -130,7 +129,7 @@ func TestSVD(t *testing.T) {
|
||||
}
|
||||
|
||||
// Test Thin decomposition.
|
||||
ok = svd.Factorize(a, matrix.SVDThin)
|
||||
ok = svd.Factorize(a, SVDThin)
|
||||
if !ok {
|
||||
t.Errorf("SVD factorization failed")
|
||||
}
|
||||
@@ -152,7 +151,7 @@ func TestSVD(t *testing.T) {
|
||||
}
|
||||
|
||||
// Test None decomposition.
|
||||
ok = svd.Factorize(a, matrix.SVDNone)
|
||||
ok = svd.Factorize(a, SVDNone)
|
||||
if !ok {
|
||||
t.Errorf("SVD factorization failed")
|
||||
}
|
@@ -2,14 +2,13 @@
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import (
|
||||
"math"
|
||||
|
||||
"gonum.org/v1/gonum/blas"
|
||||
"gonum.org/v1/gonum/blas/blas64"
|
||||
"gonum.org/v1/gonum/matrix"
|
||||
)
|
||||
|
||||
var (
|
||||
@@ -64,7 +63,7 @@ func NewSymDense(n int, data []float64) *SymDense {
|
||||
panic("mat64: negative dimension")
|
||||
}
|
||||
if data != nil && n*n != len(data) {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
if data == nil {
|
||||
data = make([]float64, n*n)
|
||||
@@ -147,7 +146,7 @@ func (s *SymDense) reuseAs(n int) {
|
||||
panic(badSymTriangle)
|
||||
}
|
||||
if s.mat.N != n {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
}
|
||||
|
||||
@@ -163,7 +162,7 @@ func (s *SymDense) isolatedWorkspace(a Symmetric) (w *SymDense, restore func())
|
||||
func (s *SymDense) AddSym(a, b Symmetric) {
|
||||
n := a.Symmetric()
|
||||
if n != b.Symmetric() {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
s.reuseAs(n)
|
||||
|
||||
@@ -227,7 +226,7 @@ func (s *SymDense) CopySym(a Symmetric) int {
|
||||
func (s *SymDense) SymRankOne(a Symmetric, alpha float64, x *Vector) {
|
||||
n := x.Len()
|
||||
if a.Symmetric() != n {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
s.reuseAs(n)
|
||||
if s != a {
|
||||
@@ -246,7 +245,7 @@ func (s *SymDense) SymRankK(a Symmetric, alpha float64, x Matrix) {
|
||||
n := a.Symmetric()
|
||||
r, _ := x.Dims()
|
||||
if r != n {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
xMat, aTrans := untranspose(x)
|
||||
var g blas64.General
|
||||
@@ -307,7 +306,7 @@ func (s *SymDense) SymOuterK(alpha float64, x Matrix) {
|
||||
s.SymRankK(s, alpha, x)
|
||||
}
|
||||
default:
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
}
|
||||
|
||||
@@ -317,10 +316,10 @@ func (s *SymDense) SymOuterK(alpha float64, x Matrix) {
|
||||
func (s *SymDense) RankTwo(a Symmetric, alpha float64, x, y *Vector) {
|
||||
n := s.mat.N
|
||||
if x.Len() != n {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
if y.Len() != n {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
var w SymDense
|
||||
if s == a {
|
||||
@@ -419,7 +418,7 @@ func (s *SymDense) ViewSquare(i, n int) Matrix {
|
||||
func (s *SymDense) SliceSquare(i, k int) Matrix {
|
||||
sz := s.Symmetric()
|
||||
if i < 0 || sz < i || k < i || sz < k {
|
||||
panic(matrix.ErrIndexOutOfRange)
|
||||
panic(ErrIndexOutOfRange)
|
||||
}
|
||||
v := *s
|
||||
v.mat.Data = s.mat.Data[i*s.mat.Stride+i : (k-1)*s.mat.Stride+k]
|
||||
@@ -434,7 +433,7 @@ func (s *SymDense) SliceSquare(i, k int) Matrix {
|
||||
// not modified during the call to GrowSquare.
|
||||
func (s *SymDense) GrowSquare(n int) Matrix {
|
||||
if n < 0 {
|
||||
panic(matrix.ErrIndexOutOfRange)
|
||||
panic(ErrIndexOutOfRange)
|
||||
}
|
||||
if n == 0 {
|
||||
return s
|
||||
@@ -483,12 +482,12 @@ func (s *SymDense) PowPSD(a Symmetric, pow float64) error {
|
||||
var eigen EigenSym
|
||||
ok := eigen.Factorize(a, true)
|
||||
if !ok {
|
||||
return matrix.ErrFailedEigen
|
||||
return ErrFailedEigen
|
||||
}
|
||||
values := eigen.Values(nil)
|
||||
for i, v := range values {
|
||||
if v <= 0 {
|
||||
return matrix.ErrNotPSD
|
||||
return ErrNotPSD
|
||||
}
|
||||
values[i] = math.Pow(v, pow)
|
||||
}
|
@@ -1,14 +1,14 @@
|
||||
package mat64_test
|
||||
package mat_test
|
||||
|
||||
import (
|
||||
"fmt"
|
||||
|
||||
"gonum.org/v1/gonum/matrix/mat64"
|
||||
"gonum.org/v1/gonum/mat"
|
||||
)
|
||||
|
||||
func ExampleSymDense_SubsetSym() {
|
||||
n := 5
|
||||
s := mat64.NewSymDense(5, nil)
|
||||
s := mat.NewSymDense(5, nil)
|
||||
count := 1.0
|
||||
for i := 0; i < n; i++ {
|
||||
for j := i; j < n; j++ {
|
||||
@@ -17,18 +17,18 @@ func ExampleSymDense_SubsetSym() {
|
||||
}
|
||||
}
|
||||
fmt.Println("Original matrix:")
|
||||
fmt.Printf("%0.4v\n\n", mat64.Formatted(s))
|
||||
fmt.Printf("%0.4v\n\n", mat.Formatted(s))
|
||||
|
||||
// Take the subset {0, 2, 4}
|
||||
var sub mat64.SymDense
|
||||
var sub mat.SymDense
|
||||
sub.SubsetSym(s, []int{0, 2, 4})
|
||||
fmt.Println("Subset {0, 2, 4}")
|
||||
fmt.Printf("%0.4v\n\n", mat64.Formatted(&sub))
|
||||
fmt.Printf("%0.4v\n\n", mat.Formatted(&sub))
|
||||
|
||||
// Take the subset {0, 0, 4}
|
||||
sub.SubsetSym(s, []int{0, 0, 4})
|
||||
fmt.Println("Subset {0, 0, 4}")
|
||||
fmt.Printf("%0.4v\n\n", mat64.Formatted(&sub))
|
||||
fmt.Printf("%0.4v\n\n", mat.Formatted(&sub))
|
||||
|
||||
// Output:
|
||||
// Original matrix:
|
@@ -2,7 +2,7 @@
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import (
|
||||
"fmt"
|
||||
@@ -14,7 +14,6 @@ import (
|
||||
"gonum.org/v1/gonum/blas"
|
||||
"gonum.org/v1/gonum/blas/blas64"
|
||||
"gonum.org/v1/gonum/floats"
|
||||
"gonum.org/v1/gonum/matrix"
|
||||
)
|
||||
|
||||
func TestNewSymmetric(t *testing.T) {
|
||||
@@ -61,7 +60,7 @@ func TestNewSymmetric(t *testing.T) {
|
||||
}
|
||||
|
||||
panicked, message := panics(func() { NewSymDense(3, []float64{1, 2}) })
|
||||
if !panicked || message != matrix.ErrShape.Error() {
|
||||
if !panicked || message != ErrShape.Error() {
|
||||
t.Error("expected panic for invalid data slice length")
|
||||
}
|
||||
}
|
||||
@@ -81,13 +80,13 @@ func TestSymAtSet(t *testing.T) {
|
||||
// Check At out of bounds
|
||||
for _, row := range []int{-1, rows, rows + 1} {
|
||||
panicked, message := panics(func() { sym.At(row, 0) })
|
||||
if !panicked || message != matrix.ErrRowAccess.Error() {
|
||||
if !panicked || message != ErrRowAccess.Error() {
|
||||
t.Errorf("expected panic for invalid row access N=%d r=%d", rows, row)
|
||||
}
|
||||
}
|
||||
for _, col := range []int{-1, cols, cols + 1} {
|
||||
panicked, message := panics(func() { sym.At(0, col) })
|
||||
if !panicked || message != matrix.ErrColAccess.Error() {
|
||||
if !panicked || message != ErrColAccess.Error() {
|
||||
t.Errorf("expected panic for invalid column access N=%d c=%d", cols, col)
|
||||
}
|
||||
}
|
||||
@@ -95,13 +94,13 @@ func TestSymAtSet(t *testing.T) {
|
||||
// Check Set out of bounds
|
||||
for _, row := range []int{-1, rows, rows + 1} {
|
||||
panicked, message := panics(func() { sym.SetSym(row, 0, 1.2) })
|
||||
if !panicked || message != matrix.ErrRowAccess.Error() {
|
||||
if !panicked || message != ErrRowAccess.Error() {
|
||||
t.Errorf("expected panic for invalid row access N=%d r=%d", rows, row)
|
||||
}
|
||||
}
|
||||
for _, col := range []int{-1, cols, cols + 1} {
|
||||
panicked, message := panics(func() { sym.SetSym(0, col, 1.2) })
|
||||
if !panicked || message != matrix.ErrColAccess.Error() {
|
||||
if !panicked || message != ErrColAccess.Error() {
|
||||
t.Errorf("expected panic for invalid column access N=%d c=%d", cols, col)
|
||||
}
|
||||
}
|
@@ -1,4 +1,4 @@
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import (
|
||||
"math"
|
||||
@@ -6,7 +6,6 @@ import (
|
||||
"gonum.org/v1/gonum/blas"
|
||||
"gonum.org/v1/gonum/blas/blas64"
|
||||
"gonum.org/v1/gonum/lapack/lapack64"
|
||||
"gonum.org/v1/gonum/matrix"
|
||||
)
|
||||
|
||||
var (
|
||||
@@ -29,7 +28,7 @@ type Triangular interface {
|
||||
Matrix
|
||||
// Triangular returns the number of rows/columns in the matrix and its
|
||||
// orientation.
|
||||
Triangle() (n int, kind matrix.TriKind)
|
||||
Triangle() (n int, kind TriKind)
|
||||
|
||||
// TTri is the equivalent of the T() method in the Matrix interface but
|
||||
// guarantees the transpose is of triangular type.
|
||||
@@ -72,7 +71,7 @@ func (t TransposeTri) T() Matrix {
|
||||
}
|
||||
|
||||
// Triangle returns the number of rows/columns in the matrix and its orientation.
|
||||
func (t TransposeTri) Triangle() (int, matrix.TriKind) {
|
||||
func (t TransposeTri) Triangle() (int, TriKind) {
|
||||
n, upper := t.Triangular.Triangle()
|
||||
return n, !upper
|
||||
}
|
||||
@@ -99,18 +98,18 @@ func (t TransposeTri) UntransposeTri() Triangular {
|
||||
// The data must be arranged in row-major order, i.e. the (i*c + j)-th
|
||||
// element in the data slice is the {i, j}-th element in the matrix.
|
||||
// Only the values in the triangular portion corresponding to kind are used.
|
||||
func NewTriDense(n int, kind matrix.TriKind, data []float64) *TriDense {
|
||||
func NewTriDense(n int, kind TriKind, data []float64) *TriDense {
|
||||
if n < 0 {
|
||||
panic("mat64: negative dimension")
|
||||
}
|
||||
if data != nil && len(data) != n*n {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
if data == nil {
|
||||
data = make([]float64, n*n)
|
||||
}
|
||||
uplo := blas.Lower
|
||||
if kind == matrix.Upper {
|
||||
if kind == Upper {
|
||||
uplo = blas.Upper
|
||||
}
|
||||
return &TriDense{
|
||||
@@ -131,16 +130,16 @@ func (t *TriDense) Dims() (r, c int) {
|
||||
|
||||
// Triangle returns the dimension of t and its orientation. The returned
|
||||
// orientation is only valid when n is not zero.
|
||||
func (t *TriDense) Triangle() (n int, kind matrix.TriKind) {
|
||||
return t.mat.N, matrix.TriKind(!t.isZero()) && t.triKind()
|
||||
func (t *TriDense) Triangle() (n int, kind TriKind) {
|
||||
return t.mat.N, TriKind(!t.isZero()) && t.triKind()
|
||||
}
|
||||
|
||||
func (t *TriDense) isUpper() bool {
|
||||
return isUpperUplo(t.mat.Uplo)
|
||||
}
|
||||
|
||||
func (t *TriDense) triKind() matrix.TriKind {
|
||||
return matrix.TriKind(isUpperUplo(t.mat.Uplo))
|
||||
func (t *TriDense) triKind() TriKind {
|
||||
return TriKind(isUpperUplo(t.mat.Uplo))
|
||||
}
|
||||
|
||||
func isUpperUplo(u blas.Uplo) bool {
|
||||
@@ -216,9 +215,9 @@ func untransposeTri(a Triangular) (Triangular, bool) {
|
||||
// reuseAs resizes a zero receiver to an n×n triangular matrix with the given
|
||||
// orientation. If the receiver is non-zero, reuseAs checks that the receiver
|
||||
// is the correct size and orientation.
|
||||
func (t *TriDense) reuseAs(n int, kind matrix.TriKind) {
|
||||
func (t *TriDense) reuseAs(n int, kind TriKind) {
|
||||
ul := blas.Lower
|
||||
if kind == matrix.Upper {
|
||||
if kind == Upper {
|
||||
ul = blas.Upper
|
||||
}
|
||||
if t.mat.N > t.cap {
|
||||
@@ -236,10 +235,10 @@ func (t *TriDense) reuseAs(n int, kind matrix.TriKind) {
|
||||
return
|
||||
}
|
||||
if t.mat.N != n {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
if t.mat.Uplo != ul {
|
||||
panic(matrix.ErrTriangle)
|
||||
panic(ErrTriangle)
|
||||
}
|
||||
}
|
||||
|
||||
@@ -333,18 +332,18 @@ func (t *TriDense) InverseTri(a Triangular) error {
|
||||
t.Copy(a)
|
||||
work := getFloats(3*n, false)
|
||||
iwork := getInts(n, false)
|
||||
cond := lapack64.Trcon(matrix.CondNorm, t.mat, work, iwork)
|
||||
cond := lapack64.Trcon(CondNorm, t.mat, work, iwork)
|
||||
putFloats(work)
|
||||
putInts(iwork)
|
||||
if math.IsInf(cond, 1) {
|
||||
return matrix.Condition(cond)
|
||||
return Condition(cond)
|
||||
}
|
||||
ok := lapack64.Trtri(t.mat)
|
||||
if !ok {
|
||||
return matrix.Condition(math.Inf(1))
|
||||
return Condition(math.Inf(1))
|
||||
}
|
||||
if cond > matrix.ConditionTolerance {
|
||||
return matrix.Condition(cond)
|
||||
if cond > ConditionTolerance {
|
||||
return Condition(cond)
|
||||
}
|
||||
return nil
|
||||
}
|
||||
@@ -356,10 +355,10 @@ func (t *TriDense) MulTri(a, b Triangular) {
|
||||
n, kind := a.Triangle()
|
||||
nb, kindb := b.Triangle()
|
||||
if n != nb {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
if kind != kindb {
|
||||
panic(matrix.ErrTriangle)
|
||||
panic(ErrTriangle)
|
||||
}
|
||||
|
||||
aU, _ := untransposeTri(a)
|
||||
@@ -375,7 +374,7 @@ func (t *TriDense) MulTri(a, b Triangular) {
|
||||
}
|
||||
|
||||
// TODO(btracey): Improve the set of fast-paths.
|
||||
if kind == matrix.Upper {
|
||||
if kind == Upper {
|
||||
for i := 0; i < n; i++ {
|
||||
for j := i; j < n; j++ {
|
||||
var v float64
|
@@ -1,4 +1,4 @@
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import (
|
||||
"math"
|
||||
@@ -8,14 +8,13 @@ import (
|
||||
|
||||
"gonum.org/v1/gonum/blas"
|
||||
"gonum.org/v1/gonum/blas/blas64"
|
||||
"gonum.org/v1/gonum/matrix"
|
||||
)
|
||||
|
||||
func TestNewTriangular(t *testing.T) {
|
||||
for i, test := range []struct {
|
||||
data []float64
|
||||
n int
|
||||
kind matrix.TriKind
|
||||
kind TriKind
|
||||
mat *TriDense
|
||||
}{
|
||||
{
|
||||
@@ -25,7 +24,7 @@ func TestNewTriangular(t *testing.T) {
|
||||
7, 8, 9,
|
||||
},
|
||||
n: 3,
|
||||
kind: matrix.Upper,
|
||||
kind: Upper,
|
||||
mat: &TriDense{
|
||||
mat: blas64.Triangular{
|
||||
N: 3,
|
||||
@@ -52,9 +51,9 @@ func TestNewTriangular(t *testing.T) {
|
||||
}
|
||||
}
|
||||
|
||||
for _, kind := range []matrix.TriKind{matrix.Lower, matrix.Upper} {
|
||||
for _, kind := range []TriKind{Lower, Upper} {
|
||||
panicked, message := panics(func() { NewTriDense(3, kind, []float64{1, 2}) })
|
||||
if !panicked || message != matrix.ErrShape.Error() {
|
||||
if !panicked || message != ErrShape.Error() {
|
||||
t.Errorf("expected panic for invalid data slice length for upper=%t", kind)
|
||||
}
|
||||
}
|
||||
@@ -77,13 +76,13 @@ func TestTriAtSet(t *testing.T) {
|
||||
// Check At out of bounds
|
||||
for _, row := range []int{-1, rows, rows + 1} {
|
||||
panicked, message := panics(func() { tri.At(row, 0) })
|
||||
if !panicked || message != matrix.ErrRowAccess.Error() {
|
||||
if !panicked || message != ErrRowAccess.Error() {
|
||||
t.Errorf("expected panic for invalid row access N=%d r=%d", rows, row)
|
||||
}
|
||||
}
|
||||
for _, col := range []int{-1, cols, cols + 1} {
|
||||
panicked, message := panics(func() { tri.At(0, col) })
|
||||
if !panicked || message != matrix.ErrColAccess.Error() {
|
||||
if !panicked || message != ErrColAccess.Error() {
|
||||
t.Errorf("expected panic for invalid column access N=%d c=%d", cols, col)
|
||||
}
|
||||
}
|
||||
@@ -91,13 +90,13 @@ func TestTriAtSet(t *testing.T) {
|
||||
// Check Set out of bounds
|
||||
for _, row := range []int{-1, rows, rows + 1} {
|
||||
panicked, message := panics(func() { tri.SetTri(row, 0, 1.2) })
|
||||
if !panicked || message != matrix.ErrRowAccess.Error() {
|
||||
if !panicked || message != ErrRowAccess.Error() {
|
||||
t.Errorf("expected panic for invalid row access N=%d r=%d", rows, row)
|
||||
}
|
||||
}
|
||||
for _, col := range []int{-1, cols, cols + 1} {
|
||||
panicked, message := panics(func() { tri.SetTri(0, col, 1.2) })
|
||||
if !panicked || message != matrix.ErrColAccess.Error() {
|
||||
if !panicked || message != ErrColAccess.Error() {
|
||||
t.Errorf("expected panic for invalid column access N=%d c=%d", cols, col)
|
||||
}
|
||||
}
|
||||
@@ -111,7 +110,7 @@ func TestTriAtSet(t *testing.T) {
|
||||
} {
|
||||
tri.mat.Uplo = st.uplo
|
||||
panicked, message := panics(func() { tri.SetTri(st.row, st.col, 1.2) })
|
||||
if !panicked || message != matrix.ErrTriangleSet.Error() {
|
||||
if !panicked || message != ErrTriangleSet.Error() {
|
||||
t.Errorf("expected panic for %+v", st)
|
||||
}
|
||||
}
|
||||
@@ -140,8 +139,8 @@ func TestTriDenseCopy(t *testing.T) {
|
||||
size := rand.Intn(100)
|
||||
r, err := randDense(size, 0.9, rand.NormFloat64)
|
||||
if size == 0 {
|
||||
if err != matrix.ErrZeroLength {
|
||||
t.Fatalf("expected error %v: got: %v", matrix.ErrZeroLength, err)
|
||||
if err != ErrZeroLength {
|
||||
t.Fatalf("expected error %v: got: %v", ErrZeroLength, err)
|
||||
}
|
||||
continue
|
||||
}
|
||||
@@ -190,8 +189,8 @@ func TestTriTriDenseCopy(t *testing.T) {
|
||||
size := rand.Intn(100)
|
||||
r, err := randDense(size, 1, rand.NormFloat64)
|
||||
if size == 0 {
|
||||
if err != matrix.ErrZeroLength {
|
||||
t.Fatalf("expected error %v: got: %v", matrix.ErrZeroLength, err)
|
||||
if err != ErrZeroLength {
|
||||
t.Fatalf("expected error %v: got: %v", ErrZeroLength, err)
|
||||
}
|
||||
continue
|
||||
}
|
||||
@@ -238,7 +237,7 @@ func TestTriTriDenseCopy(t *testing.T) {
|
||||
}
|
||||
|
||||
func TestTriInverse(t *testing.T) {
|
||||
for _, kind := range []matrix.TriKind{matrix.Upper, matrix.Lower} {
|
||||
for _, kind := range []TriKind{Upper, Lower} {
|
||||
for _, n := range []int{1, 3, 5, 9} {
|
||||
data := make([]float64, n*n)
|
||||
for i := range data {
|
||||
@@ -297,10 +296,10 @@ func TestTriMul(t *testing.T) {
|
||||
return false
|
||||
}
|
||||
_, kind := a.(Triangular).Triangle()
|
||||
r := kind == matrix.Lower
|
||||
r := kind == Lower
|
||||
return r
|
||||
}
|
||||
receiver := NewTriDense(3, matrix.Lower, nil)
|
||||
receiver := NewTriDense(3, Lower, nil)
|
||||
testTwoInput(t, "TriMul", receiver, method, denseComparison, legalTypesLower, legalSizeTriMul, 1e-14)
|
||||
|
||||
legalTypesUpper := func(a, b Matrix) bool {
|
||||
@@ -309,10 +308,10 @@ func TestTriMul(t *testing.T) {
|
||||
return false
|
||||
}
|
||||
_, kind := a.(Triangular).Triangle()
|
||||
r := kind == matrix.Upper
|
||||
r := kind == Upper
|
||||
return r
|
||||
}
|
||||
receiver = NewTriDense(3, matrix.Upper, nil)
|
||||
receiver = NewTriDense(3, Upper, nil)
|
||||
testTwoInput(t, "TriMul", receiver, method, denseComparison, legalTypesUpper, legalSizeTriMul, 1e-14)
|
||||
}
|
||||
|
||||
@@ -323,7 +322,7 @@ func TestCopySymIntoTriangle(t *testing.T) {
|
||||
sUplo blas.Uplo
|
||||
s []float64
|
||||
|
||||
tUplo matrix.TriKind
|
||||
tUplo TriKind
|
||||
want []float64
|
||||
}{
|
||||
{
|
||||
@@ -334,7 +333,7 @@ func TestCopySymIntoTriangle(t *testing.T) {
|
||||
nan, 4, 5,
|
||||
nan, nan, 6,
|
||||
},
|
||||
tUplo: matrix.Upper,
|
||||
tUplo: Upper,
|
||||
want: []float64{
|
||||
1, 2, 3,
|
||||
0, 4, 5,
|
||||
@@ -349,7 +348,7 @@ func TestCopySymIntoTriangle(t *testing.T) {
|
||||
2, 3, nan,
|
||||
4, 5, 6,
|
||||
},
|
||||
tUplo: matrix.Upper,
|
||||
tUplo: Upper,
|
||||
want: []float64{
|
||||
1, 2, 4,
|
||||
0, 3, 5,
|
||||
@@ -364,7 +363,7 @@ func TestCopySymIntoTriangle(t *testing.T) {
|
||||
nan, 4, 5,
|
||||
nan, nan, 6,
|
||||
},
|
||||
tUplo: matrix.Lower,
|
||||
tUplo: Lower,
|
||||
want: []float64{
|
||||
1, 0, 0,
|
||||
2, 4, 0,
|
||||
@@ -379,7 +378,7 @@ func TestCopySymIntoTriangle(t *testing.T) {
|
||||
2, 3, nan,
|
||||
4, 5, 6,
|
||||
},
|
||||
tUplo: matrix.Lower,
|
||||
tUplo: Lower,
|
||||
want: []float64{
|
||||
1, 0, 0,
|
||||
2, 3, 0,
|
@@ -2,13 +2,12 @@
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import (
|
||||
"gonum.org/v1/gonum/blas"
|
||||
"gonum.org/v1/gonum/blas/blas64"
|
||||
"gonum.org/v1/gonum/internal/asm/f64"
|
||||
"gonum.org/v1/gonum/matrix"
|
||||
)
|
||||
|
||||
var (
|
||||
@@ -34,7 +33,7 @@ type Vector struct {
|
||||
// will be reflected in data. If neither of these is true, NewVector will panic.
|
||||
func NewVector(n int, data []float64) *Vector {
|
||||
if len(data) != n && data != nil {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
if data == nil {
|
||||
data = make([]float64, n)
|
||||
@@ -64,7 +63,7 @@ func (v *Vector) ViewVec(i, n int) *Vector {
|
||||
// of the receiver.
|
||||
func (v *Vector) SliceVec(i, k int) *Vector {
|
||||
if i < 0 || k <= i || v.n < k {
|
||||
panic(matrix.ErrIndexOutOfRange)
|
||||
panic(ErrIndexOutOfRange)
|
||||
}
|
||||
return &Vector{
|
||||
n: k - i,
|
||||
@@ -168,7 +167,7 @@ func (v *Vector) AddScaledVec(a *Vector, alpha float64, b *Vector) {
|
||||
br := b.Len()
|
||||
|
||||
if ar != br {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
|
||||
if v != a {
|
||||
@@ -211,7 +210,7 @@ func (v *Vector) AddVec(a, b *Vector) {
|
||||
br := b.Len()
|
||||
|
||||
if ar != br {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
|
||||
if v != a {
|
||||
@@ -239,7 +238,7 @@ func (v *Vector) SubVec(a, b *Vector) {
|
||||
br := b.Len()
|
||||
|
||||
if ar != br {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
|
||||
if v != a {
|
||||
@@ -268,7 +267,7 @@ func (v *Vector) MulElemVec(a, b *Vector) {
|
||||
br := b.Len()
|
||||
|
||||
if ar != br {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
|
||||
if v != a {
|
||||
@@ -293,7 +292,7 @@ func (v *Vector) DivElemVec(a, b *Vector) {
|
||||
br := b.Len()
|
||||
|
||||
if ar != br {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
|
||||
if v != a {
|
||||
@@ -317,7 +316,7 @@ func (v *Vector) MulVec(a Matrix, b *Vector) {
|
||||
r, c := a.Dims()
|
||||
br := b.Len()
|
||||
if c != br {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
|
||||
if v != b {
|
||||
@@ -427,7 +426,7 @@ func (v *Vector) reuseAs(r int) {
|
||||
return
|
||||
}
|
||||
if r != v.n {
|
||||
panic(matrix.ErrShape)
|
||||
panic(ErrShape)
|
||||
}
|
||||
}
|
||||
|
@@ -1,4 +1,4 @@
|
||||
package mat64
|
||||
package mat
|
||||
|
||||
import (
|
||||
"math/rand"
|
||||
@@ -6,7 +6,6 @@ import (
|
||||
"testing"
|
||||
|
||||
"gonum.org/v1/gonum/blas/blas64"
|
||||
"gonum.org/v1/gonum/matrix"
|
||||
)
|
||||
|
||||
func TestNewVector(t *testing.T) {
|
||||
@@ -80,13 +79,13 @@ func TestVectorAtSet(t *testing.T) {
|
||||
|
||||
for _, row := range []int{-1, n} {
|
||||
panicked, message := panics(func() { v.At(row, 0) })
|
||||
if !panicked || message != matrix.ErrRowAccess.Error() {
|
||||
if !panicked || message != ErrRowAccess.Error() {
|
||||
t.Errorf("expected panic for invalid row access for test %d n=%d r=%d", i, n, row)
|
||||
}
|
||||
}
|
||||
for _, col := range []int{-1, 1} {
|
||||
panicked, message := panics(func() { v.At(0, col) })
|
||||
if !panicked || message != matrix.ErrColAccess.Error() {
|
||||
if !panicked || message != ErrColAccess.Error() {
|
||||
t.Errorf("expected panic for invalid column access for test %d n=%d c=%d", i, n, col)
|
||||
}
|
||||
}
|
||||
@@ -99,7 +98,7 @@ func TestVectorAtSet(t *testing.T) {
|
||||
|
||||
for _, row := range []int{-1, n} {
|
||||
panicked, message := panics(func() { v.SetVec(row, 100) })
|
||||
if !panicked || message != matrix.ErrVectorAccess.Error() {
|
||||
if !panicked || message != ErrVectorAccess.Error() {
|
||||
t.Errorf("expected panic for invalid row access for test %d n=%d r=%d", i, n, row)
|
||||
}
|
||||
}
|
@@ -1,95 +0,0 @@
|
||||
// Generated by running
|
||||
// go generate github.com/gonum/matrix
|
||||
// DO NOT EDIT.
|
||||
|
||||
// Copyright ©2015 The gonum Authors. All rights reserved.
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
// Package cmat128 provides implementations of complex128 matrix structures and
|
||||
// linear algebra operations on them.
|
||||
//
|
||||
// Overview
|
||||
//
|
||||
// This section provides a quick overview of the cmat128 package. The following
|
||||
// sections provide more in depth commentary.
|
||||
//
|
||||
// cmat128 provides:
|
||||
// - Interfaces for a complex Matrix
|
||||
//
|
||||
// BLAS and LAPACK
|
||||
//
|
||||
// BLAS and LAPACK are the standard APIs for linear algebra routines. Many
|
||||
// operations in cmat128 are implemented using calls to the wrapper functions
|
||||
// in gonum/blas/cblas128 and gonum/lapack/clapack128. By default, cblas128 and
|
||||
// clapack128 call the native Go implementations of the routines. Alternatively,
|
||||
// it is possible to use C-based implementations of the APIs through the respective
|
||||
// cgo packages and "Use" functions. The Go implementation of LAPACK makes calls
|
||||
// through cblas128, so if a cgo BLAS implementation is registered, the clapack128
|
||||
// calls will be partially executed in Go and partially executed in C.
|
||||
//
|
||||
// Type Switching
|
||||
//
|
||||
// The Matrix abstraction enables efficiency as well as interoperability. Go's
|
||||
// type reflection capabilities are used to choose the most efficient routine
|
||||
// given the specific concrete types. For example, in
|
||||
// c.Mul(a, b)
|
||||
// if a and b both implement RawMatrixer, that is, they can be represented as a
|
||||
// cblas128.General, cblas128.Gemm (general matrix multiplication) is called, while
|
||||
// instead if b is a RawSymmetricer cblas128.Symm is used (general-symmetric
|
||||
// multiplication), and if b is a *Vector cblas128.Gemv is used.
|
||||
//
|
||||
// There are many possible type combinations and special cases. No specific guarantees
|
||||
// are made about the performance of any method, and in particular, note that an
|
||||
// abstract matrix type may be copied into a concrete type of the corresponding
|
||||
// value. If there are specific special cases that are needed, please submit a
|
||||
// pull-request or file an issue.
|
||||
//
|
||||
// Invariants
|
||||
//
|
||||
// Matrix input arguments to functions are never directly modified. If an operation
|
||||
// changes Matrix data, the mutated matrix will be the receiver of a function.
|
||||
//
|
||||
// For convenience, a matrix may be used as both a receiver and as an input, e.g.
|
||||
// a.Pow(a, 6)
|
||||
// v.SolveVec(a.T(), v)
|
||||
// though in many cases this will cause an allocation (see Element Aliasing).
|
||||
// An exception to this rule is Copy, which does not allow a.Copy(a.T()).
|
||||
//
|
||||
// Element Aliasing
|
||||
//
|
||||
// Most methods in cmat128 modify receiver data. It is forbidden for the modified
|
||||
// data region of the receiver to overlap the used data area of the input
|
||||
// arguments. The exception to this rule is when the method receiver is equal to one
|
||||
// of the input arguments, as in the a.Pow(a, 6) call above, or its implicit transpose.
|
||||
//
|
||||
// This prohibition is to help avoid subtle mistakes when the method needs to read
|
||||
// from and write to the same data region. There are ways to make mistakes using the
|
||||
// cmat128 API, and cmat128 functions will detect and complain about those.
|
||||
// There are many ways to make mistakes by excursion from the cmat128 API via
|
||||
// interaction with raw matrix values.
|
||||
//
|
||||
// If you need to read the rest of this section to understand the behavior of
|
||||
// your program, you are being clever. Don't be clever. If you must be clever,
|
||||
// cblas128 and clapack128 may be used to call the behavior directly.
|
||||
//
|
||||
// cmat128 will use the following rules to detect overlap between the receiver and one
|
||||
// of the inputs:
|
||||
// - the input implements one of the Raw methods, and
|
||||
// - the Raw type matches that of the receiver or
|
||||
// one is a RawMatrixer and the other is a RawVectorer, and
|
||||
// - the address ranges of the backing data slices overlap, and
|
||||
// - the strides differ or there is an overlap in the used data elements.
|
||||
// If such an overlap is detected, the method will panic.
|
||||
//
|
||||
// The following cases will not panic:
|
||||
// - the data slices do not overlap,
|
||||
// - there is pointer identity between the receiver and input values after
|
||||
// the value has been untransposed if necessary.
|
||||
//
|
||||
// cmat128 will not attempt to detect element overlap if the input does not implement a
|
||||
// Raw method, or if the Raw method differs from that of the receiver except when a
|
||||
// conversion has occurred through a cmat128 API function. Method behavior is undefined
|
||||
// if there is undetected overlap.
|
||||
//
|
||||
package cmat128 // import "gonum.org/v1/gonum/matrix/cmat128"
|
@@ -1,142 +0,0 @@
|
||||
// Copyright ©2015 The gonum Authors. All rights reserved.
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
// Package conv provides matrix type interconversion utilities.
|
||||
package conv // import "gonum.org/v1/gonum/matrix/conv"
|
||||
|
||||
import (
|
||||
"gonum.org/v1/gonum/matrix"
|
||||
"gonum.org/v1/gonum/matrix/cmat128"
|
||||
"gonum.org/v1/gonum/matrix/mat64"
|
||||
)
|
||||
|
||||
// Complex is a complex matrix constructed from two real matrices.
|
||||
type Complex struct {
|
||||
// r and i are not exposed to ensure that
|
||||
// their dimensions can not be altered by
|
||||
// clients behind our back.
|
||||
r, i mat64.Matrix
|
||||
|
||||
// imagSign holds the sign of the imaginary
|
||||
// part of the Complex. Valid values are 1 and -1.
|
||||
imagSign float64
|
||||
}
|
||||
|
||||
var (
|
||||
_ Realer = Complex{}
|
||||
_ Imager = Complex{}
|
||||
)
|
||||
|
||||
// NewComplex returns a complex matrix constructed from r and i. At least one of
|
||||
// r or i must be non-nil otherwise NewComplex will panic. If one of the inputs
|
||||
// is nil, that part of the complex number will be zero when returned by At.
|
||||
// If both are non-nil but differ in their sizes, NewComplex will panic.
|
||||
func NewComplex(r, i mat64.Matrix) Complex {
|
||||
if r == nil && i == nil {
|
||||
panic("conv: no matrix")
|
||||
} else if r != nil && i != nil {
|
||||
rr, rc := r.Dims()
|
||||
ir, ic := i.Dims()
|
||||
if rr != ir || rc != ic {
|
||||
panic(matrix.ErrShape)
|
||||
}
|
||||
}
|
||||
return Complex{r: r, i: i, imagSign: 1}
|
||||
}
|
||||
|
||||
// Dims returns the number of rows and columns in the matrix.
|
||||
func (m Complex) Dims() (r, c int) {
|
||||
if m.r == nil {
|
||||
return m.i.Dims()
|
||||
}
|
||||
return m.r.Dims()
|
||||
}
|
||||
|
||||
// At returns the element at row i, column j.
|
||||
func (m Complex) At(i, j int) complex128 {
|
||||
if m.i == nil {
|
||||
return complex(m.r.At(i, j), 0)
|
||||
}
|
||||
if m.r == nil {
|
||||
return complex(0, m.imagSign*m.i.At(i, j))
|
||||
}
|
||||
return complex(m.r.At(i, j), m.imagSign*m.i.At(i, j))
|
||||
}
|
||||
|
||||
// H performs an implicit transpose.
|
||||
func (m Complex) H() cmat128.Matrix {
|
||||
if m.i == nil {
|
||||
return Complex{r: m.r.T()}
|
||||
}
|
||||
if m.r == nil {
|
||||
return Complex{i: m.i.T(), imagSign: -m.imagSign}
|
||||
}
|
||||
return Complex{r: m.r.T(), i: m.i.T(), imagSign: -m.imagSign}
|
||||
}
|
||||
|
||||
// Real returns the real part of the receiver.
|
||||
func (m Complex) Real() mat64.Matrix { return m.r }
|
||||
|
||||
// Imag returns the imaginary part of the receiver.
|
||||
func (m Complex) Imag() mat64.Matrix { return m.i }
|
||||
|
||||
// Realer is a complex matrix that can return its real part.
|
||||
type Realer interface {
|
||||
Real() mat64.Matrix
|
||||
}
|
||||
|
||||
// Imager is a complex matrix that can return its imaginary part.
|
||||
type Imager interface {
|
||||
Imag() mat64.Matrix
|
||||
}
|
||||
|
||||
// Real is the real part of a complex matrix.
|
||||
type Real struct {
|
||||
matrix cmat128.Matrix
|
||||
}
|
||||
|
||||
// NewReal returns a mat64.Matrix representing the real part of m. If m is a Realer,
|
||||
// the real part is returned.
|
||||
func NewReal(m cmat128.Matrix) mat64.Matrix {
|
||||
if m, ok := m.(Realer); ok {
|
||||
return m.Real()
|
||||
}
|
||||
return Real{m}
|
||||
}
|
||||
|
||||
// Dims returns the number of rows and columns in the matrix.
|
||||
func (m Real) Dims() (r, c int) { return m.matrix.Dims() }
|
||||
|
||||
// At returns the element at row i, column j.
|
||||
func (m Real) At(i, j int) float64 { return real(m.matrix.At(i, j)) }
|
||||
|
||||
// T performs an implicit transpose.
|
||||
func (m Real) T() mat64.Matrix { return Real{m.matrix.H()} }
|
||||
|
||||
// Imag is the imaginary part of a complex matrix.
|
||||
type Imag struct {
|
||||
matrix cmat128.Matrix
|
||||
|
||||
// conjSign holds the sign of the matrix.
|
||||
// Valid values are 1 and -1.
|
||||
conjSign float64
|
||||
}
|
||||
|
||||
// NewImag returns a mat64.Matrix representing the imaginary part of m. If m is an Imager,
|
||||
// the imaginary part is returned.
|
||||
func NewImag(m cmat128.Matrix) mat64.Matrix {
|
||||
if m, ok := m.(Imager); ok {
|
||||
return m.Imag()
|
||||
}
|
||||
return Imag{matrix: m, conjSign: 1}
|
||||
}
|
||||
|
||||
// Dims returns the number of rows and columns in the matrix.
|
||||
func (m Imag) Dims() (r, c int) { return m.matrix.Dims() }
|
||||
|
||||
// At returns the element at row i, column j.
|
||||
func (m Imag) At(i, j int) float64 { return m.conjSign * imag(m.matrix.At(i, j)) }
|
||||
|
||||
// T performs an implicit transpose.
|
||||
func (m Imag) T() mat64.Matrix { return Imag{matrix: m.matrix.H(), conjSign: -m.conjSign} }
|
103
matrix/doc.go
103
matrix/doc.go
@@ -1,103 +0,0 @@
|
||||
// Generated by running
|
||||
// go generate github.com/gonum/matrix
|
||||
// DO NOT EDIT.
|
||||
|
||||
// Copyright ©2015 The gonum Authors. All rights reserved.
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
// Package matrix provides common error handling mechanisms for matrix operations
|
||||
// in mat64 and cmat128.
|
||||
//
|
||||
// Overview
|
||||
//
|
||||
// This section provides a quick overview of the matrix package. The following
|
||||
// sections provide more in depth commentary.
|
||||
//
|
||||
// matrix provides:
|
||||
// - Error type definitions
|
||||
// - Error recovery mechanisms
|
||||
// - Common constants used by mat64 and cmat128
|
||||
//
|
||||
// Errors
|
||||
//
|
||||
// The mat64 and cmat128 matrix packages share a common set of errors
|
||||
// provided by matrix via the matrix.Error type.
|
||||
//
|
||||
// Errors are either returned directly or used as the parameter of a panic
|
||||
// depending on the class of error encountered. Returned errors indicate
|
||||
// that a call was not able to complete successfully while panics generally
|
||||
// indicate a programmer or unrecoverable error.
|
||||
//
|
||||
// Examples of each type are found in the mat64 Solve methods, which find
|
||||
// x such that A*x = b.
|
||||
//
|
||||
// An error value is returned from the function or method when the operation
|
||||
// can meaningfully fail. The Solve operation cannot complete if A is
|
||||
// singular. However, determining the singularity of A is most easily
|
||||
// discovered during the Solve procedure itself and is a valid result from
|
||||
// the operation, so in this case an error is returned.
|
||||
//
|
||||
// A function will panic when the input parameters are inappropriate for
|
||||
// the function. In Solve, for example, the number of rows of each input
|
||||
// matrix must be equal because of the rules of matrix multiplication.
|
||||
// Similarly, for solving A*x = b, a non-zero receiver must have the same
|
||||
// number of rows as A has columns and must have the same number of columns
|
||||
// as b. In all cases where a function will panic, conditions that would
|
||||
// lead to a panic can easily be checked prior to a call.
|
||||
//
|
||||
// Error Recovery
|
||||
//
|
||||
// When a matrix.Error is the parameter of a panic, the panic can be
|
||||
// recovered by a Maybe function, which will then return the error.
|
||||
// Panics that are not of type matrix.Error are re-panicked by the
|
||||
// Maybe functions.
|
||||
//
|
||||
// Invariants
|
||||
//
|
||||
// Matrix input arguments to functions are never directly modified. If an operation
|
||||
// changes Matrix data, the mutated matrix will be the receiver of a function.
|
||||
//
|
||||
// For convenience, a matrix may be used as both a receiver and as an input, e.g.
|
||||
// a.Pow(a, 6)
|
||||
// v.SolveVec(a.T(), v)
|
||||
// though in many cases this will cause an allocation (see Element Aliasing).
|
||||
// An exception to this rule is Copy, which does not allow a.Copy(a.T()).
|
||||
//
|
||||
// Element Aliasing
|
||||
//
|
||||
// Most methods in the matrix packages modify receiver data. It is forbidden for the modified
|
||||
// data region of the receiver to overlap the used data area of the input
|
||||
// arguments. The exception to this rule is when the method receiver is equal to one
|
||||
// of the input arguments, as in the a.Pow(a, 6) call above, or its implicit transpose.
|
||||
//
|
||||
// This prohibition is to help avoid subtle mistakes when the method needs to read
|
||||
// from and write to the same data region. There are ways to make mistakes using the
|
||||
// matrix API, and matrix functions will detect and complain about those.
|
||||
// There are many ways to make mistakes by excursion from the matrix API via
|
||||
// interaction with raw matrix values.
|
||||
//
|
||||
// If you need to read the rest of this section to understand the behavior of
|
||||
// your program, you are being clever. Don't be clever. If you must be clever,
|
||||
// blas64/cblas128 and lapack64/clapack128 may be used to call the behavior directly.
|
||||
//
|
||||
// The matrix packages will use the following rules to detect overlap between the receiver and one
|
||||
// of the inputs:
|
||||
// - the input implements one of the Raw methods, and
|
||||
// - the Raw type matches that of the receiver or
|
||||
// one is a RawMatrixer and the other is a RawVectorer, and
|
||||
// - the address ranges of the backing data slices overlap, and
|
||||
// - the strides differ or there is an overlap in the used data elements.
|
||||
// If such an overlap is detected, the method will panic.
|
||||
//
|
||||
// The following cases will not panic:
|
||||
// - the data slices do not overlap,
|
||||
// - there is pointer identity between the receiver and input values after
|
||||
// the value has been untransposed if necessary.
|
||||
//
|
||||
// The matrix packages will not attempt to detect element overlap if the input does not implement a
|
||||
// Raw method, or if the Raw method differs from that of the receiver except when a
|
||||
// conversion has occurred through a matrix API function. Method behavior is undefined
|
||||
// if there is undetected overlap.
|
||||
//
|
||||
package matrix // import "gonum.org/v1/gonum/matrix"
|
343
matrix/gendoc.go
343
matrix/gendoc.go
@@ -1,343 +0,0 @@
|
||||
// Copyright ©2015 The gonum Authors. All rights reserved.
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
//+build ignore
|
||||
|
||||
// gendoc creates the matrix, mat64 and cmat128 package doc comments.
|
||||
package main
|
||||
|
||||
import (
|
||||
"fmt"
|
||||
"log"
|
||||
"os"
|
||||
"path/filepath"
|
||||
"strings"
|
||||
"text/template"
|
||||
"unicode/utf8"
|
||||
)
|
||||
|
||||
var docs = template.Must(template.New("docs").Funcs(funcs).Parse(`{{define "common"}}// Generated by running
|
||||
// go generate github.com/gonum/matrix
|
||||
// DO NOT EDIT.
|
||||
|
||||
// Copyright ©2015 The gonum Authors. All rights reserved.
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
// Package {{.Name}} provides {{.Provides}}
|
||||
//
|
||||
// Overview
|
||||
//
|
||||
// This section provides a quick overview of the {{.Name}} package. The following
|
||||
// sections provide more in depth commentary.
|
||||
//
|
||||
{{.Overview}}
|
||||
//{{end}}
|
||||
{{define "interfaces"}}// The Matrix Interfaces
|
||||
//
|
||||
// The Matrix interface is the common link between the concrete types. The Matrix
|
||||
// interface is defined by three functions: Dims, which returns the dimensions
|
||||
// of the Matrix, At, which returns the element in the specified location, and
|
||||
// T for returning a Transpose (discussed later). All of the concrete types can
|
||||
// perform these behaviors and so implement the interface. Methods and functions
|
||||
// are designed to use this interface, so in particular the method
|
||||
// func (m *Dense) Mul(a, b Matrix)
|
||||
// constructs a *Dense from the result of a multiplication with any Matrix types,
|
||||
// not just *Dense. Where more restrictive requirements must be met, there are also the
|
||||
// Symmetric and Triangular interfaces. For example, in
|
||||
// func (s *SymDense) AddSym(a, b Symmetric)
|
||||
// the Symmetric interface guarantees a symmetric result.
|
||||
//
|
||||
// Transposes
|
||||
//
|
||||
// The T method is used for transposition. For example, c.Mul(a.T(), b) computes
|
||||
// c = a^T * b. The {{if .ExamplePackage}}{{.ExamplePackage}}{{else}}{{.Name}}{{end}} types implement this method using an implicit transpose —
|
||||
// see the Transpose type for more details. Note that some operations have a
|
||||
// transpose as part of their definition, as in *SymDense.SymOuterK.
|
||||
//{{end}}
|
||||
{{define "factorization"}}// Matrix Factorization
|
||||
//
|
||||
// Matrix factorizations, such as the LU decomposition, typically have their own
|
||||
// specific data storage, and so are each implemented as a specific type. The
|
||||
// factorization can be computed through a call to Factorize
|
||||
// var lu {{if .ExamplePackage}}{{.ExamplePackage}}{{else}}{{.Name}}{{end}}.LU
|
||||
// lu.Factorize(a)
|
||||
// The elements of the factorization can be extracted through methods on the
|
||||
// appropriate type, i.e. *TriDense.LFromLU and *TriDense.UFromLU. Alternatively,
|
||||
// they can be used directly, as in *Dense.SolveLU. Some factorizations can be
|
||||
// updated directly, without needing to update the original matrix and refactorize,
|
||||
// as in *LU.RankOne.
|
||||
//{{end}}
|
||||
{{define "blas"}}// BLAS and LAPACK
|
||||
//
|
||||
// BLAS and LAPACK are the standard APIs for linear algebra routines. Many
|
||||
// operations in {{if .Description}}{{.Description}}{{else}}{{.Name}}{{end}} are implemented using calls to the wrapper functions
|
||||
// in gonum/blas/{{.BLAS|alts}} and gonum/lapack/{{.LAPACK|alts}}. By default, {{.BLAS|join "/"}} and
|
||||
// {{.LAPACK|join "/"}} call the native Go implementations of the routines. Alternatively,
|
||||
// it is possible to use C-based implementations of the APIs through the respective
|
||||
// cgo packages and "Use" functions. The Go implementation of LAPACK makes calls
|
||||
// through {{.BLAS|join "/"}}, so if a cgo BLAS implementation is registered, the {{.LAPACK|join "/"}}
|
||||
// calls will be partially executed in Go and partially executed in C.
|
||||
//{{end}}
|
||||
{{define "switching"}}// Type Switching
|
||||
//
|
||||
// The Matrix abstraction enables efficiency as well as interoperability. Go's
|
||||
// type reflection capabilities are used to choose the most efficient routine
|
||||
// given the specific concrete types. For example, in
|
||||
// c.Mul(a, b)
|
||||
// if a and b both implement RawMatrixer, that is, they can be represented as a
|
||||
// {{.BLAS|alts}}.General, {{.BLAS|alts}}.Gemm (general matrix multiplication) is called, while
|
||||
// instead if b is a RawSymmetricer {{.BLAS|alts}}.Symm is used (general-symmetric
|
||||
// multiplication), and if b is a *Vector {{.BLAS|alts}}.Gemv is used.
|
||||
//
|
||||
// There are many possible type combinations and special cases. No specific guarantees
|
||||
// are made about the performance of any method, and in particular, note that an
|
||||
// abstract matrix type may be copied into a concrete type of the corresponding
|
||||
// value. If there are specific special cases that are needed, please submit a
|
||||
// pull-request or file an issue.
|
||||
//{{end}}
|
||||
{{define "invariants"}}// Invariants
|
||||
//
|
||||
// Matrix input arguments to functions are never directly modified. If an operation
|
||||
// changes Matrix data, the mutated matrix will be the receiver of a function.
|
||||
//
|
||||
// For convenience, a matrix may be used as both a receiver and as an input, e.g.
|
||||
// a.Pow(a, 6)
|
||||
// v.SolveVec(a.T(), v)
|
||||
// though in many cases this will cause an allocation (see Element Aliasing).
|
||||
// An exception to this rule is Copy, which does not allow a.Copy(a.T()).
|
||||
//{{end}}
|
||||
{{define "aliasing"}}// Element Aliasing
|
||||
//
|
||||
// Most methods in {{if .Description}}{{.Description}}{{else}}{{.Name}}{{end}} modify receiver data. It is forbidden for the modified
|
||||
// data region of the receiver to overlap the used data area of the input
|
||||
// arguments. The exception to this rule is when the method receiver is equal to one
|
||||
// of the input arguments, as in the a.Pow(a, 6) call above, or its implicit transpose.
|
||||
//
|
||||
// This prohibition is to help avoid subtle mistakes when the method needs to read
|
||||
// from and write to the same data region. There are ways to make mistakes using the
|
||||
// {{.Name}} API, and {{.Name}} functions will detect and complain about those.
|
||||
// There are many ways to make mistakes by excursion from the {{.Name}} API via
|
||||
// interaction with raw matrix values.
|
||||
//
|
||||
// If you need to read the rest of this section to understand the behavior of
|
||||
// your program, you are being clever. Don't be clever. If you must be clever,
|
||||
// {{.BLAS|join "/"}} and {{.LAPACK|join "/"}} may be used to call the behavior directly.
|
||||
//
|
||||
// {{if .Description}}{{.Description|sentence}}{{else}}{{.Name}}{{end}} will use the following rules to detect overlap between the receiver and one
|
||||
// of the inputs:
|
||||
// - the input implements one of the Raw methods, and
|
||||
// - the Raw type matches that of the receiver or
|
||||
// one is a RawMatrixer and the other is a RawVectorer, and
|
||||
// - the address ranges of the backing data slices overlap, and
|
||||
// - the strides differ or there is an overlap in the used data elements.
|
||||
// If such an overlap is detected, the method will panic.
|
||||
//
|
||||
// The following cases will not panic:
|
||||
// - the data slices do not overlap,
|
||||
// - there is pointer identity between the receiver and input values after
|
||||
// the value has been untransposed if necessary.
|
||||
//
|
||||
// {{if .Description}}{{.Description|sentence}}{{else}}{{.Name}}{{end}} will not attempt to detect element overlap if the input does not implement a
|
||||
// Raw method, or if the Raw method differs from that of the receiver except when a
|
||||
// conversion has occurred through a {{.Name}} API function. Method behavior is undefined
|
||||
// if there is undetected overlap.
|
||||
//{{end}}`))
|
||||
|
||||
type Package struct {
|
||||
path string
|
||||
|
||||
Name string
|
||||
Provides string
|
||||
Description string
|
||||
ExamplePackage string
|
||||
Overview string
|
||||
|
||||
BLAS []string
|
||||
LAPACK []string
|
||||
|
||||
template string
|
||||
}
|
||||
|
||||
var pkgs = []Package{
|
||||
{
|
||||
path: ".",
|
||||
|
||||
Name: "matrix",
|
||||
Description: "the matrix packages",
|
||||
Provides: `common error handling mechanisms for matrix operations
|
||||
// in mat64 and cmat128.`,
|
||||
ExamplePackage: "mat64",
|
||||
|
||||
Overview: `// matrix provides:
|
||||
// - Error type definitions
|
||||
// - Error recovery mechanisms
|
||||
// - Common constants used by mat64 and cmat128
|
||||
//
|
||||
// Errors
|
||||
//
|
||||
// The mat64 and cmat128 matrix packages share a common set of errors
|
||||
// provided by matrix via the matrix.Error type.
|
||||
//
|
||||
// Errors are either returned directly or used as the parameter of a panic
|
||||
// depending on the class of error encountered. Returned errors indicate
|
||||
// that a call was not able to complete successfully while panics generally
|
||||
// indicate a programmer or unrecoverable error.
|
||||
//
|
||||
// Examples of each type are found in the mat64 Solve methods, which find
|
||||
// x such that A*x = b.
|
||||
//
|
||||
// An error value is returned from the function or method when the operation
|
||||
// can meaningfully fail. The Solve operation cannot complete if A is
|
||||
// singular. However, determining the singularity of A is most easily
|
||||
// discovered during the Solve procedure itself and is a valid result from
|
||||
// the operation, so in this case an error is returned.
|
||||
//
|
||||
// A function will panic when the input parameters are inappropriate for
|
||||
// the function. In Solve, for example, the number of rows of each input
|
||||
// matrix must be equal because of the rules of matrix multiplication.
|
||||
// Similarly, for solving A*x = b, a non-zero receiver must have the same
|
||||
// number of rows as A has columns and must have the same number of columns
|
||||
// as b. In all cases where a function will panic, conditions that would
|
||||
// lead to a panic can easily be checked prior to a call.
|
||||
//
|
||||
// Error Recovery
|
||||
//
|
||||
// When a matrix.Error is the parameter of a panic, the panic can be
|
||||
// recovered by a Maybe function, which will then return the error.
|
||||
// Panics that are not of type matrix.Error are re-panicked by the
|
||||
// Maybe functions.`,
|
||||
BLAS: []string{"blas64", "cblas128"},
|
||||
LAPACK: []string{"lapack64", "clapack128"},
|
||||
|
||||
template: `{{template "common" .}}
|
||||
{{template "invariants" .}}
|
||||
{{template "aliasing" .}}
|
||||
package {{.Name}} // import "gonum.org/v1/gonum/{{.Name}}"
|
||||
`,
|
||||
},
|
||||
{
|
||||
path: "mat64",
|
||||
|
||||
Name: "mat64",
|
||||
Provides: `implementations of float64 matrix structures and
|
||||
// linear algebra operations on them.`,
|
||||
|
||||
Overview: `// mat64 provides:
|
||||
// - Interfaces for Matrix classes (Matrix, Symmetric, Triangular)
|
||||
// - Concrete implementations (Dense, SymDense, TriDense)
|
||||
// - Methods and functions for using matrix data (Add, Trace, SymRankOne)
|
||||
// - Types for constructing and using matrix factorizations (QR, LU)
|
||||
//
|
||||
// A matrix may be constructed through the corresponding New function. If no
|
||||
// backing array is provided the matrix will be initialized to all zeros.
|
||||
// // Allocate a zeroed matrix of size 3×5
|
||||
// zero := mat64.NewDense(3, 5, nil)
|
||||
// If a backing data slice is provided, the matrix will have those elements.
|
||||
// Matrices are all stored in row-major format.
|
||||
// // Generate a 6×6 matrix of random values.
|
||||
// data := make([]float64, 36)
|
||||
// for i := range data {
|
||||
// data[i] = rand.NormFloat64()
|
||||
// }
|
||||
// a := mat64.NewDense(6, 6, data)
|
||||
//
|
||||
// Operations involving matrix data are implemented as functions when the values
|
||||
// of the matrix remain unchanged
|
||||
// tr := mat64.Trace(a)
|
||||
// and are implemented as methods when the operation modifies the receiver.
|
||||
// zero.Copy(a)
|
||||
//
|
||||
// Receivers must be the correct size for the matrix operations, otherwise the
|
||||
// operation will panic. As a special case for convenience, a zero-sized matrix
|
||||
// will be modified to have the correct size, allocating data if necessary.
|
||||
// var c mat64.Dense // construct a new zero-sized matrix
|
||||
// c.Mul(a, a) // c is automatically adjusted to be 6×6`,
|
||||
|
||||
BLAS: []string{"blas64"},
|
||||
LAPACK: []string{"lapack64"},
|
||||
|
||||
template: `{{template "common" .}}
|
||||
{{template "interfaces" .}}
|
||||
{{template "factorization" .}}
|
||||
{{template "blas" .}}
|
||||
{{template "switching" .}}
|
||||
{{template "invariants" .}}
|
||||
{{template "aliasing" .}}
|
||||
package {{.Name}} // import "gonum.org/v1/gonum/matrix/{{.Name}}"
|
||||
`,
|
||||
},
|
||||
{
|
||||
path: "cmat128",
|
||||
|
||||
Name: "cmat128",
|
||||
Provides: `implementations of complex128 matrix structures and
|
||||
// linear algebra operations on them.`,
|
||||
|
||||
Overview: `// cmat128 provides:
|
||||
// - Interfaces for a complex Matrix`,
|
||||
|
||||
BLAS: []string{"cblas128"},
|
||||
LAPACK: []string{"clapack128"},
|
||||
|
||||
template: `{{template "common" . }}
|
||||
{{template "blas" .}}
|
||||
{{template "switching" .}}
|
||||
{{template "invariants" .}}
|
||||
{{template "aliasing" .}}
|
||||
package {{.Name}} // import "gonum.org/v1/gonum/matrix/{{.Name}}"
|
||||
`,
|
||||
},
|
||||
}
|
||||
|
||||
var funcs = template.FuncMap{
|
||||
"sentence": sentence,
|
||||
"alts": alts,
|
||||
"join": join,
|
||||
}
|
||||
|
||||
// sentence converts a string to sentence case where the string is the prefix of the sentence.
|
||||
func sentence(s string) string {
|
||||
if len(s) == 0 {
|
||||
return ""
|
||||
}
|
||||
_, size := utf8.DecodeRune([]byte(s))
|
||||
return strings.ToUpper(s[:size]) + s[size:]
|
||||
}
|
||||
|
||||
// alts renders a []string as a glob alternatives list.
|
||||
func alts(s []string) string {
|
||||
switch len(s) {
|
||||
case 0:
|
||||
return ""
|
||||
case 1:
|
||||
return s[0]
|
||||
default:
|
||||
return fmt.Sprintf("{%s}", strings.Join(s, ","))
|
||||
}
|
||||
}
|
||||
|
||||
// join is strings.Join with the parameter order changed.
|
||||
func join(sep string, s []string) string {
|
||||
return strings.Join(s, sep)
|
||||
}
|
||||
|
||||
func main() {
|
||||
for _, pkg := range pkgs {
|
||||
t, err := template.Must(docs.Clone()).Parse(pkg.template)
|
||||
if err != nil {
|
||||
log.Fatalf("failed to parse template: %v", err)
|
||||
}
|
||||
file := filepath.Join(pkg.path, "doc.go")
|
||||
f, err := os.Create(file)
|
||||
if err != nil {
|
||||
log.Fatalf("failed to create %q: %v", file, err)
|
||||
}
|
||||
err = t.Execute(f, pkg)
|
||||
if err != nil {
|
||||
log.Fatalf("failed to execute template: %v", err)
|
||||
}
|
||||
f.Close()
|
||||
}
|
||||
}
|
@@ -1,7 +0,0 @@
|
||||
// Copyright ©2015 The gonum Authors. All rights reserved.
|
||||
// Use of this source code is governed by a BSD-style
|
||||
// license that can be found in the LICENSE file.
|
||||
|
||||
//go:generate go run gendoc.go
|
||||
|
||||
package matrix
|
@@ -7,7 +7,7 @@ package optimize
|
||||
import (
|
||||
"math"
|
||||
|
||||
"gonum.org/v1/gonum/matrix/mat64"
|
||||
"gonum.org/v1/gonum/mat"
|
||||
)
|
||||
|
||||
// BFGS implements the Broyden–Fletcher–Goldfarb–Shanno optimization method. It
|
||||
@@ -24,13 +24,13 @@ type BFGS struct {
|
||||
ls *LinesearchMethod
|
||||
|
||||
dim int
|
||||
x mat64.Vector // Location of the last major iteration.
|
||||
grad mat64.Vector // Gradient at the last major iteration.
|
||||
s mat64.Vector // Difference between locations in this and the previous iteration.
|
||||
y mat64.Vector // Difference between gradients in this and the previous iteration.
|
||||
tmp mat64.Vector
|
||||
x mat.Vector // Location of the last major iteration.
|
||||
grad mat.Vector // Gradient at the last major iteration.
|
||||
s mat.Vector // Difference between locations in this and the previous iteration.
|
||||
y mat.Vector // Difference between gradients in this and the previous iteration.
|
||||
tmp mat.Vector
|
||||
|
||||
invHess *mat64.SymDense
|
||||
invHess *mat.SymDense
|
||||
|
||||
first bool // Indicator of the first iteration.
|
||||
}
|
||||
@@ -57,8 +57,8 @@ func (b *BFGS) InitDirection(loc *Location, dir []float64) (stepSize float64) {
|
||||
b.dim = dim
|
||||
b.first = true
|
||||
|
||||
x := mat64.NewVector(dim, loc.X)
|
||||
grad := mat64.NewVector(dim, loc.Gradient)
|
||||
x := mat.NewVector(dim, loc.X)
|
||||
grad := mat.NewVector(dim, loc.Gradient)
|
||||
b.x.CloneVec(x)
|
||||
b.grad.CloneVec(grad)
|
||||
|
||||
@@ -67,18 +67,18 @@ func (b *BFGS) InitDirection(loc *Location, dir []float64) (stepSize float64) {
|
||||
b.tmp.Reset()
|
||||
|
||||
if b.invHess == nil || cap(b.invHess.RawSymmetric().Data) < dim*dim {
|
||||
b.invHess = mat64.NewSymDense(dim, nil)
|
||||
b.invHess = mat.NewSymDense(dim, nil)
|
||||
} else {
|
||||
b.invHess = mat64.NewSymDense(dim, b.invHess.RawSymmetric().Data[:dim*dim])
|
||||
b.invHess = mat.NewSymDense(dim, b.invHess.RawSymmetric().Data[:dim*dim])
|
||||
}
|
||||
// The values of the inverse Hessian are initialized in the first call to
|
||||
// NextDirection.
|
||||
|
||||
// Initial direction is just negative of the gradient because the Hessian
|
||||
// is an identity matrix.
|
||||
d := mat64.NewVector(dim, dir)
|
||||
d := mat.NewVector(dim, dir)
|
||||
d.ScaleVec(-1, grad)
|
||||
return 1 / mat64.Norm(d, 2)
|
||||
return 1 / mat.Norm(d, 2)
|
||||
}
|
||||
|
||||
func (b *BFGS) NextDirection(loc *Location, dir []float64) (stepSize float64) {
|
||||
@@ -93,21 +93,21 @@ func (b *BFGS) NextDirection(loc *Location, dir []float64) (stepSize float64) {
|
||||
panic("bfgs: unexpected size mismatch")
|
||||
}
|
||||
|
||||
x := mat64.NewVector(dim, loc.X)
|
||||
grad := mat64.NewVector(dim, loc.Gradient)
|
||||
x := mat.NewVector(dim, loc.X)
|
||||
grad := mat.NewVector(dim, loc.Gradient)
|
||||
|
||||
// s = x_{k+1} - x_{k}
|
||||
b.s.SubVec(x, &b.x)
|
||||
// y = g_{k+1} - g_{k}
|
||||
b.y.SubVec(grad, &b.grad)
|
||||
|
||||
sDotY := mat64.Dot(&b.s, &b.y)
|
||||
sDotY := mat.Dot(&b.s, &b.y)
|
||||
|
||||
if b.first {
|
||||
// Rescale the initial Hessian.
|
||||
// From: Nocedal, J., Wright, S.: Numerical Optimization (2nd ed).
|
||||
// Springer (2006), page 143, eq. 6.20.
|
||||
yDotY := mat64.Dot(&b.y, &b.y)
|
||||
yDotY := mat.Dot(&b.y, &b.y)
|
||||
scale := sDotY / yDotY
|
||||
for i := 0; i < dim; i++ {
|
||||
for j := i; j < dim; j++ {
|
||||
@@ -130,7 +130,7 @@ func (b *BFGS) NextDirection(loc *Location, dir []float64) (stepSize float64) {
|
||||
//
|
||||
// Note that y_k^T B_k^-1 y_k is a scalar, and that the third term is a
|
||||
// rank-two update where B_k^-1 y_k is one vector and s_k is the other.
|
||||
yBy := mat64.Inner(&b.y, b.invHess, &b.y)
|
||||
yBy := mat.Inner(&b.y, b.invHess, &b.y)
|
||||
b.tmp.MulVec(b.invHess, &b.y)
|
||||
scale := (1 + yBy/sDotY) / sDotY
|
||||
b.invHess.SymRankOne(b.invHess, scale, &b.s)
|
||||
@@ -142,7 +142,7 @@ func (b *BFGS) NextDirection(loc *Location, dir []float64) (stepSize float64) {
|
||||
b.grad.CopyVec(grad)
|
||||
|
||||
// New direction is stored in dir.
|
||||
d := mat64.NewVector(dim, dir)
|
||||
d := mat.NewVector(dim, dir)
|
||||
d.MulVec(b.invHess, grad)
|
||||
d.ScaleVec(-1, d)
|
||||
|
||||
|
@@ -6,7 +6,7 @@ package lp
|
||||
|
||||
import (
|
||||
"gonum.org/v1/gonum/floats"
|
||||
"gonum.org/v1/gonum/matrix/mat64"
|
||||
"gonum.org/v1/gonum/mat"
|
||||
)
|
||||
|
||||
// TODO(btracey): Have some sort of preprocessing step for helping to fix A to make it
|
||||
@@ -27,7 +27,7 @@ import (
|
||||
// s.t aNew * x = bNew
|
||||
// x >= 0
|
||||
// If there are no constraints of the given type, the inputs may be nil.
|
||||
func Convert(c []float64, g mat64.Matrix, h []float64, a mat64.Matrix, b []float64) (cNew []float64, aNew *mat64.Dense, bNew []float64) {
|
||||
func Convert(c []float64, g mat.Matrix, h []float64, a mat.Matrix, b []float64) (cNew []float64, aNew *mat.Dense, bNew []float64) {
|
||||
nVar := len(c)
|
||||
nIneq := len(h)
|
||||
|
||||
@@ -120,21 +120,21 @@ func Convert(c []float64, g mat64.Matrix, h []float64, a mat64.Matrix, b []float
|
||||
copy(bNew[nIneq:], b)
|
||||
|
||||
// Construct aNew = [G, -G, I; A, -A, 0].
|
||||
aNew = mat64.NewDense(nNewEq, nNewVar, nil)
|
||||
aNew = mat.NewDense(nNewEq, nNewVar, nil)
|
||||
if nIneq != 0 {
|
||||
aView := (aNew.View(0, 0, nIneq, nVar)).(*mat64.Dense)
|
||||
aView := (aNew.View(0, 0, nIneq, nVar)).(*mat.Dense)
|
||||
aView.Copy(g)
|
||||
aView = (aNew.View(0, nVar, nIneq, nVar)).(*mat64.Dense)
|
||||
aView = (aNew.View(0, nVar, nIneq, nVar)).(*mat.Dense)
|
||||
aView.Scale(-1, g)
|
||||
aView = (aNew.View(0, 2*nVar, nIneq, nIneq)).(*mat64.Dense)
|
||||
aView = (aNew.View(0, 2*nVar, nIneq, nIneq)).(*mat.Dense)
|
||||
for i := 0; i < nIneq; i++ {
|
||||
aView.Set(i, i, 1)
|
||||
}
|
||||
}
|
||||
if nEq != 0 {
|
||||
aView := (aNew.View(nIneq, 0, nEq, nVar)).(*mat64.Dense)
|
||||
aView := (aNew.View(nIneq, 0, nEq, nVar)).(*mat.Dense)
|
||||
aView.Copy(a)
|
||||
aView = (aNew.View(nIneq, nVar, nEq, nVar)).(*mat64.Dense)
|
||||
aView = (aNew.View(nIneq, nVar, nEq, nVar)).(*mat.Dense)
|
||||
aView.Scale(-1, a)
|
||||
}
|
||||
return cNew, aNew, bNew
|
||||
|
@@ -11,7 +11,7 @@ import (
|
||||
"math"
|
||||
|
||||
"gonum.org/v1/gonum/floats"
|
||||
"gonum.org/v1/gonum/matrix/mat64"
|
||||
"gonum.org/v1/gonum/mat"
|
||||
)
|
||||
|
||||
// TODO(btracey): Could have a solver structure with an abstract factorizer. With
|
||||
@@ -85,12 +85,12 @@ const (
|
||||
// Strang, Gilbert. "Linear Algebra and Applications." Academic, New York (1976).
|
||||
// For a detailed video introduction, see lectures 11-13 of UC Math 352
|
||||
// https://www.youtube.com/watch?v=ESzYPFkY3og&index=11&list=PLh464gFUoJWOmBYla3zbZbc4nv2AXez6X.
|
||||
func Simplex(c []float64, A mat64.Matrix, b []float64, tol float64, initialBasic []int) (optF float64, optX []float64, err error) {
|
||||
func Simplex(c []float64, A mat.Matrix, b []float64, tol float64, initialBasic []int) (optF float64, optX []float64, err error) {
|
||||
ans, x, _, err := simplex(initialBasic, c, A, b, tol)
|
||||
return ans, x, err
|
||||
}
|
||||
|
||||
func simplex(initialBasic []int, c []float64, A mat64.Matrix, b []float64, tol float64) (float64, []float64, []int, error) {
|
||||
func simplex(initialBasic []int, c []float64, A mat.Matrix, b []float64, tol float64) (float64, []float64, []int, error) {
|
||||
err := verifyInputs(initialBasic, c, A, b)
|
||||
if err != nil {
|
||||
if err == ErrUnbounded {
|
||||
@@ -123,7 +123,7 @@ func simplex(initialBasic []int, c []float64, A mat64.Matrix, b []float64, tol f
|
||||
// solution.
|
||||
|
||||
var basicIdxs []int // The indices of the non-zero x values.
|
||||
var ab *mat64.Dense // The subset of columns of A listed in basicIdxs.
|
||||
var ab *mat.Dense // The subset of columns of A listed in basicIdxs.
|
||||
var xb []float64 // The non-zero elements of x. xb = ab^-1 b
|
||||
|
||||
if initialBasic != nil {
|
||||
@@ -131,7 +131,7 @@ func simplex(initialBasic []int, c []float64, A mat64.Matrix, b []float64, tol f
|
||||
if len(initialBasic) != m {
|
||||
panic("lp: incorrect number of initial vectors")
|
||||
}
|
||||
ab = mat64.NewDense(m, len(initialBasic), nil)
|
||||
ab = mat.NewDense(m, len(initialBasic), nil)
|
||||
extractColumns(ab, A, initialBasic)
|
||||
xb = make([]float64, m)
|
||||
err = initializeFromBasic(xb, ab, b)
|
||||
@@ -175,11 +175,11 @@ func simplex(initialBasic []int, c []float64, A mat64.Matrix, b []float64, tol f
|
||||
for i, idx := range nonBasicIdx {
|
||||
cn[i] = c[idx]
|
||||
}
|
||||
an := mat64.NewDense(m, len(nonBasicIdx), nil)
|
||||
an := mat.NewDense(m, len(nonBasicIdx), nil)
|
||||
extractColumns(an, A, nonBasicIdx)
|
||||
|
||||
bVec := mat64.NewVector(len(b), b)
|
||||
cbVec := mat64.NewVector(len(cb), cb)
|
||||
bVec := mat.NewVector(len(b), b)
|
||||
cbVec := mat.NewVector(len(cb), cb)
|
||||
|
||||
// Temporary data needed each iteration. (Described later)
|
||||
r := make([]float64, n-m)
|
||||
@@ -214,13 +214,13 @@ func simplex(initialBasic []int, c []float64, A mat64.Matrix, b []float64, tol f
|
||||
// of the rule in step 4 to avoid cycling.
|
||||
for {
|
||||
// Compute reduced costs -- r = cn - an^T ab^-T cb
|
||||
var tmp mat64.Vector
|
||||
var tmp mat.Vector
|
||||
err = tmp.SolveVec(ab.T(), cbVec)
|
||||
if err != nil {
|
||||
break
|
||||
}
|
||||
data := make([]float64, n-m)
|
||||
tmp2 := mat64.NewVector(n-m, data)
|
||||
tmp2 := mat.NewVector(n-m, data)
|
||||
tmp2.MulVec(an.T(), &tmp)
|
||||
floats.SubTo(r, cn, data)
|
||||
|
||||
@@ -261,13 +261,13 @@ func simplex(initialBasic []int, c []float64, A mat64.Matrix, b []float64, tol f
|
||||
// Replace the constrained basicIdx with the newIdx.
|
||||
basicIdxs[replace], nonBasicIdx[minIdx] = nonBasicIdx[minIdx], basicIdxs[replace]
|
||||
cb[replace], cn[minIdx] = cn[minIdx], cb[replace]
|
||||
tmpCol1 := mat64.Col(nil, replace, ab)
|
||||
tmpCol2 := mat64.Col(nil, minIdx, an)
|
||||
tmpCol1 := mat.Col(nil, replace, ab)
|
||||
tmpCol2 := mat.Col(nil, minIdx, an)
|
||||
ab.SetCol(replace, tmpCol2)
|
||||
an.SetCol(minIdx, tmpCol1)
|
||||
|
||||
// Compute the new xb.
|
||||
xbVec := mat64.NewVector(len(xb), xb)
|
||||
xbVec := mat.NewVector(len(xb), xb)
|
||||
err = xbVec.SolveVec(ab, bVec)
|
||||
if err != nil {
|
||||
break
|
||||
@@ -285,15 +285,15 @@ func simplex(initialBasic []int, c []float64, A mat64.Matrix, b []float64, tol f
|
||||
|
||||
// computeMove computes how far can be moved replacing each index. The results
|
||||
// are stored into move.
|
||||
func computeMove(move []float64, minIdx int, A mat64.Matrix, ab *mat64.Dense, xb []float64, nonBasicIdx []int) error {
|
||||
func computeMove(move []float64, minIdx int, A mat.Matrix, ab *mat.Dense, xb []float64, nonBasicIdx []int) error {
|
||||
// Find ae.
|
||||
col := mat64.Col(nil, nonBasicIdx[minIdx], A)
|
||||
aCol := mat64.NewVector(len(col), col)
|
||||
col := mat.Col(nil, nonBasicIdx[minIdx], A)
|
||||
aCol := mat.NewVector(len(col), col)
|
||||
|
||||
// d = - Ab^-1 Ae
|
||||
nb, _ := ab.Dims()
|
||||
d := make([]float64, nb)
|
||||
dVec := mat64.NewVector(nb, d)
|
||||
dVec := mat.NewVector(nb, d)
|
||||
err := dVec.SolveVec(ab, aCol)
|
||||
if err != nil {
|
||||
return ErrLinSolve
|
||||
@@ -326,7 +326,7 @@ func computeMove(move []float64, minIdx int, A mat64.Matrix, ab *mat64.Dense, xb
|
||||
// replaceBland uses the Bland rule to find the indices to swap if the minimum
|
||||
// move is 0. The indices to be swapped are replace and minIdx (following the
|
||||
// nomenclature in the main routine).
|
||||
func replaceBland(A mat64.Matrix, ab *mat64.Dense, xb []float64, basicIdxs, nonBasicIdx []int, r, move []float64) (replace, minIdx int, err error) {
|
||||
func replaceBland(A mat.Matrix, ab *mat.Dense, xb []float64, basicIdxs, nonBasicIdx []int, r, move []float64) (replace, minIdx int, err error) {
|
||||
m, _ := A.Dims()
|
||||
// Use the traditional bland rule, except don't replace a constraint which
|
||||
// causes the new ab to be singular.
|
||||
@@ -353,10 +353,10 @@ func replaceBland(A mat64.Matrix, ab *mat64.Dense, xb []float64, basicIdxs, nonB
|
||||
}
|
||||
copy(biCopy, basicIdxs)
|
||||
biCopy[replace] = nonBasicIdx[minIdx]
|
||||
abTmp := mat64.NewDense(m, len(biCopy), nil)
|
||||
abTmp := mat.NewDense(m, len(biCopy), nil)
|
||||
extractColumns(abTmp, A, biCopy)
|
||||
// If the condition number is reasonable, use this index.
|
||||
if mat64.Cond(abTmp, 1) < 1e16 {
|
||||
if mat.Cond(abTmp, 1) < 1e16 {
|
||||
return replace, minIdx, nil
|
||||
}
|
||||
}
|
||||
@@ -364,7 +364,7 @@ func replaceBland(A mat64.Matrix, ab *mat64.Dense, xb []float64, basicIdxs, nonB
|
||||
return -1, -1, ErrBland
|
||||
}
|
||||
|
||||
func verifyInputs(initialBasic []int, c []float64, A mat64.Matrix, b []float64) error {
|
||||
func verifyInputs(initialBasic []int, c []float64, A mat.Matrix, b []float64) error {
|
||||
m, n := A.Dims()
|
||||
if len(c) != n {
|
||||
panic("lp: c vector incorrect length")
|
||||
@@ -426,14 +426,14 @@ func verifyInputs(initialBasic []int, c []float64, A mat64.Matrix, b []float64)
|
||||
//
|
||||
// If the columns of A are not linearly independent or if the initial set is not
|
||||
// feasible, an error is returned.
|
||||
func initializeFromBasic(xb []float64, ab *mat64.Dense, b []float64) error {
|
||||
func initializeFromBasic(xb []float64, ab *mat.Dense, b []float64) error {
|
||||
m, _ := ab.Dims()
|
||||
if len(xb) != m {
|
||||
panic("simplex: bad xb length")
|
||||
}
|
||||
xbMat := mat64.NewVector(m, xb)
|
||||
xbMat := mat.NewVector(m, xb)
|
||||
|
||||
err := xbMat.SolveVec(ab, mat64.NewVector(m, b))
|
||||
err := xbMat.SolveVec(ab, mat.NewVector(m, b))
|
||||
if err != nil {
|
||||
return errors.New("lp: subcolumns of A for supplied initial basic singular")
|
||||
}
|
||||
@@ -453,7 +453,7 @@ func initializeFromBasic(xb []float64, ab *mat64.Dense, b []float64) error {
|
||||
}
|
||||
|
||||
// extractColumns copies the columns specified by cols into the columns of dst.
|
||||
func extractColumns(dst *mat64.Dense, A mat64.Matrix, cols []int) {
|
||||
func extractColumns(dst *mat.Dense, A mat.Matrix, cols []int) {
|
||||
r, c := dst.Dims()
|
||||
ra, _ := A.Dims()
|
||||
if ra != r {
|
||||
@@ -464,14 +464,14 @@ func extractColumns(dst *mat64.Dense, A mat64.Matrix, cols []int) {
|
||||
}
|
||||
col := make([]float64, r)
|
||||
for j, idx := range cols {
|
||||
mat64.Col(col, idx, A)
|
||||
mat.Col(col, idx, A)
|
||||
dst.SetCol(j, col)
|
||||
}
|
||||
}
|
||||
|
||||
// findInitialBasic finds an initial basic solution, and returns the basic
|
||||
// indices, ab, and xb.
|
||||
func findInitialBasic(A mat64.Matrix, b []float64) ([]int, *mat64.Dense, []float64, error) {
|
||||
func findInitialBasic(A mat.Matrix, b []float64) ([]int, *mat.Dense, []float64, error) {
|
||||
m, n := A.Dims()
|
||||
basicIdxs := findLinearlyIndependent(A)
|
||||
if len(basicIdxs) != m {
|
||||
@@ -480,7 +480,7 @@ func findInitialBasic(A mat64.Matrix, b []float64) ([]int, *mat64.Dense, []float
|
||||
|
||||
// It may be that this linearly independent basis is also a feasible set. If
|
||||
// so, the Phase I problem can be avoided.
|
||||
ab := mat64.NewDense(m, len(basicIdxs), nil)
|
||||
ab := mat.NewDense(m, len(basicIdxs), nil)
|
||||
extractColumns(ab, A, basicIdxs)
|
||||
xb := make([]float64, m)
|
||||
err := initializeFromBasic(xb, ab, b)
|
||||
@@ -519,7 +519,7 @@ func findInitialBasic(A mat64.Matrix, b []float64) ([]int, *mat64.Dense, []float
|
||||
if i == minIdx {
|
||||
continue
|
||||
}
|
||||
mat64.Col(col, v, A)
|
||||
mat.Col(col, v, A)
|
||||
floats.Sub(aX1, col)
|
||||
}
|
||||
|
||||
@@ -527,7 +527,7 @@ func findInitialBasic(A mat64.Matrix, b []float64) ([]int, *mat64.Dense, []float
|
||||
// aNew = [A, a_{n+1}]
|
||||
// bNew = b
|
||||
// cNew = 1 for x_{n+1}
|
||||
aNew := mat64.NewDense(m, n+1, nil)
|
||||
aNew := mat.NewDense(m, n+1, nil)
|
||||
aNew.Copy(A)
|
||||
aNew.SetCol(n, aX1)
|
||||
basicIdxs[minIdx] = n // swap minIdx with n in the basic set.
|
||||
@@ -574,7 +574,7 @@ func findInitialBasic(A mat64.Matrix, b []float64) ([]int, *mat64.Dense, []float
|
||||
}
|
||||
newBasic[addedIdx] = i
|
||||
if set {
|
||||
mat64.Col(col, i, A)
|
||||
mat.Col(col, i, A)
|
||||
ab.SetCol(addedIdx, col)
|
||||
} else {
|
||||
extractColumns(ab, A, newBasic)
|
||||
@@ -590,10 +590,10 @@ func findInitialBasic(A mat64.Matrix, b []float64) ([]int, *mat64.Dense, []float
|
||||
|
||||
// findLinearlyIndependnt finds a set of linearly independent columns of A, and
|
||||
// returns the column indexes of the linearly independent columns.
|
||||
func findLinearlyIndependent(A mat64.Matrix) []int {
|
||||
func findLinearlyIndependent(A mat.Matrix) []int {
|
||||
m, n := A.Dims()
|
||||
idxs := make([]int, 0, m)
|
||||
columns := mat64.NewDense(m, m, nil)
|
||||
columns := mat.NewDense(m, m, nil)
|
||||
newCol := make([]float64, m)
|
||||
// Walk in reverse order because slack variables are typically the last columns
|
||||
// of A.
|
||||
@@ -601,7 +601,7 @@ func findLinearlyIndependent(A mat64.Matrix) []int {
|
||||
if len(idxs) == m {
|
||||
break
|
||||
}
|
||||
mat64.Col(newCol, i, A)
|
||||
mat.Col(newCol, i, A)
|
||||
columns.SetCol(len(idxs), newCol)
|
||||
if len(idxs) == 0 {
|
||||
// A column is linearly independent from the null set.
|
||||
@@ -609,7 +609,7 @@ func findLinearlyIndependent(A mat64.Matrix) []int {
|
||||
idxs = append(idxs, i)
|
||||
continue
|
||||
}
|
||||
if mat64.Cond(columns.View(0, 0, m, len(idxs)+1), 1) > 1e12 {
|
||||
if mat.Cond(columns.View(0, 0, m, len(idxs)+1), 1) > 1e12 {
|
||||
// Not linearly independent.
|
||||
continue
|
||||
}
|
||||
|
File diff suppressed because one or more lines are too long
@@ -8,13 +8,13 @@ import (
|
||||
"fmt"
|
||||
"log"
|
||||
|
||||
"gonum.org/v1/gonum/matrix/mat64"
|
||||
"gonum.org/v1/gonum/mat"
|
||||
"gonum.org/v1/gonum/optimize/convex/lp"
|
||||
)
|
||||
|
||||
func ExampleSimplex() {
|
||||
c := []float64{-1, -2, 0, 0}
|
||||
A := mat64.NewDense(2, 4, []float64{-1, 2, 1, 0, 3, 1, 0, 1})
|
||||
A := mat.NewDense(2, 4, []float64{-1, 2, 1, 0, 3, 1, 0, 1})
|
||||
b := []float64{4, 9}
|
||||
|
||||
opt, x, err := lp.Simplex(c, A, b, 0, nil)
|
||||
|
@@ -8,7 +8,7 @@ import (
|
||||
"math"
|
||||
|
||||
"gonum.org/v1/gonum/floats"
|
||||
"gonum.org/v1/gonum/matrix/mat64"
|
||||
"gonum.org/v1/gonum/mat"
|
||||
)
|
||||
|
||||
// Beale implements the Beale's function.
|
||||
@@ -56,7 +56,7 @@ func (Beale) Grad(grad, x []float64) {
|
||||
grad[1] = 2 * x[0] * (f1 + 2*f2*x[1] + 3*f3*x[1]*x[1])
|
||||
}
|
||||
|
||||
func (Beale) Hess(hess mat64.MutableSymmetric, x []float64) {
|
||||
func (Beale) Hess(hess mat.MutableSymmetric, x []float64) {
|
||||
if len(x) != 2 {
|
||||
panic("dimension of the problem must be 2")
|
||||
}
|
||||
@@ -558,7 +558,7 @@ func (BrownBadlyScaled) Grad(grad, x []float64) {
|
||||
grad[1] = 2*f2 + 2*f3*x[0]
|
||||
}
|
||||
|
||||
func (BrownBadlyScaled) Hess(hess mat64.MutableSymmetric, x []float64) {
|
||||
func (BrownBadlyScaled) Hess(hess mat.MutableSymmetric, x []float64) {
|
||||
if len(x) != 2 {
|
||||
panic("dimension of the problem must be 2")
|
||||
}
|
||||
@@ -635,7 +635,7 @@ func (BrownAndDennis) Grad(grad, x []float64) {
|
||||
}
|
||||
}
|
||||
|
||||
func (BrownAndDennis) Hess(hess mat64.MutableSymmetric, x []float64) {
|
||||
func (BrownAndDennis) Hess(hess mat.MutableSymmetric, x []float64) {
|
||||
if len(x) != 4 {
|
||||
panic("dimension of the problem must be 4")
|
||||
}
|
||||
@@ -1268,7 +1268,7 @@ func (PowellBadlyScaled) Grad(grad, x []float64) {
|
||||
grad[1] = 2 * (1e4*f1*x[0] - f2*math.Exp(-x[1]))
|
||||
}
|
||||
|
||||
func (PowellBadlyScaled) Hess(hess mat64.MutableSymmetric, x []float64) {
|
||||
func (PowellBadlyScaled) Hess(hess mat.MutableSymmetric, x []float64) {
|
||||
if len(x) != 2 {
|
||||
panic("dimension of the problem must be 2")
|
||||
}
|
||||
@@ -1518,7 +1518,7 @@ func (Watson) Grad(grad, x []float64) {
|
||||
grad[1] += 2 * t
|
||||
}
|
||||
|
||||
func (Watson) Hess(hess mat64.MutableSymmetric, x []float64) {
|
||||
func (Watson) Hess(hess mat.MutableSymmetric, x []float64) {
|
||||
dim := len(x)
|
||||
if dim != hess.Symmetric() {
|
||||
panic("incorrect size of the Hessian")
|
||||
@@ -1638,7 +1638,7 @@ func (Wood) Grad(grad, x []float64) {
|
||||
grad[3] = 2 * (90*f3 + 10*f5 - 0.1*f6)
|
||||
}
|
||||
|
||||
func (Wood) Hess(hess mat64.MutableSymmetric, x []float64) {
|
||||
func (Wood) Hess(hess mat.MutableSymmetric, x []float64) {
|
||||
if len(x) != 4 {
|
||||
panic("dimension of the problem must be 4")
|
||||
}
|
||||
|
@@ -7,7 +7,7 @@ package optimize
|
||||
import (
|
||||
"testing"
|
||||
|
||||
"gonum.org/v1/gonum/matrix/mat64"
|
||||
"gonum.org/v1/gonum/mat"
|
||||
"gonum.org/v1/gonum/optimize/functions"
|
||||
"gonum.org/v1/gonum/stat/distmv"
|
||||
)
|
||||
@@ -18,7 +18,7 @@ func TestGuessAndCheck(t *testing.T) {
|
||||
Func: functions.ExtendedRosenbrock{}.Func,
|
||||
}
|
||||
mu := make([]float64, dim)
|
||||
sigma := mat64.NewSymDense(dim, nil)
|
||||
sigma := mat.NewSymDense(dim, nil)
|
||||
for i := 0; i < dim; i++ {
|
||||
sigma.SetSym(i, i, 1)
|
||||
}
|
||||
|
@@ -10,7 +10,7 @@ import (
|
||||
"time"
|
||||
|
||||
"gonum.org/v1/gonum/floats"
|
||||
"gonum.org/v1/gonum/matrix/mat64"
|
||||
"gonum.org/v1/gonum/mat"
|
||||
)
|
||||
|
||||
// newLocation allocates a new locatian structure of the appropriate size. It
|
||||
@@ -26,7 +26,7 @@ func newLocation(dim int, method Needser) *Location {
|
||||
loc.Gradient = make([]float64, dim)
|
||||
}
|
||||
if method.Needs().Hessian {
|
||||
loc.Hessian = mat64.NewSymDense(dim, nil)
|
||||
loc.Hessian = mat.NewSymDense(dim, nil)
|
||||
}
|
||||
return loc
|
||||
}
|
||||
@@ -42,7 +42,7 @@ func copyLocation(dst, src *Location) {
|
||||
|
||||
if src.Hessian != nil {
|
||||
if dst.Hessian == nil || dst.Hessian.Symmetric() != len(src.X) {
|
||||
dst.Hessian = mat64.NewSymDense(len(src.X), nil)
|
||||
dst.Hessian = mat.NewSymDense(len(src.X), nil)
|
||||
}
|
||||
dst.Hessian.CopySym(src.Hessian)
|
||||
}
|
||||
|
@@ -7,7 +7,7 @@ package optimize
|
||||
import (
|
||||
"math"
|
||||
|
||||
"gonum.org/v1/gonum/matrix/mat64"
|
||||
"gonum.org/v1/gonum/mat"
|
||||
)
|
||||
|
||||
const maxNewtonModifications = 20
|
||||
@@ -48,8 +48,8 @@ type Newton struct {
|
||||
|
||||
ls *LinesearchMethod
|
||||
|
||||
hess *mat64.SymDense // Storage for a copy of the Hessian matrix.
|
||||
chol mat64.Cholesky // Storage for the Cholesky factorization.
|
||||
hess *mat.SymDense // Storage for a copy of the Hessian matrix.
|
||||
chol mat.Cholesky // Storage for the Cholesky factorization.
|
||||
tau float64
|
||||
}
|
||||
|
||||
@@ -88,8 +88,8 @@ func (n *Newton) NextDirection(loc *Location, dir []float64) (stepSize float64)
|
||||
// the Identity) from Nocedal, Wright (2006), 2nd edition.
|
||||
|
||||
dim := len(loc.X)
|
||||
d := mat64.NewVector(dim, dir)
|
||||
grad := mat64.NewVector(dim, loc.Gradient)
|
||||
d := mat.NewVector(dim, dir)
|
||||
grad := mat.NewVector(dim, loc.Gradient)
|
||||
n.hess.CopySym(loc.Hessian)
|
||||
|
||||
// Find the smallest diagonal entry of the Hessian.
|
||||
|
@@ -10,7 +10,7 @@ import (
|
||||
"math"
|
||||
"time"
|
||||
|
||||
"gonum.org/v1/gonum/matrix/mat64"
|
||||
"gonum.org/v1/gonum/mat"
|
||||
)
|
||||
|
||||
const defaultGradientAbsTol = 1e-6
|
||||
@@ -83,7 +83,7 @@ type Location struct {
|
||||
X []float64
|
||||
F float64
|
||||
Gradient []float64
|
||||
Hessian *mat64.SymDense
|
||||
Hessian *mat.SymDense
|
||||
}
|
||||
|
||||
// Result represents the answer of an optimization run. It contains the optimum
|
||||
@@ -131,7 +131,7 @@ type Problem struct {
|
||||
|
||||
// Hess evaluates the Hessian at x and stores the result in-place in hess.
|
||||
// Hess must not modify x.
|
||||
Hess func(hess mat64.MutableSymmetric, x []float64)
|
||||
Hess func(hess mat.MutableSymmetric, x []float64)
|
||||
|
||||
// Status reports the status of the objective function being optimized and any
|
||||
// error. This can be used to terminate early, for example when the function is
|
||||
@@ -164,7 +164,7 @@ type Settings struct {
|
||||
UseInitialData bool // Use supplied information about the conditions at the initial x.
|
||||
InitialValue float64 // Function value at the initial x.
|
||||
InitialGradient []float64 // Gradient at the initial x.
|
||||
InitialHessian *mat64.SymDense // Hessian at the initial x.
|
||||
InitialHessian *mat.SymDense // Hessian at the initial x.
|
||||
|
||||
// FunctionThreshold is the threshold for acceptably small values of the
|
||||
// objective function. FunctionThreshold status is returned if
|
||||
@@ -254,9 +254,9 @@ func resize(x []float64, dim int) []float64 {
|
||||
return x[:dim]
|
||||
}
|
||||
|
||||
func resizeSymDense(m *mat64.SymDense, dim int) *mat64.SymDense {
|
||||
func resizeSymDense(m *mat.SymDense, dim int) *mat.SymDense {
|
||||
if m == nil || cap(m.RawSymmetric().Data) < dim*dim {
|
||||
return mat64.NewSymDense(dim, nil)
|
||||
return mat.NewSymDense(dim, nil)
|
||||
}
|
||||
return mat64.NewSymDense(dim, m.RawSymmetric().Data[:dim*dim])
|
||||
return mat.NewSymDense(dim, m.RawSymmetric().Data[:dim*dim])
|
||||
}
|
||||
|
@@ -10,7 +10,7 @@ import (
|
||||
"testing"
|
||||
|
||||
"gonum.org/v1/gonum/floats"
|
||||
"gonum.org/v1/gonum/matrix/mat64"
|
||||
"gonum.org/v1/gonum/mat"
|
||||
"gonum.org/v1/gonum/optimize/functions"
|
||||
)
|
||||
|
||||
@@ -1237,7 +1237,7 @@ func testLocal(t *testing.T, tests []unconstrainedTest, method Method) {
|
||||
test.p.Grad(settings.InitialGradient, test.x)
|
||||
}
|
||||
if method.Needs().Hessian {
|
||||
settings.InitialHessian = mat64.NewSymDense(len(test.x), nil)
|
||||
settings.InitialHessian = mat.NewSymDense(len(test.x), nil)
|
||||
test.p.Hess(settings.InitialHessian, test.x)
|
||||
}
|
||||
|
||||
|
@@ -4,7 +4,7 @@
|
||||
|
||||
package stat_test
|
||||
|
||||
import "gonum.org/v1/gonum/matrix/mat64"
|
||||
import "gonum.org/v1/gonum/mat"
|
||||
|
||||
// Boston Housing Data of Harrison and Rubinfeld (1978)
|
||||
// http://dx.doi.org/10.1016/0095-0696(78)90006-2
|
||||
@@ -21,7 +21,7 @@ import "gonum.org/v1/gonum/matrix/mat64"
|
||||
// proportion of owner-occupied units built prior to 1940,
|
||||
// full-value property-tax rate per $10000,
|
||||
// median value of owner-occupied homes in $1000s.
|
||||
var bostonData = mat64.NewDense(506, 11, []float64{
|
||||
var bostonData = mat.NewDense(506, 11, []float64{
|
||||
0.00632, 2.31000, 0.53800, 4.09000, 1.00000, 15.30000, 396.90000, 6.57500, 65.20000, 296.00000, 24.00000,
|
||||
0.02731, 7.07000, 0.46900, 4.96710, 2.00000, 17.80000, 396.90000, 6.42100, 78.90000, 242.00000, 21.60000,
|
||||
0.02729, 7.07000, 0.46900, 4.96710, 2.00000, 17.80000, 392.83000, 7.18500, 61.10000, 242.00000, 34.70000,
|
||||
|
@@ -4,13 +4,13 @@
|
||||
|
||||
package stat_test
|
||||
|
||||
import "gonum.org/v1/gonum/matrix/mat64"
|
||||
import "gonum.org/v1/gonum/mat"
|
||||
|
||||
// ASA Car Exposition Data of Ramos and Donoho (1983)
|
||||
// http://lib.stat.cmu.edu/datasets/cars.desc
|
||||
// http://lib.stat.cmu.edu/datasets/cars.data
|
||||
// Columns are: displacement, horsepower, weight, acceleration, MPG.
|
||||
var carData = mat64.NewDense(392, 5, []float64{
|
||||
var carData = mat.NewDense(392, 5, []float64{
|
||||
307.0, 130.0, 3504.0, 12.0, 18.0,
|
||||
350.0, 165.0, 3693.0, 11.5, 15.0,
|
||||
318.0, 150.0, 3436.0, 11.0, 18.0,
|
||||
|
@@ -9,13 +9,13 @@ import (
|
||||
"log"
|
||||
|
||||
"gonum.org/v1/gonum/floats"
|
||||
"gonum.org/v1/gonum/matrix/mat64"
|
||||
"gonum.org/v1/gonum/mat"
|
||||
"gonum.org/v1/gonum/stat"
|
||||
)
|
||||
|
||||
// symView is a helper for getting a View of a SymDense.
|
||||
type symView struct {
|
||||
sym *mat64.SymDense
|
||||
sym *mat.SymDense
|
||||
|
||||
i, j, r, c int
|
||||
}
|
||||
@@ -32,7 +32,7 @@ func (s symView) At(i, j int) float64 {
|
||||
return s.sym.At(s.i+i, s.j+j)
|
||||
}
|
||||
|
||||
func (s symView) T() mat64.Matrix { return mat64.Transpose{s} }
|
||||
func (s symView) T() mat.Matrix { return mat.Transpose{s} }
|
||||
|
||||
func ExampleCC() {
|
||||
// This example is directly analogous to Example 3.5 on page 87 of
|
||||
@@ -65,7 +65,7 @@ func ExampleCC() {
|
||||
ydata := bostonData.Slice(0, n, xd, xd+yd)
|
||||
|
||||
// For comparison, calculate the correlation matrix for the original data.
|
||||
var cor mat64.SymDense
|
||||
var cor mat.SymDense
|
||||
stat.CorrelationMatrix(&cor, bostonData, nil)
|
||||
|
||||
// Extract just those correlations that are between xdata and ydata.
|
||||
@@ -75,7 +75,7 @@ func ExampleCC() {
|
||||
// between the 5th variable of xdata (index of accessibility to radial
|
||||
// highways) and the 3rd variable of ydata (full-value property-tax rate per
|
||||
// $10000).
|
||||
fmt.Printf("corRaw = %.4f", mat64.Formatted(corRaw, mat64.Prefix(" ")))
|
||||
fmt.Printf("corRaw = %.4f", mat.Formatted(corRaw, mat.Prefix(" ")))
|
||||
|
||||
// Calculate the canonical correlations.
|
||||
var cc stat.CC
|
||||
@@ -93,16 +93,16 @@ func ExampleCC() {
|
||||
|
||||
// Canonical Correlation Matrix, or the correlations between the sphered
|
||||
// data.
|
||||
var corSph mat64.Dense
|
||||
var corSph mat.Dense
|
||||
corSph.Clone(pVecs)
|
||||
col := make([]float64, xd)
|
||||
for j := 0; j < yd; j++ {
|
||||
mat64.Col(col, j, &corSph)
|
||||
mat.Col(col, j, &corSph)
|
||||
floats.Scale(ccors[j], col)
|
||||
corSph.SetCol(j, col)
|
||||
}
|
||||
corSph.Product(&corSph, qVecs.T())
|
||||
fmt.Printf("\n\ncorSph = %.4f", mat64.Formatted(&corSph, mat64.Prefix(" ")))
|
||||
fmt.Printf("\n\ncorSph = %.4f", mat.Formatted(&corSph, mat.Prefix(" ")))
|
||||
|
||||
// Canonical Correlations. Note that the first canonical correlation is
|
||||
// 0.95, stronger than the greatest correlation in the original data, and
|
||||
@@ -110,13 +110,13 @@ func ExampleCC() {
|
||||
fmt.Printf("\n\nccors = %.4f", ccors)
|
||||
|
||||
// Left and right eigenvectors of the canonical correlation matrix.
|
||||
fmt.Printf("\n\npVecs = %.4f", mat64.Formatted(pVecs, mat64.Prefix(" ")))
|
||||
fmt.Printf("\n\nqVecs = %.4f", mat64.Formatted(qVecs, mat64.Prefix(" ")))
|
||||
fmt.Printf("\n\npVecs = %.4f", mat.Formatted(pVecs, mat.Prefix(" ")))
|
||||
fmt.Printf("\n\nqVecs = %.4f", mat.Formatted(qVecs, mat.Prefix(" ")))
|
||||
|
||||
// Canonical Correlation Transforms. These can be useful as they represent
|
||||
// the canonical variables as linear combinations of the original variables.
|
||||
fmt.Printf("\n\nphiVs = %.4f", mat64.Formatted(phiVs, mat64.Prefix(" ")))
|
||||
fmt.Printf("\n\npsiVs = %.4f", mat64.Formatted(psiVs, mat64.Prefix(" ")))
|
||||
fmt.Printf("\n\nphiVs = %.4f", mat.Formatted(phiVs, mat.Prefix(" ")))
|
||||
fmt.Printf("\n\npsiVs = %.4f", mat.Formatted(psiVs, mat.Prefix(" ")))
|
||||
|
||||
// Output:
|
||||
// corRaw = ⎡-0.2192 0.3527 0.5828 -0.3883⎤
|
||||
|
@@ -8,26 +8,26 @@ import (
|
||||
"testing"
|
||||
|
||||
"gonum.org/v1/gonum/floats"
|
||||
"gonum.org/v1/gonum/matrix/mat64"
|
||||
"gonum.org/v1/gonum/mat"
|
||||
"gonum.org/v1/gonum/stat"
|
||||
)
|
||||
|
||||
func TestCanonicalCorrelations(t *testing.T) {
|
||||
tests:
|
||||
for i, test := range []struct {
|
||||
xdata mat64.Matrix
|
||||
ydata mat64.Matrix
|
||||
xdata mat.Matrix
|
||||
ydata mat.Matrix
|
||||
weights []float64
|
||||
wantCorrs []float64
|
||||
wantpVecs *mat64.Dense
|
||||
wantqVecs *mat64.Dense
|
||||
wantphiVs *mat64.Dense
|
||||
wantpsiVs *mat64.Dense
|
||||
wantpVecs *mat.Dense
|
||||
wantqVecs *mat.Dense
|
||||
wantphiVs *mat.Dense
|
||||
wantpsiVs *mat.Dense
|
||||
epsilon float64
|
||||
}{
|
||||
// Test results verified using R.
|
||||
{ // Truncated iris data, Sepal vs Petal measurements.
|
||||
xdata: mat64.NewDense(10, 2, []float64{
|
||||
xdata: mat.NewDense(10, 2, []float64{
|
||||
5.1, 3.5,
|
||||
4.9, 3.0,
|
||||
4.7, 3.2,
|
||||
@@ -39,7 +39,7 @@ tests:
|
||||
4.4, 2.9,
|
||||
4.9, 3.1,
|
||||
}),
|
||||
ydata: mat64.NewDense(10, 2, []float64{
|
||||
ydata: mat.NewDense(10, 2, []float64{
|
||||
1.4, 0.2,
|
||||
1.4, 0.2,
|
||||
1.3, 0.2,
|
||||
@@ -52,19 +52,19 @@ tests:
|
||||
1.5, 0.1,
|
||||
}),
|
||||
wantCorrs: []float64{0.7250624174504773, 0.5547679185730191},
|
||||
wantpVecs: mat64.NewDense(2, 2, []float64{
|
||||
wantpVecs: mat.NewDense(2, 2, []float64{
|
||||
0.0765914610875867, 0.9970625597666721,
|
||||
0.9970625597666721, -0.0765914610875868,
|
||||
}),
|
||||
wantqVecs: mat64.NewDense(2, 2, []float64{
|
||||
wantqVecs: mat.NewDense(2, 2, []float64{
|
||||
0.3075184850910837, 0.9515421069649439,
|
||||
0.9515421069649439, -0.3075184850910837,
|
||||
}),
|
||||
wantphiVs: mat64.NewDense(2, 2, []float64{
|
||||
wantphiVs: mat.NewDense(2, 2, []float64{
|
||||
-1.9794877596804641, 5.2016325219025124,
|
||||
4.5211829944066553, -2.7263663170835697,
|
||||
}),
|
||||
wantpsiVs: mat64.NewDense(2, 2, []float64{
|
||||
wantpsiVs: mat.NewDense(2, 2, []float64{
|
||||
-0.0613084818030103, 10.8514169865438941,
|
||||
12.7209032660734298, -7.6793888180353775,
|
||||
}),
|
||||
@@ -79,21 +79,21 @@ tests:
|
||||
// Acceleration, MPG
|
||||
ydata: carData.Slice(0, 392, 3, 5),
|
||||
wantCorrs: []float64{0.8782187384352336, 0.6328187219216761},
|
||||
wantpVecs: mat64.NewDense(3, 2, []float64{
|
||||
wantpVecs: mat.NewDense(3, 2, []float64{
|
||||
0.3218296374829181, 0.3947540257657075,
|
||||
0.4162807660635797, 0.7573719053303306,
|
||||
0.8503740401982725, -0.5201509936144236,
|
||||
}),
|
||||
wantqVecs: mat64.NewDense(2, 2, []float64{
|
||||
wantqVecs: mat.NewDense(2, 2, []float64{
|
||||
-0.5161984172278830, -0.8564690269072364,
|
||||
-0.8564690269072364, 0.5161984172278830,
|
||||
}),
|
||||
wantphiVs: mat64.NewDense(3, 2, []float64{
|
||||
wantphiVs: mat.NewDense(3, 2, []float64{
|
||||
0.0025033152994308, 0.0047795464118615,
|
||||
0.0201923608080173, 0.0409150208725958,
|
||||
-0.0000247374128745, -0.0026766435161875,
|
||||
}),
|
||||
wantpsiVs: mat64.NewDense(2, 2, []float64{
|
||||
wantpsiVs: mat.NewDense(2, 2, []float64{
|
||||
-0.1666196759760772, -0.3637393866139658,
|
||||
-0.0915512109649727, 0.1077863777929168,
|
||||
}),
|
||||
@@ -116,7 +116,7 @@ tests:
|
||||
// Median value of owner-occupied homes in $1000s
|
||||
ydata: bostonData.Slice(0, 506, 7, 11),
|
||||
wantCorrs: []float64{0.9451239443886021, 0.6786622733370654, 0.5714338361583764, 0.2009739704710440},
|
||||
wantpVecs: mat64.NewDense(7, 4, []float64{
|
||||
wantpVecs: mat.NewDense(7, 4, []float64{
|
||||
-0.2574391924541903, 0.0158477516621194, 0.2122169934631024, -0.0945733803894706,
|
||||
-0.4836594430018478, 0.3837101908138468, 0.1474448317415911, 0.6597324886718275,
|
||||
-0.0800776365873296, 0.3493556742809252, 0.3287336458109373, -0.2862040444334655,
|
||||
@@ -125,13 +125,13 @@ tests:
|
||||
-0.0990903250057199, 0.0503411215453873, 0.6384330631742202, 0.1022367136218303,
|
||||
0.4260459963765036, 0.0323334351308141, -0.2289527516030810, 0.6419232947608805,
|
||||
}),
|
||||
wantqVecs: mat64.NewDense(4, 4, []float64{
|
||||
wantqVecs: mat.NewDense(4, 4, []float64{
|
||||
0.0181660502363264, -0.1583489460479038, -0.0066723577642883, -0.9871935400650649,
|
||||
-0.2347699045986119, 0.9483314614936594, -0.1462420505631345, -0.1554470767919033,
|
||||
-0.9700704038477141, -0.2406071741000039, -0.0251838984227037, 0.0209134074358349,
|
||||
0.0593000682318482, -0.1330460003097728, -0.9889057151969489, 0.0291161494720761,
|
||||
}),
|
||||
wantphiVs: mat64.NewDense(7, 4, []float64{
|
||||
wantphiVs: mat.NewDense(7, 4, []float64{
|
||||
-0.0027462234108197, 0.0093444513500898, 0.0489643932714296, -0.0154967189805819,
|
||||
-0.0428564455279537, -0.0241708702119420, 0.0360723472093996, 0.1838983230588095,
|
||||
-1.2248435648802380, 5.6030921364723980, 5.8094144583797025, -4.7926812190419676,
|
||||
@@ -140,7 +140,7 @@ tests:
|
||||
-0.0233270323101624, 0.1046330818178399, 0.3853045975077387, -0.0160927870102877,
|
||||
0.0001293051387859, 0.0004540746921446, -0.0030296315865440, 0.0081895477974654,
|
||||
}),
|
||||
wantpsiVs: mat64.NewDense(4, 4, []float64{
|
||||
wantpsiVs: mat.NewDense(4, 4, []float64{
|
||||
0.0301593362017375, -0.3002219289647127, 0.0878217377593682, -1.9583226531517062,
|
||||
-0.0065483104073892, 0.0392212086716247, -0.0117570776209991, -0.0061113064481860,
|
||||
-0.0052075523350125, -0.0045770200452960, -0.0022762313289592, 0.0008441873006821,
|
||||
@@ -151,8 +151,8 @@ tests:
|
||||
} {
|
||||
var cc stat.CC
|
||||
var corrs []float64
|
||||
var pVecs, qVecs *mat64.Dense
|
||||
var phiVs, psiVs *mat64.Dense
|
||||
var pVecs, qVecs *mat.Dense
|
||||
var phiVs, psiVs *mat.Dense
|
||||
for j := 0; j < 2; j++ {
|
||||
err := cc.CanonicalCorrelations(test.xdata, test.ydata, test.weights)
|
||||
if err != nil {
|
||||
@@ -170,21 +170,21 @@ tests:
|
||||
t.Errorf("%d use %d: unexpected variance result got:%v, want:%v",
|
||||
i, j, corrs, test.wantCorrs)
|
||||
}
|
||||
if !mat64.EqualApprox(pVecs, test.wantpVecs, test.epsilon) {
|
||||
if !mat.EqualApprox(pVecs, test.wantpVecs, test.epsilon) {
|
||||
t.Errorf("%d use %d: unexpected CCA result got:\n%v\nwant:\n%v",
|
||||
i, j, mat64.Formatted(pVecs), mat64.Formatted(test.wantpVecs))
|
||||
i, j, mat.Formatted(pVecs), mat.Formatted(test.wantpVecs))
|
||||
}
|
||||
if !mat64.EqualApprox(qVecs, test.wantqVecs, test.epsilon) {
|
||||
if !mat.EqualApprox(qVecs, test.wantqVecs, test.epsilon) {
|
||||
t.Errorf("%d use %d: unexpected CCA result got:\n%v\nwant:\n%v",
|
||||
i, j, mat64.Formatted(qVecs), mat64.Formatted(test.wantqVecs))
|
||||
i, j, mat.Formatted(qVecs), mat.Formatted(test.wantqVecs))
|
||||
}
|
||||
if !mat64.EqualApprox(phiVs, test.wantphiVs, test.epsilon) {
|
||||
if !mat.EqualApprox(phiVs, test.wantphiVs, test.epsilon) {
|
||||
t.Errorf("%d use %d: unexpected CCA result got:\n%v\nwant:\n%v",
|
||||
i, j, mat64.Formatted(phiVs), mat64.Formatted(test.wantphiVs))
|
||||
i, j, mat.Formatted(phiVs), mat.Formatted(test.wantphiVs))
|
||||
}
|
||||
if !mat64.EqualApprox(psiVs, test.wantpsiVs, test.epsilon) {
|
||||
if !mat.EqualApprox(psiVs, test.wantpsiVs, test.epsilon) {
|
||||
t.Errorf("%d use %d: unexpected CCA result got:\n%v\nwant:\n%v",
|
||||
i, j, mat64.Formatted(psiVs), mat64.Formatted(test.wantpsiVs))
|
||||
i, j, mat.Formatted(psiVs), mat.Formatted(test.wantpsiVs))
|
||||
}
|
||||
}
|
||||
}
|
||||
|
@@ -9,9 +9,8 @@ import (
|
||||
"math/rand"
|
||||
"sync"
|
||||
|
||||
"gonum.org/v1/gonum/mat"
|
||||
"gonum.org/v1/gonum/mathext"
|
||||
"gonum.org/v1/gonum/matrix"
|
||||
"gonum.org/v1/gonum/matrix/mat64"
|
||||
"gonum.org/v1/gonum/stat/distuv"
|
||||
)
|
||||
|
||||
@@ -30,12 +29,12 @@ type Wishart struct {
|
||||
src *rand.Rand
|
||||
|
||||
dim int
|
||||
cholv mat64.Cholesky
|
||||
cholv mat.Cholesky
|
||||
logdetv float64
|
||||
upper mat64.TriDense
|
||||
upper mat.TriDense
|
||||
|
||||
once sync.Once
|
||||
v *mat64.SymDense // only stored if needed
|
||||
v *mat.SymDense // only stored if needed
|
||||
}
|
||||
|
||||
// NewWishart returns a new Wishart distribution with the given shape matrix and
|
||||
@@ -43,18 +42,18 @@ type Wishart struct {
|
||||
// successful.
|
||||
//
|
||||
// NewWishart panics if nu <= d - 1 where d is the order of v.
|
||||
func NewWishart(v mat64.Symmetric, nu float64, src *rand.Rand) (*Wishart, bool) {
|
||||
func NewWishart(v mat.Symmetric, nu float64, src *rand.Rand) (*Wishart, bool) {
|
||||
dim := v.Symmetric()
|
||||
if nu <= float64(dim-1) {
|
||||
panic("wishart: nu must be greater than dim-1")
|
||||
}
|
||||
var chol mat64.Cholesky
|
||||
var chol mat.Cholesky
|
||||
ok := chol.Factorize(v)
|
||||
if !ok {
|
||||
return nil, false
|
||||
}
|
||||
|
||||
var u mat64.TriDense
|
||||
var u mat.TriDense
|
||||
u.UFromCholesky(&chol)
|
||||
|
||||
w := &Wishart{
|
||||
@@ -73,9 +72,9 @@ func NewWishart(v mat64.Symmetric, nu float64, src *rand.Rand) (*Wishart, bool)
|
||||
// If x is nil, a new matrix is allocated and returned. If x is not nil, the
|
||||
// result is stored in-place into x and MeanSym will panic if the order of x
|
||||
// is not equal to the order of the receiver.
|
||||
func (w *Wishart) MeanSym(x *mat64.SymDense) *mat64.SymDense {
|
||||
func (w *Wishart) MeanSym(x *mat.SymDense) *mat.SymDense {
|
||||
if x == nil {
|
||||
x = mat64.NewSymDense(w.dim, nil)
|
||||
x = mat.NewSymDense(w.dim, nil)
|
||||
}
|
||||
d := x.Symmetric()
|
||||
if d != w.dim {
|
||||
@@ -89,7 +88,7 @@ func (w *Wishart) MeanSym(x *mat64.SymDense) *mat64.SymDense {
|
||||
|
||||
// ProbSym returns the probability of the symmetric matrix x. If x is not positive
|
||||
// definite (the Cholesky decomposition fails), it has 0 probability.
|
||||
func (w *Wishart) ProbSym(x mat64.Symmetric) float64 {
|
||||
func (w *Wishart) ProbSym(x mat.Symmetric) float64 {
|
||||
return math.Exp(w.LogProbSym(x))
|
||||
}
|
||||
|
||||
@@ -97,12 +96,12 @@ func (w *Wishart) ProbSym(x mat64.Symmetric) float64 {
|
||||
//
|
||||
// LogProbSym returns -∞ if the input matrix is not positive definite (the Cholesky
|
||||
// decomposition fails).
|
||||
func (w *Wishart) LogProbSym(x mat64.Symmetric) float64 {
|
||||
func (w *Wishart) LogProbSym(x mat.Symmetric) float64 {
|
||||
dim := x.Symmetric()
|
||||
if dim != w.dim {
|
||||
panic(badDim)
|
||||
}
|
||||
var chol mat64.Cholesky
|
||||
var chol mat.Cholesky
|
||||
ok := chol.Factorize(x)
|
||||
if !ok {
|
||||
return math.Inf(-1)
|
||||
@@ -112,7 +111,7 @@ func (w *Wishart) LogProbSym(x mat64.Symmetric) float64 {
|
||||
|
||||
// LogProbSymChol returns the log of the probability of the input symmetric matrix
|
||||
// given its Cholesky decomposition.
|
||||
func (w *Wishart) LogProbSymChol(cholX *mat64.Cholesky) float64 {
|
||||
func (w *Wishart) LogProbSymChol(cholX *mat.Cholesky) float64 {
|
||||
dim := cholX.Size()
|
||||
if dim != w.dim {
|
||||
panic(badDim)
|
||||
@@ -120,7 +119,7 @@ func (w *Wishart) LogProbSymChol(cholX *mat64.Cholesky) float64 {
|
||||
return w.logProbSymChol(cholX)
|
||||
}
|
||||
|
||||
func (w *Wishart) logProbSymChol(cholX *mat64.Cholesky) float64 {
|
||||
func (w *Wishart) logProbSymChol(cholX *mat.Cholesky) float64 {
|
||||
// The PDF is
|
||||
// p(X) = [|X|^((ν-d-1)/2) * exp(-tr(V^-1 * X)/2)] / [2^(ν*d/2) * |V|^(ν/2) * Γ_d(ν/2)]
|
||||
// The LogPDF is thus
|
||||
@@ -128,16 +127,16 @@ func (w *Wishart) logProbSymChol(cholX *mat64.Cholesky) float64 {
|
||||
logdetx := cholX.LogDet()
|
||||
|
||||
// Compute tr(V^-1 * X), using the fact that X = U^T * U.
|
||||
var u mat64.TriDense
|
||||
var u mat.TriDense
|
||||
u.UFromCholesky(cholX)
|
||||
|
||||
var vinvx mat64.Dense
|
||||
var vinvx mat.Dense
|
||||
err := vinvx.SolveCholesky(&w.cholv, u.T())
|
||||
if err != nil {
|
||||
return math.Inf(-1)
|
||||
}
|
||||
vinvx.Mul(&vinvx, &u)
|
||||
tr := mat64.Trace(&vinvx)
|
||||
tr := mat.Trace(&vinvx)
|
||||
|
||||
fnu := float64(w.nu)
|
||||
fdim := float64(w.dim)
|
||||
@@ -146,18 +145,18 @@ func (w *Wishart) logProbSymChol(cholX *mat64.Cholesky) float64 {
|
||||
}
|
||||
|
||||
// RandSym generates a random symmetric matrix from the distribution.
|
||||
func (w *Wishart) RandSym(x *mat64.SymDense) *mat64.SymDense {
|
||||
func (w *Wishart) RandSym(x *mat.SymDense) *mat.SymDense {
|
||||
if x == nil {
|
||||
x = &mat64.SymDense{}
|
||||
x = &mat.SymDense{}
|
||||
}
|
||||
var c mat64.Cholesky
|
||||
var c mat.Cholesky
|
||||
w.RandChol(&c)
|
||||
x.FromCholesky(&c)
|
||||
return x
|
||||
}
|
||||
|
||||
// RandChol generates the Cholesky decomposition of a random matrix from the distribution.
|
||||
func (w *Wishart) RandChol(c *mat64.Cholesky) *mat64.Cholesky {
|
||||
func (w *Wishart) RandChol(c *mat.Cholesky) *mat.Cholesky {
|
||||
// TODO(btracey): Modify the code if the underlying data from c is exposed
|
||||
// to avoid the dim^2 allocation here.
|
||||
|
||||
@@ -179,7 +178,7 @@ func (w *Wishart) RandChol(c *mat64.Cholesky) *mat64.Cholesky {
|
||||
Source: w.src,
|
||||
}
|
||||
|
||||
t := mat64.NewTriDense(w.dim, matrix.Upper, nil)
|
||||
t := mat.NewTriDense(w.dim, mat.Upper, nil)
|
||||
for i := 0; i < w.dim; i++ {
|
||||
v := distuv.ChiSquared{
|
||||
K: w.nu - float64(i),
|
||||
@@ -195,7 +194,7 @@ func (w *Wishart) RandChol(c *mat64.Cholesky) *mat64.Cholesky {
|
||||
|
||||
t.MulTri(t, &w.upper)
|
||||
if c == nil {
|
||||
c = &mat64.Cholesky{}
|
||||
c = &mat.Cholesky{}
|
||||
}
|
||||
c.SetFromU(t)
|
||||
return c
|
||||
@@ -204,7 +203,7 @@ func (w *Wishart) RandChol(c *mat64.Cholesky) *mat64.Cholesky {
|
||||
// setV computes and stores the covariance matrix of the distribution.
|
||||
func (w *Wishart) setV() {
|
||||
w.once.Do(func() {
|
||||
w.v = mat64.NewSymDense(w.dim, nil)
|
||||
w.v = mat.NewSymDense(w.dim, nil)
|
||||
w.v.FromCholesky(&w.cholv)
|
||||
})
|
||||
}
|
||||
|
@@ -10,39 +10,39 @@ import (
|
||||
"testing"
|
||||
|
||||
"gonum.org/v1/gonum/floats"
|
||||
"gonum.org/v1/gonum/matrix/mat64"
|
||||
"gonum.org/v1/gonum/mat"
|
||||
)
|
||||
|
||||
func TestWishart(t *testing.T) {
|
||||
for c, test := range []struct {
|
||||
v *mat64.SymDense
|
||||
v *mat.SymDense
|
||||
nu float64
|
||||
xs []*mat64.SymDense
|
||||
xs []*mat.SymDense
|
||||
lps []float64
|
||||
}{
|
||||
// Logprob data compared with scipy.
|
||||
{
|
||||
v: mat64.NewSymDense(2, []float64{1, 0, 0, 1}),
|
||||
v: mat.NewSymDense(2, []float64{1, 0, 0, 1}),
|
||||
nu: 4,
|
||||
xs: []*mat64.SymDense{
|
||||
mat64.NewSymDense(2, []float64{0.9, 0.1, 0.1, 0.9}),
|
||||
xs: []*mat.SymDense{
|
||||
mat.NewSymDense(2, []float64{0.9, 0.1, 0.1, 0.9}),
|
||||
},
|
||||
lps: []float64{-4.2357432031863409},
|
||||
},
|
||||
{
|
||||
v: mat64.NewSymDense(2, []float64{0.8, -0.2, -0.2, 0.7}),
|
||||
v: mat.NewSymDense(2, []float64{0.8, -0.2, -0.2, 0.7}),
|
||||
nu: 5,
|
||||
xs: []*mat64.SymDense{
|
||||
mat64.NewSymDense(2, []float64{0.9, 0.1, 0.1, 0.9}),
|
||||
mat64.NewSymDense(2, []float64{0.3, -0.1, -0.1, 0.7}),
|
||||
xs: []*mat.SymDense{
|
||||
mat.NewSymDense(2, []float64{0.9, 0.1, 0.1, 0.9}),
|
||||
mat.NewSymDense(2, []float64{0.3, -0.1, -0.1, 0.7}),
|
||||
},
|
||||
lps: []float64{-4.2476495605333575, -4.9993285370378633},
|
||||
},
|
||||
{
|
||||
v: mat64.NewSymDense(3, []float64{0.8, 0.3, 0.1, 0.3, 0.7, -0.1, 0.1, -0.1, 7}),
|
||||
v: mat.NewSymDense(3, []float64{0.8, 0.3, 0.1, 0.3, 0.7, -0.1, 0.1, -0.1, 7}),
|
||||
nu: 5,
|
||||
xs: []*mat64.SymDense{
|
||||
mat64.NewSymDense(3, []float64{1, 0.2, -0.3, 0.2, 0.6, -0.2, -0.3, -0.2, 6}),
|
||||
xs: []*mat.SymDense{
|
||||
mat.NewSymDense(3, []float64{1, 0.2, -0.3, 0.2, 0.6, -0.2, -0.3, -0.2, 6}),
|
||||
},
|
||||
lps: []float64{-11.010982249229421},
|
||||
},
|
||||
@@ -54,7 +54,7 @@ func TestWishart(t *testing.T) {
|
||||
for i, x := range test.xs {
|
||||
lp := w.LogProbSym(x)
|
||||
|
||||
var chol mat64.Cholesky
|
||||
var chol mat.Cholesky
|
||||
ok := chol.Factorize(x)
|
||||
if !ok {
|
||||
panic("bad test")
|
||||
@@ -80,25 +80,25 @@ func TestWishart(t *testing.T) {
|
||||
|
||||
func TestWishartRand(t *testing.T) {
|
||||
for c, test := range []struct {
|
||||
v *mat64.SymDense
|
||||
v *mat.SymDense
|
||||
nu float64
|
||||
samples int
|
||||
tol float64
|
||||
}{
|
||||
{
|
||||
v: mat64.NewSymDense(2, []float64{0.8, -0.2, -0.2, 0.7}),
|
||||
v: mat.NewSymDense(2, []float64{0.8, -0.2, -0.2, 0.7}),
|
||||
nu: 5,
|
||||
samples: 30000,
|
||||
tol: 3e-2,
|
||||
},
|
||||
{
|
||||
v: mat64.NewSymDense(3, []float64{0.8, 0.3, 0.1, 0.3, 0.7, -0.1, 0.1, -0.1, 7}),
|
||||
v: mat.NewSymDense(3, []float64{0.8, 0.3, 0.1, 0.3, 0.7, -0.1, 0.1, -0.1, 7}),
|
||||
nu: 5,
|
||||
samples: 300000,
|
||||
tol: 3e-2,
|
||||
},
|
||||
{
|
||||
v: mat64.NewSymDense(4, []float64{
|
||||
v: mat.NewSymDense(4, []float64{
|
||||
0.8, 0.3, 0.1, -0.2,
|
||||
0.3, 0.7, -0.1, 0.4,
|
||||
0.1, -0.1, 7, 1,
|
||||
@@ -114,16 +114,16 @@ func TestWishartRand(t *testing.T) {
|
||||
if !ok {
|
||||
panic("bad test")
|
||||
}
|
||||
mean := mat64.NewSymDense(dim, nil)
|
||||
x := mat64.NewSymDense(dim, nil)
|
||||
mean := mat.NewSymDense(dim, nil)
|
||||
x := mat.NewSymDense(dim, nil)
|
||||
for i := 0; i < test.samples; i++ {
|
||||
w.RandSym(x)
|
||||
x.ScaleSym(1/float64(test.samples), x)
|
||||
mean.AddSym(mean, x)
|
||||
}
|
||||
trueMean := w.MeanSym(nil)
|
||||
if !mat64.EqualApprox(trueMean, mean, test.tol) {
|
||||
t.Errorf("Case %d: Mismatch between estimated and true mean. Got\n%0.4v\nWant\n%0.4v\n", c, mat64.Formatted(mean), mat64.Formatted(trueMean))
|
||||
if !mat.EqualApprox(trueMean, mean, test.tol) {
|
||||
t.Errorf("Case %d: Mismatch between estimated and true mean. Got\n%0.4v\nWant\n%0.4v\n", c, mat.Formatted(mean), mat.Formatted(trueMean))
|
||||
}
|
||||
}
|
||||
}
|
||||
|
@@ -9,7 +9,7 @@ import (
|
||||
"math/rand"
|
||||
|
||||
"gonum.org/v1/gonum/floats"
|
||||
"gonum.org/v1/gonum/matrix/mat64"
|
||||
"gonum.org/v1/gonum/mat"
|
||||
"gonum.org/v1/gonum/stat/distuv"
|
||||
)
|
||||
|
||||
@@ -61,11 +61,11 @@ func NewDirichlet(alpha []float64, src *rand.Rand) *Dirichlet {
|
||||
// covariance(i, j) = E[(x_i - E[x_i])(x_j - E[x_j])]
|
||||
// If the input matrix is nil a new matrix is allocated, otherwise the result
|
||||
// is stored in-place into the input.
|
||||
func (d *Dirichlet) CovarianceMatrix(cov *mat64.SymDense) *mat64.SymDense {
|
||||
func (d *Dirichlet) CovarianceMatrix(cov *mat.SymDense) *mat.SymDense {
|
||||
if cov == nil {
|
||||
cov = mat64.NewSymDense(d.Dim(), nil)
|
||||
cov = mat.NewSymDense(d.Dim(), nil)
|
||||
} else if cov.Symmetric() == 0 {
|
||||
*cov = *(cov.GrowSquare(d.dim).(*mat64.SymDense))
|
||||
*cov = *(cov.GrowSquare(d.dim).(*mat.SymDense))
|
||||
} else if cov.Symmetric() != d.dim {
|
||||
panic("normal: input matrix size mismatch")
|
||||
}
|
||||
|
@@ -9,7 +9,7 @@ import (
|
||||
"math/rand"
|
||||
"testing"
|
||||
|
||||
"gonum.org/v1/gonum/matrix/mat64"
|
||||
"gonum.org/v1/gonum/mat"
|
||||
)
|
||||
|
||||
func TestDirichlet(t *testing.T) {
|
||||
@@ -64,7 +64,7 @@ func TestDirichlet(t *testing.T) {
|
||||
} {
|
||||
d := test.Dir
|
||||
dim := d.Dim()
|
||||
x := mat64.NewDense(test.N, dim, nil)
|
||||
x := mat.NewDense(test.N, dim, nil)
|
||||
generateSamples(x, d)
|
||||
checkMean(t, cas, x, d, 1e-3)
|
||||
checkCov(t, cas, x, d, 1e-3)
|
||||
|
@@ -9,7 +9,7 @@ import (
|
||||
"testing"
|
||||
|
||||
"gonum.org/v1/gonum/floats"
|
||||
"gonum.org/v1/gonum/matrix/mat64"
|
||||
"gonum.org/v1/gonum/mat"
|
||||
"gonum.org/v1/gonum/stat"
|
||||
)
|
||||
|
||||
@@ -37,7 +37,7 @@ func testProbability(t *testing.T, cases []probCase) {
|
||||
}
|
||||
}
|
||||
|
||||
func generateSamples(x *mat64.Dense, r Rander) {
|
||||
func generateSamples(x *mat.Dense, r Rander) {
|
||||
n, _ := x.Dims()
|
||||
for i := 0; i < n; i++ {
|
||||
r.Rand(x.RawRowView(i))
|
||||
@@ -48,7 +48,7 @@ type Meaner interface {
|
||||
Mean([]float64) []float64
|
||||
}
|
||||
|
||||
func checkMean(t *testing.T, cas int, x *mat64.Dense, m Meaner, tol float64) {
|
||||
func checkMean(t *testing.T, cas int, x *mat.Dense, m Meaner, tol float64) {
|
||||
mean := m.Mean(nil)
|
||||
|
||||
// Check that the answer is identical when using nil or non-nil.
|
||||
@@ -63,7 +63,7 @@ func checkMean(t *testing.T, cas int, x *mat64.Dense, m Meaner, tol float64) {
|
||||
col := make([]float64, r)
|
||||
meanEst := make([]float64, len(mean))
|
||||
for i := range meanEst {
|
||||
meanEst[i] = stat.Mean(mat64.Col(col, i, x), nil)
|
||||
meanEst[i] = stat.Mean(mat.Col(col, i, x), nil)
|
||||
}
|
||||
if !floats.EqualApprox(mean, meanEst, tol) {
|
||||
t.Errorf("Returned mean and sample mean mismatch. Case %v. Empirical %v, returned %v", cas, meanEst, mean)
|
||||
@@ -71,26 +71,26 @@ func checkMean(t *testing.T, cas int, x *mat64.Dense, m Meaner, tol float64) {
|
||||
}
|
||||
|
||||
type Cover interface {
|
||||
CovarianceMatrix(*mat64.SymDense) *mat64.SymDense
|
||||
CovarianceMatrix(*mat.SymDense) *mat.SymDense
|
||||
}
|
||||
|
||||
func checkCov(t *testing.T, cas int, x *mat64.Dense, c Cover, tol float64) {
|
||||
func checkCov(t *testing.T, cas int, x *mat.Dense, c Cover, tol float64) {
|
||||
cov := c.CovarianceMatrix(nil)
|
||||
n := cov.Symmetric()
|
||||
cov2 := mat64.NewSymDense(n, nil)
|
||||
cov2 := mat.NewSymDense(n, nil)
|
||||
c.CovarianceMatrix(cov2)
|
||||
if !mat64.Equal(cov, cov2) {
|
||||
if !mat.Equal(cov, cov2) {
|
||||
t.Errorf("Cov mismatch when providing nil and matrix. Case %v", cas)
|
||||
}
|
||||
var cov3 mat64.SymDense
|
||||
var cov3 mat.SymDense
|
||||
c.CovarianceMatrix(&cov3)
|
||||
if !mat64.Equal(cov, &cov3) {
|
||||
if !mat.Equal(cov, &cov3) {
|
||||
t.Errorf("Cov mismatch when providing zero matrix. Case %v", cas)
|
||||
}
|
||||
|
||||
// Check that the covariance matrix matches the samples
|
||||
covEst := stat.CovarianceMatrix(nil, x, nil)
|
||||
if !mat64.EqualApprox(covEst, cov, tol) {
|
||||
t.Errorf("Return cov and sample cov mismatch. Cas %v.\nGot:\n%0.4v\nWant:\n%0.4v", cas, mat64.Formatted(cov), mat64.Formatted(covEst))
|
||||
if !mat.EqualApprox(covEst, cov, tol) {
|
||||
t.Errorf("Return cov and sample cov mismatch. Cas %v.\nGot:\n%0.4v\nWant:\n%0.4v", cas, mat.Formatted(cov), mat.Formatted(covEst))
|
||||
}
|
||||
}
|
||||
|
@@ -9,7 +9,7 @@ import (
|
||||
"math/rand"
|
||||
|
||||
"gonum.org/v1/gonum/floats"
|
||||
"gonum.org/v1/gonum/matrix/mat64"
|
||||
"gonum.org/v1/gonum/mat"
|
||||
"gonum.org/v1/gonum/stat"
|
||||
"gonum.org/v1/gonum/stat/distuv"
|
||||
)
|
||||
@@ -26,10 +26,10 @@ var (
|
||||
type Normal struct {
|
||||
mu []float64
|
||||
|
||||
sigma mat64.SymDense
|
||||
sigma mat.SymDense
|
||||
|
||||
chol mat64.Cholesky
|
||||
lower mat64.TriDense
|
||||
chol mat.Cholesky
|
||||
lower mat.TriDense
|
||||
logSqrtDet float64
|
||||
dim int
|
||||
|
||||
@@ -39,7 +39,7 @@ type Normal struct {
|
||||
// NewNormal creates a new Normal with the given mean and covariance matrix.
|
||||
// NewNormal panics if len(mu) == 0, or if len(mu) != sigma.N. If the covariance
|
||||
// matrix is not positive-definite, the returned boolean is false.
|
||||
func NewNormal(mu []float64, sigma mat64.Symmetric, src *rand.Rand) (*Normal, bool) {
|
||||
func NewNormal(mu []float64, sigma mat.Symmetric, src *rand.Rand) (*Normal, bool) {
|
||||
if len(mu) == 0 {
|
||||
panic(badZeroDimension)
|
||||
}
|
||||
@@ -57,7 +57,7 @@ func NewNormal(mu []float64, sigma mat64.Symmetric, src *rand.Rand) (*Normal, bo
|
||||
if !ok {
|
||||
return nil, false
|
||||
}
|
||||
n.sigma = *mat64.NewSymDense(dim, nil)
|
||||
n.sigma = *mat.NewSymDense(dim, nil)
|
||||
n.sigma.CopySym(sigma)
|
||||
n.lower.LFromCholesky(&n.chol)
|
||||
n.logSqrtDet = 0.5 * n.chol.LogDet()
|
||||
@@ -67,7 +67,7 @@ func NewNormal(mu []float64, sigma mat64.Symmetric, src *rand.Rand) (*Normal, bo
|
||||
// NewNormalChol creates a new Normal distribution with the given mean and
|
||||
// covariance matrix represented by its Cholesky decomposition. NewNormalChol
|
||||
// panics if len(mu) is not equal to chol.Size().
|
||||
func NewNormalChol(mu []float64, chol *mat64.Cholesky, src *rand.Rand) *Normal {
|
||||
func NewNormalChol(mu []float64, chol *mat.Cholesky, src *rand.Rand) *Normal {
|
||||
dim := len(mu)
|
||||
if dim != chol.Size() {
|
||||
panic(badSizeMismatch)
|
||||
@@ -89,7 +89,7 @@ func NewNormalChol(mu []float64, chol *mat64.Cholesky, src *rand.Rand) *Normal {
|
||||
// panics if len(mu) is not equal to prec.Symmetric(). If the precision matrix
|
||||
// is not positive-definite, NewNormalPrecision returns nil for norm and false
|
||||
// for ok.
|
||||
func NewNormalPrecision(mu []float64, prec *mat64.SymDense, src *rand.Rand) (norm *Normal, ok bool) {
|
||||
func NewNormalPrecision(mu []float64, prec *mat.SymDense, src *rand.Rand) (norm *Normal, ok bool) {
|
||||
if len(mu) == 0 {
|
||||
panic(badZeroDimension)
|
||||
}
|
||||
@@ -102,12 +102,12 @@ func NewNormalPrecision(mu []float64, prec *mat64.SymDense, src *rand.Rand) (nor
|
||||
// is much better, but this still loses precision. It is worth considering if
|
||||
// instead the precision matrix should be stored explicitly and used instead
|
||||
// of the Cholesky decomposition of the covariance matrix where appropriate.
|
||||
var chol mat64.Cholesky
|
||||
var chol mat.Cholesky
|
||||
ok = chol.Factorize(prec)
|
||||
if !ok {
|
||||
return nil, false
|
||||
}
|
||||
var sigma mat64.SymDense
|
||||
var sigma mat.SymDense
|
||||
sigma.InverseCholesky(&chol)
|
||||
return NewNormal(mu, &sigma, src)
|
||||
}
|
||||
@@ -154,9 +154,9 @@ func (n *Normal) ConditionNormal(observed []int, values []float64, src *rand.Ran
|
||||
// covariance(i, j) = E[(x_i - E[x_i])(x_j - E[x_j])]
|
||||
// If the input matrix is nil a new matrix is allocated, otherwise the result
|
||||
// is stored in-place into the input.
|
||||
func (n *Normal) CovarianceMatrix(s *mat64.SymDense) *mat64.SymDense {
|
||||
func (n *Normal) CovarianceMatrix(s *mat.SymDense) *mat.SymDense {
|
||||
if s == nil {
|
||||
s = mat64.NewSymDense(n.Dim(), nil)
|
||||
s = mat.NewSymDense(n.Dim(), nil)
|
||||
}
|
||||
sn := s.Symmetric()
|
||||
if sn != n.Dim() {
|
||||
@@ -183,7 +183,7 @@ func (n *Normal) LogProb(x []float64) float64 {
|
||||
panic(badSizeMismatch)
|
||||
}
|
||||
c := -0.5*float64(dim)*logTwoPi - n.logSqrtDet
|
||||
dst := stat.Mahalanobis(mat64.NewVector(dim, x), mat64.NewVector(dim, n.mu), &n.chol)
|
||||
dst := stat.Mahalanobis(mat.NewVector(dim, x), mat.NewVector(dim, n.mu), &n.chol)
|
||||
return c - 0.5*dst*dst
|
||||
}
|
||||
|
||||
@@ -199,7 +199,7 @@ func (n *Normal) MarginalNormal(vars []int, src *rand.Rand) (*Normal, bool) {
|
||||
for i, v := range vars {
|
||||
newMean[i] = n.mu[v]
|
||||
}
|
||||
var s mat64.SymDense
|
||||
var s mat.SymDense
|
||||
s.SubsetSym(&n.sigma, vars)
|
||||
return NewNormal(newMean, &s, src)
|
||||
}
|
||||
@@ -308,8 +308,8 @@ func (n *Normal) TransformNormal(dst, normal []float64) []float64 {
|
||||
// transformNormal performs the same operation as TransformNormal except no
|
||||
// safety checks are performed and both input slices must be non-nil.
|
||||
func (n *Normal) transformNormal(dst, normal []float64) []float64 {
|
||||
srcVec := mat64.NewVector(n.dim, normal)
|
||||
dstVec := mat64.NewVector(n.dim, dst)
|
||||
srcVec := mat.NewVector(n.dim, normal)
|
||||
dstVec := mat.NewVector(n.dim, dst)
|
||||
dstVec.MulVec(&n.lower, srcVec)
|
||||
floats.Add(dst, n.mu)
|
||||
return dst
|
||||
|
@@ -10,24 +10,24 @@ import (
|
||||
"testing"
|
||||
|
||||
"gonum.org/v1/gonum/floats"
|
||||
"gonum.org/v1/gonum/matrix/mat64"
|
||||
"gonum.org/v1/gonum/mat"
|
||||
"gonum.org/v1/gonum/stat"
|
||||
)
|
||||
|
||||
type mvTest struct {
|
||||
Mu []float64
|
||||
Sigma *mat64.SymDense
|
||||
Sigma *mat.SymDense
|
||||
Loc []float64
|
||||
Logprob float64
|
||||
Prob float64
|
||||
}
|
||||
|
||||
func TestNormProbs(t *testing.T) {
|
||||
dist1, ok := NewNormal([]float64{0, 0}, mat64.NewSymDense(2, []float64{1, 0, 0, 1}), nil)
|
||||
dist1, ok := NewNormal([]float64{0, 0}, mat.NewSymDense(2, []float64{1, 0, 0, 1}), nil)
|
||||
if !ok {
|
||||
t.Errorf("bad test")
|
||||
}
|
||||
dist2, ok := NewNormal([]float64{6, 7}, mat64.NewSymDense(2, []float64{8, 2, 0, 4}), nil)
|
||||
dist2, ok := NewNormal([]float64{6, 7}, mat.NewSymDense(2, []float64{8, 2, 0, 4}), nil)
|
||||
if !ok {
|
||||
t.Errorf("bad test")
|
||||
}
|
||||
@@ -53,14 +53,14 @@ func TestNormProbs(t *testing.T) {
|
||||
func TestNewNormalChol(t *testing.T) {
|
||||
for _, test := range []struct {
|
||||
mean []float64
|
||||
cov *mat64.SymDense
|
||||
cov *mat.SymDense
|
||||
}{
|
||||
{
|
||||
mean: []float64{2, 3},
|
||||
cov: mat64.NewSymDense(2, []float64{1, 0.1, 0.1, 1}),
|
||||
cov: mat.NewSymDense(2, []float64{1, 0.1, 0.1, 1}),
|
||||
},
|
||||
} {
|
||||
var chol mat64.Cholesky
|
||||
var chol mat.Cholesky
|
||||
ok := chol.Factorize(test.cov)
|
||||
if !ok {
|
||||
panic("bad test")
|
||||
@@ -101,26 +101,26 @@ func TestNormRand(t *testing.T) {
|
||||
},
|
||||
} {
|
||||
dim := len(test.mean)
|
||||
cov := mat64.NewSymDense(dim, test.cov)
|
||||
cov := mat.NewSymDense(dim, test.cov)
|
||||
n, ok := NewNormal(test.mean, cov, nil)
|
||||
if !ok {
|
||||
t.Errorf("bad covariance matrix")
|
||||
}
|
||||
|
||||
nSamples := 1000000
|
||||
samps := mat64.NewDense(nSamples, dim, nil)
|
||||
samps := mat.NewDense(nSamples, dim, nil)
|
||||
for i := 0; i < nSamples; i++ {
|
||||
n.Rand(samps.RawRowView(i))
|
||||
}
|
||||
estMean := make([]float64, dim)
|
||||
for i := range estMean {
|
||||
estMean[i] = stat.Mean(mat64.Col(nil, i, samps), nil)
|
||||
estMean[i] = stat.Mean(mat.Col(nil, i, samps), nil)
|
||||
}
|
||||
if !floats.EqualApprox(estMean, test.mean, 1e-2) {
|
||||
t.Errorf("Mean mismatch: want: %v, got %v", test.mean, estMean)
|
||||
}
|
||||
estCov := stat.CovarianceMatrix(nil, samps, nil)
|
||||
if !mat64.EqualApprox(estCov, cov, 1e-2) {
|
||||
if !mat.EqualApprox(estCov, cov, 1e-2) {
|
||||
t.Errorf("Cov mismatch: want: %v, got %v", cov, estCov)
|
||||
}
|
||||
}
|
||||
@@ -140,7 +140,7 @@ func TestNormalQuantile(t *testing.T) {
|
||||
},
|
||||
} {
|
||||
dim := len(test.mean)
|
||||
cov := mat64.NewSymDense(dim, test.cov)
|
||||
cov := mat.NewSymDense(dim, test.cov)
|
||||
n, ok := NewNormal(test.mean, cov, nil)
|
||||
if !ok {
|
||||
t.Errorf("bad covariance matrix")
|
||||
@@ -148,7 +148,7 @@ func TestNormalQuantile(t *testing.T) {
|
||||
|
||||
nSamples := 1000000
|
||||
rnd := rand.New(rand.NewSource(1))
|
||||
samps := mat64.NewDense(nSamples, dim, nil)
|
||||
samps := mat.NewDense(nSamples, dim, nil)
|
||||
tmp := make([]float64, dim)
|
||||
for i := 0; i < nSamples; i++ {
|
||||
for j := range tmp {
|
||||
@@ -158,13 +158,13 @@ func TestNormalQuantile(t *testing.T) {
|
||||
}
|
||||
estMean := make([]float64, dim)
|
||||
for i := range estMean {
|
||||
estMean[i] = stat.Mean(mat64.Col(nil, i, samps), nil)
|
||||
estMean[i] = stat.Mean(mat.Col(nil, i, samps), nil)
|
||||
}
|
||||
if !floats.EqualApprox(estMean, test.mean, 1e-2) {
|
||||
t.Errorf("Mean mismatch: want: %v, got %v", test.mean, estMean)
|
||||
}
|
||||
estCov := stat.CovarianceMatrix(nil, samps, nil)
|
||||
if !mat64.EqualApprox(estCov, cov, 1e-2) {
|
||||
if !mat.EqualApprox(estCov, cov, 1e-2) {
|
||||
t.Errorf("Cov mismatch: want: %v, got %v", cov, estCov)
|
||||
}
|
||||
}
|
||||
@@ -174,57 +174,57 @@ func TestConditionNormal(t *testing.T) {
|
||||
// Uncorrelated values shouldn't influence the updated values.
|
||||
for _, test := range []struct {
|
||||
mu []float64
|
||||
sigma *mat64.SymDense
|
||||
sigma *mat.SymDense
|
||||
observed []int
|
||||
values []float64
|
||||
|
||||
newMu []float64
|
||||
newSigma *mat64.SymDense
|
||||
newSigma *mat.SymDense
|
||||
}{
|
||||
{
|
||||
mu: []float64{2, 3},
|
||||
sigma: mat64.NewSymDense(2, []float64{2, 0, 0, 5}),
|
||||
sigma: mat.NewSymDense(2, []float64{2, 0, 0, 5}),
|
||||
observed: []int{0},
|
||||
values: []float64{10},
|
||||
|
||||
newMu: []float64{3},
|
||||
newSigma: mat64.NewSymDense(1, []float64{5}),
|
||||
newSigma: mat.NewSymDense(1, []float64{5}),
|
||||
},
|
||||
{
|
||||
mu: []float64{2, 3},
|
||||
sigma: mat64.NewSymDense(2, []float64{2, 0, 0, 5}),
|
||||
sigma: mat.NewSymDense(2, []float64{2, 0, 0, 5}),
|
||||
observed: []int{1},
|
||||
values: []float64{10},
|
||||
|
||||
newMu: []float64{2},
|
||||
newSigma: mat64.NewSymDense(1, []float64{2}),
|
||||
newSigma: mat.NewSymDense(1, []float64{2}),
|
||||
},
|
||||
{
|
||||
mu: []float64{2, 3, 4},
|
||||
sigma: mat64.NewSymDense(3, []float64{2, 0, 0, 0, 5, 0, 0, 0, 10}),
|
||||
sigma: mat.NewSymDense(3, []float64{2, 0, 0, 0, 5, 0, 0, 0, 10}),
|
||||
observed: []int{1},
|
||||
values: []float64{10},
|
||||
|
||||
newMu: []float64{2, 4},
|
||||
newSigma: mat64.NewSymDense(2, []float64{2, 0, 0, 10}),
|
||||
newSigma: mat.NewSymDense(2, []float64{2, 0, 0, 10}),
|
||||
},
|
||||
{
|
||||
mu: []float64{2, 3, 4},
|
||||
sigma: mat64.NewSymDense(3, []float64{2, 0, 0, 0, 5, 0, 0, 0, 10}),
|
||||
sigma: mat.NewSymDense(3, []float64{2, 0, 0, 0, 5, 0, 0, 0, 10}),
|
||||
observed: []int{0, 1},
|
||||
values: []float64{10, 15},
|
||||
|
||||
newMu: []float64{4},
|
||||
newSigma: mat64.NewSymDense(1, []float64{10}),
|
||||
newSigma: mat.NewSymDense(1, []float64{10}),
|
||||
},
|
||||
{
|
||||
mu: []float64{2, 3, 4, 5},
|
||||
sigma: mat64.NewSymDense(4, []float64{2, 0.5, 0, 0, 0.5, 5, 0, 0, 0, 0, 10, 2, 0, 0, 2, 3}),
|
||||
sigma: mat.NewSymDense(4, []float64{2, 0.5, 0, 0, 0.5, 5, 0, 0, 0, 0, 10, 2, 0, 0, 2, 3}),
|
||||
observed: []int{0, 1},
|
||||
values: []float64{10, 15},
|
||||
|
||||
newMu: []float64{4, 5},
|
||||
newSigma: mat64.NewSymDense(2, []float64{10, 2, 2, 3}),
|
||||
newSigma: mat.NewSymDense(2, []float64{10, 2, 2, 3}),
|
||||
},
|
||||
} {
|
||||
normal, ok := NewNormal(test.mu, test.sigma, nil)
|
||||
@@ -240,9 +240,9 @@ func TestConditionNormal(t *testing.T) {
|
||||
t.Errorf("Updated mean mismatch. Want %v, got %v.", test.newMu, newNormal.mu)
|
||||
}
|
||||
|
||||
var sigma mat64.SymDense
|
||||
var sigma mat.SymDense
|
||||
sigma.FromCholesky(&newNormal.chol)
|
||||
if !mat64.EqualApprox(test.newSigma, &sigma, 1e-12) {
|
||||
if !mat.EqualApprox(test.newSigma, &sigma, 1e-12) {
|
||||
t.Errorf("Updated sigma mismatch\n.Want:\n% v\nGot:\n% v\n", test.newSigma, sigma)
|
||||
}
|
||||
}
|
||||
@@ -269,7 +269,7 @@ func TestConditionNormal(t *testing.T) {
|
||||
} {
|
||||
std := test.std
|
||||
rho := test.rho
|
||||
sigma := mat64.NewSymDense(2, []float64{std[0] * std[0], std[0] * std[1] * rho, std[0] * std[1] * rho, std[1] * std[1]})
|
||||
sigma := mat.NewSymDense(2, []float64{std[0] * std[0], std[0] * std[1] * rho, std[0] * std[1] * rho, std[1] * std[1]})
|
||||
normal, ok := NewNormal(test.mu, sigma, nil)
|
||||
if !ok {
|
||||
t.Fatalf("Bad test, original sigma not positive definite")
|
||||
@@ -278,7 +278,7 @@ func TestConditionNormal(t *testing.T) {
|
||||
if !ok {
|
||||
t.Fatalf("Bad test, update failed")
|
||||
}
|
||||
var newSigma mat64.SymDense
|
||||
var newSigma mat.SymDense
|
||||
newSigma.FromCholesky(&newNormal.chol)
|
||||
trueMean := test.mu[0] + rho*(std[0]/std[1])*(test.value-test.mu[1])
|
||||
if math.Abs(trueMean-newNormal.mu[0]) > 1e-14 {
|
||||
@@ -293,7 +293,7 @@ func TestConditionNormal(t *testing.T) {
|
||||
// Test via sampling.
|
||||
for _, test := range []struct {
|
||||
mu []float64
|
||||
sigma *mat64.SymDense
|
||||
sigma *mat.SymDense
|
||||
observed []int
|
||||
unobserved []int
|
||||
value []float64
|
||||
@@ -301,7 +301,7 @@ func TestConditionNormal(t *testing.T) {
|
||||
// The indices in unobserved must be in ascending order for this test.
|
||||
{
|
||||
mu: []float64{2, 3, 4},
|
||||
sigma: mat64.NewSymDense(3, []float64{2, 0.5, 3, 0.5, 1, 0.6, 3, 0.6, 10}),
|
||||
sigma: mat.NewSymDense(3, []float64{2, 0.5, 3, 0.5, 1, 0.6, 3, 0.6, 10}),
|
||||
|
||||
observed: []int{0},
|
||||
unobserved: []int{1, 2},
|
||||
@@ -309,7 +309,7 @@ func TestConditionNormal(t *testing.T) {
|
||||
},
|
||||
{
|
||||
mu: []float64{2, 3, 4, 5},
|
||||
sigma: mat64.NewSymDense(4, []float64{2, 0.5, 3, 0.1, 0.5, 1, 0.6, 0.2, 3, 0.6, 10, 0.3, 0.1, 0.2, 0.3, 3}),
|
||||
sigma: mat.NewSymDense(4, []float64{2, 0.5, 3, 0.1, 0.5, 1, 0.6, 0.2, 3, 0.6, 10, 0.3, 0.1, 0.2, 0.3, 3}),
|
||||
|
||||
observed: []int{0, 3},
|
||||
unobserved: []int{1, 2},
|
||||
@@ -318,7 +318,7 @@ func TestConditionNormal(t *testing.T) {
|
||||
} {
|
||||
totalSamp := 4000000
|
||||
var nSamp int
|
||||
samples := mat64.NewDense(totalSamp, len(test.mu), nil)
|
||||
samples := mat.NewDense(totalSamp, len(test.mu), nil)
|
||||
normal, ok := NewNormal(test.mu, test.sigma, nil)
|
||||
if !ok {
|
||||
t.Errorf("bad test")
|
||||
@@ -343,12 +343,12 @@ func TestConditionNormal(t *testing.T) {
|
||||
t.Errorf("bad test, not enough samples")
|
||||
continue
|
||||
}
|
||||
samples = samples.View(0, 0, nSamp, len(test.mu)).(*mat64.Dense)
|
||||
samples = samples.View(0, 0, nSamp, len(test.mu)).(*mat.Dense)
|
||||
|
||||
// Compute mean and covariance matrix.
|
||||
estMean := make([]float64, len(test.mu))
|
||||
for i := range estMean {
|
||||
estMean[i] = stat.Mean(mat64.Col(nil, i, samples), nil)
|
||||
estMean[i] = stat.Mean(mat.Col(nil, i, samples), nil)
|
||||
}
|
||||
estCov := stat.CovarianceMatrix(nil, samples, nil)
|
||||
|
||||
@@ -363,7 +363,7 @@ func TestConditionNormal(t *testing.T) {
|
||||
|
||||
subEstMean = append(subEstMean, estMean[v])
|
||||
}
|
||||
subEstCov := mat64.NewSymDense(len(test.unobserved), nil)
|
||||
subEstCov := mat.NewSymDense(len(test.unobserved), nil)
|
||||
for i := 0; i < len(test.unobserved); i++ {
|
||||
for j := i; j < len(test.unobserved); j++ {
|
||||
subEstCov.SetSym(i, j, estCov.At(test.unobserved[i], test.unobserved[j]))
|
||||
@@ -375,9 +375,9 @@ func TestConditionNormal(t *testing.T) {
|
||||
t.Errorf("Mean mismatch. Want %v, got %v.", newNormal.mu[i], v)
|
||||
}
|
||||
}
|
||||
var sigma mat64.SymDense
|
||||
var sigma mat.SymDense
|
||||
sigma.FromCholesky(&newNormal.chol)
|
||||
if !mat64.EqualApprox(&sigma, subEstCov, 1e-1) {
|
||||
if !mat.EqualApprox(&sigma, subEstCov, 1e-1) {
|
||||
t.Errorf("Covariance mismatch. Want:\n%0.8v\nGot:\n%0.8v\n", subEstCov, sigma)
|
||||
}
|
||||
}
|
||||
@@ -386,11 +386,11 @@ func TestConditionNormal(t *testing.T) {
|
||||
func TestCovarianceMatrix(t *testing.T) {
|
||||
for _, test := range []struct {
|
||||
mu []float64
|
||||
sigma *mat64.SymDense
|
||||
sigma *mat.SymDense
|
||||
}{
|
||||
{
|
||||
mu: []float64{2, 3, 4},
|
||||
sigma: mat64.NewSymDense(3, []float64{1, 0.5, 3, 0.5, 8, -1, 3, -1, 15}),
|
||||
sigma: mat.NewSymDense(3, []float64{1, 0.5, 3, 0.5, 8, -1, 3, -1, 15}),
|
||||
},
|
||||
} {
|
||||
normal, ok := NewNormal(test.mu, test.sigma, nil)
|
||||
@@ -398,13 +398,13 @@ func TestCovarianceMatrix(t *testing.T) {
|
||||
t.Fatalf("Bad test, covariance matrix not positive definite")
|
||||
}
|
||||
cov := normal.CovarianceMatrix(nil)
|
||||
if !mat64.EqualApprox(cov, test.sigma, 1e-14) {
|
||||
if !mat.EqualApprox(cov, test.sigma, 1e-14) {
|
||||
t.Errorf("Covariance mismatch with nil input")
|
||||
}
|
||||
dim := test.sigma.Symmetric()
|
||||
cov = mat64.NewSymDense(dim, nil)
|
||||
cov = mat.NewSymDense(dim, nil)
|
||||
normal.CovarianceMatrix(cov)
|
||||
if !mat64.EqualApprox(cov, test.sigma, 1e-14) {
|
||||
if !mat.EqualApprox(cov, test.sigma, 1e-14) {
|
||||
t.Errorf("Covariance mismatch with supplied input")
|
||||
}
|
||||
}
|
||||
@@ -413,22 +413,22 @@ func TestCovarianceMatrix(t *testing.T) {
|
||||
func TestMarginal(t *testing.T) {
|
||||
for _, test := range []struct {
|
||||
mu []float64
|
||||
sigma *mat64.SymDense
|
||||
sigma *mat.SymDense
|
||||
marginal []int
|
||||
}{
|
||||
{
|
||||
mu: []float64{2, 3, 4},
|
||||
sigma: mat64.NewSymDense(3, []float64{2, 0.5, 3, 0.5, 1, 0.6, 3, 0.6, 10}),
|
||||
sigma: mat.NewSymDense(3, []float64{2, 0.5, 3, 0.5, 1, 0.6, 3, 0.6, 10}),
|
||||
marginal: []int{0},
|
||||
},
|
||||
{
|
||||
mu: []float64{2, 3, 4},
|
||||
sigma: mat64.NewSymDense(3, []float64{2, 0.5, 3, 0.5, 1, 0.6, 3, 0.6, 10}),
|
||||
sigma: mat.NewSymDense(3, []float64{2, 0.5, 3, 0.5, 1, 0.6, 3, 0.6, 10}),
|
||||
marginal: []int{0, 2},
|
||||
},
|
||||
{
|
||||
mu: []float64{2, 3, 4, 5},
|
||||
sigma: mat64.NewSymDense(4, []float64{2, 0.5, 3, 0.1, 0.5, 1, 0.6, 0.2, 3, 0.6, 10, 0.3, 0.1, 0.2, 0.3, 3}),
|
||||
sigma: mat.NewSymDense(4, []float64{2, 0.5, 3, 0.1, 0.5, 1, 0.6, 0.2, 3, 0.6, 10, 0.3, 0.1, 0.2, 0.3, 3}),
|
||||
|
||||
marginal: []int{0, 3},
|
||||
},
|
||||
@@ -443,13 +443,13 @@ func TestMarginal(t *testing.T) {
|
||||
}
|
||||
dim := normal.Dim()
|
||||
nSamples := 1000000
|
||||
samps := mat64.NewDense(nSamples, dim, nil)
|
||||
samps := mat.NewDense(nSamples, dim, nil)
|
||||
for i := 0; i < nSamples; i++ {
|
||||
normal.Rand(samps.RawRowView(i))
|
||||
}
|
||||
estMean := make([]float64, dim)
|
||||
for i := range estMean {
|
||||
estMean[i] = stat.Mean(mat64.Col(nil, i, samps), nil)
|
||||
estMean[i] = stat.Mean(mat.Col(nil, i, samps), nil)
|
||||
}
|
||||
for i, v := range test.marginal {
|
||||
if math.Abs(marginal.mu[i]-estMean[v]) > 1e-2 {
|
||||
@@ -474,15 +474,15 @@ func TestMarginal(t *testing.T) {
|
||||
func TestMarginalSingle(t *testing.T) {
|
||||
for _, test := range []struct {
|
||||
mu []float64
|
||||
sigma *mat64.SymDense
|
||||
sigma *mat.SymDense
|
||||
}{
|
||||
{
|
||||
mu: []float64{2, 3, 4},
|
||||
sigma: mat64.NewSymDense(3, []float64{2, 0.5, 3, 0.5, 1, 0.6, 3, 0.6, 10}),
|
||||
sigma: mat.NewSymDense(3, []float64{2, 0.5, 3, 0.5, 1, 0.6, 3, 0.6, 10}),
|
||||
},
|
||||
{
|
||||
mu: []float64{2, 3, 4, 5},
|
||||
sigma: mat64.NewSymDense(4, []float64{2, 0.5, 3, 0.1, 0.5, 1, 0.6, 0.2, 3, 0.6, 10, 0.3, 0.1, 0.2, 0.3, 3}),
|
||||
sigma: mat.NewSymDense(4, []float64{2, 0.5, 3, 0.1, 0.5, 1, 0.6, 0.2, 3, 0.6, 10, 0.3, 0.1, 0.2, 0.3, 3}),
|
||||
},
|
||||
} {
|
||||
normal, ok := NewNormal(test.mu, test.sigma, nil)
|
||||
@@ -513,9 +513,9 @@ func TestMarginalSingle(t *testing.T) {
|
||||
for i := range x {
|
||||
x[i] = rnd.Float64()
|
||||
}
|
||||
mat := mat64.NewDense(dim, dim, x)
|
||||
var sigma mat64.SymDense
|
||||
sigma.SymOuterK(1, mat)
|
||||
matrix := mat.NewDense(dim, dim, x)
|
||||
var sigma mat.SymDense
|
||||
sigma.SymOuterK(1, matrix)
|
||||
|
||||
normal, ok := NewNormal(mu, &sigma, nil)
|
||||
if !ok {
|
||||
|
@@ -9,7 +9,7 @@ import (
|
||||
"math/rand"
|
||||
"testing"
|
||||
|
||||
"gonum.org/v1/gonum/matrix/mat64"
|
||||
"gonum.org/v1/gonum/mat"
|
||||
)
|
||||
|
||||
func BenchmarkMarginalNormal10(b *testing.B) {
|
||||
@@ -61,8 +61,8 @@ func randomNormal(sz int, rnd *rand.Rand) *Normal {
|
||||
for i := range data {
|
||||
data[i] = rnd.Float64()
|
||||
}
|
||||
dM := mat64.NewDense(sz, sz, data)
|
||||
var sigma mat64.SymDense
|
||||
dM := mat.NewDense(sz, sz, data)
|
||||
var sigma mat.SymDense
|
||||
sigma.SymOuterK(1, dM)
|
||||
|
||||
normal, ok := NewNormal(mu, &sigma, nil)
|
||||
|
@@ -8,7 +8,7 @@ import (
|
||||
"math"
|
||||
|
||||
"gonum.org/v1/gonum/floats"
|
||||
"gonum.org/v1/gonum/matrix/mat64"
|
||||
"gonum.org/v1/gonum/mat"
|
||||
"gonum.org/v1/gonum/stat"
|
||||
)
|
||||
|
||||
@@ -37,14 +37,14 @@ func (Bhattacharyya) DistNormal(l, r *Normal) float64 {
|
||||
panic(badSizeMismatch)
|
||||
}
|
||||
|
||||
var sigma mat64.SymDense
|
||||
var sigma mat.SymDense
|
||||
sigma.AddSym(&l.sigma, &r.sigma)
|
||||
sigma.ScaleSym(0.5, &sigma)
|
||||
|
||||
var chol mat64.Cholesky
|
||||
var chol mat.Cholesky
|
||||
chol.Factorize(&sigma)
|
||||
|
||||
mahalanobis := stat.Mahalanobis(mat64.NewVector(dim, l.mu), mat64.NewVector(dim, r.mu), &chol)
|
||||
mahalanobis := stat.Mahalanobis(mat.NewVector(dim, l.mu), mat.NewVector(dim, r.mu), &chol)
|
||||
mahalanobisSq := mahalanobis * mahalanobis
|
||||
|
||||
dl := l.chol.LogDet()
|
||||
@@ -154,21 +154,21 @@ func (KullbackLeibler) DistNormal(l, r *Normal) float64 {
|
||||
panic(badSizeMismatch)
|
||||
}
|
||||
|
||||
mahalanobis := stat.Mahalanobis(mat64.NewVector(dim, l.mu), mat64.NewVector(dim, r.mu), &r.chol)
|
||||
mahalanobis := stat.Mahalanobis(mat.NewVector(dim, l.mu), mat.NewVector(dim, r.mu), &r.chol)
|
||||
mahalanobisSq := mahalanobis * mahalanobis
|
||||
|
||||
// TODO(btracey): Optimize where there is a SolveCholeskySym
|
||||
// TODO(btracey): There may be a more efficient way to just compute the trace
|
||||
// Compute tr(Σ_r^-1*Σ_l) using the fact that Σ_l = U^T * U
|
||||
var u mat64.TriDense
|
||||
var u mat.TriDense
|
||||
u.UFromCholesky(&l.chol)
|
||||
var m mat64.Dense
|
||||
var m mat.Dense
|
||||
err := m.SolveCholesky(&r.chol, u.T())
|
||||
if err != nil {
|
||||
return math.NaN()
|
||||
}
|
||||
m.Mul(&m, &u)
|
||||
tr := mat64.Trace(&m)
|
||||
tr := mat.Trace(&m)
|
||||
|
||||
return r.logSqrtDet - l.logSqrtDet + 0.5*(mahalanobisSq+tr-float64(l.dim))
|
||||
}
|
||||
@@ -233,20 +233,20 @@ func (Wasserstein) DistNormal(l, r *Normal) float64 {
|
||||
d = d * d
|
||||
|
||||
// Compute Σ_l^(1/2)
|
||||
var ssl mat64.SymDense
|
||||
var ssl mat.SymDense
|
||||
ssl.PowPSD(&l.sigma, 0.5)
|
||||
// Compute Σ_l^(1/2)*Σ_r*Σ_l^(1/2)
|
||||
var mean mat64.Dense
|
||||
var mean mat.Dense
|
||||
mean.Mul(&ssl, &r.sigma)
|
||||
mean.Mul(&mean, &ssl)
|
||||
|
||||
// Reinterpret as symdense, and take Σ^(1/2)
|
||||
meanSym := mat64.NewSymDense(dim, mean.RawMatrix().Data)
|
||||
meanSym := mat.NewSymDense(dim, mean.RawMatrix().Data)
|
||||
ssl.PowPSD(meanSym, 0.5)
|
||||
|
||||
tr := mat64.Trace(&r.sigma)
|
||||
tl := mat64.Trace(&l.sigma)
|
||||
tm := mat64.Trace(&ssl)
|
||||
tr := mat.Trace(&r.sigma)
|
||||
tl := mat.Trace(&l.sigma)
|
||||
tm := mat.Trace(&ssl)
|
||||
|
||||
return d + tl + tr - 2*tm
|
||||
}
|
||||
|
@@ -10,21 +10,21 @@ import (
|
||||
"testing"
|
||||
|
||||
"gonum.org/v1/gonum/floats"
|
||||
"gonum.org/v1/gonum/matrix/mat64"
|
||||
"gonum.org/v1/gonum/mat"
|
||||
)
|
||||
|
||||
func TestBhattacharyyaNormal(t *testing.T) {
|
||||
for cas, test := range []struct {
|
||||
am, bm []float64
|
||||
ac, bc *mat64.SymDense
|
||||
ac, bc *mat.SymDense
|
||||
samples int
|
||||
tol float64
|
||||
}{
|
||||
{
|
||||
am: []float64{2, 3},
|
||||
ac: mat64.NewSymDense(2, []float64{3, -1, -1, 2}),
|
||||
ac: mat.NewSymDense(2, []float64{3, -1, -1, 2}),
|
||||
bm: []float64{-1, 1},
|
||||
bc: mat64.NewSymDense(2, []float64{1.5, 0.2, 0.2, 0.9}),
|
||||
bc: mat.NewSymDense(2, []float64{1.5, 0.2, 0.2, 0.9}),
|
||||
samples: 100000,
|
||||
tol: 1e-2,
|
||||
},
|
||||
@@ -105,15 +105,15 @@ func bhattacharyyaSample(dim, samples int, l RandLogProber, r LogProber) float64
|
||||
func TestCrossEntropyNormal(t *testing.T) {
|
||||
for cas, test := range []struct {
|
||||
am, bm []float64
|
||||
ac, bc *mat64.SymDense
|
||||
ac, bc *mat.SymDense
|
||||
samples int
|
||||
tol float64
|
||||
}{
|
||||
{
|
||||
am: []float64{2, 3},
|
||||
ac: mat64.NewSymDense(2, []float64{3, -1, -1, 2}),
|
||||
ac: mat.NewSymDense(2, []float64{3, -1, -1, 2}),
|
||||
bm: []float64{-1, 1},
|
||||
bc: mat64.NewSymDense(2, []float64{1.5, 0.2, 0.2, 0.9}),
|
||||
bc: mat.NewSymDense(2, []float64{1.5, 0.2, 0.2, 0.9}),
|
||||
samples: 100000,
|
||||
tol: 1e-2,
|
||||
},
|
||||
@@ -144,15 +144,15 @@ func TestCrossEntropyNormal(t *testing.T) {
|
||||
func TestHellingerNormal(t *testing.T) {
|
||||
for cas, test := range []struct {
|
||||
am, bm []float64
|
||||
ac, bc *mat64.SymDense
|
||||
ac, bc *mat.SymDense
|
||||
samples int
|
||||
tol float64
|
||||
}{
|
||||
{
|
||||
am: []float64{2, 3},
|
||||
ac: mat64.NewSymDense(2, []float64{3, -1, -1, 2}),
|
||||
ac: mat.NewSymDense(2, []float64{3, -1, -1, 2}),
|
||||
bm: []float64{-1, 1},
|
||||
bc: mat64.NewSymDense(2, []float64{1.5, 0.2, 0.2, 0.9}),
|
||||
bc: mat.NewSymDense(2, []float64{1.5, 0.2, 0.2, 0.9}),
|
||||
samples: 100000,
|
||||
tol: 5e-1,
|
||||
},
|
||||
@@ -188,15 +188,15 @@ func TestHellingerNormal(t *testing.T) {
|
||||
func TestKullbackLeiblerNormal(t *testing.T) {
|
||||
for cas, test := range []struct {
|
||||
am, bm []float64
|
||||
ac, bc *mat64.SymDense
|
||||
ac, bc *mat.SymDense
|
||||
samples int
|
||||
tol float64
|
||||
}{
|
||||
{
|
||||
am: []float64{2, 3},
|
||||
ac: mat64.NewSymDense(2, []float64{3, -1, -1, 2}),
|
||||
ac: mat.NewSymDense(2, []float64{3, -1, -1, 2}),
|
||||
bm: []float64{-1, 1},
|
||||
bc: mat64.NewSymDense(2, []float64{1.5, 0.2, 0.2, 0.9}),
|
||||
bc: mat.NewSymDense(2, []float64{1.5, 0.2, 0.2, 0.9}),
|
||||
samples: 10000,
|
||||
tol: 1e-2,
|
||||
},
|
||||
|
@@ -12,7 +12,7 @@ import (
|
||||
"golang.org/x/tools/container/intsets"
|
||||
|
||||
"gonum.org/v1/gonum/floats"
|
||||
"gonum.org/v1/gonum/matrix/mat64"
|
||||
"gonum.org/v1/gonum/mat"
|
||||
"gonum.org/v1/gonum/stat/distuv"
|
||||
)
|
||||
|
||||
@@ -35,10 +35,10 @@ type StudentsT struct {
|
||||
mu []float64
|
||||
src *rand.Rand
|
||||
|
||||
sigma mat64.SymDense // only stored if needed
|
||||
sigma mat.SymDense // only stored if needed
|
||||
|
||||
chol mat64.Cholesky
|
||||
lower mat64.TriDense
|
||||
chol mat.Cholesky
|
||||
lower mat.TriDense
|
||||
logSqrtDet float64
|
||||
dim int
|
||||
}
|
||||
@@ -48,7 +48,7 @@ type StudentsT struct {
|
||||
//
|
||||
// NewStudentsT panics if len(mu) == 0, or if len(mu) != sigma.Symmetric(). If
|
||||
// the covariance matrix is not positive-definite, nil is returned and ok is false.
|
||||
func NewStudentsT(mu []float64, sigma mat64.Symmetric, nu float64, src *rand.Rand) (dist *StudentsT, ok bool) {
|
||||
func NewStudentsT(mu []float64, sigma mat.Symmetric, nu float64, src *rand.Rand) (dist *StudentsT, ok bool) {
|
||||
if len(mu) == 0 {
|
||||
panic(badZeroDimension)
|
||||
}
|
||||
@@ -69,7 +69,7 @@ func NewStudentsT(mu []float64, sigma mat64.Symmetric, nu float64, src *rand.Ran
|
||||
if !ok {
|
||||
return nil, false
|
||||
}
|
||||
s.sigma = *mat64.NewSymDense(dim, nil)
|
||||
s.sigma = *mat.NewSymDense(dim, nil)
|
||||
s.sigma.CopySym(sigma)
|
||||
s.lower.LFromCholesky(&s.chol)
|
||||
s.logSqrtDet = 0.5 * s.chol.LogDet()
|
||||
@@ -113,7 +113,7 @@ func (s *StudentsT) ConditionStudentsT(observed []int, values []float64, src *ra
|
||||
// studentsTConditional updates a Student's T distribution based on the observed samples
|
||||
// (see documentation for the public function). The Gaussian conditional update
|
||||
// is treated as a special case when nu == math.Inf(1).
|
||||
func studentsTConditional(observed []int, values []float64, nu float64, mu []float64, sigma mat64.Symmetric) (newNu float64, newMean []float64, newSigma *mat64.SymDense) {
|
||||
func studentsTConditional(observed []int, values []float64, nu float64, mu []float64, sigma mat.Symmetric) (newNu float64, newMean []float64, newSigma *mat.SymDense) {
|
||||
dim := len(mu)
|
||||
ob := len(observed)
|
||||
|
||||
@@ -133,11 +133,11 @@ func studentsTConditional(observed []int, values []float64, nu float64, mu []flo
|
||||
mu2[i] = values[i] - mu[v]
|
||||
}
|
||||
|
||||
var sigma11, sigma22 mat64.SymDense
|
||||
var sigma11, sigma22 mat.SymDense
|
||||
sigma11.SubsetSym(sigma, unobserved)
|
||||
sigma22.SubsetSym(sigma, observed)
|
||||
|
||||
sigma21 := mat64.NewDense(ob, unob, nil)
|
||||
sigma21 := mat.NewDense(ob, unob, nil)
|
||||
for i, r := range observed {
|
||||
for j, c := range unobserved {
|
||||
v := sigma.At(r, c)
|
||||
@@ -145,15 +145,15 @@ func studentsTConditional(observed []int, values []float64, nu float64, mu []flo
|
||||
}
|
||||
}
|
||||
|
||||
var chol mat64.Cholesky
|
||||
var chol mat.Cholesky
|
||||
ok := chol.Factorize(&sigma22)
|
||||
if !ok {
|
||||
return math.NaN(), nil, nil
|
||||
}
|
||||
|
||||
// Compute mu_1 + sigma_{2,1}^T * sigma_{2,2}^-1 (v - mu_2).
|
||||
v := mat64.NewVector(ob, mu2)
|
||||
var tmp, tmp2 mat64.Vector
|
||||
v := mat.NewVector(ob, mu2)
|
||||
var tmp, tmp2 mat.Vector
|
||||
err := tmp.SolveCholeskyVec(&chol, v)
|
||||
if err != nil {
|
||||
return math.NaN(), nil, nil
|
||||
@@ -166,7 +166,7 @@ func studentsTConditional(observed []int, values []float64, nu float64, mu []flo
|
||||
|
||||
// Compute tmp4 = sigma_{2,1}^T * sigma_{2,2}^-1 * sigma_{2,1}.
|
||||
// TODO(btracey): Should this be a method of SymDense?
|
||||
var tmp3, tmp4 mat64.Dense
|
||||
var tmp3, tmp4 mat.Dense
|
||||
err = tmp3.SolveCholesky(&chol, sigma21)
|
||||
if err != nil {
|
||||
return math.NaN(), nil, nil
|
||||
@@ -189,7 +189,7 @@ func studentsTConditional(observed []int, values []float64, nu float64, mu []flo
|
||||
}
|
||||
|
||||
// Compute beta = (v - mu_2)^T * sigma_{2,2}^-1 * (v - mu_2)^T
|
||||
beta := mat64.Dot(v, &tmp)
|
||||
beta := mat.Dot(v, &tmp)
|
||||
|
||||
// Scale the covariance matrix
|
||||
sigma11.ScaleSym((nu+beta)/(nu+float64(ob)), &sigma11)
|
||||
@@ -221,9 +221,9 @@ func findUnob(observed []int, dim int) (unobserved []int) {
|
||||
// covariance(i, j) = E[(x_i - E[x_i])(x_j - E[x_j])]
|
||||
// If the input matrix is nil a new matrix is allocated, otherwise the result
|
||||
// is stored in-place into the input.
|
||||
func (st *StudentsT) CovarianceMatrix(s *mat64.SymDense) *mat64.SymDense {
|
||||
func (st *StudentsT) CovarianceMatrix(s *mat.SymDense) *mat.SymDense {
|
||||
if s == nil {
|
||||
s = mat64.NewSymDense(st.dim, nil)
|
||||
s = mat.NewSymDense(st.dim, nil)
|
||||
}
|
||||
sn := s.Symmetric()
|
||||
if sn != st.dim {
|
||||
@@ -256,12 +256,12 @@ func (s *StudentsT) LogProb(y []float64) float64 {
|
||||
copy(shift, y)
|
||||
floats.Sub(shift, s.mu)
|
||||
|
||||
x := mat64.NewVector(s.dim, shift)
|
||||
x := mat.NewVector(s.dim, shift)
|
||||
|
||||
var tmp mat64.Vector
|
||||
var tmp mat.Vector
|
||||
tmp.SolveCholeskyVec(&s.chol, x)
|
||||
|
||||
dot := mat64.Dot(&tmp, x)
|
||||
dot := mat.Dot(&tmp, x)
|
||||
|
||||
return t1 - ((nu+n)/2)*math.Log(1+dot/nu)
|
||||
}
|
||||
@@ -283,7 +283,7 @@ func (s *StudentsT) MarginalStudentsT(vars []int, src *rand.Rand) (dist *Student
|
||||
for i, v := range vars {
|
||||
newMean[i] = s.mu[v]
|
||||
}
|
||||
var newSigma mat64.SymDense
|
||||
var newSigma mat.SymDense
|
||||
newSigma.SubsetSym(&s.sigma, vars)
|
||||
return NewStudentsT(newMean, &newSigma, s.nu, src)
|
||||
}
|
||||
@@ -342,8 +342,8 @@ func (s *StudentsT) Rand(x []float64) []float64 {
|
||||
tmp[i] = s.src.NormFloat64()
|
||||
}
|
||||
}
|
||||
xVec := mat64.NewVector(s.dim, x)
|
||||
tmpVec := mat64.NewVector(s.dim, tmp)
|
||||
xVec := mat.NewVector(s.dim, x)
|
||||
tmpVec := mat.NewVector(s.dim, tmp)
|
||||
xVec.MulVec(&s.lower, tmpVec)
|
||||
|
||||
u := distuv.ChiSquared{K: s.nu, Src: s.src}.Rand()
|
||||
|
@@ -10,7 +10,7 @@ import (
|
||||
"testing"
|
||||
|
||||
"gonum.org/v1/gonum/floats"
|
||||
"gonum.org/v1/gonum/matrix/mat64"
|
||||
"gonum.org/v1/gonum/mat"
|
||||
"gonum.org/v1/gonum/stat"
|
||||
)
|
||||
|
||||
@@ -19,7 +19,7 @@ func TestStudentTProbs(t *testing.T) {
|
||||
for _, test := range []struct {
|
||||
nu float64
|
||||
mu []float64
|
||||
sigma *mat64.SymDense
|
||||
sigma *mat.SymDense
|
||||
|
||||
x [][]float64
|
||||
probs []float64
|
||||
@@ -27,7 +27,7 @@ func TestStudentTProbs(t *testing.T) {
|
||||
{
|
||||
nu: 3,
|
||||
mu: []float64{0, 0},
|
||||
sigma: mat64.NewSymDense(2, []float64{1, 0, 0, 1}),
|
||||
sigma: mat.NewSymDense(2, []float64{1, 0, 0, 1}),
|
||||
|
||||
x: [][]float64{
|
||||
{0, 0},
|
||||
@@ -46,7 +46,7 @@ func TestStudentTProbs(t *testing.T) {
|
||||
{
|
||||
nu: 4,
|
||||
mu: []float64{2, -3},
|
||||
sigma: mat64.NewSymDense(2, []float64{8, -1, -1, 5}),
|
||||
sigma: mat.NewSymDense(2, []float64{8, -1, -1, 5}),
|
||||
|
||||
x: [][]float64{
|
||||
{0, 0},
|
||||
@@ -87,25 +87,25 @@ func TestStudentsTRand(t *testing.T) {
|
||||
src := rand.New(rand.NewSource(1))
|
||||
for _, test := range []struct {
|
||||
mean []float64
|
||||
cov *mat64.SymDense
|
||||
cov *mat.SymDense
|
||||
nu float64
|
||||
tolcov float64
|
||||
}{
|
||||
{
|
||||
mean: []float64{0, 0},
|
||||
cov: mat64.NewSymDense(2, []float64{1, 0, 0, 1}),
|
||||
cov: mat.NewSymDense(2, []float64{1, 0, 0, 1}),
|
||||
nu: 3,
|
||||
tolcov: 1e-2,
|
||||
},
|
||||
{
|
||||
mean: []float64{3, 4},
|
||||
cov: mat64.NewSymDense(2, []float64{5, 1.2, 1.2, 6}),
|
||||
cov: mat.NewSymDense(2, []float64{5, 1.2, 1.2, 6}),
|
||||
nu: 8,
|
||||
tolcov: 1e-2,
|
||||
},
|
||||
{
|
||||
mean: []float64{3, 4, -2},
|
||||
cov: mat64.NewSymDense(3, []float64{5, 1.2, -0.8, 1.2, 6, 0.4, -0.8, 0.4, 2}),
|
||||
cov: mat.NewSymDense(3, []float64{5, 1.2, -0.8, 1.2, 6, 0.4, -0.8, 0.4, 2}),
|
||||
nu: 8,
|
||||
tolcov: 1e-2,
|
||||
},
|
||||
@@ -116,13 +116,13 @@ func TestStudentsTRand(t *testing.T) {
|
||||
}
|
||||
nSamples := 10000000
|
||||
dim := len(test.mean)
|
||||
samps := mat64.NewDense(nSamples, dim, nil)
|
||||
samps := mat.NewDense(nSamples, dim, nil)
|
||||
for i := 0; i < nSamples; i++ {
|
||||
s.Rand(samps.RawRowView(i))
|
||||
}
|
||||
estMean := make([]float64, dim)
|
||||
for i := range estMean {
|
||||
estMean[i] = stat.Mean(mat64.Col(nil, i, samps), nil)
|
||||
estMean[i] = stat.Mean(mat.Col(nil, i, samps), nil)
|
||||
}
|
||||
mean := s.Mean(nil)
|
||||
if !floats.EqualApprox(estMean, mean, 1e-2) {
|
||||
@@ -130,7 +130,7 @@ func TestStudentsTRand(t *testing.T) {
|
||||
}
|
||||
cov := s.CovarianceMatrix(nil)
|
||||
estCov := stat.CovarianceMatrix(nil, samps, nil)
|
||||
if !mat64.EqualApprox(estCov, cov, test.tolcov) {
|
||||
if !mat.EqualApprox(estCov, cov, test.tolcov) {
|
||||
t.Errorf("Cov mismatch: want: %v, got %v", cov, estCov)
|
||||
}
|
||||
}
|
||||
@@ -140,7 +140,7 @@ func TestStudentsTConditional(t *testing.T) {
|
||||
src := rand.New(rand.NewSource(1))
|
||||
for _, test := range []struct {
|
||||
mean []float64
|
||||
cov *mat64.SymDense
|
||||
cov *mat.SymDense
|
||||
nu float64
|
||||
|
||||
idx []int
|
||||
@@ -149,7 +149,7 @@ func TestStudentsTConditional(t *testing.T) {
|
||||
}{
|
||||
{
|
||||
mean: []float64{3, 4, -2},
|
||||
cov: mat64.NewSymDense(3, []float64{5, 1.2, -0.8, 1.2, 6, 0.4, -0.8, 0.4, 2}),
|
||||
cov: mat.NewSymDense(3, []float64{5, 1.2, -0.8, 1.2, 6, 0.4, -0.8, 0.4, 2}),
|
||||
nu: 8,
|
||||
idx: []int{0},
|
||||
value: []float64{6},
|
||||
@@ -182,11 +182,11 @@ func TestStudentsTConditional(t *testing.T) {
|
||||
muOb[i] = test.mean[v]
|
||||
}
|
||||
|
||||
var sig11, sig22 mat64.SymDense
|
||||
var sig11, sig22 mat.SymDense
|
||||
sig11.SubsetSym(&s.sigma, unob)
|
||||
sig22.SubsetSym(&s.sigma, ob)
|
||||
|
||||
sig12 := mat64.NewDense(len(unob), len(ob), nil)
|
||||
sig12 := mat.NewDense(len(unob), len(ob), nil)
|
||||
for i := range unob {
|
||||
for j := range ob {
|
||||
sig12.Set(i, j, s.sigma.At(unob[i], ob[j]))
|
||||
@@ -198,9 +198,9 @@ func TestStudentsTConditional(t *testing.T) {
|
||||
floats.Sub(shift, muOb)
|
||||
|
||||
newMu := make([]float64, len(muUnob))
|
||||
newMuVec := mat64.NewVector(len(muUnob), newMu)
|
||||
shiftVec := mat64.NewVector(len(shift), shift)
|
||||
var tmp mat64.Vector
|
||||
newMuVec := mat.NewVector(len(muUnob), newMu)
|
||||
shiftVec := mat.NewVector(len(shift), shift)
|
||||
var tmp mat.Vector
|
||||
tmp.SolveVec(&sig22, shiftVec)
|
||||
newMuVec.MulVec(sig12, &tmp)
|
||||
floats.Add(newMu, muUnob)
|
||||
@@ -209,16 +209,16 @@ func TestStudentsTConditional(t *testing.T) {
|
||||
t.Errorf("Mu mismatch. Got %v, want %v", sUp.mu, newMu)
|
||||
}
|
||||
|
||||
var tmp2 mat64.Dense
|
||||
var tmp2 mat.Dense
|
||||
tmp2.Solve(&sig22, sig12.T())
|
||||
|
||||
var tmp3 mat64.Dense
|
||||
var tmp3 mat.Dense
|
||||
tmp3.Mul(sig12, &tmp2)
|
||||
tmp3.Sub(&sig11, &tmp3)
|
||||
|
||||
dot := mat64.Dot(shiftVec, &tmp)
|
||||
dot := mat.Dot(shiftVec, &tmp)
|
||||
tmp3.Scale((test.nu+dot)/(test.nu+float64(len(ob))), &tmp3)
|
||||
if !mat64.EqualApprox(&tmp3, &sUp.sigma, 1e-10) {
|
||||
if !mat.EqualApprox(&tmp3, &sUp.sigma, 1e-10) {
|
||||
t.Errorf("Sigma mismatch")
|
||||
}
|
||||
}
|
||||
@@ -227,17 +227,17 @@ func TestStudentsTConditional(t *testing.T) {
|
||||
func TestStudentsTMarginalSingle(t *testing.T) {
|
||||
for _, test := range []struct {
|
||||
mu []float64
|
||||
sigma *mat64.SymDense
|
||||
sigma *mat.SymDense
|
||||
nu float64
|
||||
}{
|
||||
{
|
||||
mu: []float64{2, 3, 4},
|
||||
sigma: mat64.NewSymDense(3, []float64{2, 0.5, 3, 0.5, 1, 0.6, 3, 0.6, 10}),
|
||||
sigma: mat.NewSymDense(3, []float64{2, 0.5, 3, 0.5, 1, 0.6, 3, 0.6, 10}),
|
||||
nu: 5,
|
||||
},
|
||||
{
|
||||
mu: []float64{2, 3, 4, 5},
|
||||
sigma: mat64.NewSymDense(4, []float64{2, 0.5, 3, 0.1, 0.5, 1, 0.6, 0.2, 3, 0.6, 10, 0.3, 0.1, 0.2, 0.3, 3}),
|
||||
sigma: mat.NewSymDense(4, []float64{2, 0.5, 3, 0.1, 0.5, 1, 0.6, 0.2, 3, 0.6, 10, 0.3, 0.1, 0.2, 0.3, 3}),
|
||||
nu: 6,
|
||||
},
|
||||
} {
|
||||
|
Some files were not shown because too many files have changed in this diff Show More
Reference in New Issue
Block a user