Golang mat64.Vector类代码示例

func GradientDescent(X *mat64.Dense, y *mat64.Vector, alpha, tolerance float64, maxIters int) *mat64.Vector {
	// m = Number of Training Examples
	// n = Number of Features
	m, n := X.Dims()
	h := mat64.NewVector(m, nil)
	partials := mat64.NewVector(n, nil)
	new_theta := mat64.NewVector(n, nil)

Regression:
	for i := 0; i < maxIters; i++ {
		// Calculate partial derivatives
		h.MulVec(X, new_theta)
		for el := 0; el < m; el++ {
			val := (h.At(el, 0) - y.At(el, 0)) / float64(m)
			h.SetVec(el, val)
		}
		partials.MulVec(X.T(), h)

		// Update theta values
		for el := 0; el < n; el++ {
			new_val := new_theta.At(el, 0) - (alpha * partials.At(el, 0))
			new_theta.SetVec(el, new_val)
		}

		// Check the "distance" to the local minumum
		dist := math.Sqrt(mat64.Dot(partials, partials))

		if dist <= tolerance {
			break Regression
		}
	}
	return new_theta
}

// onesDotUnitary performs the equivalent of a Ddot of v with
// a ones vector of equal length. v must have have a unitary
// vector increment.
func onesDotUnitary(alpha float64, v *mat64.Vector) float64 {
	var sum float64
	for _, f := range v.RawVector().Data {
		sum += alpha * f
	}
	return sum
}

// dotUnitary performs a simplified scatter-based Ddot operations on
// v and the receiver. v must have have a unitary vector increment.
func (r compressedRow) dotUnitary(v *mat64.Vector) float64 {
	var sum float64
	vec := v.RawVector().Data
	for _, e := range r {
		sum += vec[e.index] * e.value
	}
	return sum
}

func ExampleCholesky() {
	// Construct a symmetric positive definite matrix.
	tmp := mat64.NewDense(4, 4, []float64{
		2, 6, 8, -4,
		1, 8, 7, -2,
		2, 2, 1, 7,
		8, -2, -2, 1,
	})
	var a mat64.SymDense
	a.SymOuterK(1, tmp)

	fmt.Printf("a = %0.4v\n", mat64.Formatted(&a, mat64.Prefix("    ")))

	// Compute the cholesky factorization.
	var chol mat64.Cholesky
	if ok := chol.Factorize(&a); !ok {
		fmt.Println("a matrix is not positive semi-definite.")
	}

	// Find the determinant.
	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
	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("    ")))

	// Extract the factorization and check that it equals the original matrix.
	var t mat64.TriDense
	t.LFromCholesky(&chol)
	var test mat64.Dense
	test.Mul(&t, t.T())
	fmt.Println()
	fmt.Printf("L * L^T = %0.4v\n", mat64.Formatted(&a, mat64.Prefix("          ")))

	// Output:
	// a = ⎡120  114   -4  -16⎤
	//     ⎢114  118   11  -24⎥
	//     ⎢ -4   11   58   17⎥
	//     ⎣-16  -24   17   73⎦
	//
	// The determinant of a is 1.543e+06
	//
	// Solve a * x = b
	// x = ⎡  -0.239⎤
	//     ⎢  0.2732⎥
	//     ⎢-0.04681⎥
	//     ⎣  0.1031⎦
	//
	// L * L^T = ⎡120  114   -4  -16⎤
	//           ⎢114  118   11  -24⎥
	//           ⎢ -4   11   58   17⎥
	//           ⎣-16  -24   17   73⎦
}

func vectorDistance(vec1, vec2 *mat.Vector) (v float64) {
	result := mat.NewVector(vec1.Len(), nil)

	result.SubVec(vec1, vec2)
	result.MulElemVec(result, result)
	v = mat.Sum(result)

	return
}

// Scatter copies the values of x into the corresponding locations in the dense
// vector y. Both vectors must have the same dimension.
func Scatter(y *mat64.Vector, x *Vector) {
	if x.N != y.Len() {
		panic("sparse: vector dimension mismatch")
	}

	raw := y.RawVector()
	for i, index := range x.Indices {
		raw.Data[index*raw.Inc] = x.Data[i]
	}
}

// findIn returns the indexes of the values in vec that match scalar
func findIn(scalar float64, vec *mat.Vector) *mat.Vector {
	var result []float64

	for i := 0; i < vec.Len(); i++ {
		if scalar == vec.At(i, 0) {
			result = append(result, float64(i))
		}
	}

	return mat.NewVector(len(result), result)
}

// Dot computes the dot product of the sparse vector x with the dense vector y.
// The vectors must have the same dimension.
func Dot(x *Vector, y *mat64.Vector) (dot float64) {
	if x.N != y.Len() {
		panic("sparse: vector dimension mismatch")
	}

	raw := y.RawVector()
	for i, index := range x.Indices {
		dot += x.Data[i] * raw.Data[index*raw.Inc]
	}
	return
}

// Gather gathers entries given by indices of the dense vector y into the sparse
// vector x. Indices must not be nil.
func Gather(x *Vector, y *mat64.Vector, indices []int) {
	if indices == nil {
		panic("sparse: slice is nil")
	}

	x.reuseAs(y.Len(), len(indices))
	copy(x.Indices, indices)
	raw := y.RawVector()
	for i, index := range x.Indices {
		x.Data[i] = raw.Data[index*raw.Inc]
	}
}

// Axpy scales the sparse vector x by alpha and adds the result to the dense
// vector y. If alpha is zero, y is not modified.
func Axpy(y *mat64.Vector, alpha float64, x *Vector) {
	if x.N != y.Len() {
		panic("sparse: vector dimension mismatch")
	}

	if alpha == 0 {
		return
	}
	raw := y.RawVector()
	for i, index := range x.Indices {
		raw.Data[index*raw.Inc] += alpha * x.Data[i]
	}
}

// rowIndexIn returns a matrix contains the rows in indexes vector
func rowIndexIn(indexes *mat.Vector, M mat.Matrix) mat.Matrix {
	m := indexes.Len()
	_, n := M.Dims()
	Res := mat.NewDense(m, n, nil)

	for i := 0; i < m; i++ {
		Res.SetRow(i, mat.Row(
			nil,
			int(indexes.At(i, 0)),
			M))
	}

	return Res
}

func Cost(x *mat64.Dense, y, theta *mat64.Vector) float64 {
	//initialize receivers
	m, _ := x.Dims()
	h := mat64.NewDense(m, 1, make([]float64, m))
	squaredErrors := mat64.NewDense(m, 1, make([]float64, m))

	//actual calculus
	h.Mul(x, theta)
	squaredErrors.Apply(func(r, c int, v float64) float64 {
		return math.Pow(h.At(r, c)-y.At(r, c), 2)
	}, h)
	j := mat64.Sum(squaredErrors) * 1.0 / (2.0 * float64(m))

	return j
}

func Solve(a sparse.Matrix, b, xInit *mat64.Vector, settings *Settings, method Method) (result Result, err error) {
	stats := Stats{
		StartTime: time.Now(),
	}

	dim, c := a.Dims()
	if dim != c {
		panic("iterative: matrix is not square")
	}
	if xInit != nil && dim != xInit.Len() {
		panic("iterative: mismatched size of the initial guess")
	}
	if b.Len() != dim {
		panic("iterative: mismatched size of the right-hand side vector")
	}

	if xInit == nil {
		xInit = mat64.NewVector(dim, nil)
	}
	if settings == nil {
		settings = DefaultSettings(dim)
	}

	ctx := Context{
		X:        mat64.NewVector(dim, nil),
		Residual: mat64.NewVector(dim, nil),
	}
	// X = xInit
	ctx.X.CopyVec(xInit)
	if mat64.Norm(ctx.X, math.Inf(1)) > 0 {
		// Residual = Ax
		sparse.MulMatVec(ctx.Residual, 1, false, a, ctx.X)
		stats.MatVecMultiplies++
	}
	// Residual = Ax - b
	ctx.Residual.SubVec(ctx.Residual, b)

	if mat64.Norm(ctx.Residual, 2) >= settings.Tolerance {
		err = iterate(method, a, b, settings, &ctx, &stats)
	}

	result = Result{
		X:       ctx.X,
		Stats:   stats,
		Runtime: time.Since(stats.StartTime),
	}
	return result, err
}

// Map produces a vector that is within the bounds of the
// rectangular manifold of toroidal space, given a vector
// that is on the torus but may be outside these bounds.
func (t Torus) Map(v *mat64.Vector) {
	x := v.At(0, 0)
	y := v.At(1, 0)

	remx := x
	right := t.W / 2
	if math.Abs(x) > right {
		remx = math.Mod(t.W, -x)
	}
	remy := y
	top := t.H / 2
	if math.Abs(y) > top {
		remy = math.Mod(t.H, -y)
	}

	v.SetVec(0, remx)
	v.SetVec(1, remy)
}

// StdDev predicts the standard deviation of the function at x.
func (g *GP) StdDev(x []float64) float64 {
	if len(x) != g.inputDim {
		panic(badInputLength)
	}
	// nu_* = k(x_*, k_*) - k_*^T * K^-1 * k_*
	n := len(g.outputs)
	kstar := mat64.NewVector(n, nil)
	for i := 0; i < n; i++ {
		v := g.kernel.Distance(g.inputs.RawRowView(i), x)
		kstar.SetVec(i, v)
	}
	self := g.kernel.Distance(x, x)
	var tmp mat64.Vector
	tmp.SolveCholeskyVec(g.cholK, kstar)
	var tmp2 mat64.Vector
	tmp2.MulVec(kstar.T(), &tmp)
	rt, ct := tmp2.Dims()
	if rt != 1 || ct != 1 {
		panic("bad size")
	}
	return math.Sqrt(self-tmp2.At(0, 0)) * g.std
}