Golang FloatMatrix.SetIndexesFromArray方法代码示例

/*
   Returns the Nesterov-Todd scaling W at points s and z, and stores the
   scaled variable in lmbda.

       W * z = W^{-T} * s = lmbda.

   W is a MatrixSet with entries:

   - W['dnl']: positive vector
   - W['dnli']: componentwise inverse of W['dnl']
   - W['d']: positive vector
   - W['di']: componentwise inverse of W['d']
   - W['v']: lists of 2nd order cone vectors with unit hyperbolic norms
   - W['beta']: list of positive numbers
   - W['r']: list of square matrices
   - W['rti']: list of square matrices.  rti[k] is the inverse transpose
     of r[k].

*/
func computeScaling(s, z, lmbda *matrix.FloatMatrix, dims *sets.DimensionSet, mnl int) (W *sets.FloatMatrixSet, err error) {
	/*DEBUGGED*/
	err = nil
	W = sets.NewFloatSet("dnl", "dnli", "d", "di", "v", "beta", "r", "rti")

	// For the nonlinear block:
	//
	//     W['dnl'] = sqrt( s[:mnl] ./ z[:mnl] )
	//     W['dnli'] = sqrt( z[:mnl] ./ s[:mnl] )
	//     lambda[:mnl] = sqrt( s[:mnl] .* z[:mnl] )

	var stmp, ztmp, lmd *matrix.FloatMatrix
	if mnl > 0 {
		stmp = matrix.FloatVector(s.FloatArray()[:mnl])
		ztmp = matrix.FloatVector(z.FloatArray()[:mnl])
		//dnl := stmp.Div(ztmp)
		//dnl.Apply(dnl, math.Sqrt)
		dnl := matrix.Sqrt(matrix.Div(stmp, ztmp))
		//dnli := dnl.Copy()
		//dnli.Apply(dnli, func(a float64)float64 { return 1.0/a })
		dnli := matrix.Inv(dnl)
		W.Set("dnl", dnl)
		W.Set("dnli", dnli)
		//lmd = stmp.Mul(ztmp)
		//lmd.Apply(lmd, math.Sqrt)
		lmd = matrix.Sqrt(matrix.Mul(stmp, ztmp))
		lmbda.SetIndexesFromArray(lmd.FloatArray(), matrix.MakeIndexSet(0, mnl, 1)...)
	} else {
		// set for empty matrices
		//W.Set("dnl", matrix.FloatZeros(0, 1))
		//W.Set("dnli", matrix.FloatZeros(0, 1))
		mnl = 0
	}

	// For the 'l' block:
	//
	//     W['d'] = sqrt( sk ./ zk )
	//     W['di'] = sqrt( zk ./ sk )
	//     lambdak = sqrt( sk .* zk )
	//
	// where sk and zk are the first dims['l'] entries of s and z.
	// lambda_k is stored in the first dims['l'] positions of lmbda.

	m := dims.At("l")[0]
	//td := s.FloatArray()
	stmp = matrix.FloatVector(s.FloatArray()[mnl : mnl+m])
	//zd := z.FloatArray()
	ztmp = matrix.FloatVector(z.FloatArray()[mnl : mnl+m])
	//fmt.Printf(".Sqrt()=\n%v\n", matrix.Div(stmp, ztmp).Sqrt().ToString("%.17f"))
	//d := stmp.Div(ztmp)
	//d.Apply(d, math.Sqrt)
	d := matrix.Div(stmp, ztmp).Sqrt()
	//di := d.Copy()
	//di.Apply(di, func(a float64)float64 { return 1.0/a })
	di := matrix.Inv(d)
	//fmt.Printf("d:\n%v\n", d)
	//fmt.Printf("di:\n%v\n", di)
	W.Set("d", d)
	W.Set("di", di)
	//lmd = stmp.Mul(ztmp)
	//lmd.Apply(lmd, math.Sqrt)
	lmd = matrix.Mul(stmp, ztmp).Sqrt()
	// lmd has indexes mnl:mnl+m and length of m
	lmbda.SetIndexesFromArray(lmd.FloatArray(), matrix.MakeIndexSet(mnl, mnl+m, 1)...)
	//fmt.Printf("after l:\n%v\n", lmbda)

	/*
	   For the 'q' blocks, compute lists 'v', 'beta'.

	   The vector v[k] has unit hyperbolic norm:

	       (sqrt( v[k]' * J * v[k] ) = 1 with J = [1, 0; 0, -I]).

	   beta[k] is a positive scalar.

	   The hyperbolic Householder matrix H = 2*v[k]*v[k]' - J
	   defined by v[k] satisfies

	       (beta[k] * H) * zk  = (beta[k] * H) \ sk = lambda_k

	   where sk = s[indq[k]:indq[k+1]], zk = z[indq[k]:indq[k+1]].
//.........这里部分代码省略.........

func updateScaling(W *sets.FloatMatrixSet, lmbda, s, z *matrix.FloatMatrix) (err error) {
	err = nil
	var stmp, ztmp *matrix.FloatMatrix
	/*
	   Nonlinear and 'l' blocks

	      d :=  d .* sqrt( s ./ z )
	      lmbda := lmbda .* sqrt(s) .* sqrt(z)
	*/
	mnl := 0
	dnlset := W.At("dnl")
	dnliset := W.At("dnli")
	dset := W.At("d")
	diset := W.At("di")
	beta := W.At("beta")[0]
	if dnlset != nil && dnlset[0].NumElements() > 0 {
		mnl = dnlset[0].NumElements()
	}
	ml := dset[0].NumElements()
	m := mnl + ml
	//fmt.Printf("ml=%d, mnl=%d, m=%d'n", ml, mnl, m)

	stmp = matrix.FloatVector(s.FloatArray()[:m])
	stmp.Apply(math.Sqrt)
	s.SetIndexesFromArray(stmp.FloatArray(), matrix.MakeIndexSet(0, m, 1)...)

	ztmp = matrix.FloatVector(z.FloatArray()[:m])
	ztmp.Apply(math.Sqrt)
	z.SetIndexesFromArray(ztmp.FloatArray(), matrix.MakeIndexSet(0, m, 1)...)

	// d := d .* s .* z
	if len(dnlset) > 0 {
		blas.TbmvFloat(s, dnlset[0], &la_.IOpt{"n", mnl}, &la_.IOpt{"k", 0}, &la_.IOpt{"lda", 1})
		blas.TbsvFloat(z, dnlset[0], &la_.IOpt{"n", mnl}, &la_.IOpt{"k", 0}, &la_.IOpt{"lda", 1})
		//dnliset[0].Apply(dnlset[0], func(a float64)float64 { return 1.0/a})
		//--dnliset[0] = matrix.Inv(dnlset[0])
		matrix.Set(dnliset[0], dnlset[0])
		dnliset[0].Inv()
	}
	blas.TbmvFloat(s, dset[0], &la_.IOpt{"n", ml},
		&la_.IOpt{"k", 0}, &la_.IOpt{"lda", 1}, &la_.IOpt{"offseta", mnl})
	blas.TbsvFloat(z, dset[0], &la_.IOpt{"n", ml},
		&la_.IOpt{"k", 0}, &la_.IOpt{"lda", 1}, &la_.IOpt{"offseta", mnl})
	//diset[0].Apply(dset[0], func(a float64)float64 { return 1.0/a})
	//--diset[0] = matrix.Inv(dset[0])
	matrix.Set(diset[0], dset[0])
	diset[0].Inv()

	// lmbda := s .* z
	blas.CopyFloat(s, lmbda, &la_.IOpt{"n", m})
	blas.TbmvFloat(z, lmbda, &la_.IOpt{"n", m}, &la_.IOpt{"k", 0}, &la_.IOpt{"lda", 1})

	// 'q' blocks.
	// Let st and zt be the new variables in the old scaling:
	//
	//     st = s_k,   zt = z_k
	//
	// and a = sqrt(st' * J * st),  b = sqrt(zt' * J * zt).
	//
	// 1. Compute the hyperbolic Householder transformation 2*q*q' - J
	//    that maps st/a to zt/b.
	//
	//        c = sqrt( (1 + st'*zt/(a*b)) / 2 )
	//        q = (st/a + J*zt/b) / (2*c).
	//
	//    The new scaling point is
	//
	//        wk := betak * sqrt(a/b) * (2*v[k]*v[k]' - J) * q
	//
	//    with betak = W['beta'][k].
	//
	// 3. The scaled variable:
	//
	//        lambda_k0 = sqrt(a*b) * c
	//        lambda_k1 = sqrt(a*b) * ( (2vk*vk' - J) * (-d*q + u/2) )_1
	//
	//    where
	//
	//        u = st/a - J*zt/b
	//        d = ( vk0 * (vk'*u) + u0/2 ) / (2*vk0 *(vk'*q) - q0 + 1).
	//
	// 4. Update scaling
	//
	//        v[k] := wk^1/2
	//              = 1 / sqrt(2*(wk0 + 1)) * (wk + e).
	//        beta[k] *=  sqrt(a/b)

	ind := m
	for k, v := range W.At("v") {
		m = v.NumElements()

		// ln = sqrt( lambda_k' * J * lambda_k ) !! NOT USED!!
		jnrm2(lmbda, m, ind) // ?? NOT USED ??

		// a = sqrt( sk' * J * sk ) = sqrt( st' * J * st )
		// s := s / a = st / a
		aa := jnrm2(s, m, ind)
		blas.ScalFloat(s, 1.0/aa, &la_.IOpt{"n", m}, &la_.IOpt{"offset", ind})

		// b = sqrt( zk' * J * zk ) = sqrt( zt' * J * zt )
//.........这里部分代码省略.........