Java SimpleSVD类代码示例

import org.ejml.simple.SimpleSVD; //导入依赖的package包/类
PCA(final INDArray X)
{
    this._X = X;
    this._N = _X.rows();
    this._P = _X.columns();

    SimpleSVD svd = svd(_X);

    this._LOADINGS = Nd4j.create(
      svd.getV()
         .transpose()
         .getMatrix().getData(),
      new int[]{_P, _P}, 'r');

    // add standard deviations
    this._SD = new ArrayList<>();
    final double sq = sqrt(_X.rows() - 1);
    for (int i = 0; i < _X.columns(); i++)
        _SD.add(svd.getW().get(i, i) / sq);

    this._SCORES = _X.mmul(_LOADINGS);
}
 

import org.ejml.simple.SimpleSVD; //导入依赖的package包/类
/**
 * Returns 2n+k sigma points starting with mean as the first point
 * 
 * @param mean
 * @param cov
 * @param no
 * @param k
 * @return
 */
private static List<SimpleMatrix> getSigmaPoints(SimpleMatrix mean, SimpleMatrix cov, int no, int k) {
	List<SimpleMatrix> resultVectors = new ArrayList<SimpleMatrix>();

	int n = cov.numRows();
	SimpleSVD<?> svd = cov.svd(true);
	SimpleMatrix U = svd.getU();
	SimpleMatrix S = svd.getW();

	S = U.mult(MatrixOps.elemSqrt(S)).scale(Math.sqrt(n + k));

	for (int i = 0; i < S.numCols(); i++) {
		SimpleMatrix columnVector = S.extractVector(false, i);
		SimpleMatrix negColumnVector = S.extractVector(false, i).scale(-1);
		resultVectors.add(columnVector.plus(mean));
		resultVectors.add(negColumnVector.plus(mean));
	}
	if (k != 0)
		resultVectors.add(mean);

	return resultVectors;
}
 

import org.ejml.simple.SimpleSVD; //导入依赖的package包/类
@Override
public List<Double> computeInputs(Cluster cluster) {
	List<Double> singularValues = new ArrayList<Double>(); 
    double[][] adjacencyValues = getAdjacencyValues(cluster);
    SimpleMatrix adjacencyMatrix = new SimpleMatrix(adjacencyValues);
    int numNodes = cluster.getNodes().size();
  	@SuppressWarnings("rawtypes")
	SimpleSVD svd = adjacencyMatrix.svd(); //this svd function guarantees ordering
    
    for (int i = 0; i < 3; i++) {
    	if (i < numNodes)
    		singularValues.add(svd.getSingleValue(i));
    	else
    		singularValues.add(0.0);
    }
    	
    return singularValues;
}
 

import org.ejml.simple.SimpleSVD; //导入依赖的package包/类
/**
 * Compute a singular value decompositon.
 *
 * @param X matrix that is going to be decomposed
 * @return returns the SVD matrices
 */
public static SimpleSVD svd(INDArray X)
{
    return new SimpleMatrix(
      X.rows(), X.columns(), true, X.data().asDouble())
      .svd(true);
}
 

import org.ejml.simple.SimpleSVD; //导入依赖的package包/类
private SimpleSVD svd(final INDArray X, final double[] sdevs)
{
    final double nsqrt = sqrt(_N);
    for (int i = 0; i < sdevs.length; i++)
    {
        X.getColumn(i).assign(X.getColumn(i).div(sdevs[i] * nsqrt));
    }
    return new SimpleMatrix(_N, _P, true, X.data().asDouble()).svd(true);
}
 

import org.ejml.simple.SimpleSVD; //导入依赖的package包/类
/**
 * Calculates the compact Singular Value Decomposition of a matrix. The
 * Singular Value Decomposition of matrix A is a set of three matrices: U, Σ
 * and V such that A = U × Σ × VT. Let A be a m × n matrix, then U is a m ×
 * p orthogonal matrix, Σ is a p × p diagonal matrix with positive or null
 * elements, V is a p × n orthogonal matrix (hence VT is also orthogonal)
 * where p=min(m,n).
 *
 * @param a Given matrix.
 * @return Result U/S/V arrays.
 */
public static Array[] svd_EJML(Array a) {
    int m = a.getShape()[0];
    int n = a.getShape()[1];
    int k = Math.min(m, n);
    double[][] aa = (double[][]) ArrayUtil.copyToNDJavaArray(a);
    SimpleMatrix M = new SimpleMatrix(aa);
    SimpleSVD svd = M.svd(false);
    Array Ua = Array.factory(DataType.DOUBLE, new int[]{m, m});
    Array Va = Array.factory(DataType.DOUBLE, new int[]{n, n});
    Array Sa = Array.factory(DataType.DOUBLE, new int[]{k});
    SimpleBase U = svd.getU();
    SimpleBase V = svd.getV();
    for (int i = 0; i < m; i++) {
        for (int j = 0; j < m; j++) {
            Ua.setDouble(i * m + j, U.get(i, j));
        }
    }
    for (int i = 0; i < n; i++) {
        for (int j = 0; j < n; j++) {
            Va.setDouble(j * n + i, V.get(i, j));
        }
    }
    for (int i = 0; i < k; i++) {
        //Sa.setDouble(i, sv[i]);
        Sa.setDouble(i, svd.getSingleValue(i));
    }

    return new Array[]{Ua, Sa, Va};
}
 

import org.ejml.simple.SimpleSVD; //导入依赖的package包/类
@SuppressWarnings("rawtypes")
	private SimpleMatrix whiten(SimpleMatrix x) {
		// get compact SVD (D matrix is min(m,n) square)
		SimpleSVD svd = x.svd(true);
		
		// K should only keep `num_components` columns if performing 
		// dimensionality reduction
		K = svd.getV().mult(svd.getW().invert())
				.extractMatrix(0, x.numCols(), 0, num_components);
//		K = K.scale(-1);  // sklearn returns this version for K; doesn't affect results
		
//		return x.mult(K).scale(Math.sqrt(m));  // sklearn scales the input
		return x.mult(K);
	}
 

import org.ejml.simple.SimpleSVD; //导入依赖的package包/类
/**
 * Splits a single component distribution into two components as described in the oKDE-paper.
 * @return a TwoComponentDistribution
 */
public TwoComponentDistribution split(double parentWeight){
	SimpleSVD<?> svd = mGlobalCovariance.svd(true);
	SimpleMatrix S = svd.getW();
	SimpleMatrix V = svd.getV();
	SimpleMatrix d = S.extractDiag();
	double max = MatrixOps.maxVectorElement(d);
	int maxIndex = MatrixOps.maxVectorElementIndex(d);
	int len = mGlobalCovariance.numRows();
	SimpleMatrix M = new SimpleMatrix(len,1);
	M.set(maxIndex, 0, 1.0d);
	SimpleMatrix dMean = V.mult(M).scale(0.5*Math.sqrt(max));
	SimpleMatrix meanSplit1 = mGlobalMean.plus(dMean);
	SimpleMatrix meanSplit2 = mGlobalMean.minus(dMean);
	
	SimpleMatrix dyadMean = mGlobalMean.mult(mGlobalMean.transpose());
	SimpleMatrix dyadMeanSplit1 = meanSplit1.mult(meanSplit1.transpose());
	SimpleMatrix dyadMeanSplit2 = meanSplit2.mult(meanSplit2.transpose());
	SimpleMatrix covSplit = mGlobalCovariance.plus(dyadMean).minus(dyadMeanSplit1.plus(dyadMeanSplit2).scale(0.5));
	
	SimpleMatrix[] means = {meanSplit1, meanSplit2};
	SimpleMatrix[] covariances = {covSplit, covSplit};
	double[] weights = {0.5, 0.5};
	TwoComponentDistribution splitDist = null;
	try {
		splitDist = new TwoComponentDistribution(weights, means, covariances, mBandwidthMatrix);
		splitDist.setGlobalWeight(parentWeight*mGlobalWeight);
		splitDist.setGlobalCovariance(mGlobalCovariance);
		splitDist.setGlobalMean(mGlobalMean);
	} catch (TooManyComponentsException e) {
		// cant be thrown
	}
	return splitDist;
}
 

import org.ejml.simple.SimpleSVD; //导入依赖的package包/类
private void fit(final int K)
{
    final INDArray vars = _X.var(0);
    INDArray F;
    INDArray psis = Nd4j.eye(_P);

    double loglik = Double.MIN_VALUE;
    double oldLoglik;

    int niter = 0;
    do
    {
        oldLoglik = loglik;
        final INDArray sqrt_psis = sqrtPsis(psis);

        INDArray X = _X.dup();
        SimpleSVD svd;
        double unexp = .0;
        INDArray s, V;

        // TODO: CHANGE TO OWN METHOD USING
        {
            svd = svd
              (X, sqrt_psis.data().asDouble());
            s = getSingularValues(svd.getW(), K);
            V = getRightSingularVectors(svd.getV(), K);
            unexp = unexplainedVariance(svd.getW(), K);
        }

        // update the likelihood
        loglik = proploglik(s, unexp, psis);
        // update the factor matrix and variances AFTERWARDS
        F = factorUpdate(s, V, sqrt_psis);
        psis = vcovUpdate(vars, F);
    }
    while (niter++ < _MAXIT && Math.abs(loglik - oldLoglik) > _THRESHOLD);

    // set the member variables to the computed values
    this._f = F;
    this._psi = psis;
}
 

import org.ejml.simple.SimpleSVD; //导入依赖的package包/类
/**
 * Replace this with a cross product if too slow..
 * @param in an M x N matrix whose rows span a subspace of R^N
 * @return an orthogonal basis for the subspace of R^N not spanned by in
 */
public static DenseMatrix64F remainderSubspace(DenseMatrix64F in){
	SimpleSVD<SimpleMatrix> svd = new SimpleSVD<SimpleMatrix>(in,false);
	SimpleMatrix nullspace = svd.nullSpace();
	return nullspace.getMatrix();
}
 

import org.ejml.simple.SimpleSVD; //导入依赖的package包/类
/**
 * <p>
 * Extracts the epipoles from an essential or fundamental matrix.  The epipoles are extracted
 * from the left and right null space of the provided matrix.  Note that the found epipoles are
 * in homogeneous coordinates.  If the epipole is at infinity then z=0
 * </p>
 *
 * <p>
 * Left: e<sub>2</sub><sup>T</sup>*F = 0 <br>
 * Right: F*e<sub>1</sub> = 0
 * </p>
 *
 * @param F Input: Fundamental or Essential 3x3 matrix.  Not modified.
 * @param e1 Output: Right epipole in homogeneous coordinates. Can be null. Modified.
 * @param e2 Output: Left epipole in homogeneous coordinates. Can be null. Modified.
 */
public static void extractEpipoles( DenseMatrix64F F , Point3D_F64 e1 , Point3D_F64 e2 ) {
	SimpleMatrix f = SimpleMatrix.wrap(F);
	SimpleSVD svd = f.svd();

	SimpleMatrix U = svd.getU();
	SimpleMatrix V = svd.getV();

	if( e2 != null )
		e2.set(U.get(0,2),U.get(1,2),U.get(2,2));
	if( e1 != null )
		e1.set(V.get(0,2),V.get(1,2),V.get(2,2));
}