Java Array2DRowRealMatrix.setEntry方法代碼示例

import org.apache.commons.math3.linear.Array2DRowRealMatrix; //導入方法依賴的package包/類
@Override
public PriorProbability computePriorProbability() {
    List<String> groupNames = new ArrayList<>(table.getGroupsNames());
    int groupCount = groupNames.size();

    allMaskValues = new ArrayList<>(table.getTable().keySet());

    this.observedFrequencies = new ArrayRealVector(allMaskValues.size());
    for (int i = 0; i < allMaskValues.size(); i++) {
        BigDecimal maskFrequency = maskToFrequency.get(allMaskValues.get(i));
        if (maskFrequency == null) maskFrequency = BigDecimal.ZERO;
        this.observedFrequencies.setEntry(i, maskFrequency.doubleValue());
    }

    observedFrequencies = normalizeVector(observedFrequencies);
    // TODO normalize

    maskProbabilitiesForSources = new Array2DRowRealMatrix(allMaskValues.size(), groupCount);

    for (int i = 0; i < allMaskValues.size(); i++) {
        ClassificationRow row = table.getTable().get(allMaskValues.get(i));
        // TODO NO row.normalize();

        for (String groupName : table.getGroupsNames()) {
            int groupIndex = groupNames.indexOf(groupName);
            BigDecimal maskGroupProbability = row.getValues().get(groupName);
            if (maskGroupProbability == null) {
                // impossible mask
                maskGroupProbability = BigDecimal.ZERO;
            }
            maskProbabilitiesForSources.setEntry(i, groupIndex, maskGroupProbability.doubleValue());
        }
    }

    double[] startingPoints = new double[groupCount];
    for (int i = 0; i < groupCount; i++) startingPoints[i] = 1d / groupCount;

    double[] targetDistances = new double[allMaskValues.size()];
    for (int i = 0; i < allMaskValues.size(); i++) targetDistances[i] = 0d;

    LeastSquaresProblem problem = new LeastSquaresBuilder()
            .start(startingPoints)
            .model(distanceToRealDataset)
            .target(targetDistances)
            .parameterValidator(LeastSquaresFitPriorProbabilityEstimator::zeroNegativeElements)//realVector -> normalizeVector(positifyVector(realVector)))//LeastSquaresFitPriorProbabilityEstimator::normalizeVector)
            .maxEvaluations(10000)
            .maxIterations(10000)
            .build();

    LeastSquaresOptimizer optimizer = new LevenbergMarquardtOptimizer().
            withCostRelativeTolerance(1.0e-12).
            withParameterRelativeTolerance(1.0e-12);

    //optimizer = new GaussNewtonOptimizer();//.withDecomposition(GaussNewtonOptimizer.Decomposition.QR);

    LeastSquaresOptimizer.Optimum optimum = optimizer.optimize(problem);

    if (optimum.getPoint().getDimension() != groupCount) {
        throw new IllegalStateException("Incorrect solution size");
    }

    //System.out.println(optimum.getResiduals());
    System.out.println(optimum.getPoint());

    PriorProbability priorProbability = new PriorProbability();
    for (int i = 0; i < groupCount; i++) {
        priorProbability.put(groupNames.get(i), BigDecimal.valueOf(optimum.getPoint().getEntry(i)));
    }
    return priorProbability;
}
 

import org.apache.commons.math3.linear.Array2DRowRealMatrix; //導入方法依賴的package包/類
/** Initialize the high order scaled derivatives at step start.
 * @param h step size to use for scaling
 * @param t first steps times
 * @param y first steps states
 * @param yDot first steps derivatives
 * @return Nordieck vector at start of first step (h<sup>2</sup>/2 y''<sub>n</sub>,
 * h<sup>3</sup>/6 y'''<sub>n</sub> ... h<sup>k</sup>/k! y<sup>(k)</sup><sub>n</sub>)
 */

public Array2DRowRealMatrix initializeHighOrderDerivatives(final double h, final double[] t,
                                                           final double[][] y,
                                                           final double[][] yDot) {

    // using Taylor series with di = ti - t0, we get:
    //  y(ti)  - y(t0)  - di y'(t0) =   di^2 / h^2 s2 + ... +   di^k     / h^k sk + O(h^k)
    //  y'(ti) - y'(t0)             = 2 di   / h^2 s2 + ... + k di^(k-1) / h^k sk + O(h^(k-1))
    // we write these relations for i = 1 to i= 1+n/2 as a set of n + 2 linear
    // equations depending on the Nordsieck vector [s2 ... sk rk], so s2 to sk correspond
    // to the appropriately truncated Taylor expansion, and rk is the Taylor remainder.
    // The goal is to have s2 to sk as accurate as possible considering the fact the sum is
    // truncated and we don't want the error terms to be included in s2 ... sk, so we need
    // to solve also for the remainder
    final double[][] a     = new double[c1.length + 1][c1.length + 1];
    final double[][] b     = new double[c1.length + 1][y[0].length];
    final double[]   y0    = y[0];
    final double[]   yDot0 = yDot[0];
    for (int i = 1; i < y.length; ++i) {

        final double di    = t[i] - t[0];
        final double ratio = di / h;
        double dikM1Ohk    =  1 / h;

        // linear coefficients of equations
        // y(ti) - y(t0) - di y'(t0) and y'(ti) - y'(t0)
        final double[] aI    = a[2 * i - 2];
        final double[] aDotI = (2 * i - 1) < a.length ? a[2 * i - 1] : null;
        for (int j = 0; j < aI.length; ++j) {
            dikM1Ohk *= ratio;
            aI[j]     = di      * dikM1Ohk;
            if (aDotI != null) {
                aDotI[j]  = (j + 2) * dikM1Ohk;
            }
        }

        // expected value of the previous equations
        final double[] yI    = y[i];
        final double[] yDotI = yDot[i];
        final double[] bI    = b[2 * i - 2];
        final double[] bDotI = (2 * i - 1) < b.length ? b[2 * i - 1] : null;
        for (int j = 0; j < yI.length; ++j) {
            bI[j]    = yI[j] - y0[j] - di * yDot0[j];
            if (bDotI != null) {
                bDotI[j] = yDotI[j] - yDot0[j];
            }
        }

    }

    // solve the linear system to get the best estimate of the Nordsieck vector [s2 ... sk],
    // with the additional terms s(k+1) and c grabbing the parts after the truncated Taylor expansion
    final QRDecomposition decomposition = new QRDecomposition(new Array2DRowRealMatrix(a, false));
    final RealMatrix x = decomposition.getSolver().solve(new Array2DRowRealMatrix(b, false));

    // extract just the Nordsieck vector [s2 ... sk]
    final Array2DRowRealMatrix truncatedX = new Array2DRowRealMatrix(x.getRowDimension() - 1, x.getColumnDimension());
    for (int i = 0; i < truncatedX.getRowDimension(); ++i) {
        for (int j = 0; j < truncatedX.getColumnDimension(); ++j) {
            truncatedX.setEntry(i, j, x.getEntry(i, j));
        }
    }
    return truncatedX;

}
 

import org.apache.commons.math3.linear.Array2DRowRealMatrix; //導入方法依賴的package包/類
/**
 * Create the tableau by itself.
 * @param maximize if true, goal is to maximize the objective function
 * @return created tableau
 */
protected RealMatrix createTableau(final boolean maximize) {

    // create a matrix of the correct size
    int width = numDecisionVariables + numSlackVariables +
    numArtificialVariables + getNumObjectiveFunctions() + 1; // + 1 is for RHS
    int height = constraints.size() + getNumObjectiveFunctions();
    Array2DRowRealMatrix matrix = new Array2DRowRealMatrix(height, width);

    // initialize the objective function rows
    if (getNumObjectiveFunctions() == 2) {
        matrix.setEntry(0, 0, -1);
    }
    int zIndex = (getNumObjectiveFunctions() == 1) ? 0 : 1;
    matrix.setEntry(zIndex, zIndex, maximize ? 1 : -1);
    RealVector objectiveCoefficients =
        maximize ? f.getCoefficients().mapMultiply(-1) : f.getCoefficients();
    copyArray(objectiveCoefficients.toArray(), matrix.getDataRef()[zIndex]);
    matrix.setEntry(zIndex, width - 1,
        maximize ? f.getConstantTerm() : -1 * f.getConstantTerm());

    if (!restrictToNonNegative) {
        matrix.setEntry(zIndex, getSlackVariableOffset() - 1,
            getInvertedCoefficientSum(objectiveCoefficients));
    }

    // initialize the constraint rows
    int slackVar = 0;
    int artificialVar = 0;
    for (int i = 0; i < constraints.size(); i++) {
        LinearConstraint constraint = constraints.get(i);
        int row = getNumObjectiveFunctions() + i;

        // decision variable coefficients
        copyArray(constraint.getCoefficients().toArray(), matrix.getDataRef()[row]);

        // x-
        if (!restrictToNonNegative) {
            matrix.setEntry(row, getSlackVariableOffset() - 1,
                getInvertedCoefficientSum(constraint.getCoefficients()));
        }

        // RHS
        matrix.setEntry(row, width - 1, constraint.getValue());

        // slack variables
        if (constraint.getRelationship() == Relationship.LEQ) {
            matrix.setEntry(row, getSlackVariableOffset() + slackVar++, 1);  // slack
        } else if (constraint.getRelationship() == Relationship.GEQ) {
            matrix.setEntry(row, getSlackVariableOffset() + slackVar++, -1); // excess
        }

        // artificial variables
        if ((constraint.getRelationship() == Relationship.EQ) ||
                (constraint.getRelationship() == Relationship.GEQ)) {
            matrix.setEntry(0, getArtificialVariableOffset() + artificialVar, 1);
            matrix.setEntry(row, getArtificialVariableOffset() + artificialVar++, 1);
            matrix.setRowVector(0, matrix.getRowVector(0).subtract(matrix.getRowVector(row)));
        }
    }

    return matrix;
}
 

import org.apache.commons.math3.linear.Array2DRowRealMatrix; //導入方法依賴的package包/類
/**
 * Create the tableau by itself.
 * @param maximize if true, goal is to maximize the objective function
 * @return created tableau
 */
protected Array2DRowRealMatrix createTableau(final boolean maximize) {

    // create a matrix of the correct size
    int width = numDecisionVariables + numSlackVariables +
    numArtificialVariables + getNumObjectiveFunctions() + 1; // + 1 is for RHS
    int height = constraints.size() + getNumObjectiveFunctions();
    Array2DRowRealMatrix matrix = new Array2DRowRealMatrix(height, width);

    // initialize the objective function rows
    if (getNumObjectiveFunctions() == 2) {
        matrix.setEntry(0, 0, -1);
    }

    int zIndex = (getNumObjectiveFunctions() == 1) ? 0 : 1;
    matrix.setEntry(zIndex, zIndex, maximize ? 1 : -1);
    RealVector objectiveCoefficients = maximize ? f.getCoefficients().mapMultiply(-1) : f.getCoefficients();
    copyArray(objectiveCoefficients.toArray(), matrix.getDataRef()[zIndex]);
    matrix.setEntry(zIndex, width - 1, maximize ? f.getConstantTerm() : -1 * f.getConstantTerm());

    if (!restrictToNonNegative) {
        matrix.setEntry(zIndex, getSlackVariableOffset() - 1,
                        getInvertedCoefficientSum(objectiveCoefficients));
    }

    // initialize the constraint rows
    int slackVar = 0;
    int artificialVar = 0;
    for (int i = 0; i < constraints.size(); i++) {
        LinearConstraint constraint = constraints.get(i);
        int row = getNumObjectiveFunctions() + i;

        // decision variable coefficients
        copyArray(constraint.getCoefficients().toArray(), matrix.getDataRef()[row]);

        // x-
        if (!restrictToNonNegative) {
            matrix.setEntry(row, getSlackVariableOffset() - 1,
                            getInvertedCoefficientSum(constraint.getCoefficients()));
        }

        // RHS
        matrix.setEntry(row, width - 1, constraint.getValue());

        // slack variables
        if (constraint.getRelationship() == Relationship.LEQ) {
            matrix.setEntry(row, getSlackVariableOffset() + slackVar++, 1);  // slack
        } else if (constraint.getRelationship() == Relationship.GEQ) {
            matrix.setEntry(row, getSlackVariableOffset() + slackVar++, -1); // excess
        }

        // artificial variables
        if ((constraint.getRelationship() == Relationship.EQ) ||
            (constraint.getRelationship() == Relationship.GEQ)) {
            matrix.setEntry(0, getArtificialVariableOffset() + artificialVar, 1);
            matrix.setEntry(row, getArtificialVariableOffset() + artificialVar++, 1);
            matrix.setRowVector(0, matrix.getRowVector(0).subtract(matrix.getRowVector(row)));
        }
    }

    return matrix;
}