//===========================================================================
/*!
*
*
* \brief Precomputed version of a matrix for quadratic programming
*
*
* \par
*
*
*
* \author T. Glasmachers
* \date 2007-2012
*
*
* \par Copyright 1995-2017 Shark Development Team
*
*
* This file is part of Shark.
*
*
* Shark is free software: you can redistribute it and/or modify
* it under the terms of the GNU Lesser General Public License as published
* by the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* Shark is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public License
* along with Shark. If not, see .
*
*/
//===========================================================================
#ifndef SHARK_LINALG_PRECOMPUTEDMATRIX_H
#define SHARK_LINALG_PRECOMPUTEDMATRIX_H
#include
#include
#include
#include
namespace shark {
///
/// \brief Precomputed version of a matrix for quadratic programming
///
/// \par
/// The PrecomputedMatrix class computes all pairs of kernel
/// evaluations in its constructor and stores them im memory.
/// This proceeding is only viable if the number of examples
/// does not exceed, say, about 10000. In this case the memory
/// demand is already \f$ 4 \cdot 10000^2 \approx 400\text{MB} \f$,
/// growing quadratically.
///
/// \par
/// Use of this class may be beneficial for certain model
/// selection strategies, in particular if the kernel is
/// fixed and the regularization parameter is varied.
///
/// \par
/// Use of this class may, in certain situations, even mean a
/// loss is speed, compared to CachedMatrix. This is the case
/// in particular if the solution of the quadratic program is
/// sparse, in which case most entries of the matrix do not
/// need to be computed at all, and the problem is "simple"
/// enough such that the solver's shrinking heuristic is not
/// mislead.
///
template
class PrecomputedMatrix
{
public:
typedef typename Matrix::QpFloatType QpFloatType;
/// Constructor
/// \param base matrix to be precomputed
PrecomputedMatrix(Matrix* base)
: matrix(base->size(), base->size())
{
base->matrix(matrix);
}
/// \brief Computes the i-th row of the kernel matrix.
///
///The entries start,...,end of the i-th row are computed and stored in storage.
///There must be enough room for this operation preallocated.
void row(std::size_t k, std::size_t start,std::size_t end, QpFloatType* storage) const{
for(std::size_t j = start; j < end; j++){
storage[j-start] = matrix(k, j);
}
}
/// \brief Return a subset of a matrix row
///
/// \par
/// This method returns an array with at least
/// the entries in the interval [begin, end[ filled in.
///
/// \param k matrix row
/// \param begin first column to be filled in
/// \param end last column to be filled in +1
QpFloatType* row(std::size_t k, std::size_t begin, std::size_t end)
{
return &matrix(k, begin);
}
/// return a single matrix entry
QpFloatType operator () (std::size_t i, std::size_t j) const
{ return entry(i, j); }
/// return a single matrix entry
QpFloatType entry(std::size_t i, std::size_t j) const
{
return matrix(i, j);
}
/// swap two variables
void flipColumnsAndRows(std::size_t i, std::size_t j)
{
matrix.swap_rows(i, j);
matrix.swap_columns(i, j);
}
/// return the size of the quadratic matrix
std::size_t size() const
{ return matrix.size2(); }
/// for compatibility with CachedMatrix
std::size_t getMaxCacheSize()
{ return matrix.size1() * matrix.size2(); }
/// for compatibility with CachedMatrix
std::size_t getCacheSize() const
{ return getMaxCacheSize(); }
/// for compatibility with CachedMatrix
std::size_t getCacheRowSize(std::size_t k) const
{ return matrix.size2(); }
/// for compatibility with CachedMatrix
bool isCached(std::size_t){
return true;
}
/// for compatibility with CachedMatrix
void setMaxCachedIndex(std::size_t n){}
/// for compatibility with CachedMatrix
void clear()
{ }
protected:
/// container for precomputed values
blas::matrix matrix;
};
}
#endif