//===========================================================================
/*!
*
*
* \brief Kernel Gram matrix with modified diagonal
*
*
* \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_REGULARIZEDKERNELMATRIX_H
#define SHARK_LINALG_REGULARIZEDKERNELMATRIX_H
#include
#include
#include
#include
namespace shark {
///
/// \brief Kernel Gram matrix with modified diagonal
///
/// \par
/// Regularized version of KernelMatrix. The regularization
/// is achieved by adding a vector to the matrix diagonal.
/// In particular, this is useful for support vector machines
/// with 2-norm penalty term.
///
template
class RegularizedKernelMatrix
{
private:
typedef KernelMatrix Matrix;
public:
typedef typename Matrix::QpFloatType QpFloatType;
/// Constructor
/// \param kernelfunction kernel function
/// \param data data to evaluate the kernel function
/// \param diagModification vector d of diagonal modifiers
RegularizedKernelMatrix(
AbstractKernelFunction const& kernelfunction,
Data const& data,
const RealVector& diagModification
):m_matrix(kernelfunction,data), m_diagMod(diagModification){
SIZE_CHECK(size() == diagModification.size());
}
/// 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
{
QpFloatType ret = m_matrix(i,j);
if (i == j) ret += (QpFloatType)m_diagMod(i);
return ret;
}
/// \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{
m_matrix.row(k,start,end,storage);
//apply regularization
if(k >= start && k < end){
storage[k-start] += (QpFloatType)m_diagMod(k);
}
}
/// \brief Computes the kernel-matrix
template
void matrix(
blas::matrix_expression & storage
) const{
m_matrix.matrix(storage);
for(std::size_t k = 0; k != size(); ++k){
storage()(k,k) += (QpFloatType)m_diagMod(k);
}
}
/// swap two variables
void flipColumnsAndRows(std::size_t i, std::size_t j){
m_matrix.flipColumnsAndRows(i,j);
std::swap(m_diagMod(i),m_diagMod(j));
}
/// return the size of the quadratic matrix
std::size_t size() const
{ return m_matrix.size(); }
/// query the kernel access counter
unsigned long long getAccessCount() const
{ return m_matrix.getAccessCount(); }
/// reset the kernel access counter
void resetAccessCount()
{ m_matrix.resetAccessCount(); }
protected:
Matrix m_matrix;
RealVector m_diagMod;
};
}
#endif