Precomputed version of a matrix for quadratic programming. More...

#include <shark/LinAlg/PrecomputedMatrix.h>

Public Types
typedef Matrix::QpFloatType	QpFloatType

Public Member Functions
	PrecomputedMatrix (Matrix *base)

void	row (std::size_t k, std::size_t start, std::size_t end, QpFloatType *storage) const
	Computes the i-th row of the kernel matrix. More...

QpFloatType *	row (std::size_t k, std::size_t begin, std::size_t end)
	Return a subset of a matrix row. More...

QpFloatType	operator() (std::size_t i, std::size_t j) const
	return a single matrix entry More...

QpFloatType	entry (std::size_t i, std::size_t j) const
	return a single matrix entry More...

void	flipColumnsAndRows (std::size_t i, std::size_t j)
	swap two variables More...

std::size_t	size () const
	return the size of the quadratic matrix More...

std::size_t	getMaxCacheSize ()
	for compatibility with CachedMatrix More...

std::size_t	getCacheSize () const
	for compatibility with CachedMatrix More...

std::size_t	getCacheRowSize (std::size_t k) const
	for compatibility with CachedMatrix More...

bool	isCached (std::size_t)
	for compatibility with CachedMatrix More...

void	setMaxCachedIndex (std::size_t n)
	for compatibility with CachedMatrix More...

void	clear ()
	for compatibility with CachedMatrix More...

Protected Attributes
blas::matrix< QpFloatType >	matrix
	container for precomputed values More...

Detailed Description

template<class Matrix>
class shark::PrecomputedMatrix< Matrix >

Precomputed version of a matrix for quadratic programming.

: 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 \( 4 \cdot 10000^2 \approx 400\text{MB} \), growing quadratically.

: 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.

: 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.

Definition at line 77 of file PrecomputedMatrix.h.

Member Typedef Documentation

◆ QpFloatType

template<class Matrix>

typedef Matrix::QpFloatType shark::PrecomputedMatrix< Matrix >::QpFloatType

Definition at line 80 of file PrecomputedMatrix.h.

Constructor & Destructor Documentation

◆ PrecomputedMatrix()

template<class Matrix>

shark::PrecomputedMatrix< Matrix >::PrecomputedMatrix ( Matrix * base )

inline

Constructor

Parameters

base	matrix to be precomputed

Definition at line 84 of file PrecomputedMatrix.h.

References shark::PrecomputedMatrix< Matrix >::matrix.

Member Function Documentation

◆ clear()

template<class Matrix>

void shark::PrecomputedMatrix< Matrix >::clear ( )

inline

for compatibility with CachedMatrix

Definition at line 156 of file PrecomputedMatrix.h.

◆ entry()

template<class Matrix>

QpFloatType shark::PrecomputedMatrix< Matrix >::entry	(	std::size_t	i,
		std::size_t	j
	)		const

inline

return a single matrix entry

Definition at line 120 of file PrecomputedMatrix.h.

References shark::PrecomputedMatrix< Matrix >::matrix.

Referenced by shark::PrecomputedMatrix< Matrix >::operator()().

◆ flipColumnsAndRows()

template<class Matrix>

void shark::PrecomputedMatrix< Matrix >::flipColumnsAndRows	(	std::size_t	i,
		std::size_t	j
	)

inline

swap two variables

Definition at line 126 of file PrecomputedMatrix.h.

References shark::PrecomputedMatrix< Matrix >::matrix.

◆ getCacheRowSize()

template<class Matrix>

std::size_t shark::PrecomputedMatrix< Matrix >::getCacheRowSize ( std::size_t k ) const

inline

for compatibility with CachedMatrix

Definition at line 145 of file PrecomputedMatrix.h.

References shark::PrecomputedMatrix< Matrix >::matrix.

◆ getCacheSize()

template<class Matrix>

std::size_t shark::PrecomputedMatrix< Matrix >::getCacheSize ( ) const

inline

for compatibility with CachedMatrix

Definition at line 141 of file PrecomputedMatrix.h.

References shark::PrecomputedMatrix< Matrix >::getMaxCacheSize().

◆ getMaxCacheSize()

template<class Matrix>

std::size_t shark::PrecomputedMatrix< Matrix >::getMaxCacheSize ( )

inline

for compatibility with CachedMatrix

Definition at line 137 of file PrecomputedMatrix.h.

References shark::PrecomputedMatrix< Matrix >::matrix.

Referenced by shark::PrecomputedMatrix< Matrix >::getCacheSize().

◆ isCached()

template<class Matrix>

bool shark::PrecomputedMatrix< Matrix >::isCached ( std::size_t )

inline

for compatibility with CachedMatrix

Definition at line 149 of file PrecomputedMatrix.h.

◆ operator()()

template<class Matrix>

QpFloatType shark::PrecomputedMatrix< Matrix >::operator()	(	std::size_t	i,
		std::size_t	j
	)		const

inline

return a single matrix entry

Definition at line 116 of file PrecomputedMatrix.h.

References shark::PrecomputedMatrix< Matrix >::entry().

◆ row() [1/2]

template<class Matrix>

void shark::PrecomputedMatrix< Matrix >::row	(	std::size_t	k,
		std::size_t	start,
		std::size_t	end,
		QpFloatType *	storage
	)		const

inline

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.

Definition at line 94 of file PrecomputedMatrix.h.

References shark::PrecomputedMatrix< Matrix >::matrix.

◆ row() [2/2]

template<class Matrix>

QpFloatType* shark::PrecomputedMatrix< Matrix >::row	(	std::size_t	k,
		std::size_t	begin,
		std::size_t	end
	)

inline

Return a subset of a matrix row.

: This method returns an array with at least the entries in the interval [begin, end[ filled in.

Parameters

k	matrix row
begin	first column to be filled in
end	last column to be filled in +1

Definition at line 110 of file PrecomputedMatrix.h.

References shark::PrecomputedMatrix< Matrix >::matrix.

◆ setMaxCachedIndex()

template<class Matrix>

void shark::PrecomputedMatrix< Matrix >::setMaxCachedIndex ( std::size_t n )

inline

for compatibility with CachedMatrix

Definition at line 153 of file PrecomputedMatrix.h.

◆ size()

template<class Matrix>

std::size_t shark::PrecomputedMatrix< Matrix >::size ( ) const

inline

return the size of the quadratic matrix

Definition at line 133 of file PrecomputedMatrix.h.

References shark::PrecomputedMatrix< Matrix >::matrix.

Member Data Documentation

◆ matrix

template<class Matrix>

blas::matrix<QpFloatType> shark::PrecomputedMatrix< Matrix >::matrix

protected

container for precomputed values

Definition at line 161 of file PrecomputedMatrix.h.

Referenced by shark::PrecomputedMatrix< Matrix >::entry(), shark::PrecomputedMatrix< Matrix >::flipColumnsAndRows(), shark::PrecomputedMatrix< Matrix >::getCacheRowSize(), shark::PrecomputedMatrix< Matrix >::getMaxCacheSize(), shark::PrecomputedMatrix< Matrix >::PrecomputedMatrix(), shark::PrecomputedMatrix< Matrix >::row(), and shark::PrecomputedMatrix< Matrix >::size().

The documentation for this class was generated from the following file:

include/shark/LinAlg/PrecomputedMatrix.h

Public Types

Public Member Functions

Protected Attributes

Detailed Description

template<class Matrix> class shark::PrecomputedMatrix< Matrix >

Member Typedef Documentation

◆ QpFloatType

Constructor & Destructor Documentation

◆ PrecomputedMatrix()

Member Function Documentation

◆ clear()

◆ entry()

◆ flipColumnsAndRows()

◆ getCacheRowSize()

◆ getCacheSize()

◆ getMaxCacheSize()

◆ isCached()

◆ operator()()

◆ row() [1/2]

◆ row() [2/2]

◆ setMaxCachedIndex()

◆ size()

Member Data Documentation

◆ matrix

template<class Matrix>
class shark::PrecomputedMatrix< Matrix >