shark_globals

Several mathematical, linear-algebra, or other functions within Shark are not part of any particular class. They are collected here in the doxygen group "shark_globals". More...

Namespaces

namespace  shark
 AbstractSingleObjectiveOptimizer.
 

Macros

#define SHARK_LINALG_EIGENSORT_INL
 Inline implementation of eigenvalue/-vector sorting. More...
 

Functions

template<class T >
shark::maxExpInput ()
 Maximum allowed input value for exp. More...
 
template<class T >
shark::minExpInput ()
 Minimum value for exp(x) allowed so that it is not 0. More...
 
template<class T >
boost::enable_if
< boost::is_arithmetic< T >, T >
::type 
shark::sqr (const T &x)
 Calculates x^2. More...
 
template<class T >
shark::cube (const T &x)
 Calculates x^3. More...
 
template<class T >
boost::enable_if
< boost::is_arithmetic< T >, T >
::type 
shark::sigmoid (T x)
 Logistic function/logistic function. More...
 
template<class T >
shark::safeExp (T x)
 Thresholded exp function, over- and underflow safe. More...
 
template<class T >
shark::safeLog (T x)
 Thresholded log function, over- and underflow safe. More...
 
template<class T >
boost::enable_if
< boost::is_arithmetic< T >, T >
::type 
shark::softPlus (T x)
 Numerically stable version of the function log(1+exp(x)). More...
 
template<class T >
shark::copySign (T x, T y)
 

Variables

static const double shark::SQRT_2_PI = boost::math::constants::root_two_pi<double>()
 Constant for sqrt( 2 * pi ). More...
 
enum  shark::LabelPosition { shark::FIRST_COLUMN, shark::LAST_COLUMN }
 Position of the label in a CSV file. More...
 
template<typename Type >
void shark::import_csv (Data< Type > &data, std::string fn, std::string separator=",", std::string comment="", std::size_t batchSize=Data< Type >::DefaultBatchSize)
 Import unlabeled data from a character-separated value file. More...
 
template<typename Type >
void shark::export_csv (Data< Type > const &set, std::string fn, std::string separator=",", bool sci=true, unsigned int width=0)
 Format unlabeled data into a character-separated value file. More...
 
template<typename InputType , typename LabelType >
void shark::import_csv (LabeledData< InputType, LabelType > &dataset, std::string fn, LabelPosition lp, std::string separator=",", std::string comment="", bool allowMissingClasses=false, std::map< LabelType, LabelType > const *labelmap=NULL, std::size_t batchSize=LabeledData< InputType, LabelType >::DefaultBatchSize)
 Import labeled data from a character-separated value file. More...
 
void shark::import_csv (LabeledData< RealVector, RealVector > &dataset, std::string fn, LabelPosition lp, std::string separator=",", std::string comment="", std::size_t numberOfOutputs=1)
 Import regression data from a character-separated value file. More...
 
template<typename InputType , typename LabelType >
void shark::export_csv (LabeledData< InputType, LabelType > const &dataset, std::string fn, LabelPosition lp, std::string separator=",", bool sci=true, unsigned int width=0)
 Format labeled data into a character-separated value file. More...
 
template<typename InputType >
void shark::string2data (Data< InputType > &data, const std::string &dataInString, std::size_t batchSize=Data< InputType >::DefaultBatchSize)
 Construct Shark data from a string. More...
 
template<typename InputType , typename LabelType >
void shark::string2data (LabeledData< InputType, LabelType > &dataset, const std::string &dataInString, LabelPosition labelPosition=LAST_COLUMN, bool allowMissingFeatures=false, bool allowMissingClasses=false, std::map< LabelType, LabelType > const *labelmap=NULL, std::size_t batchSize=LabeledData< InputType, LabelType >::DefaultBatchSize)
 Construct Shark labeled data from a string. More...
 
template<class I , class L >
CVFolds< LabeledData< I, L > > shark::createCVIID (LabeledData< I, L > &set, size_t numberOfPartitions, std::size_t batchSize=Data< I >::DefaultBatchSize)
 Create a partition for cross validation. More...
 
template<class I , class L >
CVFolds< LabeledData< I, L > > shark::createCVSameSize (LabeledData< I, L > &set, std::size_t numberOfPartitions, std::size_t batchSize=LabeledData< I, L >::DefaultBatchSize)
 Create a partition for cross validation. More...
 
template<class I >
CVFolds< LabeledData< I,
unsigned int > > 
shark::createCVSameSizeBalanced (LabeledData< I, unsigned int > &set, size_t numberOfPartitions, std::size_t batchSize=Data< I >::DefaultBatchSize)
 Create a partition for cross validation. More...
 
template<class I >
CVFolds< LabeledData< I,
RealVector > > 
shark::createCVSameSizeBalanced (LabeledData< I, RealVector > &set, size_t numberOfPartitions, std::size_t batchSize=Data< I >::DefaultBatchSize)
 Create a partition for cross validation. More...
 
template<class I , class L >
CVFolds< LabeledData< I, L > > shark::createCVIndexed (LabeledData< I, L > &set, size_t numberOfPartitions, std::vector< size_t > indices, std::size_t batchSize=Data< I >::DefaultBatchSize)
 Create a partition for cross validation from indices. More...
 
template<class T >
std::ostream & shark::operator<< (std::ostream &stream, const Data< T > &d)
 Outstream of elements. More...
 
template<class Range >
Data< typename
boost::range_value< Range >
::type > 
shark::createDataFromRange (Range const &inputs, std::size_t maximumBatchSize=0)
 creates a data object from a range of elements More...
 
void shark::import_libsvm (LabeledData< RealVector, unsigned int > &dataset, std::istream &stream, int highestIndex=0)
 Import data from a LIBSVM file. More...
 
void shark::import_libsvm (LabeledData< CompressedRealVector, unsigned int > &dataset, std::istream &stream, int highestIndex=0)
 Import data from a LIBSVM file. More...
 
void shark::import_libsvm (LabeledData< RealVector, unsigned int > &dataset, std::string fn, int highestIndex=0)
 Import data from a LIBSVM file. More...
 
void shark::import_libsvm (LabeledData< CompressedRealVector, unsigned int > &dataset, std::string fn, int highestIndex=0)
 Import data from a LIBSVM file. More...
 
template<typename InputType >
void shark::export_libsvm (LabeledData< InputType, unsigned int > &dataset, const std::string &fn, bool dense=false, bool oneMinusOne=true, bool sortLabels=false)
 Export data to LIBSVM format. More...
 
void shark::detail::writePGM (const char *fileName, const unsigned char *pData, const unsigned int sx, const unsigned int sy)
 Writes a PGM file. More...
 
enum  shark::KernelMatrixNormalizationType {
  shark::NONE, shark::MULTIPLICATIVE_TRACE_ONE, shark::MULTIPLICATIVE_TRACE_N, shark::MULTIPLICATIVE_VARIANCE_ONE,
  shark::CENTER_ONLY, shark::CENTER_AND_MULTIPLICATIVE_TRACE_ONE
}
 
template<typename InputType , typename LabelType >
void shark::export_kernel_matrix (LabeledData< InputType, LabelType > const &dataset, AbstractKernelFunction< InputType > &kernel, std::ostream &out, KernelMatrixNormalizationType normalizer=NONE, bool scientific=false, unsigned int fieldwidth=0)
 Write a kernel Gram matrix to stream. More...
 
template<typename InputType , typename LabelType >
void shark::export_kernel_matrix (LabeledData< InputType, LabelType > const &dataset, AbstractKernelFunction< InputType > &kernel, std::string fn, KernelMatrixNormalizationType normalizer=NONE, bool sci=false, unsigned int width=0)
 Write a kernel Gram matrix to file. More...
 
template<class VectorT , class Function >
void shark::lnsrch (const VectorT &xold, double fold, VectorT &g, VectorT &p, VectorT &x, double &f, double stpmax, bool &check, Function func)
 Does a line search, i.e. given a nonlinear function, a starting point and a direction, a new point is calculated where the function has decreased "sufficiently". More...
 
template<class VectorT , class Function >
void shark::linmin (VectorT &p, const VectorT &xi, double &fret, Function func, double ax=0.0, double bx=1.0)
 Minimizes a function of "N" variables. More...
 
template<class VectorT , class VectorU , class DifferentiableFunction >
void shark::dlinmin (VectorT &p, const VectorU &xi, double &fret, DifferentiableFunction &func, double ax=0.0, double bx=1.0)
 
template<class Source >
detail::ADLVector< Source & > shark::init (shark::blas::vector_container< Source > &source)
 Starting-point for the initialization sequence. More...
 
template<class Source >
detail::ADLVector< const Source & > shark::init (const shark::blas::vector_container< Source > &source)
 Starting-point for the initialization sequence. More...
 
template<class Source >
detail::ADLVector
< shark::blas::vector_range
< Source > > 
shark::init (const shark::blas::vector_range< Source > &source)
 Starting-point for the initialization sequence when used for splitting the vector. More...
 
template<class Source >
detail::ADLVector
< shark::blas::matrix_row
< Source > > 
shark::init (const shark::blas::matrix_row< Source > &source)
 Specialization for matrix rows. More...
 
template<class Matrix >
detail::MatrixExpression
< const Matrix > 
shark::toVector (const shark::blas::matrix_expression< Matrix > &matrix)
 Linearizes a matrix as a set of row vectors and treats them as a set of vectors for initialization. More...
 
template<class Matrix >
detail::MatrixExpression< Matrix > shark::toVector (shark::blas::matrix_expression< Matrix > &matrix)
 Linearizes a matrix as a set of row vectors and treats them as a set of vectors for initialization. More...
 
template<class T >
detail::ParameterizableExpression
< const T > 
shark::parameters (const T &object)
 Uses the parameters of a parameterizable object for initialization. More...
 
template<class T >
detail::ParameterizableExpression
< T > 
shark::parameters (T &object)
 Uses the parameters of a parameterizable object for initialization. More...
 
template<class T >
detail::InitializerRange
< typename T::const_iterator,
detail::VectorExpression
< const typename T::value_type & > > 
shark::vectorSet (const T &range)
 Uses a range of vectors for initialization. More...
 
template<class T >
detail::InitializerRange
< typename T::iterator,
detail::VectorExpression
< typename T::value_type & > > 
shark::vectorSet (T &range)
 Uses a range of vectors for splitting and initialization. More...
 
template<class T >
detail::InitializerRange
< typename T::const_iterator,
detail::MatrixExpression
< const typename T::value_type > > 
shark::matrixSet (const T &range)
 Uses a range of vectors for initialization. More...
 
template<class T >
detail::InitializerRange
< typename T::iterator,
detail::MatrixExpression
< typename T::value_type > > 
shark::matrixSet (T &range)
 Uses a range of vectors for splitting and initialization. More...
 
template<class T >
detail::InitializerRange
< typename T::const_iterator,
detail::ParameterizableExpression
< const typename T::value_type > > 
shark::parameterSet (const T &range)
 Uses a range of parametrizable objects for initialization. More...
 
template<class T >
detail::InitializerRange
< typename T::iterator,
detail::ParameterizableExpression
< typename T::value_type > > 
shark::parameterSet (T &range)
 Uses a range of parametrizable objects for splitting and initialization. More...
 
template<class VectorT , class VectorU , class WeightT >
VectorT::value_type shark::blas::diagonalMahalanobisDistanceSqr (vector_expression< VectorT > const &op1, vector_expression< VectorU > const &op2, vector_expression< WeightT > const &weights)
 Normalized Euclidian squared distance (squared diagonal Mahalanobis) between two vectors. More...
 
template<class VectorT , class VectorU >
VectorT::value_type shark::blas::distanceSqr (vector_expression< VectorT > const &op1, vector_expression< VectorU > const &op2)
 Squared distance between two vectors. More...
 
template<class MatrixT , class VectorU , class VectorR >
void shark::blas::distanceSqr (matrix_expression< MatrixT > const &operands, vector_expression< VectorU > const &op2, vector_expression< VectorR > &distances)
 Squared distance between a vector and a set of vectors and stores the result in the vector of distances. More...
 
template<class MatrixT , class VectorU >
vector< typename
MatrixT::value_type > 
shark::blas::distanceSqr (matrix_expression< MatrixT > const &operands, vector_expression< VectorU > const &op2)
 Squared distance between a vector and a set of vectors. More...
 
template<class MatrixT , class VectorU >
vector< typename
MatrixT::value_type > 
shark::blas::distanceSqr (vector_expression< VectorU > const &op1, matrix_expression< MatrixT > const &operands)
 Squared distance between a vector and a set of vectors. More...
 
template<class MatrixT , class MatrixU >
matrix< typename
MatrixT::value_type > 
shark::blas::distanceSqr (matrix_expression< MatrixT > const &X, matrix_expression< MatrixU > const &Y)
 Squared distance between the vectors of two sets of vectors. More...
 
template<class VectorT , class VectorU >
VectorT::value_type shark::blas::distance (vector_expression< VectorT > const &op1, vector_expression< VectorU > const &op2)
 Calculates distance between two vectors. More...
 
template<class VectorT , class VectorU , class WeightT >
VectorT::value_type shark::blas::diagonalMahalanobisDistance (vector_expression< VectorT > const &op1, vector_expression< VectorU > const &op2, vector_expression< WeightT > const &weights)
 Normalized euclidian distance (diagonal Mahalanobis) between two vectors. More...
 
template<class Matrix >
blas::matrix_vector_range
< Matrix const > 
shark::diag (blas::matrix_expression< Matrix > const &mat)
 returns the diagonal of a constant square matrix as vector More...
 
template<class Matrix >
blas::matrix_vector_range< Matrix > shark::diag (blas::matrix_expression< Matrix > &mat)
 returns the diagonal of a square matrix as vector More...
 
template<class Matrix >
void shark::zero (blas::matrix_expression< Matrix > &mat)
 Zeros a matrix. If it is sparse, the structure is preserved. More...
 
template<class Vector >
void shark::zero (blas::vector_expression< Vector > &vec)
 Zeros a matrix. If it is sparse, the structure is preserved. More...
 
template<class Matrix >
void shark::zero (blas::matrix_range< Matrix > mat)
 Zeros a subrange of a matrix. If it is sparse, the structure is preserved. More...
 
template<class Vector >
void shark::zero (blas::vector_range< Vector > vec)
 Zeros a subrange of a vector. If it is sparse, the structure is preserved. More...
 
template<class Vector >
void shark::zero (blas::matrix_row< Vector > vec)
 Zeros a row of a matrix. If it is sparse, the structure is preserved. More...
 
template<class Vector >
void shark::zero (blas::matrix_column< Vector > vec)
 Zeros a column of a matrix. If it is sparse, the structure is preserved. More...
 
template<class V >
std::size_t shark::nonzeroElements (blas::vector_expression< V > const &vec)
 
template<class Matrix >
void shark::identity (blas::matrix_expression< Matrix > &mat)
 Initializes the square matrix A to be the identity matrix. More...
 
template<class Matrix >
void shark::ensureSize (blas::matrix_expression< Matrix > &mat, std::size_t rows, std::size_t columns)
 Ensures that the matrix has the right size. More...
 
template<class Vector >
void shark::ensureSize (blas::vector_expression< Vector > &vec, std::size_t size)
 Ensures that the vector has the right size. More...
 
template<class Matrix >
blas::vector_range
< blas::matrix_row< Matrix
const > > 
shark::triangularRow (blas::matrix_expression< Matrix > const &mat, std::size_t i)
 Returns the i-th row of an upper triangular matrix excluding the elements right of the diagonal. More...
 
template<class Matrix >
blas::vector_range
< blas::matrix_row< Matrix > > 
shark::triangularRow (blas::matrix_expression< Matrix > &mat, std::size_t i)
 Returns the i-th row of an upper triangular matrix excluding the elements right of the diagonal. More...
 
template<class Matrix >
blas::vector_range
< blas::matrix_row< Matrix
const > > 
shark::unitTriangularRow (blas::matrix_expression< Matrix > const &mat, std::size_t i)
 Returns the elements in the i-th row of a lower triangular matrix left of the diagonal. More...
 
template<class Matrix >
blas::vector_range
< blas::matrix_row< Matrix > > 
shark::unitTriangularRow (blas::matrix_expression< Matrix > &mat, std::size_t i)
 Returns the elements in the i-th row of a lower triangular matrix left of the diagonal. More...
 
template<class Matrix >
blas::vector_range
< blas::matrix_column< Matrix
const > > 
shark::unitTriangularColumn (blas::matrix_expression< Matrix > const &mat, std::size_t i)
 Returns the elements in the i-th column of the matrix below the diagonal. More...
 
template<class Matrix >
blas::vector_range
< blas::matrix_column< Matrix > > 
shark::unitTriangularColumn (blas::matrix_expression< Matrix > &mat, std::size_t i)
 Returns the elements in the i-th column of the matrix below the diagonal. More...
 
template<class Matrix >
blas::vector_range
< blas::matrix_column< Matrix
const > > 
shark::triangularColumn (blas::matrix_expression< Matrix > const &mat, std::size_t i)
 Returns the elements in the i-th column of the matrix excluding the zero elements. More...
 
template<class Matrix >
blas::vector_range
< blas::matrix_column< Matrix > > 
shark::triangularColumn (blas::matrix_expression< Matrix > &mat, std::size_t i)
 Returns the elements in the i-th column of the matrix excluding the zero elements. More...
 
template<class Vector >
VectorRepeater< Vector > shark::repeat (blas::vector_expression< Vector > const &vector, std::size_t rows)
 Creates a matrix from a vector by repeating the vector in every row of the matrix. More...
 
template<class T >
boost::enable_if
< boost::is_arithmetic< T >
, blas::scalar_vector< T >
>::type 
shark::repeat (T scalar, std::size_t elements)
 
template<class T >
boost::enable_if
< boost::is_arithmetic< T >
, blas::scalar_matrix< T >
>::type 
shark::repeat (T scalar, std::size_t rows, std::size_t columns)
 
template<class Matrix >
blas::matrix_range< Matrix const > shark::rows (blas::matrix_expression< Matrix > const &mat, std::size_t start, std::size_t end)
 brief picks a subrange of rows from a matrix. much easier to use than subrange More...
 
template<class Matrix >
blas::matrix_range< Matrix > shark::rows (blas::matrix_expression< Matrix > &mat, std::size_t start, std::size_t end)
 brief picks a subrange of rows from a matrix. much easier to use than subrange More...
 
template<class Matrix >
blas::matrix_range< Matrix const > shark::columns (blas::matrix_expression< Matrix > const &mat, std::size_t start, std::size_t end)
 brief picks a subrange of columns from a matrix. much easier to use than subrange More...
 
template<class Matrix >
blas::matrix_range< Matrix > shark::columns (blas::matrix_expression< Matrix > &mat, std::size_t start, std::size_t end)
 brief picks a subrange of columns from a matrix. much easier to use than subrange More...
 
template<class MatrixT >
MatrixT::value_type shark::trace (blas::matrix_expression< MatrixT > const &m)
 Evaluates the sum of the values at the diagonal of matrix "v". More...
 
template<class MatrixT , class MatrixL >
void shark::choleskyDecomposition (blas::matrix_expression< MatrixT > const &A, blas::matrix_expression< MatrixL > &L)
 Lower triangular Cholesky decomposition. More...
 
template<class MatrixT , class VectorT >
void shark::eigensort (MatrixT &vmatA, VectorT &dvecA)
 Sorts the eigenvalues in vector "dvecA" and the corresponding eigenvectors in matrix "vmatA". More...
 
template<class MatrixT , class MatrixU , class VectorT >
void shark::eigensymmJacobi (MatrixT &amatA, MatrixU &vmatA, VectorT &dvecA)
 
template<class MatrixT , class MatrixU , class VectorT >
void shark::eigensymmJacobi2 (MatrixT &amatA, MatrixU &vmatA, VectorT &dvecA)
 
template<class MatrixT , class MatrixU , class MatrixV , class VectorT >
void shark::eigensymm_intermediate (const MatrixT &amatA, MatrixU &hmatA, MatrixV &vmatA, VectorT &dvecA)
 Calculates the eigenvalues and the normalized eigenvectors of a symmetric matrix "amatA" using the Givens and Householder reduction. More...
 
template<class MatrixT , class MatrixU , class VectorT >
void shark::eigensymm (const MatrixT &A, MatrixU &G, VectorT &l)
 Used as frontend for eigensymm for calculating the eigenvalues and the normalized eigenvectors of a symmetric matrix 'amatA' using the Givens and Householder reduction. Each time this frontend is called additional memory is allocated for intermediate results. More...
 
template<class MatrixT , class MatrixU , class VectorT >
void shark::eigensymm (const MatrixT &amatA, MatrixU &vmatA, VectorT &dvecA, VectorT &odvecA)
 Calculates the eigenvalues and the normalized eigenvectors of a symmetric matrix "amatA" using the Givens and Householder reduction without corrupting "amatA" during application. More...
 
template<class MatrixT , class MatrixU , class VectorT >
double shark::eigenerr (const MatrixT &amatA, const MatrixU &vmatA, const VectorT &dvecA, unsigned c)
 Calculates the relative error of eigenvalue no. "c". More...
 
template<class MatrixT , class MatrixU , class VectorT >
unsigned shark::rank (const MatrixT &amatA, const MatrixU &vmatA, const VectorT &dvecA)
 Determines the rank of the symmetric matrix "amatA". More...
 
template<class MatrixT , class MatrixU , class VectorT >
double shark::detsymm (MatrixT &amatA, MatrixU &vmatA, VectorT &dvecA)
 Calculates the determinant of the symmetric matrix "amatA". More...
 
template<class MatrixT , class MatrixU , class VectorT >
double shark::logdetsymm (MatrixT &amatA, MatrixU &vmatA, VectorT &dvecA)
 Calculates the log of the determinant of the symmetric matrix "amatA". More...
 
template<class MatrixT , class MatrixU , class MatrixV , class VectorT >
unsigned shark::rankDecomp (MatrixT &amatA, MatrixU &vmatA, MatrixV &hmatA, VectorT &dvecA)
 
template<class MatrixT >
void shark::fft (MatrixT &data, int isign)
 
template<class MatrixT >
void shark::fft (MatrixT &data)
 Replaces the "data" by its discrete Fourier transform. More...
 
template<class MatrixT >
void shark::ifft (MatrixT &data)
 Replaces the "data" by its inverse discrete Fourier transform. More...
 
template<class MatrixT >
RealMatrix shark::invert (const MatrixT &mat)
 Inverts a matrix with full rank. More...
 
template<class MatrixT , class MatrixU >
void shark::invertSymmPositiveDefinite (MatrixT &I, const MatrixU &ArrSymm)
 Inverts a symmetric positive definite matrix. More...
 
template<class MatA , class MatU >
void shark::decomposedGeneralInverse (blas::matrix_expression< MatA > const &matA, blas::matrix_expression< MatU > &matU)
 For a given square matrix A computes a matrix U where A'=LU^T. More...
 
template<class MatrixT >
RealMatrix shark::g_inverse (blas::matrix_expression< MatrixT > const &matrixA)
 Calculates the generalized inverse matrix of input matrix "matrixA". More...
 
template<class MatrixT >
void shark::orthoNormalize (blas::matrix_container< MatrixT > &matrixC)
 
template<class MatrixT , typename RngType >
void shark::randomRotationMatrix (blas::matrix_container< MatrixT > &matrixC, RngType &rng)
 Initializes a matrix such that it forms a random rotation matrix. More...
 
template<class MatrixT >
void shark::randomRotationMatrix (blas::matrix_container< MatrixT > &matrixC)
 Initializes a matrix such that it forms a random rotation. More...
 
template<typename RngType >
RealMatrix shark::randomRotationMatrix (size_t size, RngType &rng)
 Creates a random rotation matrix with a certain size using the random number generator rng. More...
 
RealMatrix shark::randomRotationMatrix (size_t size)
 Creates a random rotation matrix with a certain size using the global random number gneerator. More...
 
template<class X , class R >
X::value_type shark::createHouseholderReflection (blas::vector_expression< X > const &x, blas::vector_expression< R > &reflection)
 Generates a Householder reflection from a vector to use with applyHouseholderLeft/Right. More...
 
template<class Mat , class R , class T >
void shark::applyHouseholderOnTheRight (blas::matrix_expression< Mat > &matrix, blas::vector_expression< R > const &reflection, T beta)
 
template<class Mat , class R , class T >
void shark::applyHouseholderOnTheLeft (blas::matrix_expression< Mat > &matrix, blas::vector_expression< R > const &reflection, T const &beta)
 
template<class MatrixT , class Mat >
std::size_t shark::pivotingRQ (blas::matrix_expression< MatrixT > const &matrixA, blas::matrix_container< Mat > &matrixR, blas::matrix_container< Mat > &matrixQ, blas::permutation_matrix< std::size_t > &permutation)
 Calculates the RQ-Decomposition of A using pivoting. More...
 
template<class MatrixT , class MatrixU >
std::size_t shark::pivotingRQHouseholder (blas::matrix_expression< MatrixT > const &matrixA, blas::matrix_container< MatrixU > &matrixR, blas::matrix_container< MatrixU > &householderTransform, blas::permutation_matrix< std::size_t > &permutation)
 Determines the RQ Decomposition of the matrix A using pivoting returning the housholder transformation instead of Q. More...
 
template<class MatrixT , class MatrixU , class VectorT >
unsigned shark::svdrank (const MatrixT &amatA, MatrixU &umatA, MatrixU &vmatA, VectorT &wvecA)
 
template<class MatrixT , class MatrixU , class VectorT >
void shark::svd (const MatrixT &amatA, MatrixU &umatA, MatrixU &vmatA, VectorT &wvecA, unsigned maxIterations=200, bool ignoreThreshold=true)
 Determines the singular value decomposition of a rectangular matrix "amatA". More...
 
template<class MatrixU , class VectorT >
void shark::svdsort (MatrixU &umatA, MatrixU &vmatA, VectorT &wvecA)
 Sorts the singular values in vector "wvecA" by descending order. More...
 
template<class Vec1T , class Vec2T , class Vec3T >
void shark::meanvar (Data< Vec1T > const &data, blas::vector_container< Vec2T > &meanVec, blas::vector_container< Vec3T > &varianceVec)
 Calculates the mean and variance values of a dataset. More...
 
template<class MatT , class Vec1T , class Vec2T >
void shark::meanvar (blas::matrix_container< MatT > &data, blas::vector_container< Vec1T > &meanVec, blas::vector_container< Vec2T > &varianceVec)
 Calculates the mean, variance and covariance values of the input data. More...
 
template<class Vec1T , class Vec2T , class MatT >
void shark::meanvar (const Data< Vec1T > &data, blas::vector_container< Vec2T > &meanVec, blas::matrix_container< MatT > &covariance)
 Calculates the mean and covariance values of a set of data. More...
 
template<class VectorType >
VectorType shark::mean (Data< VectorType > const &data)
 Calculates the mean vector of array "x". More...
 
template<class MatrixType >
blas::vector< typename
MatrixType::value_type > 
shark::mean (const blas::matrix_container< MatrixType > &data)
 Calculates the mean vector of the input vectors. More...
 
template<class VectorType >
VectorType shark::variance (const Data< VectorType > &data)
 Calculates the variance vector of array "x". More...
 
template<class VectorType >
VectorMatrixTraits< VectorType >
::DenseMatrixType 
shark::covariance (const Data< VectorType > &data)
 Calculates the covariance matrix of the data vectors stored in data. More...
 
template<class VectorType >
VectorMatrixTraits< VectorType >
::DenseMatrixType 
shark::corrcoef (const Data< VectorType > &data)
 Calculates the coefficient of correlation matrix of the data vectors stored in data. More...
 
template<class VectorType >
VectorType shark::mean (UnlabeledData< VectorType > const &data)
 
template<class T >
double shark::stl_median (std::vector< T > &v)
 compute median More...
 
template<class T >
double shark::stl_percentile (std::vector< T > &v, double p=.25)
 compute percentilee (Excel way) More...
 
template<class T >
double shark::nth (std::vector< T > &v, unsigned n)
 return nth element after sorting More...
 
template<class T >
double shark::stl_mean (std::vector< T > v)
 compute mean More...
 
template<class T >
double shark::stl_correlation (std::vector< T > &v1, std::vector< T > &v2)
 compute variance More...
 
template<class T >
double shark::stl_variance (std::vector< T > &v, bool unbiased=true)
 compute sample variance More...
 
template<class InputType , class OutputType >
void shark::initRandomNormal (AbstractModel< InputType, OutputType > &model, double s)
 Initialize model parameters normally distributed. More...
 
template<class InputType , class OutputType >
void shark::initRandomUniform (AbstractModel< InputType, OutputType > &model, double l, double h)
 Initialize model parameters uniformly at random. More...
 

Detailed Description

Several mathematical, linear-algebra, or other functions within Shark are not part of any particular class. They are collected here in the doxygen group "shark_globals".

Macro Definition Documentation

#define SHARK_LINALG_EIGENSORT_INL

Inline implementation of eigenvalue/-vector sorting.

Copyright (c) 1998-2011:
Institut für Neuroinformatik
Ruhr-Universität Bochum
D-44780 Bochum, Germany
Phone: +49-234-32-25558
Fax: +49-234-32-14209
eMail: shark.nosp@m.-adm.nosp@m.in@ne.nosp@m.uroi.nosp@m.nform.nosp@m.atik.nosp@m..ruhr.nosp@m.-uni.nosp@m.-boch.nosp@m.um.d.nosp@m.e
www: http://www.neuroinformatik.ruhr-uni-bochum.de



This file is part of Shark. This library is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 3, or (at your option) any later version.

This library 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 General Public License for more details.

You should have received a copy of the GNU General Public License along with this library; if not, see http://www.gnu.org/licenses/.

Definition at line 36 of file eigensort.inl.

Enumeration Type Documentation

Enumerator
NONE 
MULTIPLICATIVE_TRACE_ONE 
MULTIPLICATIVE_TRACE_N 
MULTIPLICATIVE_VARIANCE_ONE 
CENTER_ONLY 
CENTER_AND_MULTIPLICATIVE_TRACE_ONE 

Definition at line 46 of file PrecomputedMatrix.h.

Position of the label in a CSV file.

This type describes the position of the label in a record of a CSV file. The label can be positioned either in the first or the last column, or there can be no label present at all.
Enumerator
FIRST_COLUMN 
LAST_COLUMN 

Definition at line 78 of file Csv.h.

Function Documentation

template<class Mat , class R , class T >
void shark::applyHouseholderOnTheLeft ( blas::matrix_expression< Mat > &  matrix,
blas::vector_expression< R > const &  reflection,
T const &  beta 
)
template<class Mat , class R , class T >
void shark::applyHouseholderOnTheRight ( blas::matrix_expression< Mat > &  matrix,
blas::vector_expression< R > const &  reflection,
beta 
)
template<class MatrixT , class MatrixL >
void shark::choleskyDecomposition ( blas::matrix_expression< MatrixT > const &  A,
blas::matrix_expression< MatrixL > &  L 
)

Lower triangular Cholesky decomposition.

Given an \( m \times m \) symmetric positive definite matrix \(A\), compute the lower triangular matrix \(L\) such that \(A = LL^T \). An exception is thrown if the matrix is not positive definite. If you suspect the matrix to be positive semi-definite, use pivotingCholeskyDecomposition instead

Parameters
A\( m \times m \) matrix, which must be symmetric and positive definite
L\( m \times m \) matrix, which stores the Cholesky factor
Returns
none

Definition at line 46 of file Cholesky.inl.

References shark::detail::ensureSize(), shark::detail::bindings::potrf(), SHARKEXCEPTION, SIZE_CHECK, and shark::detail::zero().

Referenced by shark::NegativeGaussianProcessEvidence< InputType, OutputType, LabelType >::eval(), shark::NegativeGaussianProcessEvidence< InputType, OutputType, LabelType >::evalDerivative(), shark::invertSymmPositiveDefinite(), and shark::solveSymmSystemInPlace().

template<class Matrix >
blas::matrix_range<Matrix const> shark::columns ( blas::matrix_expression< Matrix > const &  mat,
std::size_t  start,
std::size_t  end 
)
template<class Matrix >
blas::matrix_range<Matrix> shark::columns ( blas::matrix_expression< Matrix > &  mat,
std::size_t  start,
std::size_t  end 
)

brief picks a subrange of columns from a matrix. much easier to use than subrange

Definition at line 424 of file Tools.h.

References shark::blas::subrange().

template<class T >
T shark::copySign ( x,
y 
)

brief lets x have the same sign as y.

This is the famous well known copysign function from fortran.

Definition at line 159 of file Math.h.

Referenced by shark::svd().

template<class VectorType >
VectorMatrixTraits< VectorType >::DenseMatrixType shark::corrcoef ( const Data< VectorType > &  data)

Calculates the coefficient of correlation matrix of the data vectors stored in data.

Calculates the coefficient of correlation matrix of the data vectors.

Given a matrix \(X = (x_{ij})\) of \(n\) vectors with length \(N\), the function calculates the coefficient of correlation matrix given as

\( r := (r_{kl}) \mbox{,\ } r_{kl} = \frac{c_{kl}}{\Delta x_k \Delta x_l}\mbox{,\ } k,l = 1, \dots, N \)

where \(c_{kl}\) is the entry of the covariance matrix of \(x\) and \(y\) and \(\Delta x_k\) and \(\Delta x_l\) are the standard deviations of \(x_k\) and \(x_l\) respectively.

Parameters
dataThe \(n \times N\) input matrix.
Returns
The \(N \times N\) coefficient of correlation matrix.

Definition at line 233 of file VectorStatistics.inl.

References shark::covariance().

template<class VectorType >
VectorMatrixTraits< VectorType >::DenseMatrixType shark::covariance ( const Data< VectorType > &  data)

Calculates the covariance matrix of the data vectors stored in data.

Calculates the covariance matrix of the data vectors.

Given a Set \(X = (x_{ij})\) of \(n\) vectors with length \(N\), the function calculates the covariance matrix given as

\( Cov = (c_{kl}) \mbox{,\ } c_{kl} = \frac{1}{n - 1} \sum_{i=1}^n (x_{ik} - \overline{x_k})(x_{il} - \overline{x_l})\mbox{,\ } k,l = 1, \dots, N \)

where \(\overline{x_j} = \frac{1}{n} \sum_{i = 1}^n x_{ij}\) is the mean value of \(x_j \mbox{,\ }j = 1, \dots, N\).

Parameters
dataThe \(n \times N\) input matrix.
Returns
\(N \times N\) matrix of covariance values.

Definition at line 205 of file VectorStatistics.inl.

References shark::mean(), and shark::meanvar().

Referenced by shark::corrcoef(), createData(), shark::meanvar(), shark::NormalizeComponentsWhitening< VectorType >::train(), and shark::LDA::train().

template<class I , class L >
CVFolds<LabeledData<I,L> > shark::createCVIID ( LabeledData< I, L > &  set,
size_t  numberOfPartitions,
std::size_t  batchSize = Data<I>::DefaultBatchSize 
)

Create a partition for cross validation.

The subset each training examples belongs to is drawn independently and uniformly distributed. For every partition, all but one subset form the training set, while the remaining one is used for validation. The partitions can be accessed using getCVPartitionName

Parameters
setthe input data where the new partitions are created
numberOfPartitionsnumber of partitions to create

Definition at line 202 of file CVDatasetTools.h.

References shark::createCVIndexed().

Referenced by run_one_trial().

template<class I , class L >
CVFolds<LabeledData<I,L> > shark::createCVIndexed ( LabeledData< I, L > &  set,
size_t  numberOfPartitions,
std::vector< size_t >  indices,
std::size_t  batchSize = Data<I>::DefaultBatchSize 
)

Create a partition for cross validation from indices.

Create a partition from indices. The indices vector for each sample states of what validation partition that sample should become a member. In other words, the index maps a sample to a validation partition, meaning that it will become a part of the training partition for all other folds.

Parameters
setpartitions will be subsets of this set
numberOfPartitionsnumber of partitions to create
indicespartition indices of the examples in [0, ..., numberOfPartitions[.

Definition at line 320 of file CVDatasetTools.h.

References shark::LabeledData< InputT, LabelT >::batch(), shark::detail::batchPartitioning(), shark::size(), SIZE_CHECK, shark::subBatch(), and shark::swap().

Referenced by shark::createCVIID().

template<class I , class L >
CVFolds<LabeledData<I,L> > shark::createCVSameSize ( LabeledData< I, L > &  set,
std::size_t  numberOfPartitions,
std::size_t  batchSize = LabeledData<I,L>::DefaultBatchSize 
)

Create a partition for cross validation.

Every subset contains (approximately) the same number of elements. For every partition, all but one subset form the training set, while the remaining one is used for validation. The partitions can be accessed using getCVPartitionName

Parameters
numberOfPartitionsnumber of partitions to create
setthe input data from which to draw the partitions

Definition at line 225 of file CVDatasetTools.h.

References shark::detail::batchPartitioning().

Referenced by main(), and shark::CARTTrainer::train().

template<class I >
CVFolds<LabeledData<I,unsigned int> > shark::createCVSameSizeBalanced ( LabeledData< I, unsigned int > &  set,
size_t  numberOfPartitions,
std::size_t  batchSize = Data<I>::DefaultBatchSize 
)

Create a partition for cross validation.

Every subset contains (approximately) the same number of elements. For every partition, all but one subset form the training set, while the remaining one is used for validation.

Parameters
numberOfPartitionsnumber of partitions to create
setthe input data from which to draw the partitions

Definition at line 260 of file CVDatasetTools.h.

References shark::detail::createCVSameSizeBalanced(), shark::numberOfClasses(), and shark::DataView< DatasetType >::size().

Referenced by main(), and shark::CARTTrainer::train().

template<class I >
CVFolds<LabeledData<I,RealVector> > shark::createCVSameSizeBalanced ( LabeledData< I, RealVector > &  set,
size_t  numberOfPartitions,
std::size_t  batchSize = Data<I>::DefaultBatchSize 
)

Create a partition for cross validation.

Every subset contains (approximately) the same number of elements. For every partition, all but one subset form the training set, while the remaining one is used for validation.

Parameters
setthe input data from which to draw the partitions
numberOfPartitionsnumber of partitions to create

Definition at line 284 of file CVDatasetTools.h.

References shark::DataView< DatasetType >::begin(), shark::detail::createCVSameSizeBalanced(), shark::blas::distance(), shark::DataView< DatasetType >::end(), shark::numberOfClasses(), and shark::DataView< DatasetType >::size().

template<class Range >
Data<typename boost::range_value<Range>::type> shark::createDataFromRange ( Range const &  inputs,
std::size_t  maximumBatchSize = 0 
)
template<class X , class R >
X::value_type shark::createHouseholderReflection ( blas::vector_expression< X > const &  x,
blas::vector_expression< R > &  reflection 
)

Generates a Householder reflection from a vector to use with applyHouseholderLeft/Right.

Given a Vector x=(x0,x1,...,xn), finds a reflection with the property (c, 0,0,...0) = (I-beta v v^t)x and v = (x0-c,x1,x2,...,xn)

Definition at line 116 of file rotations.h.

References shark::blas::noalias(), shark::blas::norm_2(), shark::size(), and SIZE_CHECK.

Referenced by shark::pivotingRQHouseholder().

template<class T >
T shark::cube ( const T &  x)
inline

Calculates x^3.

Definition at line 84 of file Math.h.

template<class MatA , class MatU >
void shark::decomposedGeneralInverse ( blas::matrix_expression< MatA > const &  matA,
blas::matrix_expression< MatU > &  matU 
)

For a given square matrix A computes a matrix U where A'=LU^T.

A' is the generalized inverse of A. If A has full rank, the resulting matrix is equivalent to the inverse cholesky decomposition. If it is not, it is not necessarily triangular. This is mostly a helperfunction for g_inverse but also used in other parts of shark

Definition at line 45 of file g_inverse.inl.

References shark::columns(), shark::detail::ensureSize(), shark::identity(), shark::rank(), SIZE_CHECK, shark::swapFullInverted(), shark::symmRankKUpdate(), shark::blas::trans(), and shark::detail::zero().

Referenced by shark::LinearClassifier::importCovarianceMatrix(), and shark::NormalizeComponentsWhitening< VectorType >::train().

template<class MatrixT , class MatrixU , class VectorT >
double shark::detsymm ( MatrixT &  amatA,
MatrixU &  vmatA,
VectorT &  dvecA 
)

Calculates the determinant of the symmetric matrix "amatA".

Calculates the determinate of the symmetric matrix "amatA".

Calculates the determinate of matrix amatA by using its n eigenvalues \( x_j \) that first will be calculated. The determinate is then given as:

\( \prod_{j=1}^n x_j \)

Parameters
amatA\( n \times n \) matrix, which is symmetric, so only the bottom triangular matrix must contain values. At the end of the function amatA always contains the full matrix.
vmatA\( n \times n \) matrix, that will contain the scaled eigenvectors at the end of the function.
dvecAn-dimensional vector that will contain the eigenvalues at the end of the function.
Returns
The determinate of matrix amatA.
Exceptions
SharkExceptionthe type of the eception will be "size mismatch" and indicates that amatA is not a square matrix

Please follow the link to view the source code of the example. The example can be executed in the example directory of package LinAlg.

Author
M. Kreutz
Date
1998
Changes
2003/10/02 by S. Wiegand due to name change of 'eigensymm';
Status
stable

Definition at line 87 of file detsymm.inl.

References shark::eigensymm_intermediate(), and SIZE_CHECK.

template<class Matrix >
blas::matrix_vector_range<Matrix const> shark::diag ( blas::matrix_expression< Matrix > const &  mat)

returns the diagonal of a constant square matrix as vector

given a matrix (1 2 3) A =(4 5 6) (7 8 9)

diag(A) = (1,5,9)

Definition at line 126 of file Tools.h.

References SIZE_CHECK.

Referenced by shark::LinearRegression::train(), and shark::LassoRegression< InputVectorType >::trainInternal().

template<class Matrix >
blas::matrix_vector_range<Matrix> shark::diag ( blas::matrix_expression< Matrix > &  mat)

returns the diagonal of a square matrix as vector

given a matrix (1 2 3) A =(4 5 6) (7 8 9)

diag(A) = (1,5,9)

Definition at line 141 of file Tools.h.

References SIZE_CHECK.

template<class VectorT , class VectorU , class WeightT >
VectorT::value_type shark::blas::diagonalMahalanobisDistance ( vector_expression< VectorT > const &  op1,
vector_expression< VectorU > const &  op2,
vector_expression< WeightT > const &  weights 
)

Normalized euclidian distance (diagonal Mahalanobis) between two vectors.

Contrary to some conventions, dimension-wise weights are considered instead of std. deviations: \( d(v) = \left( \sum_i w_i (x_i-z_i)^2 \right)^{1/2} \) nb: the weights themselves are not squared, but multiplied onto the squared components

Definition at line 480 of file Metrics.h.

References shark::blas::diagonalMahalanobisDistanceSqr(), shark::size(), and SIZE_CHECK.

template<class VectorT , class VectorU , class WeightT >
VectorT::value_type shark::blas::diagonalMahalanobisDistanceSqr ( vector_expression< VectorT > const &  op1,
vector_expression< VectorU > const &  op2,
vector_expression< WeightT > const &  weights 
)

Normalized Euclidian squared distance (squared diagonal Mahalanobis) between two vectors.

NOTE: The weights themselves are not squared, but multiplied onto the squared components.

Definition at line 347 of file Metrics.h.

References shark::blas::detail::diagonalMahalanobisDistanceSqr(), shark::size(), and SIZE_CHECK.

Referenced by shark::blas::diagonalMahalanobisDistance(), and shark::blas::distanceSqr().

template<class VectorT , class VectorU >
VectorT::value_type shark::blas::distance ( vector_expression< VectorT > const &  op1,
vector_expression< VectorU > const &  op2 
)

Calculates distance between two vectors.

Definition at line 464 of file Metrics.h.

References shark::blas::distanceSqr(), shark::size(), and SIZE_CHECK.

Referenced by shark::LCTree< VectorType, CuttingAccuracy >::buildTree(), shark::KHCTree< Container, CuttingAccuracy >::buildTree(), shark::KDTree< InputT >::buildTree(), shark::detail::complement(), shark::FFNet< HiddenNeuron, OutputNeuron >::configure(), shark::createCVSameSizeBalanced(), shark::AbsoluteLoss< VectorType >::eval(), shark::LassoRegression< InputVectorType >::fillData(), shark::SteadyStateIndicatorBasedSelection< Indicator >::leastContributor(), shark::IndicatorBasedSelection< shark::HypervolumeIndicator >::leastContributor(), shark::ApproximatedHypervolumeSelection::leastContributor(), shark::detail::LinearModelWrapper< Matrix, InputType, OutputType >::numberOfParameters(), shark::WilcoxonRankSumTest::operator()(), shark::TournamentSelection::operator()(), shark::RouletteWheelSelection::operator()(), shark::BinaryTournamentSelection< shark::RankShareComparator >::operator()(), shark::EPTournamentSelection< FitnessType >::operator()(), shark::HomogenousNDimFS::operator()(), shark::UniformRankingSelection< FitnessType >::operator()(), shark::LinearRankingSelection< FitnessType >::operator()(), shark::HypervolumeApproximator< Rng >::operator()(), shark::LeastContributorApproximator< Rng, ExactHypervolume >::operator()(), shark::select_mu_komma_lambda(), shark::select_mu_komma_lambda_p(), shark::detail::VectorExpression< Expression >::size(), shark::detail::MatrixExpression< Matrix >::size(), shark::detail::AGE2::step(), shark::detail::AGE::step(), and shark::FrontStore< ResultType, MetaDataType >::writeFront().

template<class VectorT , class VectorU >
VectorT::value_type shark::blas::distanceSqr ( vector_expression< VectorT > const &  op1,
vector_expression< VectorU > const &  op2 
)
template<class MatrixT , class VectorU , class VectorR >
void shark::blas::distanceSqr ( matrix_expression< MatrixT > const &  operands,
vector_expression< VectorU > const &  op2,
vector_expression< VectorR > &  distances 
)

Squared distance between a vector and a set of vectors and stores the result in the vector of distances.

The squared distance between the vector and every row-vector of the matrix is calculated. This can be implemented much more efficiently.

Definition at line 383 of file Metrics.h.

References shark::blas::detail::distanceSqrBlockVector(), shark::ensureSize(), shark::size(), and SIZE_CHECK.

template<class MatrixT , class VectorU >
vector<typename MatrixT::value_type> shark::blas::distanceSqr ( matrix_expression< MatrixT > const &  operands,
vector_expression< VectorU > const &  op2 
)

Squared distance between a vector and a set of vectors.

The squared distance between the vector and every row-vector of the matrix is calculated. This can be implemented much more efficiently.

Definition at line 404 of file Metrics.h.

References shark::blas::distanceSqr(), shark::size(), and SIZE_CHECK.

template<class MatrixT , class VectorU >
vector<typename MatrixT::value_type> shark::blas::distanceSqr ( vector_expression< VectorU > const &  op1,
matrix_expression< MatrixT > const &  operands 
)

Squared distance between a vector and a set of vectors.

The squared distance between the vector and every row-vector of the matrix is calculated. This can be implemented much more efficiently.

Definition at line 421 of file Metrics.h.

References shark::blas::distanceSqr(), shark::size(), and SIZE_CHECK.

template<class MatrixT , class MatrixU >
matrix<typename MatrixT::value_type> shark::blas::distanceSqr ( matrix_expression< MatrixT > const &  X,
matrix_expression< MatrixU > const &  Y 
)

Squared distance between the vectors of two sets of vectors.

The squared distance between every row-vector of the first matrix x and every row-vector of the second matrix y is calculated. This can be implemented much more efficiently. The results are returned as a matrix, where the element in the i-th row and the j-th column is distanceSqr(x_i,y_j).

Definition at line 441 of file Metrics.h.

References shark::blas::detail::distanceSqrBlockBlock(), and SIZE_CHECK.

template<class VectorT , class VectorU , class DifferentiableFunction >
void shark::dlinmin ( VectorT &  p,
const VectorU &  xi,
double &  fret,
DifferentiableFunction &  func,
double  ax = 0.0,
double  bx = 1.0 
)

Minimizes a function of "N" variables by using derivative information.

Performs a minimization of a function of \( N \) variables, i.e. given as input the vectors \( P \) and \( n \) and the function \( f \), the function finds the scalar \( \lambda \) that minimizes \( f(P + \lambda n) \). \( P \) is replaced by \( P + \lambda n \) and \( n \) by \( \lambda n \).

Parameters
pN-dimensional initial starting point for the search, is set to the point where the function takes on a minimum.
xiN-dimensional search direction, is replaced by the actual vector displacement that p was moved.
fretThe function value at the new point p.
funcThe function that will be minimized.
axguess for the lower bracket
bxguess for the upper bracket
Returns
none.
Exceptions
SharkExceptionthe type of the exception will be "size mismatch" and indicates that p is not one-dimensional or that p and xi don't have the same length

Please follow the link to view the source code of the example. The example can be executed in the example directory of package LinAlg.

Author
M. Kreutz
Date
1998
Changes
none
Status
stable
See Also
linmin.cpp

Definition at line 93 of file dlinmin.inl.

References shark::blas::max(), SIGN, and SIZE_CHECK.

Referenced by shark::LineSearch::operator()().

template<class MatrixT , class MatrixU , class VectorT >
double shark::eigenerr ( const MatrixT &  amatA,
const MatrixU &  vmatA,
const VectorT &  dvecA,
unsigned  c 
)

Calculates the relative error of eigenvalue no. "c".

Calculates the relative error of one eigenvalue with no. "c".

Given a symmetric \( n \times n \) matrix amatA, the matrix vmatA of its eigenvectors and the vector dvecA of the corresponding eigenvalues, this function calculates the relative error of one eigenvalue, denoted by the no. c. If we have a \( n \times n \) matrix A, a matrix x of eigenvectors and a vector \( \lambda \) of corresponding eigenvalues, the relative error of eigenvalue no. c is calculated as

\( \sqrt{\sum_{i=0}^n \left(\sum_{j=0}^n A(i,j) \ast x(j,c) - x(i,c) \ast \lambda(c) \right)^2} \)

Parameters
amatA\( n \times n \) matrix, which has to be symmetric, so only the lower triangular matrix must contain values. The matrix is not changed by the function.
vmatA\( n \times n \) matrix with normalized eigenvectors, each column contains an eigenvector.
dvecAn-dimensional vector with eigenvalues in descending order.
cNo. of the considered eigenvalue.
Returns
the relative error.
Exceptions
SharkExceptionthe type of the exception will be "size mismatch" and indicates that dvecA is not one-dimensional or that amatA or vmatA don't have the same number of rows or columns as dvecA contains number of values

Please follow the link to view the source code of the example. The example can be executed in the example directory of package LinAlg.

Author
M. Kreutz
Date
1998
Changes
none
Status
stable

Definition at line 92 of file eigenerr.inl.

References SIZE_CHECK.

Referenced by shark::rank().

template<class MatrixT , class VectorT >
void shark::eigensort ( MatrixT &  vmatA,
VectorT &  dvecA 
)

Sorts the eigenvalues in vector "dvecA" and the corresponding eigenvectors in matrix "vmatA".

Sorts the eigenvalues in vector "dvecA" in descending order and the corresponding eigenvectors in matrix "vmatA".

Given the matrix vmatA of eigenvectors and the vector dvecA of corresponding eigenvalues, the values in dvecA will be sorted by descending order and the eigenvectors in vmatA will change their places in a way, that at the end of the function an eigenvalue at position j of vector dvecA will belong to the eigenvector at column j of matrix vmatA. If we've got for example the following result after calling the function:

\( \begin{array}{*{3}{r}} v_{11} & v_{21} & v_{31}\\ v_{12} & v_{22} & v_{32}\\ v_{13} & v_{23} & v_{33}\\ & & \\ v_1 & v_2 & v_3\\ \end{array} \)

then eigenvalue \( v_1 \) has the corresponding eigenvector \( ( v_{11}\ v_{12}\ v_{13} ) \) and \( v_1 > v_2 > v_3 \).

Parameters
vmatA\( n \times n \) matrix with eigenvectors (each column contains an eigenvector, corresponding to one eigenvalue).
dvecAn-dimensional vector with eigenvalues, will contain the eigenvalues in descending order when returning from the function.
Returns
none.
Exceptions
SharkExceptionthe type of the exception will be "size mismatch" and indicates that dvecA is not one-dimensional or that the number of rows or the number of columns in vmatA is different from the number of values in dvecA

Please follow the link to view the source code of the example. The example can be executed in the example directory of package LinAlg.

Author
M. Kreutz
Date
1998

Definition at line 92 of file eigensort.inl.

References SIZE_CHECK.

Referenced by shark::eigensymm(), shark::eigensymm_intermediate(), shark::eigensymmJacobi(), and shark::eigensymmJacobi2().

template<class MatrixT , class MatrixU , class VectorT >
void shark::eigensymm ( const MatrixT &  A,
MatrixU &  G,
VectorT &  l 
)

Used as frontend for eigensymm for calculating the eigenvalues and the normalized eigenvectors of a symmetric matrix 'amatA' using the Givens and Householder reduction. Each time this frontend is called additional memory is allocated for intermediate results.

Used as frontend alculating the eigenvalues and the normalized eigenvectors of a symmetric matrix "amatA" using the Givens and Householder reduction without corrupting "A" during application. Each time this frontend is called additional memory is allocated for intermediate results.

Parameters
A\( n \times n \) matrix, which must be symmetric, so only the bottom triangular matrix must contain values.
G\( n \times n \) matrix with the calculated normalized eigenvectors, each column will contain one eigenvector.
ln-dimensional vector with the calculated eigenvalues in descending order.
Returns
none.
Exceptions
SharkException
Author
S. Wiegand
Date
2003
Changes
none
Status
stable

Definition at line 365 of file eigensymm.inl.

References SIZE_CHECK.

Referenced by shark::Store::operator()(), shark::PCA::setData(), shark::FisherLDA::train(), and shark::detail::TypedMultiVariateNormalDistribution< Rng, RealMatrix, RealVector >::update().

template<class MatrixT , class MatrixU , class VectorT >
void shark::eigensymm ( const MatrixT &  amatA,
MatrixU &  vmatA,
VectorT &  dvecA,
VectorT &  odvecA 
)

Calculates the eigenvalues and the normalized eigenvectors of a symmetric matrix "amatA" using the Givens and Householder reduction without corrupting "amatA" during application.

Calculates the eigenvalues and the normalized eigenvectors of a symmetric matrix "amatA" using the Givens and Householder reduction. This method works without corrupting "amatA" during application by demanding another Array 'odvecA' as an algorithmic buffer instead of using the last row of 'amatA' to store intermediate algorithmic results.

Given a symmetric \( n \times n \) matrix A, this function calculates the eigenvalues \( \lambda \) and the eigenvectors x, defined as

\( Ax = \lambda x \)

where x is a one-column matrix and the matrix multiplication is used for A and x. Here, the Givens reduction as a modification of the Jacobi method is used. Instead of trying to reduce the matrix all the way to diagonal form, we are content to stop when the matrix is tridiagonal. This allows the function to be carried out in a finite number of steps, unlike the Jacobi method, which requires iteration to convergence. So in comparison to the Jacobi method, this function is faster for matrices with an order greater than 10.

Parameters
amatA\( n \times n \) matrix, which must be symmetric, so only the bottom triangular matrix must contain values.
vmatA\( n \times n \) matrix with the calculated normalized eigenvectors, each column will contain an eigenvector.
dvecAn-dimensional vector with the calculated eigenvalues in descending order.
odvecAn-dimensional vector with the calculated offdiagonal of the Householder transformation.
Returns
none.
Exceptions
SharkExceptionPlease follow the link to view the source code of the example. The example can be executed in the example directory of package LinAlg.
Author
M. Kreutz
Date
1998
Changes
2003/09/19 18:55:22 S. Wiegand lower triangular part of 'amatA' will not corrupted anymore
Status
stable

Definition at line 440 of file eigensymm.inl.

References shark::eigensort(), SHARKEXCEPTION, SIZE_CHECK, and shark::detail::zero().

template<class MatrixT , class MatrixU , class MatrixV , class VectorT >
void shark::eigensymm_intermediate ( const MatrixT &  amatA,
MatrixU &  hmatA,
MatrixV &  vmatA,
VectorT &  dvecA 
)

Calculates the eigenvalues and the normalized eigenvectors of a symmetric matrix "amatA" using the Givens and Householder reduction.

Calculates the eigenvalues and the normalized eigenvectors of a symmetric matrix "amatA" using the Givens and Householder reduction, however, "hmatA" contains intermediate results after application.

Given a symmetric \( n \times n \) matrix A, this function calculates the eigenvalues \( \lambda \) and the eigenvectors x, defined as

\( Ax = \lambda x \)

where x is a one-column matrix and the matrix multiplication is used for A and x. Here, the Givens reduction as a modification of the Jacobi method is used. Instead of trying to reduce the matrix all the way to diagonal form, we are content to stop when the matrix is tridiagonal. This allows the function to be carried out in a finite number of steps, unlike the Jacobi method, which requires iteration to convergence. So in comparison to the Jacobi method, this function is faster for matrices with an order greater than 10.

Parameters
amatA\( n \times n \) matrix, which must be symmetric, so only the bottom triangular matrix must contain values. Values below the diagonal will be destroyed. The method uses this matrix as a buffer for intermediate results.
hmatA\( n \times n \) matrix, that is used to store intermediate results (other methods like detsymm use these for further calculations)
vmatA\( n \times n \) matrix with the calculated normalized eigenvectors, each column will contain an eigenvector.
dvecAn-dimensional vector with the calculated eigenvalues in descending order.
Returns
none.
Exceptions
SharkException
Author
M. Kreutz
Date
1998
Changes
previously 'eigensymm', renamed by S. Wiegand 2003/10/01
Status
stable

Definition at line 95 of file eigensymm.inl.

References shark::eigensort(), shark::blas::row(), SHARKEXCEPTION, and SIZE_CHECK.

Referenced by shark::detsymm(), shark::logdetsymm(), and shark::rankDecomp().

template<class MatrixT , class MatrixU , class VectorT >
void shark::eigensymmJacobi ( MatrixT &  amatA,
MatrixU &  vmatA,
VectorT &  dvecA 
)

Calculates the eigenvalues and the normalized eigenvectors of the symmetric matrix "amatA" using the Jacobi method.

Given a symmetric \( n \times n \) matrix A, this function calculates the eigenvalues \( \lambda \) and the eigenvectors x, defined as

\( Ax = \lambda x \)

where x is a one-column matrix and the matrix multiplication is used for A and x. For the calculation of the eigenvectors and eigenvalues the so called Jacobi rotation is used to annihilate one of the off-diagonal elements with the basic Jacobi rotation given as matrix of the form

\( P_{pq} = \left( \begin{array}{*{7}{c}} 1 \\ & \dots \\ & & c & \dots & s \\ & & \vdots & 1 & \vdots \\ & & -s & \dots & c \\ & & & & & \dots \\ & & & & & & 1 \\ \end{array} \right) \)

In this matrix all the diagonal elements are unity except for the two elemnts c in rows (and columns) p and q. All off-diagonal elements are zero except the two elements s and - s. The numbers c and s are the cosine of a rotation angle \( \Phi \), so \( c^2 + s^2 = 1\). Successive rotations lead to the off-diagonal elements getting smaller and smaller, until the matrix is diagonal to machine precision. Accumulating the product of the transformations as you go gives the matrix of eigenvectors, while the elements of the final diagonal matrix are the eigenvalues. Use this function for the calculation of the eigenvalues and eigenvectors for matrices amatA with moderate order not greater than 10.

Parameters
amatA\( n \times n \) matrix, which must be symmetric, so only the upper triangular matrix must contain values. Values above the diagonal will be destroyed.
vmatA\( n \times n \) matrix with the calculated normalized eigenvectors, each column will contain an eigenvector.
dvecAn-dimensional vector with the calculated eigenvalues in descending order.
Returns
none.
Exceptions
SharkExceptionPlease follow the link to view the source code of the example. The example can be executed in the example directory of package LinAlg.
Author
M. Kreutz
Date
1998
Changes
none
Status
stable

Definition at line 123 of file eigensymmJacobi.inl.

References shark::eigensort(), SHARKEXCEPTION, and SIZE_CHECK.

template<class MatrixT , class MatrixU , class VectorT >
void shark::eigensymmJacobi2 ( MatrixT &  amatA,
MatrixU &  vmatA,
VectorT &  dvecA 
)

Calculates the eigenvalues and the normalized eigenvectors of the symmetric matrix "amatA" using a modified Jacobi method.

Given a symmetric \( n \times n \) matrix A, this function calculates the eigenvalues \( \lambda \) and the eigenvectors x, defined as

\( Ax = \lambda x \)

where x is a one-column matrix and the matrix multiplication is used for A and x. This function uses the Jacobi method as in eigensymmJacobi, but the method is modificated after J. von Neumann to avoid convergence problems when dealing with low machine precision.

Parameters
amatA\( n \times n \) matrix, which must be symmetric, so only the bottom triangular matrix must contain values. Values below the diagonal will be destroyed.
vmatA\( n \times n \) matrix with the calculated normalized eigenvectors, each column will contain one eigenvector.
dvecAn-dimensional vector with the calculated eigenvalues in descending order.
Returns
none.
Exceptions
SharkExceptionthe type of the exception will be "size mismatch" and indicates that amatA is not a square matrix

Please follow the link to view the source code of the example. The example can be executed in the example directory of package LinAlg.

Author
M. Kreutz
Date
1998
Changes
none
Status
stable

Definition at line 97 of file eigensymmJacobi2.inl.

References shark::eigensort(), and SIZE_CHECK.

template<class Vector >
void shark::ensureSize ( blas::vector_expression< Vector > &  vec,
std::size_t  size 
)

Ensures that the vector has the right size.

Tries to resize vec. If the vector expression can't be resized a debug assertion is thrown.

Definition at line 224 of file Tools.h.

References shark::detail::ensureSize().

template<typename Type >
void shark::export_csv ( Data< Type > const &  set,
std::string  fn,
std::string  separator = ",",
bool  sci = true,
unsigned int  width = 0 
)

Format unlabeled data into a character-separated value file.

Parameters
setContainer to be exported
fnThe file to be written to
separatorSeparator between entries, typically a comma or a space
scishould the output be in scientific notation?
widthargument to std::setw when writing the output

Definition at line 832 of file Csv.h.

References shark::detail::export_csv().

template<typename InputType , typename LabelType >
void shark::export_csv ( LabeledData< InputType, LabelType > const &  dataset,
std::string  fn,
LabelPosition  lp,
std::string  separator = ",",
bool  sci = true,
unsigned int  width = 0 
)

Format labeled data into a character-separated value file.

Parameters
datasetContainer to be exported
fnThe file to be written to
lpPosition of the label in the record, either first or last column
separatorSeparator between entries, typically a comma or a space
scishould the output be in scientific notation?
widthargument to std::setw when writing the output

Definition at line 903 of file Csv.h.

References shark::Data< Type >::elements(), shark::detail::export_csv(), shark::LabeledData< InputT, LabelT >::inputs(), and shark::LabeledData< InputT, LabelT >::labels().

template<typename InputType , typename LabelType >
void shark::export_kernel_matrix ( LabeledData< InputType, LabelType > const &  dataset,
AbstractKernelFunction< InputType > &  kernel,
std::ostream &  out,
KernelMatrixNormalizationType  normalizer = NONE,
bool  scientific = false,
unsigned int  fieldwidth = 0 
)

Write a kernel Gram matrix to stream.

Parameters
datasetdata basis for the Gram matrix
kernelpointer to kernel function to be used
outThe stream to be written to
normalizerwhat kind of normalization to apply. see enum declaration for details.
scishould the output be in scientific notation?
widthfield width for pretty printing

Definition at line 64 of file PrecomputedMatrix.h.

References shark::CENTER_AND_MULTIPLICATIVE_TRACE_ONE, shark::CENTER_ONLY, shark::Data< Type >::elements(), shark::AbstractKernelFunction< InputTypeT >::eval(), shark::ScaledKernel< InputType >::factor(), shark::LabeledData< InputT, LabelT >::inputs(), shark::LabeledData< InputT, LabelT >::labels(), shark::mean(), shark::MULTIPLICATIVE_TRACE_N, shark::MULTIPLICATIVE_TRACE_ONE, shark::MULTIPLICATIVE_VARIANCE_ONE, shark::NONE, SHARK_ASSERT, SHARKEXCEPTION, shark::size(), shark::DataView< DatasetType >::size(), SIZE_CHECK, shark::trace(), and shark::NormalizeKernelUnitVariance< InputType >::train().

Referenced by shark::export_kernel_matrix().

template<typename InputType , typename LabelType >
void shark::export_kernel_matrix ( LabeledData< InputType, LabelType > const &  dataset,
AbstractKernelFunction< InputType > &  kernel,
std::string  fn,
KernelMatrixNormalizationType  normalizer = NONE,
bool  sci = false,
unsigned int  width = 0 
)

Write a kernel Gram matrix to file.

Parameters
datasetdata basis for the Gram matrix
kernelpointer to kernel function to be used
fnThe filename of the file to be written to
normalizerwhat kind of normalization to apply. see enum declaration for details.
scishould the output be in scientific notation?
widthfield width for pretty printing

Definition at line 227 of file PrecomputedMatrix.h.

References shark::export_kernel_matrix().

template<typename InputType >
void shark::export_libsvm ( LabeledData< InputType, unsigned int > &  dataset,
const std::string &  fn,
bool  dense = false,
bool  oneMinusOne = true,
bool  sortLabels = false 
)

Export data to LIBSVM format.

Parameters
datasetContainer storing the data
fnOutput file
denseFlag for using dense output format
oneMinusOneFlag for applying the transformation y<-2y-1 to binary labels
sortLabelsFlag for sorting data points according to labels

Definition at line 119 of file Libsvm.h.

References shark::detail::cmpLabelSortPair(), shark::LabeledData< InputT, LabelT >::element(), shark::inputDimension(), shark::numberOfClasses(), shark::LabeledData< InputT, LabelT >::numberOfElements(), and SHARKEXCEPTION.

template<class MatrixT >
void shark::fft ( MatrixT &  data,
int  isign 
)

Depending on the value of "isign" the "data" is replaced by its discrete Fourier transform or by its inverse discrete Fourier transform.

When isign is set to "-1", then \(H_n \equiv \sum_{k=0}^{N-1} data_k e^{2 \pi i k n / N}\) is calculated.
When isign is set to "1", then \(h_k = \frac{1}{N} \sum_{n=0}^{N-1} data_k e^{-2 \pi i k n / N}\) is calculated.
Please notice, that the number of sample points in data must be an integer power of 2. If there are not enough sample points, create the data array with a size equal to the next higher power of 2 and fill the last empty positions of the array with zero values.

Parameters
dataThe original sample data (in the time or frequency domain), that will be replaced by its corresponding data of the other domain.
isignDetermines the type of transformation.
"-1" = a discrete Fourier transform is performed,
"1" = an inverse Fourier transform is performed
Returns
none.
Author
M. Kreutz
Date
1998
Changes
none
Status
stable

Definition at line 118 of file fft.inl.

References shark::size(), and shark::swap().

Referenced by shark::fft(), and shark::ifft().

template<class MatrixT >
void shark::fft ( MatrixT &  data)

Replaces the "data" by its discrete Fourier transform.

\(H_n \equiv \sum_{k=0}^{N-1} data_k e^{2 \pi i k n / N}\) is calculated.
Please notice, that the number of sample points in data must be an integer power of 2. If there are not enough sample points, create the data array with a size equal to the next higher power of 2 and fill the last empty positions of the array with zero values.

Parameters
dataThe original sample data of the time domain, that will be replaced by its corresponding data of the frequency domain.
Returns
none.
Author
M. Kreutz
Date
1998
Changes
none
Status
stable

Definition at line 260 of file fft.inl.

References shark::fft().

template<class MatrixT >
RealMatrix shark::g_inverse ( blas::matrix_expression< MatrixT > const &  matrixA)

Calculates the generalized inverse matrix of input matrix "matrixA".

Given an \( m \times n \) input matrix \( A \) this function uses a Pivoting cholesky decomposition to compute the generalized Inverse with the property \( AA'A = A \)

if m < n the matrix also satisfies AA' = I

If m > n the least squares solution is used.

Parameters
matrixA\( m \times n \) input matrix.
Returns
The generalised inverse matrix of A.

Referenced by shark::CSvmDerivative< InputType, CacheType >::prepareCSvmParameterDerivative().

template<class Matrix >
void shark::identity ( blas::matrix_expression< Matrix > &  mat)

Initializes the square matrix A to be the identity matrix.

Definition at line 202 of file Tools.h.

References SIZE_CHECK, and shark::zero().

Referenced by shark::decomposedGeneralInverse().

template<class MatrixT >
void shark::ifft ( MatrixT &  data)

Replaces the "data" by its inverse discrete Fourier transform.

\(h_k = \frac{1}{N} \sum_{n=0}^{N-1} data_k e^{-2 \pi i k n / N}\) is calculated.
Please notice, that the number of sample points in data must be an integer power of 2. If there are not enough sample points, create the data array with a size equal to the next higher power of 2 and fill the last empty positions of the array with zero values.

Parameters
dataThe original sample data of the frequency domain, that will be replaced by its corresponding data of the time domain.
Returns
none.
Author
M. Kreutz
Date
1998
Changes
none
Status
stable

Definition at line 225 of file fft.inl.

References shark::fft(), and shark::size().

template<typename Type >
void shark::import_csv ( Data< Type > &  data,
std::string  fn,
std::string  separator = ",",
std::string  comment = "",
std::size_t  batchSize = Data<Type>::DefaultBatchSize 
)

Import unlabeled data from a character-separated value file.

Parameters
dataContainer storing the loaded data
fnThe file to be read from
separatorSeparator between entries, typically a comma or a space
commentTrailing character indicating comment line

Definition at line 810 of file Csv.h.

References shark::createDataFromRange(), and shark::detail::import_csv().

Referenced by loadData(), and main().

template<typename InputType , typename LabelType >
void shark::import_csv ( LabeledData< InputType, LabelType > &  dataset,
std::string  fn,
LabelPosition  lp,
std::string  separator = ",",
std::string  comment = "",
bool  allowMissingClasses = false,
std::map< LabelType, LabelType > const *  labelmap = NULL,
std::size_t  batchSize = LabeledData<InputType, LabelType>::DefaultBatchSize 
)

Import labeled data from a character-separated value file.

Parameters
datasetContainer storing the loaded data
fnThe file to be read from
lpPosition of the label in the record, either first or last column
separatorSeparator between entries, typically a comma or a space
commentCharacter for indicating a comment, by default empty
labelmapexplicit mapping from input data labels to Shark labels (optional)

Definition at line 853 of file Csv.h.

References shark::createLabeledDataFromRange(), and shark::detail::import_csv().

void shark::import_csv ( LabeledData< RealVector, RealVector > &  dataset,
std::string  fn,
LabelPosition  lp,
std::string  separator = ",",
std::string  comment = "",
std::size_t  numberOfOutputs = 1 
)

Import regression data from a character-separated value file.

Parameters
datasetContainer storing the loaded data
fnThe file to be read from
lpPosition of the label in the record, either first or last column
separatorSeparator between entries, typically a comma or a space
commentCharacter for indicating a comment, by default empty
numberOfOutputsDimensionality of label/output

Definition at line 879 of file Csv.h.

References shark::createLabeledDataFromRange(), and shark::detail::import_csv_regression().

void shark::import_libsvm ( LabeledData< RealVector, unsigned int > &  dataset,
std::istream &  stream,
int  highestIndex = 0 
)

Import data from a LIBSVM file.

Parameters
datasetcontainer storing the loaded data
fnthe file to be read from
highestIndexhighest feature index, or 0 for auto-detection

Definition at line 137 of file LibSVM.cpp.

void shark::import_libsvm ( LabeledData< CompressedRealVector, unsigned int > &  dataset,
std::istream &  stream,
int  highestIndex = 0 
)

Import data from a LIBSVM file.

Parameters
datasetcontainer storing the loaded data
fnthe file to be read from
highestIndexhighest feature index, or 0 for auto-detection

Definition at line 145 of file LibSVM.cpp.

void shark::import_libsvm ( LabeledData< RealVector, unsigned int > &  dataset,
std::string  fn,
int  highestIndex = 0 
)

Import data from a LIBSVM file.

Parameters
datasetcontainer storing the loaded data
fnthe file to be read from
highestIndexhighest feature index, or 0 for auto-detection

Definition at line 154 of file LibSVM.cpp.

void shark::import_libsvm ( LabeledData< CompressedRealVector, unsigned int > &  dataset,
std::string  fn,
int  highestIndex = 0 
)

Import data from a LIBSVM file.

Parameters
datasetcontainer storing the loaded data
fnthe file to be read from
highestIndexhighest feature index, or 0 for auto-detection

Definition at line 163 of file LibSVM.cpp.

template<class Source >
detail::ADLVector<Source&> shark::init ( shark::blas::vector_container< Source > &  source)

Starting-point for the initialization sequence.

Usage: init(vector)<<a,b,c where vector is a ublas vector or sub-vector and a,b,c are either scalars or vectors. In debug mode, it is checked that size(vector) == size(a,b,c)

Definition at line 60 of file Initialize.h.

Referenced by shark::blas::axpy_prod(), BOOST_FUSION_ADAPT_TPL_STRUCT(), shark::LooErrorCSvm< InputType, CacheType >::eval(), shark::NegativeGaussianProcessEvidence< InputType, OutputType, LabelType >::eval(), shark::NegativeGaussianProcessEvidence< InputType, OutputType, LabelType >::evalDerivative(), shark::TypeErasedMultiObjectiveOptimizer< SearchSpace, Optimizer >::init(), shark::blas::opb_prod(), shark::LinearClassifier::parameterVector(), shark::Centroids::parameterVector(), shark::RBFNet::parameterVector(), shark::ProductKernel< InputType >::parameterVector(), shark::RBM< VisibleLayerT, HiddenLayerT, RngT >::parameterVector(), shark::detail::ConcatenatedModelWrapper< InputType, IntermediateType, OutputType >::parameterVector(), shark::detail::LinearModelWrapper< Matrix, InputType, OutputType >::parameterVector(), shark::Normalizer< DataType >::parameterVector(), shark::KernelExpansion< InputType >::parameterVector(), shark::AbstractSvmTrainer< InputType, unsigned int >::parameterVector(), shark::AverageEnergyGradient< RBM >::result(), shark::LinearClassifier::setParameterVector(), shark::Centroids::setParameterVector(), shark::RBFNet::setParameterVector(), shark::ProductKernel< InputType >::setParameterVector(), shark::RBM< VisibleLayerT, HiddenLayerT, RngT >::setParameterVector(), shark::detail::ConcatenatedModelWrapper< InputType, IntermediateType, OutputType >::setParameterVector(), shark::detail::LinearModelWrapper< Matrix, InputType, OutputType >::setParameterVector(), shark::Normalizer< DataType >::setParameterVector(), shark::KernelExpansion< InputType >::setParameterVector(), shark::AbstractSvmTrainer< InputType, unsigned int >::setParameterVector(), shark::blas::sparse_prod(), shark::detail::ConcatenatedModelWrapper< InputType, IntermediateType, OutputType >::weightedDerivatives(), and shark::detail::ConcatenatedModelWrapper< InputType, IntermediateType, OutputType >::weightedParameterDerivative().

template<class Source >
detail::ADLVector<const Source&> shark::init ( const shark::blas::vector_container< Source > &  source)

Starting-point for the initialization sequence.

Usage: init(vector)<<a,b,c where vector is a ublas vector or sub-vector and a,b,c are either scalars or vectors. In debug mode, it is checked that size(vector) == size(a,b,c)

Definition at line 68 of file Initialize.h.

template<class Source >
detail::ADLVector<shark::blas::vector_range<Source> > shark::init ( const shark::blas::vector_range< Source > &  source)

Starting-point for the initialization sequence when used for splitting the vector.

Usage: init(vector)>>a,b,c where vector is a ublas vector or sub-vector and a,b,c are mutable scalars or vectors. In debug mode, it is checked that size(vector) == size(a,b,c) Specialization for ublas vector_range.

Definition at line 84 of file Initialize.h.

template<class Source >
detail::ADLVector<shark::blas::matrix_row<Source> > shark::init ( const shark::blas::matrix_row< Source > &  source)

Specialization for matrix rows.

Definition at line 91 of file Initialize.h.

template<class InputType , class OutputType >
void shark::initRandomNormal ( AbstractModel< InputType, OutputType > &  model,
double  s 
)

Initialize model parameters normally distributed.

Parameters
model,:model to be initialized
s,:variance of mean-free normal distribution

Definition at line 316 of file AbstractModel.h.

References shark::IParameterizable::numberOfParameters(), and shark::IParameterizable::setParameterVector().

template<class InputType , class OutputType >
void shark::initRandomUniform ( AbstractModel< InputType, OutputType > &  model,
double  l,
double  h 
)

Initialize model parameters uniformly at random.

Parameters
model,:model to be initialized
l,:lower bound of initialization interval
h,:upper bound of initialization interval

Definition at line 331 of file AbstractModel.h.

References shark::IParameterizable::numberOfParameters(), and shark::IParameterizable::setParameterVector().

Referenced by experiment(), and main().

template<class MatrixT , class MatrixU >
void shark::invertSymmPositiveDefinite ( MatrixT &  I,
const MatrixU &  ArrSymm 
)

Inverts a symmetric positive definite matrix.

Definition at line 79 of file invert.inl.

References shark::blas::axpy_prod(), shark::choleskyDecomposition(), shark::detail::bindings::potri(), and shark::blas::trans().

template<class VectorT , class Function >
void shark::linmin ( VectorT &  p,
const VectorT &  xi,
double &  fret,
Function  func,
double  ax = 0.0,
double  bx = 1.0 
)

Minimizes a function of "N" variables.

Performs a minimization of a function of \( N \) variables, i.e. given as input the vectors \( P \) and \( n \) and the function \( f \), the function finds the scalar \( \lambda \) that minimizes \( f(P + \lambda n) \). \( P \) is replaced by \( P + \lambda n \) and \( n \) by \( \lambda n \).

Parameters
pN-dimensional initial starting point for the search, is set to the point where the function takes on a minimum.
xiN-dimensional search direction, is replaced by the actual vector displacement that p was moved.
fretThe function value at the new point p.
funcThe function that will be minimized.
axInitial guess for the lower bracket
bxInitial guess for the upper bracket
Returns
none.
Exceptions
SharkExceptionthe type of the exception will be "size mismatch" and indicates that p is not one-dimensional or that p has not the same size than xi

Please follow the link to view the source code of the example. The example can be executed in the example directory of package LinAlg.

Author
M. Kreutz
Date
1998
Changes
none
Status
stable
See Also
dlinmin.cpp

Definition at line 89 of file linmin.inl.

References shark::blas::max(), SIGN, and SIZE_CHECK.

Referenced by shark::LineSearch::operator()().

template<class VectorT , class Function >
void shark::lnsrch ( const VectorT &  xold,
double  fold,
VectorT &  g,
VectorT &  p,
VectorT &  x,
double &  f,
double  stpmax,
bool &  check,
Function  func 
)

Does a line search, i.e. given a nonlinear function, a starting point and a direction, a new point is calculated where the function has decreased "sufficiently".

Given a nonlinear function, a starting point and a direction, a new point is calculated where the function has decreased "sufficiently".

The line search algorithms are based on the Newton method of approximating root values of monotone decreasing functions. When the derivative \( f' \) of the function \( f \) at a starting point \( x \) on the X-axis can be calculated, the intersection \( x' \) of the tangent at point \( f(x) \) (with gradient \( f'(x) \)) with the X-axis can be used to get a better approximation of the minima at \( x_{min} \).

This function is based on this idea: Given a nonlinear function \( f \), a n-dimensional starting point \( x_{old} \) and a direction \( p \) (known as Newton direction), a new point \( x_{new} \) is calculated as

\( x_{new} = x_{old} + \lambda p, \hspace{2em} 0 < \lambda \leq 1 \)

in a way that \( f(x_{new})\) has decreased sufficiently. Sufficiently means that

\( f(x_{new}) \leq f(x_{old}) + \alpha \nabla f \cdot (x_{new} - x_{old}) \)

where \( 0 < \alpha < 1 \) is a fraction of the initial rate of decrease \( \nabla f \cdot p \).

This function can be used for minimization or solving a set of nonlinear equations of the form \( F(x) = 0 \). Finding the root value (the x-value at which the related function will intersect the X-axis) will then solve the equations. In contrast to cubic line search (cblnsrch.cpp), here the root value can be calculated by only three gradient of function evaluations.

Parameters
xoldn-dimensional starting point.
foldThe value of function func at point xold.
gThe n-dimensional gradient of function func at point xold.
pn-dimensional point to specify the search direction (the Newton direction).
xNew n-dimensional point along the direction p from xold where the function func decreases "sufficiently".
fThe new function value for point x.
stpmaxNo. of the steps lnsrch. will do internally, to limit the number avoids evaluating the function in regions where it is undefined or subject to overflow.
checkSet to false on a normal exit and to true when x is too close to xold (signals convergence for minimization algorithms).
funcFunction to decrease.
Returns
none.
Exceptions
check_exceptionthe type of the exception will be "size mismatch" and indicates that xold is not one-dimensional or has not the same size than g or p or x

Please follow the link to view the source code of the example. The example can be executed in the example directory of package LinAlg.

Author
M. Kreutz
Date
1998
Changes
none
Status
stable

Definition at line 129 of file lnsrch.inl.

References shark::blas::max(), SIZE_CHECK, and shark::blas::sum().

template<class MatrixT , class MatrixU , class VectorT >
double shark::logdetsymm ( MatrixT &  amatA,
MatrixU &  vmatA,
VectorT &  dvecA 
)

Calculates the log of the determinant of the symmetric matrix "amatA".

Calculates logarithm of the determinant of the symmetric matrix "amatA".

Calculates the logarithm of the determinate of matrix amatA by using its n eigenvalues \( x_j \) that first will be calculated. The determinate is then given as:

\( \prod_{j=1}^n x_j \)

Parameters
amatA\( n \times n \) matrix, which is symmetric, so only the bottom triangular matrix must contain values. At the end of the function amatA always contains the full matrix.
vmatA\( n \times n \) matrix, that will contain the scaled eigenvectors at the end of the function.
dvecAn-dimensional vector that will contain the eigenvalues at the end of the function.
Returns
The logarithm of the determinate of matrix amatA.
Exceptions
SharkExceptionthe type of the eception will be "size mismatch" and indicates that amatA is not a square matrix

Please follow the link to view the source code of the example. The example can be executed in the example directory of package LinAlg.

Author
C.Igel
Date
2007
Status
stable

Definition at line 172 of file detsymm.inl.

References shark::eigensymm_intermediate(), and SIZE_CHECK.

template<class T >
detail::InitializerRange<typename T::const_iterator,detail::MatrixExpression<const typename T::value_type> > shark::matrixSet ( const T &  range)

Uses a range of vectors for initialization.

Sometimes not a single matrix but a set of matrices is needed as argument like std::deque<RealMatrix> set; in this case, matrixSet is needed init(vec)<<vec1,matrixSet(set),vec2;

Definition at line 170 of file Initialize.h.

Referenced by shark::Centroids::parameterVector(), and shark::Centroids::setParameterVector().

template<class T >
detail::InitializerRange<typename T::iterator,detail::MatrixExpression<typename T::value_type> > shark::matrixSet ( T &  range)

Uses a range of vectors for splitting and initialization.

Sometimes not a single matrix but a set of matrices is needed as argument like std::deque<RealMatrix> set; in this case, vectorSet is needed init(vec)>>vec1,matrixSet(set),vec2;

Definition at line 184 of file Initialize.h.

template<class T >
T shark::maxExpInput ( )

Maximum allowed input value for exp.

Definition at line 68 of file Math.h.

template<class VectorType >
VectorType shark::mean ( UnlabeledData< VectorType > const &  data)

Definition at line 88 of file VectorStatistics.h.

References shark::mean().

template<class VectorType >
VectorType shark::mean ( Data< VectorType > const &  data)

Calculates the mean vector of array "x".

Calculates the mean vector of the input vectors.

Given a d -dimensional array x with size N1 x ... x Nd, this function calculates the mean vector given as:

\[ mean_j = \frac{1}{N1} \sum_{i=1}^{N1} x_{i,j} \]

Example:

\[ \left( \begin{array}{*{4}{c}} 1 & 2 & 3 & 4\\ 5 & 6 & 7 & 8\\ 9 & 10 & 11 & 12\\ \end{array} \right) \longrightarrow \frac{1}{3} \left( \begin{array}{*{4}{c}} 1+5+9 & 2+6+10 & 3+7+11 & 4+8+12\\ \end{array} \right) \longrightarrow \left( \begin{array}{*{4}{c}} 5 & 6 & 7 & 8\\ \end{array} \right) \]

Parameters
datainput data, from which the mean value will be calculated
Returns
the mean vector of x

Definition at line 135 of file VectorStatistics.inl.

References shark::Data< Type >::batches(), shark::dataDimension(), shark::Data< Type >::empty(), shark::Data< Type >::numberOfElements(), SIZE_CHECK, and shark::sumRows().

Referenced by shark::covariance(), createData(), shark::BaseRng< RNG >::diffGeom(), shark::export_kernel_matrix(), shark::BaseRng< RNG >::gauss(), shark::LinearClassifier::importCovarianceMatrix(), shark::McPegasos< VectorType >::lossGradientADS(), shark::McPegasos< VectorType >::lossGradientATS(), shark::mean(), shark::FisherLDA::meanAndScatter(), shark::meanvar(), shark::Statistics::operator()(), shark::BaseRng< RNG >::poisson(), shark::LinearClassifier::setClassMean(), shark::PCA::setData(), shark::LinearClassifier::setParameterVector(), shark::QpMcDecomp< Matrix >::solveForBias(), shark::NormalizeComponentsWhitening< VectorType >::train(), shark::NormalTrainer::train(), shark::NormalizeComponentsUnitVariance< DataType >::train(), shark::LDA::train(), shark::FisherLDA::train(), shark::QpMcLinearATS::updateWeightVectors(), and shark::QpMcLinearATM::updateWeightVectors().

template<class MatrixType >
blas::vector< typename MatrixType::value_type > shark::mean ( blas::matrix_container< MatrixType > const &  data)

Calculates the mean vector of the input vectors.

Definition at line 150 of file VectorStatistics.inl.

References shark::mean(), SIZE_CHECK, and shark::sumRows().

template<class Vec1T , class Vec2T , class Vec3T >
void shark::meanvar ( Data< Vec1T > const &  data,
blas::vector_container< Vec2T > &  meanVec,
blas::vector_container< Vec3T > &  varianceVec 
)

Calculates the mean and variance values of a dataset.

Calculates the mean and variance values of the input data.

Given the vector of data, the mean and variance values are calculated as in the functions mean and variance.

Parameters
dataInput data.
meanVecVector of mean values.
varianceVecVector of variances.

Definition at line 15 of file VectorStatistics.inl.

References shark::Data< Type >::batches(), shark::dataDimension(), shark::Data< Type >::empty(), shark::mean(), shark::blas::noalias(), shark::Data< Type >::numberOfElements(), shark::repeat(), SIZE_CHECK, shark::sqr(), and shark::sumRows().

Referenced by shark::covariance(), main(), shark::PCA::setData(), shark::NormalizeComponentsWhitening< VectorType >::train(), shark::NormalizeComponentsUnitVariance< DataType >::train(), and shark::variance().

template<class MatT , class Vec1T , class Vec2T >
void shark::meanvar ( blas::matrix_container< MatT > &  data,
blas::vector_container< Vec1T > &  meanVec,
blas::vector_container< Vec2T > &  varianceVec 
)

Calculates the mean, variance and covariance values of the input data.

Definition at line 41 of file VectorStatistics.inl.

References shark::mean(), shark::blas::noalias(), shark::repeat(), SIZE_CHECK, shark::sqr(), and shark::sumRows().

template<class Vec1T , class Vec2T , class MatT >
void shark::meanvar ( const Data< Vec1T > &  data,
blas::vector_container< Vec2T > &  meanVec,
blas::matrix_container< MatT > &  covariance 
)

Calculates the mean and covariance values of a set of data.

Calculates the mean, variance and covariance values of the input data.

Given the vector of data, the mean and variance values are calculated as in the functions mean and variance.

Parameters
dataInput data.
meanVecVector of mean values.
covarianceCovariance matrix.

Definition at line 75 of file VectorStatistics.inl.

References shark::Data< Type >::batch(), shark::covariance(), shark::dataDimension(), shark::Data< Type >::empty(), shark::mean(), shark::Data< Type >::numberOfBatches(), shark::Data< Type >::numberOfElements(), shark::repeat(), SIZE_CHECK, shark::symmRankKUpdate(), and shark::blas::trans().

template<class T >
T shark::minExpInput ( )

Minimum value for exp(x) allowed so that it is not 0.

Definition at line 73 of file Math.h.

template<class V >
std::size_t shark::nonzeroElements ( blas::vector_expression< V > const &  vec)
template<class T >
double shark::nth ( std::vector< T > &  v,
unsigned  n 
)

return nth element after sorting

Definition at line 155 of file VectorStatistics.h.

References SHARKEXCEPTION.

template<class T >
std::ostream& shark::operator<< ( std::ostream &  stream,
const Data< T > &  d 
)

Outstream of elements.

Definition at line 328 of file Dataset.h.

template<class MatrixT >
void shark::orthoNormalize ( blas::matrix_container< MatrixT > &  matrixC)

Transforms a quadratic matrix such that it forms an orthonormal Basis using Gram-Schmidt Orthonormalisation.

Definition at line 52 of file rotations.h.

References shark::blas::inner_prod(), shark::blas::norm_2(), shark::blas::row(), shark::size(), and SIZE_CHECK.

Referenced by shark::randomRotationMatrix().

template<class T >
detail::ParameterizableExpression<const T> shark::parameters ( const T &  object)

Uses the parameters of a parameterizable object for initialization.

The object doesn't have to be derived from IParameterizable, but needs to offer the methods

Definition at line 119 of file Initialize.h.

Referenced by BOOST_FUSION_ADAPT_TPL_STRUCT(), shark::NestedGridSearch::configure(), shark::PointSearch::configure(), shark::LooErrorCSvm< InputType, CacheType >::eval(), shark::SvmLogisticInterpretation< InputType >::eval(), shark::KernelTargetAlignment< InputType >::evalDerivative(), shark::SvmLogisticInterpretation< InputType >::evalDerivative(), shark::detail::ParameterizableExpression< T >::init(), shark::detail::ParameterizableExpression< T * >::init(), shark::detail::ParameterizableExpression< T *const >::init(), shark::PointSearch::init(), shark::RBM< VisibleLayerT, HiddenLayerT, RngT >::numberOfParameters(), shark::LinearClassifier::parameterVector(), shark::NearestNeighborClassifier< InputType >::parameterVector(), shark::SoftNearestNeighborClassifier< InputType >::parameterVector(), shark::NearestNeighborRegression< InputType >::parameterVector(), shark::RBFNet::parameterVector(), shark::RBM< VisibleLayerT, HiddenLayerT, RngT >::parameterVector(), shark::detail::ConcatenatedModelWrapper< InputType, IntermediateType, OutputType >::parameterVector(), shark::FFNet< HiddenNeuron, OutputNeuron >::parameterVector(), shark::AbstractSvmTrainer< InputType, unsigned int >::parameterVector(), shark::RBM< VisibleLayerT, HiddenLayerT, RngT >::setParameterVector(), shark::detail::ConcatenatedModelWrapper< InputType, IntermediateType, OutputType >::setParameterVector(), shark::AbstractSvmTrainer< InputType, unsigned int >::setParameterVector(), shark::detail::ParameterizableExpression< T >::split(), shark::detail::ParameterizableExpression< T * >::split(), and shark::detail::ParameterizableExpression< T *const >::split().

template<class T >
detail::ParameterizableExpression<T> shark::parameters ( T &  object)

Uses the parameters of a parameterizable object for initialization.

The object doesn't have to be derived from IParameterizable, but needs to offer the methods

Definition at line 126 of file Initialize.h.

template<class T >
detail::InitializerRange<typename T::const_iterator, detail::ParameterizableExpression<const typename T::value_type> > shark::parameterSet ( const T &  range)

Uses a range of parametrizable objects for initialization.

The objects in the set must offer the methods described by IParameterizable. Also pointer to objects are allowed

Definition at line 196 of file Initialize.h.

Referenced by shark::ProductKernel< InputType >::parameterVector(), and shark::ProductKernel< InputType >::setParameterVector().

template<class T >
detail::InitializerRange<typename T::iterator, detail::ParameterizableExpression<typename T::value_type> > shark::parameterSet ( T &  range)

Uses a range of parametrizable objects for splitting and initialization.

The objects in the set must offer the methods described by IParameterizable. Also pointer to objects are allowed

Definition at line 207 of file Initialize.h.

template<class MatrixT , class Mat >
std::size_t shark::pivotingRQ ( blas::matrix_expression< MatrixT > const &  matrixA,
blas::matrix_container< Mat > &  matrixR,
blas::matrix_container< Mat > &  matrixQ,
blas::permutation_matrix< std::size_t > &  permutation 
)

Calculates the RQ-Decomposition of A using pivoting.

Determines the RQ Decomposition of the matrix A using pivoting.

The pivoting RQ-Decomposition finds an orthonormal matrix Q and a lower Triangular matrix R as well as a permuation matrix P such that PA = R*Q. This function is better known as the QR-Decomposition of a transposed matrix B^T = A and B = QR. We depart from the well known algorithm because it is intended to be used with column major matrices. But since shark uses row-major, a QR decomposition is a lot slower.

This Version of the algorithm is based on householder transformations. since it uses pivoting it can be used to determine the rank of a matrix.

Definition at line 150 of file pivotingRQ.inl.

References shark::fast_prod(), shark::pivotingRQHouseholder(), shark::rank(), shark::rows(), shark::symmRankKUpdate(), and shark::blas::trans().

template<class MatrixT , class MatrixU >
std::size_t shark::pivotingRQHouseholder ( blas::matrix_expression< MatrixT > const &  matrixA,
blas::matrix_container< MatrixU > &  matrixR,
blas::matrix_container< MatrixU > &  householderTransform,
blas::permutation_matrix< std::size_t > &  permutation 
)

Determines the RQ Decomposition of the matrix A using pivoting returning the housholder transformation instead of Q.

The pivoting RQ-Decomposition finds an orthonormal matrix Q and a lower Triangular matrix R as well as a permuation matrix P such that PA = R*Q. Since Q is the multiplication of all householder transformations, It is quite expensive to compute. Often, Q is only an intermediate step in computations which can be carried out more efficiently using the Householder Transformations themselves.

The Matrix format of the householder transform is that the transformations are stored as upper triangular matrix. The first transformation being in the first row and so on.

Definition at line 57 of file pivotingRQ.inl.

References shark::applyHouseholderOnTheRight(), shark::blas::column(), shark::createHouseholderReflection(), shark::blas::min(), shark::blas::noalias(), shark::blas::norm_sqr(), shark::rank(), shark::blas::vector< T, A >::resize(), shark::blas::row(), shark::sqr(), shark::blas::subrange(), shark::sumColumns(), and shark::swap().

Referenced by shark::pivotingRQ().

template<class MatrixT , typename RngType >
void shark::randomRotationMatrix ( blas::matrix_container< MatrixT > &  matrixC,
RngType &  rng 
)

Initializes a matrix such that it forms a random rotation matrix.

The matrix needs to be quadratic and have the proper size (e.g. call matrix::resize before).

Definition at line 72 of file rotations.h.

References shark::orthoNormalize(), shark::size(), and SIZE_CHECK.

Referenced by shark::ELLI1::init(), shark::ELLI2::init(), shark::IHR3::init(), shark::IHR1::init(), shark::IHR4::init(), shark::IHR2::init(), shark::CIGTAB1::init(), shark::IHR6::init(), shark::CIGTAB2::init(), and shark::randomRotationMatrix().

template<class MatrixT >
void shark::randomRotationMatrix ( blas::matrix_container< MatrixT > &  matrixC)

Initializes a matrix such that it forms a random rotation.

matrix. The matrix needs to be quadratic and have the proper size (e.g. call matrix::resize before) uses the global RNG.

Definition at line 92 of file rotations.h.

References shark::randomRotationMatrix().

template<typename RngType >
RealMatrix shark::randomRotationMatrix ( size_t  size,
RngType &  rng 
)

Creates a random rotation matrix with a certain size using the random number generator rng.

Definition at line 98 of file rotations.h.

References shark::randomRotationMatrix().

RealMatrix shark::randomRotationMatrix ( size_t  size)
inline

Creates a random rotation matrix with a certain size using the global random number gneerator.

Definition at line 105 of file rotations.h.

References shark::randomRotationMatrix().

template<class MatrixT , class MatrixU , class VectorT >
unsigned shark::rank ( const MatrixT &  amatA,
const MatrixU &  vmatA,
const VectorT &  dvecA 
)

Determines the rank of the symmetric matrix "amatA".

Determines the numerical rank of the symmetric matrix "amatA".

Given the \( n \times n \) matrix amatA, this function uses the eigenvectors vmatA and the eigenvalues dvecA to calculate the rank of amatA.

Parameters
amatA\( n \times n \) matrix, which is symmetric and is not changed by the function.
vmatA\( n \times n \) matrix with the normalized eigenvectors, each column contains one eigenvector. The matrix is not changed by the function.
dvecAn-dimensional vector of the eigenvalues, given in descending order. The vector is not changed by the function.
Returns
The rank of matrix amatA.
Exceptions
SharkExceptionthe type of the exception will be "size mismatch" and indicates that dvecA is not one-dimensional or that amatA or vmatA has not the same number of rows or columns than dvecA contains values

Please follow the link to view the source code of the example. The example can be executed in the example directory of package LinAlg.

Author
M. Kreutz
Date
1995
Changes
none
Status
stable

Definition at line 81 of file rank.inl.

References shark::eigenerr(), and SIZE_CHECK.

Referenced by shark::decomposedGeneralInverse(), shark::WilcoxonRankSumTest::operator()(), shark::SteadyStateIndicatorBasedSelection< Indicator >::operator()(), shark::IndicatorBasedSelection< shark::HypervolumeIndicator >::operator()(), shark::ApproximatedHypervolumeSelection::operator()(), shark::pivotingRQ(), shark::pivotingRQHouseholder(), shark::rankDecomp(), shark::detail::AGE2::step(), and shark::detail::SteadyStateMOCMA< Indicator >::step().

template<class MatrixT , class MatrixU , class MatrixV , class VectorT >
unsigned shark::rankDecomp ( MatrixT &  amatA,
MatrixU &  vmatA,
MatrixV &  hmatA,
VectorT &  dvecA 
)

Calculates the rank of the symmetric matrix "amatA", its eigenvalues and eigenvectors.

Determines the rank of matrix amatA and additionally calculates the eigenvalues and eigenvectors of the matrix. Empty eigenvalues (i.e. eigenvalues equal to zero) are set to the greatest calculated eigenvalue and each eigenvector \( x_j \) is scaled by multiplying it with the scalar value \( \frac{1}{\sqrt{\lambda_j}} \).

Parameters
amatA\( n \times n \) matrix, which is symmetric, so only the bottom triangular matrix must contain values. At the end of the function amatA always contains the full matrix.
vmatA\( n \times n \) matrix, which will contain the scaled eigenvectors.
hmatA\( n \times n \) matrix, that is used to store intermediate results.
dvecAn-dimensional vector with the calculated eigenvalues in descending order.
Returns
The rank of matrix amatA.
Exceptions
SharkExceptionthe type of the exception will be "size mismatch" and indicates that amatA is not a square matrix

Please follow the link to view the source code of the example. The example can be executed in the example directory of package LinAlg.

Author
M. Kreutz
Date
1998
Changes
2003/10/02 by S. Wiegand due to name change of 'eigensymm';
Status
stable

Definition at line 89 of file rankDecomp.inl.

References shark::eigensymm_intermediate(), shark::rank(), and SIZE_CHECK.

Referenced by shark::FisherLDA::train().

template<class Vector >
VectorRepeater<Vector> shark::repeat ( blas::vector_expression< Vector > const &  vector,
std::size_t  rows 
)
template<class T >
boost::enable_if<boost::is_arithmetic<T>, blas::scalar_vector<T> >::type shark::repeat ( scalar,
std::size_t  elements 
)

brief repeats a single element to form a vector of length elements

Parameters
scalarthe value which is repeated
elementsthe size of the resulting vector

Definition at line 390 of file Tools.h.

template<class T >
boost::enable_if<boost::is_arithmetic<T>, blas::scalar_matrix<T> >::type shark::repeat ( scalar,
std::size_t  rows,
std::size_t  columns 
)

brief repeats a single element to form a matrix of size rows x columns

Parameters
scalarthe value which is repeated
rowsthe number of rows of the resulting vector
columnsthe number of columns of the resulting vector

Definition at line 401 of file Tools.h.

References shark::columns(), and shark::rows().

template<class Matrix >
blas::matrix_range<Matrix const> shark::rows ( blas::matrix_expression< Matrix > const &  mat,
std::size_t  start,
std::size_t  end 
)
template<class Matrix >
blas::matrix_range<Matrix> shark::rows ( blas::matrix_expression< Matrix > &  mat,
std::size_t  start,
std::size_t  end 
)

brief picks a subrange of rows from a matrix. much easier to use than subrange

Definition at line 412 of file Tools.h.

References shark::blas::subrange().

template<class T >
T shark::safeExp ( x)

Thresholded exp function, over- and underflow safe.

Replaces the value of exp(x) for numerical reasons by the a threshold value if it gets too large. Use it only, if there is no other way to get the function stable!

Parameters
xthe exponent

Definition at line 110 of file Math.h.

References shark::blas::max().

template<class T >
T shark::safeLog ( x)

Thresholded log function, over- and underflow safe.

Replaces the value of log(x) for numerical reasons by the a threshold value if it gets too low. Use it only, if there is no other way to get the function stable!

Parameters
xthe exponent

Definition at line 125 of file Math.h.

Referenced by shark::NBClassifier< InputType, OutputType >::eval(), shark::AbstractDistribution::logP(), shark::Normal< RngType >::logP(), and shark::SigmoidFitPlatt::train().

template<class T >
boost::enable_if<boost::is_arithmetic<T>, T>::type shark::sigmoid ( x)

Logistic function/logistic function.

Calculates the sigmoid function 1/(1+exp(-x)). The type must be arithmetic. For example float,double,long double, int,... but no custom Type.

Definition at line 93 of file Math.h.

Referenced by shark::CrossEntropyIndependent::evalDerivative(), shark::CrossEntropy::evalDerivative(), shark::LogisticNeuron::function(), and shark::BinaryLayer::sufficientStatistics().

template<class T >
boost::enable_if<boost::is_arithmetic<T>, T>::type shark::softPlus ( x)

Numerically stable version of the function log(1+exp(x)).

Numerically stable version of the function log(1+exp(x)). This function is the integral of the famous sigmoid function. The type must be arithmetic. For example float,double,long double, int,... but no custom Type.

Definition at line 145 of file Math.h.

Referenced by shark::BinaryLayer::logMarginalize(), and shark::detail::updateLogPartition().

template<class T >
boost::enable_if<boost::is_arithmetic<T>, T>::type shark::sqr ( const T &  x)
inline

Calculates x^2.

Definition at line 79 of file Math.h.

Referenced by shark::blas::detail::diagonalMahalanobisDistanceSqr(), shark::blas::diagonalMahalanobisNormSqr(), shark::GSP::eval(), shark::LZ9::eval(), shark::Cigar::eval(), shark::CigarDiscus::eval(), shark::Himmelblau::eval(), shark::ZDT2::eval(), shark::LZ1::eval(), shark::LZ7::eval(), shark::LZ4::eval(), shark::LZ5::eval(), shark::LZ6::eval(), shark::LZ8::eval(), shark::LZ3::eval(), shark::Discus::eval(), shark::Fonseca::eval(), shark::LZ2::eval(), shark::IHR2::eval(), shark::IHR4::eval(), shark::CIGTAB1::eval(), shark::Rosenbrock::eval(), shark::IHR6::eval(), shark::Ellipsoid::eval(), shark::DTLZ3::eval(), shark::DTLZ1::eval(), shark::DTLZ4::eval(), shark::DTLZ5::eval(), shark::Rosenbrock::evalDerivative(), shark::FastSigmoidNeuron::functionDerivative(), shark::CARTTrainer::gini(), shark::RFTrainer::gini(), shark::PointSearch::init(), shark::GaussianLayer::logMarginalize(), shark::Normal< RngType >::logP(), shark::meanvar(), shark::RecurrentStructure::neuronDerivative(), shark::cma::Initializer::operator()(), shark::HMGSelectionCriterion::operator()(), shark::Normal< RngType >::p(), shark::Cauchy< RngType >::p(), shark::pivotingRQHouseholder(), shark::LeastContributorApproximator< Rng, ExactHypervolume >::sample(), shark::ARDKernelUnconstrained< InputType >::setParameterVector(), shark::SimpleSigmoidModel::sigmoidDerivative(), shark::KDTree< InputT >::squaredDistanceLowerBound(), shark::KernelMeanClassifier< InputType >::train(), shark::CMA::updateStrategyParameters(), shark::LinearNorm::weightedInputDerivative(), shark::ARDKernelUnconstrained< InputType >::weightedParameterDerivative(), and shark::WeightedSumKernel< InputType >::weightedParameterDerivative().

template<class T >
double shark::stl_correlation ( std::vector< T > &  v1,
std::vector< T > &  v2 
)

compute variance

Definition at line 178 of file VectorStatistics.h.

References SHARKEXCEPTION.

template<class T >
double shark::stl_mean ( std::vector< T >  v)

compute mean

Definition at line 166 of file VectorStatistics.h.

References SHARKEXCEPTION, and shark::blas::sum().

template<class T >
double shark::stl_median ( std::vector< T > &  v)

compute median

Definition at line 125 of file VectorStatistics.h.

References SHARKEXCEPTION.

template<class T >
double shark::stl_percentile ( std::vector< T > &  v,
double  p = .25 
)

compute percentilee (Excel way)

Definition at line 136 of file VectorStatistics.h.

References SHARKEXCEPTION.

template<class T >
double shark::stl_variance ( std::vector< T > &  v,
bool  unbiased = true 
)

compute sample variance

Definition at line 218 of file VectorStatistics.h.

References SHARKEXCEPTION, and shark::blas::sum().

template<typename InputType >
void shark::string2data ( Data< InputType > &  data,
const std::string &  dataInString,
std::size_t  batchSize = Data<InputType>::DefaultBatchSize 
)

Construct Shark data from a string.

Parameters
dataContainer storing the constructed data
dataInStringthe string to construct data from

Definition at line 920 of file Csv.h.

References shark::createDataFromRange(), and shark::detail::import_csv().

template<typename InputType , typename LabelType >
void shark::string2data ( LabeledData< InputType, LabelType > &  dataset,
const std::string &  dataInString,
LabelPosition  labelPosition = LAST_COLUMN,
bool  allowMissingFeatures = false,
bool  allowMissingClasses = false,
std::map< LabelType, LabelType > const *  labelmap = NULL,
std::size_t  batchSize = LabeledData<InputType, LabelType>::DefaultBatchSize 
)

Construct Shark labeled data from a string.

Parameters
datasetContainer storing the constructed labeled data
dataInStringthe string to construct data from
labelPositionthe position of label. The default value is LAST_COLUMN
labelmapexplicit mapping from input data labels to Shark labels (optional)

Definition at line 938 of file Csv.h.

References shark::createLabeledDataFromRange(), and shark::detail::import_csv().

template<class MatrixT , class MatrixU , class VectorT >
void shark::svd ( const MatrixT &  amatA,
MatrixU &  umatA,
MatrixU &  vmatA,
VectorT &  w,
unsigned  maxIterations = 200,
bool  ignoreThreshold = true 
)

Determines the singular value decomposition of a rectangular matrix "amatA".

Determines the singular value decomposition of a rectangular matrix "amatA".

Given a \( m \times n \) matrix amatA, this routine computes its singular value decomposition, defined as

\( A = UWV^T \)

where W is an \( n \times n \) diagonal matrix with positive or zero elements, the so-called singular values. The matrices U and V are each orthogonal in the sense that their columns are orthonormal, i.e.

\( UU^T = VV^T = V^TV = 1 \)

Parameters
amatAThe input matrix A, with size \( m \times n \) and \( m \geq n \).
umatAThe \( m \times n \) column-orthogonal matrix U determined by the function.
vmatAThe \( n \times n \) orthogonal matrix V determined by the function.
wn-dimensional vector with the calculated singular values.
maxIterationsNumber of iterations after which the algorithm gives up, if the solution has still not converged. Default is 200 Iterations.
ignoreThresholdIf set to false, the method throws an exception if the threshold maxIterations is exceeded. Otherwise it uses the approximate intermediate results in the further calculations. The default is true.
Exceptions
convergenceexception, if the solution has not converged after maxIterations iterations.
Returns
none

Please follow the link to view the source code of the example. The example can be executed in the example directory of package LinAlg.

Author
M. Kreutz
Date
1995
Changes
none
Status
stable

Definition at line 99 of file svd.inl.

References shark::blas::column(), shark::copySign(), shark::blas::max(), shark::blas::min(), shark::blas::noalias(), shark::blas::norm_1(), and SHARKEXCEPTION.

template<class MatrixT , class MatrixU , class VectorT >
unsigned shark::svdrank ( const MatrixT &  amatA,
MatrixU &  umatA,
MatrixU &  vmatA,
VectorT &  wvecA 
)

Determines the numerical rank of a rectangular matrix "amatA", when a singular value decomposition for "amatA" has taken place before.

For a singular value decomposition defined as

\( A = UWV^T \)

the resulting orthogonal matrices U and V and the singular values in W sorted by descending order are used to determine the rank of input matrix A.

Parameters
amatAThe \( m \times n \) input matrix A, with \( m \geq n \).
umatAThe \( m \times n \) column-orthogonal matrix U.
vmatAThe \( n \times n \) orthogonal matrix V.
wvecAn-dimensional vector containing the singular values in descending order.
Returns
none.

Please follow the link to view the source code of the example. The example can be executed in the example directory of package LinAlg.

Author
M. Kreutz
Date
1995
Changes
none
Status
stable
See Also
svd.cpp

Definition at line 91 of file svdrank.inl.

template<class MatrixU , class VectorT >
void shark::svdsort ( MatrixU &  umatA,
MatrixU &  vmatA,
VectorT &  wvecA 
)

Sorts the singular values in vector "wvecA" by descending order.

For a singular value decomposition defined as

\( A = UWV^T \)

the resulting orthogonal matrices U and V and the singular values in W can be sorted in a way, that the singular values are given in descending order, when leaving the function.

Parameters
umatAThe \( m \times n \) matrix U.
vmatAThe \( n \times n \) matrix V.
wvecAn-dimensional vector containing the singular values.
Returns
none.
Exceptions
SharkExceptionthe type of the exception will be "size mismatch" and indicates that wvecA is not one-dimensional

Please follow the link to view the source code of the example. The example can be executed in the example directory of package LinAlg.

Author
M. Kreutz
Date
1995
Changes
none
Status
stable
See Also
svd.cpp

Definition at line 86 of file svdsort.inl.

template<class Matrix >
detail::MatrixExpression<Matrix> shark::toVector ( shark::blas::matrix_expression< Matrix > &  matrix)

Linearizes a matrix as a set of row vectors and treats them as a set of vectors for initialization.

Definition at line 110 of file Initialize.h.

template<class MatrixT >
MatrixT::value_type shark::trace ( blas::matrix_expression< MatrixT > const &  m)

Evaluates the sum of the values at the diagonal of matrix "v".

Example:

\[ \left( \begin{array}{*{4}{c}} {\bf 1} & 5 & 9 & 13\\ 2 & {\bf 6} & 10 & 14\\ 3 & 7 & {\bf 11} & 15\\ 4 & 8 & 12 & {\bf 16}\\ \end{array} \right) \longrightarrow 1 + 6 + 11 + 16 = 34 \]

Parameters
vsquare matrix
Returns
the sum of the values at the diagonal of v

Definition at line 451 of file Tools.h.

References SIZE_CHECK.

Referenced by shark::NegativeGaussianProcessEvidence< InputType, OutputType, LabelType >::eval(), shark::NegativeGaussianProcessEvidence< InputType, OutputType, LabelType >::evalDerivative(), shark::export_kernel_matrix(), and shark::NormalizeKernelUnitVariance< InputType >::train().

template<class Matrix >
blas::vector_range<blas::matrix_column<Matrix const> > shark::triangularColumn ( blas::matrix_expression< Matrix > const &  mat,
std::size_t  i 
)

Returns the elements in the i-th column of the matrix excluding the zero elements.

Definition at line 352 of file Tools.h.

References shark::blas::column(), and shark::blas::subrange().

template<class Matrix >
blas::vector_range<blas::matrix_column<Matrix> > shark::triangularColumn ( blas::matrix_expression< Matrix > &  mat,
std::size_t  i 
)

Returns the elements in the i-th column of the matrix excluding the zero elements.

Definition at line 361 of file Tools.h.

References shark::blas::column(), and shark::blas::subrange().

template<class Matrix >
blas::vector_range<blas::matrix_row<Matrix const> > shark::triangularRow ( blas::matrix_expression< Matrix > const &  mat,
std::size_t  i 
)

Returns the i-th row of an upper triangular matrix excluding the elements right of the diagonal.

Definition at line 294 of file Tools.h.

References shark::blas::row(), and shark::blas::subrange().

template<class Matrix >
blas::vector_range<blas::matrix_row<Matrix> > shark::triangularRow ( blas::matrix_expression< Matrix > &  mat,
std::size_t  i 
)

Returns the i-th row of an upper triangular matrix excluding the elements right of the diagonal.

Definition at line 303 of file Tools.h.

References shark::blas::row(), and shark::blas::subrange().

template<class Matrix >
blas::vector_range<blas::matrix_column<Matrix const> > shark::unitTriangularColumn ( blas::matrix_expression< Matrix > const &  mat,
std::size_t  i 
)

Returns the elements in the i-th column of the matrix below the diagonal.

Definition at line 333 of file Tools.h.

References shark::blas::column(), and shark::blas::subrange().

template<class Matrix >
blas::vector_range<blas::matrix_column<Matrix> > shark::unitTriangularColumn ( blas::matrix_expression< Matrix > &  mat,
std::size_t  i 
)

Returns the elements in the i-th column of the matrix below the diagonal.

Definition at line 342 of file Tools.h.

References shark::blas::column(), and shark::blas::subrange().

template<class Matrix >
blas::vector_range<blas::matrix_row<Matrix const> > shark::unitTriangularRow ( blas::matrix_expression< Matrix > const &  mat,
std::size_t  i 
)

Returns the elements in the i-th row of a lower triangular matrix left of the diagonal.

Definition at line 312 of file Tools.h.

References shark::blas::row(), and shark::blas::subrange().

template<class Matrix >
blas::vector_range<blas::matrix_row<Matrix> > shark::unitTriangularRow ( blas::matrix_expression< Matrix > &  mat,
std::size_t  i 
)

Returns the elements in the i-th row of a lower triangular matrix left of the diagonal.

Definition at line 321 of file Tools.h.

References shark::blas::row(), and shark::blas::subrange().

template<class VectorType >
VectorType shark::variance ( const Data< VectorType > &  data)

Calculates the variance vector of array "x".

Calculates the variance vector of the input vectors.

Given a d -dimensional array x with size N1 x ... x Nd and mean value vector m, this function calculates the variance vector given as:

\[ variance = \frac{1}{N1} \sum_{i=1}^{N1} (x_i - m_i)^2 \]

Parameters
datainput data from which the variance will be calculated
Returns
the variance vector of x

Definition at line 176 of file VectorStatistics.inl.

References shark::meanvar().

Referenced by shark::Statistics::operator()(), shark::NormalTrainer::train(), and shark::NormalizeComponentsUnitVariance< DataType >::train().

template<class T >
detail::InitializerRange<typename T::const_iterator,detail::VectorExpression<const typename T::value_type&> > shark::vectorSet ( const T &  range)

Uses a range of vectors for initialization.

Sometimes not a single vector but a set of vectors is needed as argument like std::deque<RealVector> set; in this case, vectorSet is needed init(vec)<<vec1,vectorSet(set),vec2;

Definition at line 141 of file Initialize.h.

template<class T >
detail::InitializerRange<typename T::iterator,detail::VectorExpression<typename T::value_type&> > shark::vectorSet ( T &  range)

Uses a range of vectors for splitting and initialization.

Sometimes not a single vector but a set of vectors is needed as argument like std::deque<RealVector> set; in this case, vectorSet is needed init(vec)>>vec1,vectorSet(set),vec2;

Definition at line 155 of file Initialize.h.

void shark::detail::writePGM ( const char *  fileName,
const unsigned char *  pData,
const unsigned int  sx,
const unsigned int  sy 
)

Writes a PGM file.

Parameters
fileNameFile to write to
pDataunsigned char pointer to the data
sxWidth of image
syHeight of image

Definition at line 113 of file Pgm.h.

Referenced by shark::exportPGM().

template<class Matrix >
void shark::zero ( blas::matrix_expression< Matrix > &  mat)

Zeros a matrix. If it is sparse, the structure is preserved.

Definition at line 151 of file Tools.h.

References shark::detail::zero().

Referenced by shark::approxSolveSymmSystem(), shark::calculateKernelMatrixParameterDerivative(), shark::blas::detail::distanceSqrBlockVector(), shark::OnlineRNNet::eval(), shark::RFClassifier::eval(), shark::MissingFeaturesKernelExpansion< InputType >::eval(), shark::SoftNearestNeighborClassifier< InputType >::eval(), shark::NearestNeighborClassifier< InputType >::eval(), shark::NearestNeighborRegression< InputType >::eval(), shark::OneVersusOneClassifier< InputType >::eval(), shark::WeightedSumKernel< InputType >::eval(), shark::DenoisingAutoencoderError< InputType, RngType >::evalDerivative(), shark::KernelTargetAlignment< InputType >::evalDerivative(), shark::SvmLogisticInterpretation< InputType >::evalDerivative(), shark::detail::fast_prod_dense(), shark::detail::fast_prod_detail(), shark::detail::fast_prod_impl(), shark::CARTTrainer::hist(), shark::identity(), shark::FisherLDA::meanAndScatter(), shark::OnlineRNNet::resetInternalState(), shark::PCA::setData(), shark::RBM< VisibleLayerT, HiddenLayerT, RngT >::setStructure(), shark::RecurrentStructure::setStructure(), shark::symmRankKUpdate(), shark::detail::bindings::syrk(), shark::detail::SubrangeKernelWrapper< InputType >::weightedInputDerivative(), shark::ARDKernelUnconstrained< InputType >::weightedInputDerivative(), shark::OnlineRNNet::weightedParameterDerivative(), shark::ARDKernelUnconstrained< InputType >::weightedParameterDerivative(), and shark::FFNet< HiddenNeuron, OutputNeuron >::weightedParameterDerivative().

template<class Vector >
void shark::zero ( blas::vector_expression< Vector > &  vec)

Zeros a matrix. If it is sparse, the structure is preserved.

Definition at line 156 of file Tools.h.

References shark::detail::zero().

template<class Matrix >
void shark::zero ( blas::matrix_range< Matrix >  mat)

Zeros a subrange of a matrix. If it is sparse, the structure is preserved.

Definition at line 162 of file Tools.h.

References shark::detail::zero().

template<class Vector >
void shark::zero ( blas::vector_range< Vector >  vec)

Zeros a subrange of a vector. If it is sparse, the structure is preserved.

Definition at line 167 of file Tools.h.

References shark::detail::zero().

template<class Vector >
void shark::zero ( blas::matrix_row< Vector >  vec)

Zeros a row of a matrix. If it is sparse, the structure is preserved.

Definition at line 172 of file Tools.h.

References shark::detail::zero().

template<class Vector >
void shark::zero ( blas::matrix_column< Vector >  vec)

Zeros a column of a matrix. If it is sparse, the structure is preserved.

Definition at line 177 of file Tools.h.

References shark::detail::zero().

Variable Documentation

const double shark::SQRT_2_PI = boost::math::constants::root_two_pi<double>()
static

Constant for sqrt( 2 * pi ).

Definition at line 63 of file Math.h.

Referenced by shark::GaussianLayer::logMarginalize(), shark::Normal< RngType >::logP(), and shark::Normal< RngType >::p().