Class: Matrix

Inherits:
Object show all
Defined in:
lib/classifier/extensions/vector.rb

Class Method Summary collapse

Instance Method Summary collapse

Class Method Details

.diag(s) ⇒ Object 



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# File 'lib/classifier/extensions/vector.rb', line 30

def Matrix.diag(s)
   Matrix.diagonal(*s)
end

Instance Method Details

#[]=(i, j, val) ⇒ Object 



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# File 'lib/classifier/extensions/vector.rb', line 97

def []=(i,j,val)
  @rows[i][j] = val
end

#SV_decomp(maxSweeps = 20) ⇒ Object 



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# File 'lib/classifier/extensions/vector.rb', line 36

def SV_decomp(maxSweeps = 20)
  if self.row_size >= self.column_size
    q = self.trans * self
  else
    q = self * self.trans
  end
  
  qrot    = q.dup
  v       = Matrix.identity(q.row_size)
  azrot   = nil
  mzrot   = nil
  cnt     = 0
  s_old   = nil
  mu      = nil

  while true do
    cnt += 1
    for row in (0...qrot.row_size-1) do
      for col in (1..qrot.row_size-1) do
        next if row == col
        h = Math.atan((2 * qrot[row,col])/(qrot[row,row]-qrot[col,col]))/2.0
        hcos = Math.cos(h)
        hsin = Math.sin(h)
        mzrot = Matrix.identity(qrot.row_size)
        mzrot[row,row] = hcos
        mzrot[row,col] = -hsin
        mzrot[col,row] = hsin
        mzrot[col,col] = hcos
        qrot = mzrot.trans * qrot * mzrot
        v = v * mzrot
      end 
    end
    s_old = qrot.dup if cnt == 1
    sum_qrot = 0.0 
    if cnt > 1
      qrot.row_size.times do |r|
        sum_qrot += (qrot[r,r]-s_old[r,r]).abs if (qrot[r,r]-s_old[r,r]).abs > 0.001
      end
      s_old = qrot.dup
    end 
    break if (sum_qrot <= 0.001 and cnt > 1) or cnt >= maxSweeps
  end # of do while true
  s = []
  qrot.row_size.times do |r|
    s << Math.sqrt(qrot[r,r])
  end
  #puts "cnt = #{cnt}"
  if self.row_size >= self.column_size
    mu = self *  v * Matrix.diagonal(*s).inverse     
    return [mu, v, s]
  else
    puts v.row_size
    puts v.column_size
    puts self.row_size
    puts self.column_size
    puts s.size

    mu = (self.trans * v *  Matrix.diagonal(*s).inverse)
    return [mu, v, s]
  end
end