Class: Matrix

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

Class Method Summary collapse

Instance Method Summary collapse

Class Method Details

.diag(s) ⇒ Object 



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# File 'lib/classifier-reborn/extensions/vector.rb', line 11

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

Instance Method Details

#[]=(i, j, val) ⇒ Object 



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# File 'lib/classifier-reborn/extensions/vector.rb', line 82

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

#SV_decomp(maxSweeps = 20) ⇒ Object 



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# File 'lib/classifier-reborn/extensions/vector.rb', line 17

def SV_decomp(maxSweeps = 20)
  q = if row_size >= column_size
        trans * self
      else
        self * trans
      end

  qrot    = q.dup
  v       = Matrix.identity(q.row_size)
  mzrot   = nil
  cnt     = 0
  s_old   = nil

  loop do
    cnt += 1
    (0...qrot.row_size - 1).each do |row|
      (1..qrot.row_size - 1).each do |col|
        next if row == col

        h = if (2.0 * qrot[row, col]) == (qrot[row, row] - qrot[col, col])
              Math.atan(1) / 2.0
            else
              Math.atan((2.0 * qrot[row, col]) / (qrot[row, row] - qrot[col, col])) / 2.0
            end
        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 *= 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 && cnt > 1) || 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 row_size >= column_size
    mu = self * v * Matrix.diagonal(*s).inverse
    return [mu, v, s]
  else
    puts v.row_size
    puts v.column_size
    puts row_size
    puts column_size
    puts s.size

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