matrix_ops.c 12 KB

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  1. /*************************************************************************
  2. * Copyright (c) 2011 AT&T Intellectual Property
  3. * All rights reserved. This program and the accompanying materials
  4. * are made available under the terms of the Eclipse Public License v1.0
  5. * which accompanies this distribution, and is available at
  6. * https://www.eclipse.org/legal/epl-v10.html
  7. *
  8. * Contributors: Details at https://graphviz.org
  9. *************************************************************************/
  10. #include <neatogen/matrix_ops.h>
  11. #include <stdbool.h>
  12. #include <stdlib.h>
  13. #include <stdio.h>
  14. #include <math.h>
  15. #include <util/alloc.h>
  16. static double p_iteration_threshold = 1e-3;
  17. bool power_iteration(double **square_mat, int n, int neigs, double **eigs,
  18. double *evals) {
  19. /* compute the 'neigs' top eigenvectors of 'square_mat' using power iteration */
  20. int i, j;
  21. double *tmp_vec = gv_calloc(n, sizeof(double));
  22. double *last_vec = gv_calloc(n, sizeof(double));
  23. double *curr_vector;
  24. double len;
  25. double angle;
  26. double alpha;
  27. int iteration = 0;
  28. int largest_index;
  29. double largest_eval;
  30. int Max_iterations = 30 * n;
  31. double tol = 1 - p_iteration_threshold;
  32. if (neigs >= n) {
  33. neigs = n;
  34. }
  35. for (i = 0; i < neigs; i++) {
  36. curr_vector = eigs[i];
  37. /* guess the i-th eigen vector */
  38. choose:
  39. for (j = 0; j < n; j++)
  40. curr_vector[j] = rand() % 100;
  41. /* orthogonalize against higher eigenvectors */
  42. for (j = 0; j < i; j++) {
  43. alpha = -vectors_inner_product(n, eigs[j], curr_vector);
  44. scadd(curr_vector, n - 1, alpha, eigs[j]);
  45. }
  46. len = norm(curr_vector, n - 1);
  47. if (len < 1e-10) {
  48. // we have chosen a vector colinear with previous ones
  49. goto choose;
  50. }
  51. vectors_scalar_mult(n, curr_vector, 1.0 / len, curr_vector);
  52. iteration = 0;
  53. do {
  54. iteration++;
  55. copy_vector(n, curr_vector, last_vec);
  56. right_mult_with_vector_d(square_mat, n, n, curr_vector,
  57. tmp_vec);
  58. copy_vector(n, tmp_vec, curr_vector);
  59. /* orthogonalize against higher eigenvectors */
  60. for (j = 0; j < i; j++) {
  61. alpha = -vectors_inner_product(n, eigs[j], curr_vector);
  62. scadd(curr_vector, n - 1, alpha, eigs[j]);
  63. }
  64. len = norm(curr_vector, n - 1);
  65. if (len < 1e-10 || iteration > Max_iterations) {
  66. /* We have reached the null space (e.vec. associated with e.val. 0) */
  67. goto exit;
  68. }
  69. vectors_scalar_mult(n, curr_vector, 1.0 / len, curr_vector);
  70. angle = vectors_inner_product(n, curr_vector, last_vec);
  71. } while (fabs(angle) < tol);
  72. evals[i] = angle * len; /* this is the Rayleigh quotient (up to errors due to orthogonalization):
  73. u*(A*u)/||A*u||)*||A*u||, where u=last_vec, and ||u||=1
  74. */
  75. }
  76. exit:
  77. for (; i < neigs; i++) {
  78. /* compute the smallest eigenvector, which are */
  79. /* probably associated with eigenvalue 0 and for */
  80. /* which power-iteration is dangerous */
  81. curr_vector = eigs[i];
  82. /* guess the i-th eigen vector */
  83. for (j = 0; j < n; j++)
  84. curr_vector[j] = rand() % 100;
  85. /* orthogonalize against higher eigenvectors */
  86. for (j = 0; j < i; j++) {
  87. alpha = -vectors_inner_product(n, eigs[j], curr_vector);
  88. scadd(curr_vector, n - 1, alpha, eigs[j]);
  89. }
  90. len = norm(curr_vector, n - 1);
  91. vectors_scalar_mult(n, curr_vector, 1.0 / len, curr_vector);
  92. evals[i] = 0;
  93. }
  94. /* sort vectors by their evals, for overcoming possible mis-convergence: */
  95. for (i = 0; i < neigs - 1; i++) {
  96. largest_index = i;
  97. largest_eval = evals[largest_index];
  98. for (j = i + 1; j < neigs; j++) {
  99. if (largest_eval < evals[j]) {
  100. largest_index = j;
  101. largest_eval = evals[largest_index];
  102. }
  103. }
  104. if (largest_index != i) { /* exchange eigenvectors: */
  105. copy_vector(n, eigs[i], tmp_vec);
  106. copy_vector(n, eigs[largest_index], eigs[i]);
  107. copy_vector(n, tmp_vec, eigs[largest_index]);
  108. evals[largest_index] = evals[i];
  109. evals[i] = largest_eval;
  110. }
  111. }
  112. free(tmp_vec);
  113. free(last_vec);
  114. return (iteration <= Max_iterations);
  115. }
  116. void
  117. mult_dense_mat(double **A, float **B, int dim1, int dim2, int dim3,
  118. float ***CC)
  119. {
  120. // A is dim1 × dim2, B is dim2 × dim3, C = A × B
  121. double sum;
  122. int i, j, k;
  123. float *storage = gv_calloc(dim1 * dim3, sizeof(A[0]));
  124. float **C = *CC = gv_calloc(dim1, sizeof(A));
  125. for (i = 0; i < dim1; i++) {
  126. C[i] = storage;
  127. storage += dim3;
  128. }
  129. for (i = 0; i < dim1; i++) {
  130. for (j = 0; j < dim3; j++) {
  131. sum = 0;
  132. for (k = 0; k < dim2; k++) {
  133. sum += A[i][k] * B[k][j];
  134. }
  135. C[i][j] = (float) (sum);
  136. }
  137. }
  138. }
  139. void
  140. mult_dense_mat_d(double **A, float **B, int dim1, int dim2, int dim3,
  141. double ***CC)
  142. {
  143. // A is dim1 × dim2, B is dim2 × dim3, C = A × B
  144. int i, j, k;
  145. double sum;
  146. double *storage = gv_calloc(dim1 * dim3, sizeof(double));
  147. double **C = *CC = gv_calloc(dim1, sizeof(double *));
  148. for (i = 0; i < dim1; i++) {
  149. C[i] = storage;
  150. storage += dim3;
  151. }
  152. for (i = 0; i < dim1; i++) {
  153. for (j = 0; j < dim3; j++) {
  154. sum = 0;
  155. for (k = 0; k < dim2; k++) {
  156. sum += A[i][k] * B[k][j];
  157. }
  158. C[i][j] = sum;
  159. }
  160. }
  161. }
  162. void
  163. mult_sparse_dense_mat_transpose(vtx_data * A, double **B, int dim1,
  164. int dim2, float ***CC)
  165. {
  166. // A is dim1 × dim1 and sparse, B is dim2 × dim1, C = A × B
  167. int i, j;
  168. double sum;
  169. float *ewgts;
  170. int *edges;
  171. float *storage = gv_calloc(dim1 * dim2, sizeof(A[0]));
  172. float **C = *CC = gv_calloc(dim1, sizeof(A));
  173. for (i = 0; i < dim1; i++) {
  174. C[i] = storage;
  175. storage += dim2;
  176. }
  177. for (i = 0; i < dim1; i++) {
  178. edges = A[i].edges;
  179. ewgts = A[i].ewgts;
  180. const size_t nedges = A[i].nedges;
  181. for (j = 0; j < dim2; j++) {
  182. sum = 0;
  183. for (size_t k = 0; k < nedges; k++) {
  184. sum += ewgts[k] * B[j][edges[k]];
  185. }
  186. C[i][j] = (float) (sum);
  187. }
  188. }
  189. }
  190. /* Scaled add - fills double vec1 with vec1 + alpha*vec2 over range*/
  191. void scadd(double *vec1, int end, double fac, double *vec2) {
  192. int i;
  193. for (i = end + 1; i; i--) {
  194. (*vec1++) += fac * (*vec2++);
  195. }
  196. }
  197. /* Returns 2-norm of a double n-vector over range. */
  198. double norm(double *vec, int end) {
  199. return sqrt(vectors_inner_product(end + 1, vec, vec));
  200. }
  201. void orthog1(int n, double *vec /* vector to be orthogonalized against 1 */
  202. )
  203. {
  204. int i;
  205. double *pntr;
  206. double sum;
  207. sum = 0.0;
  208. pntr = vec;
  209. for (i = n; i; i--) {
  210. sum += *pntr++;
  211. }
  212. sum /= n;
  213. pntr = vec;
  214. for (i = n; i; i--) {
  215. *pntr++ -= sum;
  216. }
  217. }
  218. #define RANGE 500
  219. void init_vec_orth1(int n, double *vec)
  220. {
  221. /* randomly generate a vector orthogonal to 1 (i.e., with mean 0) */
  222. int i;
  223. for (i = 0; i < n; i++)
  224. vec[i] = rand() % RANGE;
  225. orthog1(n, vec);
  226. }
  227. void
  228. right_mult_with_vector(vtx_data * matrix, int n, double *vector,
  229. double *result)
  230. {
  231. int i;
  232. double res;
  233. for (i = 0; i < n; i++) {
  234. res = 0;
  235. for (size_t j = 0; j < matrix[i].nedges; j++)
  236. res += matrix[i].ewgts[j] * vector[matrix[i].edges[j]];
  237. result[i] = res;
  238. }
  239. }
  240. void
  241. right_mult_with_vector_f(float **matrix, int n, double *vector,
  242. double *result)
  243. {
  244. int i, j;
  245. double res;
  246. for (i = 0; i < n; i++) {
  247. res = 0;
  248. for (j = 0; j < n; j++)
  249. res += matrix[i][j] * vector[j];
  250. result[i] = res;
  251. }
  252. }
  253. void
  254. vectors_subtraction(int n, double *vector1, double *vector2,
  255. double *result)
  256. {
  257. int i;
  258. for (i = 0; i < n; i++) {
  259. result[i] = vector1[i] - vector2[i];
  260. }
  261. }
  262. void
  263. vectors_addition(int n, double *vector1, double *vector2, double *result)
  264. {
  265. int i;
  266. for (i = 0; i < n; i++) {
  267. result[i] = vector1[i] + vector2[i];
  268. }
  269. }
  270. void vectors_scalar_mult(int n, const double *vector, double alpha,
  271. double *result) {
  272. int i;
  273. for (i = 0; i < n; i++) {
  274. result[i] = vector[i] * alpha;
  275. }
  276. }
  277. void copy_vector(int n, const double *source, double *dest) {
  278. int i;
  279. for (i = 0; i < n; i++)
  280. dest[i] = source[i];
  281. }
  282. double vectors_inner_product(int n, const double *vector1,
  283. const double *vector2) {
  284. int i;
  285. double result = 0;
  286. for (i = 0; i < n; i++) {
  287. result += vector1[i] * vector2[i];
  288. }
  289. return result;
  290. }
  291. double max_abs(int n, double *vector)
  292. {
  293. double max_val = -1e50;
  294. int i;
  295. for (i = 0; i < n; i++)
  296. max_val = fmax(max_val, fabs(vector[i]));
  297. return max_val;
  298. }
  299. void
  300. right_mult_with_vector_transpose(double **matrix,
  301. int dim1, int dim2,
  302. double *vector, double *result)
  303. {
  304. // matrix is dim2 × dim1, vector has dim2 components,
  305. // result = matrixᵀ × vector
  306. int i, j;
  307. double res;
  308. for (i = 0; i < dim1; i++) {
  309. res = 0;
  310. for (j = 0; j < dim2; j++)
  311. res += matrix[j][i] * vector[j];
  312. result[i] = res;
  313. }
  314. }
  315. void
  316. right_mult_with_vector_d(double **matrix,
  317. int dim1, int dim2,
  318. double *vector, double *result)
  319. {
  320. // matrix is dim1 × dim2, vector has dim2 components,
  321. // result = matrix × vector
  322. int i, j;
  323. double res;
  324. for (i = 0; i < dim1; i++) {
  325. res = 0;
  326. for (j = 0; j < dim2; j++)
  327. res += matrix[i][j] * vector[j];
  328. result[i] = res;
  329. }
  330. }
  331. /*****************************
  332. ** Single precision (float) **
  333. ** version **
  334. *****************************/
  335. void orthog1f(int n, float *vec)
  336. {
  337. int i;
  338. float *pntr;
  339. float sum;
  340. sum = 0.0;
  341. pntr = vec;
  342. for (i = n; i; i--) {
  343. sum += *pntr++;
  344. }
  345. sum /= n;
  346. pntr = vec;
  347. for (i = n; i; i--) {
  348. *pntr++ -= sum;
  349. }
  350. }
  351. void right_mult_with_vector_ff
  352. (float *packed_matrix, int n, float *vector, float *result) {
  353. /* packed matrix is the upper-triangular part of a symmetric matrix arranged in a vector row-wise */
  354. int i, j, index;
  355. float vector_i;
  356. float res;
  357. for (i = 0; i < n; i++) {
  358. result[i] = 0;
  359. }
  360. for (index = 0, i = 0; i < n; i++) {
  361. res = 0;
  362. vector_i = vector[i];
  363. /* deal with main diag */
  364. res += packed_matrix[index++] * vector_i;
  365. /* deal with off diag */
  366. for (j = i + 1; j < n; j++, index++) {
  367. res += packed_matrix[index] * vector[j];
  368. result[j] += packed_matrix[index] * vector_i;
  369. }
  370. result[i] += res;
  371. }
  372. }
  373. void
  374. vectors_subtractionf(int n, float *vector1, float *vector2, float *result)
  375. {
  376. int i;
  377. for (i = 0; i < n; i++) {
  378. result[i] = vector1[i] - vector2[i];
  379. }
  380. }
  381. void
  382. vectors_additionf(int n, float *vector1, float *vector2, float *result)
  383. {
  384. int i;
  385. for (i = 0; i < n; i++) {
  386. result[i] = vector1[i] + vector2[i];
  387. }
  388. }
  389. void
  390. vectors_mult_additionf(int n, float *vector1, float alpha, float *vector2)
  391. {
  392. int i;
  393. for (i = 0; i < n; i++) {
  394. vector1[i] = vector1[i] + alpha * vector2[i];
  395. }
  396. }
  397. void copy_vectorf(int n, float *source, float *dest)
  398. {
  399. int i;
  400. for (i = 0; i < n; i++)
  401. dest[i] = source[i];
  402. }
  403. double vectors_inner_productf(int n, float *vector1, float *vector2)
  404. {
  405. int i;
  406. double result = 0;
  407. for (i = 0; i < n; i++) {
  408. result += vector1[i] * vector2[i];
  409. }
  410. return result;
  411. }
  412. void set_vector_val(int n, double val, double *result)
  413. {
  414. int i;
  415. for (i = 0; i < n; i++)
  416. result[i] = val;
  417. }
  418. void set_vector_valf(int n, float val, float* result)
  419. {
  420. int i;
  421. for (i = 0; i < n; i++)
  422. result[i] = val;
  423. }
  424. double max_absf(int n, float *vector)
  425. {
  426. int i;
  427. float max_val = -1e30f;
  428. for (i = 0; i < n; i++)
  429. max_val = fmaxf(max_val, fabsf(vector[i]));
  430. return max_val;
  431. }
  432. void square_vec(int n, float *vec)
  433. {
  434. int i;
  435. for (i = 0; i < n; i++) {
  436. vec[i] *= vec[i];
  437. }
  438. }
  439. void invert_vec(int n, float *vec)
  440. {
  441. int i;
  442. for (i = 0; i < n; i++) {
  443. if (vec[i] != 0.0) {
  444. vec[i] = 1.0f / vec[i];
  445. }
  446. }
  447. }
  448. void sqrt_vecf(int n, float *source, float *target)
  449. {
  450. int i;
  451. for (i = 0; i < n; i++) {
  452. if (source[i] >= 0.0) {
  453. target[i] = sqrtf(source[i]);
  454. }
  455. }
  456. }
  457. void invert_sqrt_vec(int n, float *vec)
  458. {
  459. int i;
  460. for (i = 0; i < n; i++) {
  461. if (vec[i] > 0.0) {
  462. vec[i] = 1.0f / sqrtf(vec[i]);
  463. }
  464. }
  465. }