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- /*************************************************************************
- * Copyright (c) 2011 AT&T Intellectual Property
- * All rights reserved. This program and the accompanying materials
- * are made available under the terms of the Eclipse Public License v1.0
- * which accompanies this distribution, and is available at
- * https://www.eclipse.org/legal/epl-v10.html
- *
- * Contributors: Details at https://graphviz.org
- *************************************************************************/
- #include <neatogen/matrix_ops.h>
- #include <stdbool.h>
- #include <stdlib.h>
- #include <stdio.h>
- #include <math.h>
- #include <util/alloc.h>
- static double p_iteration_threshold = 1e-3;
- bool power_iteration(double **square_mat, int n, int neigs, double **eigs,
- double *evals) {
- /* compute the 'neigs' top eigenvectors of 'square_mat' using power iteration */
- int i, j;
- double *tmp_vec = gv_calloc(n, sizeof(double));
- double *last_vec = gv_calloc(n, sizeof(double));
- double *curr_vector;
- double len;
- double angle;
- double alpha;
- int iteration = 0;
- int largest_index;
- double largest_eval;
- int Max_iterations = 30 * n;
- double tol = 1 - p_iteration_threshold;
- if (neigs >= n) {
- neigs = n;
- }
- for (i = 0; i < neigs; i++) {
- curr_vector = eigs[i];
- /* guess the i-th eigen vector */
- choose:
- for (j = 0; j < n; j++)
- curr_vector[j] = rand() % 100;
- /* orthogonalize against higher eigenvectors */
- for (j = 0; j < i; j++) {
- alpha = -vectors_inner_product(n, eigs[j], curr_vector);
- scadd(curr_vector, n - 1, alpha, eigs[j]);
- }
- len = norm(curr_vector, n - 1);
- if (len < 1e-10) {
- // we have chosen a vector colinear with previous ones
- goto choose;
- }
- vectors_scalar_mult(n, curr_vector, 1.0 / len, curr_vector);
- iteration = 0;
- do {
- iteration++;
- copy_vector(n, curr_vector, last_vec);
- right_mult_with_vector_d(square_mat, n, n, curr_vector,
- tmp_vec);
- copy_vector(n, tmp_vec, curr_vector);
- /* orthogonalize against higher eigenvectors */
- for (j = 0; j < i; j++) {
- alpha = -vectors_inner_product(n, eigs[j], curr_vector);
- scadd(curr_vector, n - 1, alpha, eigs[j]);
- }
- len = norm(curr_vector, n - 1);
- if (len < 1e-10 || iteration > Max_iterations) {
- /* We have reached the null space (e.vec. associated with e.val. 0) */
- goto exit;
- }
- vectors_scalar_mult(n, curr_vector, 1.0 / len, curr_vector);
- angle = vectors_inner_product(n, curr_vector, last_vec);
- } while (fabs(angle) < tol);
- evals[i] = angle * len; /* this is the Rayleigh quotient (up to errors due to orthogonalization):
- u*(A*u)/||A*u||)*||A*u||, where u=last_vec, and ||u||=1
- */
- }
- exit:
- for (; i < neigs; i++) {
- /* compute the smallest eigenvector, which are */
- /* probably associated with eigenvalue 0 and for */
- /* which power-iteration is dangerous */
- curr_vector = eigs[i];
- /* guess the i-th eigen vector */
- for (j = 0; j < n; j++)
- curr_vector[j] = rand() % 100;
- /* orthogonalize against higher eigenvectors */
- for (j = 0; j < i; j++) {
- alpha = -vectors_inner_product(n, eigs[j], curr_vector);
- scadd(curr_vector, n - 1, alpha, eigs[j]);
- }
- len = norm(curr_vector, n - 1);
- vectors_scalar_mult(n, curr_vector, 1.0 / len, curr_vector);
- evals[i] = 0;
- }
- /* sort vectors by their evals, for overcoming possible mis-convergence: */
- for (i = 0; i < neigs - 1; i++) {
- largest_index = i;
- largest_eval = evals[largest_index];
- for (j = i + 1; j < neigs; j++) {
- if (largest_eval < evals[j]) {
- largest_index = j;
- largest_eval = evals[largest_index];
- }
- }
- if (largest_index != i) { /* exchange eigenvectors: */
- copy_vector(n, eigs[i], tmp_vec);
- copy_vector(n, eigs[largest_index], eigs[i]);
- copy_vector(n, tmp_vec, eigs[largest_index]);
- evals[largest_index] = evals[i];
- evals[i] = largest_eval;
- }
- }
- free(tmp_vec);
- free(last_vec);
- return (iteration <= Max_iterations);
- }
- void
- mult_dense_mat(double **A, float **B, int dim1, int dim2, int dim3,
- float ***CC)
- {
- // A is dim1 × dim2, B is dim2 × dim3, C = A × B
- double sum;
- int i, j, k;
- float *storage = gv_calloc(dim1 * dim3, sizeof(A[0]));
- float **C = *CC = gv_calloc(dim1, sizeof(A));
- for (i = 0; i < dim1; i++) {
- C[i] = storage;
- storage += dim3;
- }
- for (i = 0; i < dim1; i++) {
- for (j = 0; j < dim3; j++) {
- sum = 0;
- for (k = 0; k < dim2; k++) {
- sum += A[i][k] * B[k][j];
- }
- C[i][j] = (float) (sum);
- }
- }
- }
- void
- mult_dense_mat_d(double **A, float **B, int dim1, int dim2, int dim3,
- double ***CC)
- {
- // A is dim1 × dim2, B is dim2 × dim3, C = A × B
- int i, j, k;
- double sum;
- double *storage = gv_calloc(dim1 * dim3, sizeof(double));
- double **C = *CC = gv_calloc(dim1, sizeof(double *));
- for (i = 0; i < dim1; i++) {
- C[i] = storage;
- storage += dim3;
- }
- for (i = 0; i < dim1; i++) {
- for (j = 0; j < dim3; j++) {
- sum = 0;
- for (k = 0; k < dim2; k++) {
- sum += A[i][k] * B[k][j];
- }
- C[i][j] = sum;
- }
- }
- }
- void
- mult_sparse_dense_mat_transpose(vtx_data * A, double **B, int dim1,
- int dim2, float ***CC)
- {
- // A is dim1 × dim1 and sparse, B is dim2 × dim1, C = A × B
- int i, j;
- double sum;
- float *ewgts;
- int *edges;
- float *storage = gv_calloc(dim1 * dim2, sizeof(A[0]));
- float **C = *CC = gv_calloc(dim1, sizeof(A));
- for (i = 0; i < dim1; i++) {
- C[i] = storage;
- storage += dim2;
- }
- for (i = 0; i < dim1; i++) {
- edges = A[i].edges;
- ewgts = A[i].ewgts;
- const size_t nedges = A[i].nedges;
- for (j = 0; j < dim2; j++) {
- sum = 0;
- for (size_t k = 0; k < nedges; k++) {
- sum += ewgts[k] * B[j][edges[k]];
- }
- C[i][j] = (float) (sum);
- }
- }
- }
- /* Scaled add - fills double vec1 with vec1 + alpha*vec2 over range*/
- void scadd(double *vec1, int end, double fac, double *vec2) {
- int i;
- for (i = end + 1; i; i--) {
- (*vec1++) += fac * (*vec2++);
- }
- }
- /* Returns 2-norm of a double n-vector over range. */
- double norm(double *vec, int end) {
- return sqrt(vectors_inner_product(end + 1, vec, vec));
- }
- void orthog1(int n, double *vec /* vector to be orthogonalized against 1 */
- )
- {
- int i;
- double *pntr;
- double sum;
- sum = 0.0;
- pntr = vec;
- for (i = n; i; i--) {
- sum += *pntr++;
- }
- sum /= n;
- pntr = vec;
- for (i = n; i; i--) {
- *pntr++ -= sum;
- }
- }
- #define RANGE 500
- void init_vec_orth1(int n, double *vec)
- {
- /* randomly generate a vector orthogonal to 1 (i.e., with mean 0) */
- int i;
- for (i = 0; i < n; i++)
- vec[i] = rand() % RANGE;
- orthog1(n, vec);
- }
- void
- right_mult_with_vector(vtx_data * matrix, int n, double *vector,
- double *result)
- {
- int i;
- double res;
- for (i = 0; i < n; i++) {
- res = 0;
- for (size_t j = 0; j < matrix[i].nedges; j++)
- res += matrix[i].ewgts[j] * vector[matrix[i].edges[j]];
- result[i] = res;
- }
- }
- void
- right_mult_with_vector_f(float **matrix, int n, double *vector,
- double *result)
- {
- int i, j;
- double res;
- for (i = 0; i < n; i++) {
- res = 0;
- for (j = 0; j < n; j++)
- res += matrix[i][j] * vector[j];
- result[i] = res;
- }
- }
- void
- vectors_subtraction(int n, double *vector1, double *vector2,
- double *result)
- {
- int i;
- for (i = 0; i < n; i++) {
- result[i] = vector1[i] - vector2[i];
- }
- }
- void
- vectors_addition(int n, double *vector1, double *vector2, double *result)
- {
- int i;
- for (i = 0; i < n; i++) {
- result[i] = vector1[i] + vector2[i];
- }
- }
- void vectors_scalar_mult(int n, const double *vector, double alpha,
- double *result) {
- int i;
- for (i = 0; i < n; i++) {
- result[i] = vector[i] * alpha;
- }
- }
- void copy_vector(int n, const double *source, double *dest) {
- int i;
- for (i = 0; i < n; i++)
- dest[i] = source[i];
- }
- double vectors_inner_product(int n, const double *vector1,
- const double *vector2) {
- int i;
- double result = 0;
- for (i = 0; i < n; i++) {
- result += vector1[i] * vector2[i];
- }
- return result;
- }
- double max_abs(int n, double *vector)
- {
- double max_val = -1e50;
- int i;
- for (i = 0; i < n; i++)
- max_val = fmax(max_val, fabs(vector[i]));
- return max_val;
- }
- void
- right_mult_with_vector_transpose(double **matrix,
- int dim1, int dim2,
- double *vector, double *result)
- {
- // matrix is dim2 × dim1, vector has dim2 components,
- // result = matrixᵀ × vector
- int i, j;
- double res;
- for (i = 0; i < dim1; i++) {
- res = 0;
- for (j = 0; j < dim2; j++)
- res += matrix[j][i] * vector[j];
- result[i] = res;
- }
- }
- void
- right_mult_with_vector_d(double **matrix,
- int dim1, int dim2,
- double *vector, double *result)
- {
- // matrix is dim1 × dim2, vector has dim2 components,
- // result = matrix × vector
- int i, j;
- double res;
- for (i = 0; i < dim1; i++) {
- res = 0;
- for (j = 0; j < dim2; j++)
- res += matrix[i][j] * vector[j];
- result[i] = res;
- }
- }
- /*****************************
- ** Single precision (float) **
- ** version **
- *****************************/
- void orthog1f(int n, float *vec)
- {
- int i;
- float *pntr;
- float sum;
- sum = 0.0;
- pntr = vec;
- for (i = n; i; i--) {
- sum += *pntr++;
- }
- sum /= n;
- pntr = vec;
- for (i = n; i; i--) {
- *pntr++ -= sum;
- }
- }
- void right_mult_with_vector_ff
- (float *packed_matrix, int n, float *vector, float *result) {
- /* packed matrix is the upper-triangular part of a symmetric matrix arranged in a vector row-wise */
- int i, j, index;
- float vector_i;
- float res;
- for (i = 0; i < n; i++) {
- result[i] = 0;
- }
- for (index = 0, i = 0; i < n; i++) {
- res = 0;
- vector_i = vector[i];
- /* deal with main diag */
- res += packed_matrix[index++] * vector_i;
- /* deal with off diag */
- for (j = i + 1; j < n; j++, index++) {
- res += packed_matrix[index] * vector[j];
- result[j] += packed_matrix[index] * vector_i;
- }
- result[i] += res;
- }
- }
- void
- vectors_subtractionf(int n, float *vector1, float *vector2, float *result)
- {
- int i;
- for (i = 0; i < n; i++) {
- result[i] = vector1[i] - vector2[i];
- }
- }
- void
- vectors_additionf(int n, float *vector1, float *vector2, float *result)
- {
- int i;
- for (i = 0; i < n; i++) {
- result[i] = vector1[i] + vector2[i];
- }
- }
- void
- vectors_mult_additionf(int n, float *vector1, float alpha, float *vector2)
- {
- int i;
- for (i = 0; i < n; i++) {
- vector1[i] = vector1[i] + alpha * vector2[i];
- }
- }
- void copy_vectorf(int n, float *source, float *dest)
- {
- int i;
- for (i = 0; i < n; i++)
- dest[i] = source[i];
- }
- double vectors_inner_productf(int n, float *vector1, float *vector2)
- {
- int i;
- double result = 0;
- for (i = 0; i < n; i++) {
- result += vector1[i] * vector2[i];
- }
- return result;
- }
- void set_vector_val(int n, double val, double *result)
- {
- int i;
- for (i = 0; i < n; i++)
- result[i] = val;
- }
- void set_vector_valf(int n, float val, float* result)
- {
- int i;
- for (i = 0; i < n; i++)
- result[i] = val;
- }
- double max_absf(int n, float *vector)
- {
- int i;
- float max_val = -1e30f;
- for (i = 0; i < n; i++)
- max_val = fmaxf(max_val, fabsf(vector[i]));
- return max_val;
- }
- void square_vec(int n, float *vec)
- {
- int i;
- for (i = 0; i < n; i++) {
- vec[i] *= vec[i];
- }
- }
- void invert_vec(int n, float *vec)
- {
- int i;
- for (i = 0; i < n; i++) {
- if (vec[i] != 0.0) {
- vec[i] = 1.0f / vec[i];
- }
- }
- }
- void sqrt_vecf(int n, float *source, float *target)
- {
- int i;
- for (i = 0; i < n; i++) {
- if (source[i] >= 0.0) {
- target[i] = sqrtf(source[i]);
- }
- }
- }
- void invert_sqrt_vec(int n, float *vec)
- {
- int i;
- for (i = 0; i < n; i++) {
- if (vec[i] > 0.0) {
- vec[i] = 1.0f / sqrtf(vec[i]);
- }
- }
- }
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