// *** Wrapper for external DoLSqr ***
public static double[] DoLSqr(int num_cols, LSqrSparseMatrix mat, LSqrSparseMatrix mat_transp, double[] rhs, int max_iter)
{
IntPtr sol_ptr = DoLSqr(mat.Id, mat_transp.Id, rhs, max_iter);
double[] sol = new double[num_cols];
Marshal.Copy(sol_ptr, sol, 0, sol.Length);
Marshal.FreeHGlobal(sol_ptr);
return(sol);
}
public static double[] DoLSqr(int numCols, LSqrSparseMatrix mat, LSqrSparseMatrix matTransp, double[] initSol, double[] rhs, int maxIter)
{
IntPtr solPtr = DoLSqr(mat.Id, matTransp.Id, initSol, rhs, maxIter);
GC.KeepAlive(mat); // avoid premature garbage collection
GC.KeepAlive(matTransp);
double[] sol = new double[numCols];
Marshal.Copy(solPtr, sol, 0, sol.Length);
Marshal.FreeHGlobal(solPtr);
return sol;
}
public static double[] DoLSqr(int numCols, LSqrSparseMatrix mat, LSqrSparseMatrix matTransp, double[] initSol, double[] rhs, int maxIter)
{
IntPtr solPtr = DoLSqr(mat.Id, matTransp.Id, initSol, rhs, maxIter);
GC.KeepAlive(mat); // avoid premature garbage collection
GC.KeepAlive(matTransp);
double[] sol = new double[numCols];
Marshal.Copy(solPtr, sol, 0, sol.Length);
Marshal.FreeHGlobal(solPtr);
return(sol);
}
public static LSqrSparseMatrix FromDenseMatrix(double[,] mat)
{
LSqrSparseMatrix lsqrMat = new LSqrSparseMatrix(mat.GetLength(0));
for (int row = 0; row < mat.GetLength(0); row++)
{
for (int col = 0; col < mat.GetLength(1); col++)
{
if (mat[row, col] != 0)
{
lsqrMat.InsertValue(row, col, mat[row, col]);
}
}
}
return(lsqrMat);
}
public void Train(ILabeledExampleCollection <double, SparseVector <double> > dataset)
{
Utils.ThrowException(dataset == null ? new ArgumentNullException("dataset") : null);
Utils.ThrowException(dataset.Count == 0 ? new ArgumentValueException("dataset") : null);
LSqrSparseMatrix mat = new LSqrSparseMatrix(dataset.Count);
double[] rhs = new double[dataset.Count];
int solSize = -1;
int i = 0;
foreach (LabeledExample <double, SparseVector <double> > labeledExample in dataset)
{
if (labeledExample.Example.LastNonEmptyIndex + 1 > solSize)
{
solSize = labeledExample.Example.LastNonEmptyIndex + 1;
}
foreach (IdxDat <double> item in labeledExample.Example)
{
mat.InsertValue(i, item.Idx, item.Dat);
}
rhs[i++] = labeledExample.Label;
}
Utils.ThrowException((mInitSol != null && mInitSol.Length != solSize) ? new ArgumentValueException("InitialSolution") : null);
LSqrSparseMatrix matT = new LSqrSparseMatrix(solSize);
i = 0;
foreach (LabeledExample <double, SparseVector <double> > labeledExample in dataset)
{
foreach (IdxDat <double> item in labeledExample.Example)
{
matT.InsertValue(item.Idx, i, item.Dat);
}
i++;
}
int numIter = mNumIter < 0 ? solSize + dataset.Count + 50 : mNumIter;
mSol = new ArrayList <double>(LSqrDll.DoLSqr(solSize, mat, matT, mInitSol, rhs, numIter));
mat.Dispose();
matT.Dispose();
}
public void Train(IExampleCollection <double, SparseVector <double> .ReadOnly> dataset)
{
Utils.ThrowException(dataset == null ? new ArgumentNullException("dataset") : null);
Utils.ThrowException(dataset.Count == 0 ? new ArgumentValueException("dataset") : null);
LSqrSparseMatrix mat = new LSqrSparseMatrix(dataset.Count);
double[] rhs = new double[dataset.Count];
int sol_size = -1;
int i = 0;
foreach (LabeledExample <double, SparseVector <double> .ReadOnly> labeled_example in dataset)
{
if (labeled_example.Example.LastNonEmptyIndex + 1 > sol_size)
{
sol_size = labeled_example.Example.LastNonEmptyIndex + 1;
}
foreach (IdxDat <double> item in labeled_example.Example)
{
mat.InsertValue(i, item.Idx, item.Dat);
}
rhs[i++] = labeled_example.Label;
}
LSqrSparseMatrix mat_t = new LSqrSparseMatrix(sol_size);
i = 0;
foreach (LabeledExample <double, SparseVector <double> .ReadOnly> labeled_example in dataset)
{
foreach (IdxDat <double> item in labeled_example.Example)
{
mat_t.InsertValue(item.Idx, i, item.Dat);
}
i++;
}
int num_iter = m_num_iter < 0 ? sol_size + dataset.Count + 50 : m_num_iter;
m_sol = new ArrayList <double>(LSqrDll.DoLSqr(sol_size, mat, mat_t, rhs, num_iter));
mat.Dispose();
mat_t.Dispose();
}
// *** Wrappers for external DoLSqr ***
public static double[] DoLSqr(int numCols, LSqrSparseMatrix mat, LSqrSparseMatrix matTransp, double[] rhs, int maxIter)
{
return(DoLSqr(numCols, mat, matTransp, /*initSol=*/ null, rhs, maxIter));
}
// *** Wrappers for external DoLSqr ***
public static double[] DoLSqr(int numCols, LSqrSparseMatrix mat, LSqrSparseMatrix matTransp, double[] rhs, int maxIter)
{
return DoLSqr(numCols, mat, matTransp, /*initSol=*/null, rhs, maxIter);
}
public static LSqrSparseMatrix TransposeFromDenseMatrix(double[,] mat)
{
LSqrSparseMatrix lsqrMat = new LSqrSparseMatrix(mat.GetLength(1));
for (int col = 0; col < mat.GetLength(1); col++)
{
for (int row = 0; row < mat.GetLength(0); row++)
{
if (mat[row, col] != 0)
{
lsqrMat.InsertValue(col, row, mat[row, col]);
}
}
}
return lsqrMat;
}