public static double Corr(Vector bfactor1, Vector bfactor2, bool ignore_nan = false)
{
double hcorr = HMath.HCorr(bfactor1, bfactor2, ignore_nan);
if (HDebug.IsDebuggerAttached)
{
double corr = double.NaN;
using (new Matlab.NamedLock("CORR"))
{
Matlab.Clear("CORR");
Matlab.PutVector("CORR.bfactor1", bfactor1);
Matlab.PutVector("CORR.bfactor2", bfactor2);
if (ignore_nan)
{
Matlab.Execute("CORR.idxnan = isnan(CORR.bfactor1) | isnan(CORR.bfactor2);");
Matlab.Execute("CORR.bfactor1 = CORR.bfactor1(~CORR.idxnan);");
Matlab.Execute("CORR.bfactor2 = CORR.bfactor2(~CORR.idxnan);");
}
if (Matlab.GetValueInt("min(size(CORR.bfactor1))") != 0)
{
corr = Matlab.GetValue("corr(CORR.bfactor1, CORR.bfactor2)");
}
Matlab.Clear("CORR");
}
if ((double.IsNaN(hcorr) && double.IsNaN(corr)) == false)
{
HDebug.AssertTolerance(0.00000001, hcorr - corr);
}
//HDebug.ToDo("use HMath.HCorr(...) instead");
}
return(hcorr);
}
private static HessMatrix GetHessCoarseResiIterImpl_Matlab_IterLowerTri_Get_BInvDC
(HessMatrix A
, HessMatrix C
, HessMatrix D
, bool process_disp_console
, string[] options
, double?thld_BinvDC = null
, bool parallel = false
)
{
if (options == null)
{
options = new string[0];
}
HessMatrix B_invD_C;
Dictionary <int, int> Cbr_CCbr = new Dictionary <int, int>();
List <int> CCbr_Cbr = new List <int>();
foreach (ValueTuple <int, int, MatrixByArr> bc_br_bval in C.EnumBlocks())
{
int Cbr = bc_br_bval.Item2;
if (Cbr_CCbr.ContainsKey(Cbr) == false)
{
HDebug.Assert(Cbr_CCbr.Count == CCbr_Cbr.Count);
int CCbr = Cbr_CCbr.Count;
Cbr_CCbr.Add(Cbr, CCbr);
CCbr_Cbr.Add(Cbr);
HDebug.Assert(CCbr_Cbr[CCbr] == Cbr);
}
}
HessMatrix CC = C.Zeros(C.ColSize, Cbr_CCbr.Count * 3);
{
Action <ValueTuple <int, int, MatrixByArr> > func = delegate(ValueTuple <int, int, MatrixByArr> bc_br_bval)
{
int Cbc = bc_br_bval.Item1; int CCbc = Cbc;
int Cbr = bc_br_bval.Item2; int CCbr = Cbr_CCbr[Cbr];
var bval = bc_br_bval.Item3;
lock (CC)
CC.SetBlock(CCbc, CCbr, bval);
};
if (parallel)
{
Parallel.ForEach(C.EnumBlocks(), func);
}
else
{
foreach (var bc_br_bval in C.EnumBlocks())
{
func(bc_br_bval);
}
}
}
if (process_disp_console)
{
System.Console.Write("squeezeC({0,6}->{1,6} blk), ", C.RowBlockSize, CC.RowBlockSize);
}
{
/// If a diagonal element of D is null, that row and column should be empty.
/// This assume that the atom is removed. In this case, the removed diagonal block
/// is replace as the 3x3 identity matrix.
///
/// [B1 0] [ A 0 ]^-1 [C1 C2 C3] = [B1 0] [ A^-1 0 ] [C1 C2 C3]
/// [B2 0] [ 0 I ] [ 0 0 0] [B2 0] [ 0 I^-1 ] [ 0 0 0]
/// [B3 0] [B3 0]
/// = [B1.invA 0] [C1 C2 C3]
/// [B2.invA 0] [ 0 0 0]
/// [B3.invA 0]
/// = [B1.invA.C1 B1.invA.C2 B1.invA.C3]
/// [B2.invA.C1 B2.invA.C2 B2.invA.C3]
/// [B3.invA.C1 B3.invA.C2 B3.invA.C3]
///
{
//HDebug.Exception(D.ColBlockSize == D.RowBlockSize);
for (int bi = 0; bi < D.ColBlockSize; bi++)
{
if (D.HasBlock(bi, bi) == true)
{
continue;
}
//for(int bc=0; bc< D.ColBlockSize; bc++) HDebug.Exception( D.HasBlock(bc, bi) == false);
//for(int br=0; br< D.RowBlockSize; br++) HDebug.Exception( D.HasBlock(bi, br) == false);
//for(int br=0; br<CC.RowBlockSize; br++) HDebug.Exception(CC.HasBlock(bi, br) == false);
D.SetBlock(bi, bi, new double[3, 3] {
{ 1, 0, 0 }, { 0, 1, 0 }, { 0, 0, 1 }
});
}
}
HessMatrix BB_invDD_CC;
using (new Matlab.NamedLock(""))
{
Matlab.Execute("clear;"); if (process_disp_console)
{
System.Console.Write("matlab(");
}
Matlab.PutMatrix("C", CC); if (process_disp_console)
{
System.Console.Write("C"); //Matlab.PutSparseMatrix("C", CC.GetMatrixSparse(), 3, 3);
}
Matlab.PutMatrix("D", D); if (process_disp_console)
{
System.Console.Write("D");
}
// Matlab.Execute("BinvDC = (C' / D) * C;");
{
if (options.Contains("pinv(D)"))
{
Matlab.Execute("BinvDC = C' * pinv(D) * C;");
}
if (options.Contains("/D -> pinv(D)"))
{
string msg = Matlab.Execute("BinvDC = (C' / D) * C;", true);
if (msg != "")
{
Matlab.Execute("BinvDC = C' * pinv(D) * C;");
}
}
else if (options.Contains("/D"))
{
Matlab.Execute("BinvDC = (C' / D) * C;");
}
else
{
Matlab.Execute("BinvDC = (C' / D) * C;");
}
}
if (process_disp_console)
{
System.Console.Write("X");
}
//Matrix BBinvDDCC = Matlab.GetMatrix("BinvDC", true);
if (thld_BinvDC != null)
{
Matlab.Execute("BinvDC(find(BinvDC < " + thld_BinvDC.ToString() + ")) = 0;");
}
if (Matlab.GetValue("nnz(BinvDC)/numel(BinvDC)") > 0.5 || HDebug.True)
{
Func <int, int, HessMatrix> Zeros = delegate(int colsize, int rowsize)
{
return(HessMatrixDense.ZerosDense(colsize, rowsize));
};
BB_invDD_CC = Matlab.GetMatrix("BinvDC", Zeros, true);
if (process_disp_console)
{
System.Console.Write("Y), ");
}
}
else
{
Matlab.Execute("[i,j,s] = find(sparse(BinvDC));");
TVector <int> listi = Matlab.GetVectorLargeInt("i", true);
TVector <int> listj = Matlab.GetVectorLargeInt("j", true);
TVector <double> lists = Matlab.GetVectorLarge("s", true);
int colsize = Matlab.GetValueInt("size(BinvDC,1)");
int rowsize = Matlab.GetValueInt("size(BinvDC,2)");
Dictionary <ValueTuple <int, int>, MatrixByArr> lst_bc_br_bval = new Dictionary <ValueTuple <int, int>, MatrixByArr>();
for (long i = 0; i < listi.SizeLong; i++)
{
int c = listi[i] - 1; int bc = c / 3; int ic = c % 3;
int r = listj[i] - 1; int br = r / 3; int ir = r % 3;
double v = lists[i];
ValueTuple <int, int> bc_br = new ValueTuple <int, int>(bc, br);
if (lst_bc_br_bval.ContainsKey(bc_br) == false)
{
lst_bc_br_bval.Add(bc_br, new double[3, 3]);
}
lst_bc_br_bval[bc_br][ic, ir] = v;
}
// Matrix BBinvDDCC = Matrix.Zeros(colsize, rowsize);
// for(int i=0; i<listi.Length; i++)
// BBinvDDCC[listi[i]-1, listj[i]-1] = lists[i];
// //GC.Collect(0);
BB_invDD_CC = D.Zeros(colsize, rowsize);
foreach (var bc_br_bval in lst_bc_br_bval)
{
int bc = bc_br_bval.Key.Item1;
int br = bc_br_bval.Key.Item2;
var bval = bc_br_bval.Value;
BB_invDD_CC.SetBlock(bc, br, bval);
}
if (process_disp_console)
{
System.Console.Write("Z), ");
}
if (HDebug.IsDebuggerAttached)
{
for (int i = 0; i < listi.Size; i++)
{
int c = listi[i] - 1;
int r = listj[i] - 1;
double v = lists[i];
HDebug.Assert(BB_invDD_CC[c, r] == v);
}
}
}
Matlab.Execute("clear;");
}
//GC.Collect(0);
B_invD_C = A.Zeros(C.RowSize, C.RowSize);
{
// for(int bcc=0; bcc<CCbr_Cbr.Count; bcc++)
// {
// int bc = CCbr_Cbr[bcc];
// for(int brr=0; brr<CCbr_Cbr.Count; brr++)
// {
// int br = CCbr_Cbr[brr];
// HDebug.Assert(B_invD_C.HasBlock(bc, br) == false);
// if(BB_invDD_CC.HasBlock(bcc, brr) == false)
// continue;
// var bval = BB_invDD_CC.GetBlock(bcc, brr);
// B_invD_C.SetBlock(bc, br, bval);
// HDebug.Exception(A.HasBlock(bc, bc));
// HDebug.Exception(A.HasBlock(br, br));
// }
// }
Action <ValueTuple <int, int, MatrixByArr> > func = delegate(ValueTuple <int, int, MatrixByArr> bcc_brr_bval)
{
int bcc = bcc_brr_bval.Item1;
int brr = bcc_brr_bval.Item2;
var bval = bcc_brr_bval.Item3;
int bc = CCbr_Cbr[bcc];
int br = CCbr_Cbr[brr];
//lock(B_invD_C)
B_invD_C.SetBlockLock(bc, br, bval);
};
if (parallel)
{
Parallel.ForEach(BB_invDD_CC.EnumBlocks(), func);
}
else
{
foreach (var bcc_brr_bval in BB_invDD_CC.EnumBlocks())
{
func(bcc_brr_bval);
}
}
}
}
GC.Collect(0);
return(B_invD_C);
}
public static CGetHessCoarseResiIterImpl GetHessCoarseResiIterImpl_Matlab(HessMatrix H, List <int>[] lstNewIdxRemv, double thres_zeroblk)
{
HessMatrix CGH = null;
List <HessCoarseResiIterInfo> iterinfos = new List <HessCoarseResiIterInfo>();
using (new Matlab.NamedLock("CGHessIter"))
{
Matlab.PutSparseMatrix("CG.H", H.GetMatrixSparse(), 3, 3);
Matlab.PutValue("CG.th", thres_zeroblk);
Matlab.PutValue("CG.iter", lstNewIdxRemv.Length);
for (int iter = lstNewIdxRemv.Length - 1; iter >= 0; iter--)
{
int[] iremv = lstNewIdxRemv[iter].ToArray();
int[] idxkeep = HEnum.HEnumFromTo(0, iremv.Min() - 1).ToArray();
int[] idxremv = HEnum.HEnumFromTo(iremv.Min(), iremv.Max()).ToArray();
Matlab.PutVector("CG.idxkeep", idxkeep);
Matlab.PutVector("CG.idxremv", idxremv);
Matlab.Execute("CG.idxkeep = sort([CG.idxkeep*3+1; CG.idxkeep*3+2; CG.idxkeep*3+3]);");
Matlab.Execute("CG.idxremv = sort([CG.idxremv*3+1; CG.idxremv*3+2; CG.idxremv*3+3]);");
HessCoarseResiIterInfo iterinfo = new HessCoarseResiIterInfo();
iterinfo.sizeHessBlkMat = idxremv.Max() + 1; // H.ColBlockSize;
iterinfo.numAtomsRemoved = idxremv.Length;
iterinfo.idxkeep = idxkeep.HClone();
iterinfo.idxremv = idxremv.HClone();
iterinfo.time0 = DateTime.UtcNow;
if (HDebug.IsDebuggerAttached)
{
int maxkeep = Matlab.GetValueInt("max(CG.idxkeep)");
int minremv = Matlab.GetValueInt("min(CG.idxremv)");
HDebug.Assert(maxkeep + 1 == minremv);
int maxremv = Matlab.GetValueInt("max(CG.idxremv)");
int Hsize = Matlab.GetValueInt("max(size(CG.H))");
HDebug.Assert(Hsize == maxremv);
int idxsize = Matlab.GetValueInt("length(union(CG.idxkeep,CG.idxremv))");
HDebug.Assert(Hsize == idxsize);
}
Matlab.Execute("CG.A = CG.H(CG.idxkeep, CG.idxkeep);");
Matlab.Execute("CG.B = CG.H(CG.idxkeep, CG.idxremv);");
//Matlab.Execute("CG.C = CG.H(CG.idxremv, CG.idxkeep);");
Matlab.Execute("CG.D = CG.H(CG.idxremv, CG.idxremv);");
HDebug.Assert(false);
Matlab.Execute("CG.B(abs(CG.B) < CG.th) = 0;"); /// matlab cannot handle this call. Matlab try to use 20G memory.
Matlab.Execute("CG.BDC = CG.B * inv(full(CG.D)) * CG.B';");
Matlab.Execute("CG.BDC = sparse(CG.BDC);");
Matlab.Execute("CG.BDC(abs(CG.BDC) < (CG.th / CG.iter)) = 0;");
Matlab.Execute("CG.H = CG.A - sparse(CG.BDC);");
iterinfo.numSetZeroBlock = -1;
iterinfo.numNonZeroBlock = -1;
iterinfo.numAddIgnrBlock = -1;
iterinfo.usedMemoryByte = -1;
iterinfo.time1 = DateTime.UtcNow;
iterinfos.Add(iterinfo);
System.Console.WriteLine(" - {0:000} : makezero {1,5}, nonzero {2,5}, numIgnMul {3,7}, numRemvAtoms {4,3}, {5,5:0.00} sec, {6} mb, {7}x{7}"
, iter
, iterinfo.numSetZeroBlock
, iterinfo.numNonZeroBlock
, iterinfo.numAddIgnrBlock
, iterinfo.numAtomsRemoved
, iterinfo.compSec
, iterinfo.usedMemoryByte / (1024 * 1024)
, (idxkeep.Length * 3)
);
}
Matrix CG_H = Matlab.GetMatrix("CG.H");
CGH = new HessMatrixDense {
hess = CG_H
};
}
return(new CGetHessCoarseResiIterImpl
{
iterinfos = iterinfos,
H = CGH,
});
}
public static HessMatrixDense GetHessCoarseBlkmat(HessMatrix hess, IList <int> idx_heavy, string invopt = "inv")
{
/// Hess = [ HH HL ] = [ A B ]
/// [ LH LL ] [ C D ]
///
/// Hess_HH = HH - HL * LL^-1 * LH
/// = A - B * D^-1 * C
Matrix hess_HH;
using (new Matlab.NamedLock(""))
{
Matlab.Clear();
if (hess is HessMatrixSparse)
{
Matlab.PutSparseMatrix("H", hess.GetMatrixSparse(), 3, 3);
}
else
{
Matlab.PutMatrix("H", hess, true);
}
Matlab.Execute("H = (H + H')/2;");
int[] idx0 = new int[idx_heavy.Count * 3];
for (int i = 0; i < idx_heavy.Count; i++)
{
idx0[i * 3 + 0] = idx_heavy[i] * 3 + 0;
idx0[i * 3 + 1] = idx_heavy[i] * 3 + 1;
idx0[i * 3 + 2] = idx_heavy[i] * 3 + 2;
}
Matlab.PutVector("idx0", idx0);
Matlab.Execute("idx0 = idx0+1;");
Matlab.PutValue("idx1", hess.ColSize);
Matlab.Execute("idx1 = setdiff(1:idx1, idx0)';");
HDebug.Assert(Matlab.GetValueInt("length(union(idx0,idx1))") == hess.ColSize);
Matlab.Execute("A = full(H(idx0,idx0));");
Matlab.Execute("B = H(idx0,idx1) ;");
Matlab.Execute("C = H(idx1,idx0) ;");
Matlab.Execute("D = full(H(idx1,idx1));");
Matlab.Execute("clear H;");
object linvopt = null;
switch (invopt)
{
case "B/D":
Matlab.Execute("bhess = A -(B / D)* C;");
break;
case "inv":
Matlab.Execute("D = inv(D);");
Matlab.Execute("bhess = A - B * D * C;");
break;
case "pinv":
Matlab.Execute("D = pinv(D);");
Matlab.Execute("bhess = A - B * D * C;");
break;
case "_eig":
bool bCheckInv = false;
if (bCheckInv)
{
Matlab.Execute("Dbak = D;");
}
Matlab.Execute("[D,DD] = eig(D);");
if (HDebug.False)
{
Matlab.Execute("DD(abs(DD)<" + linvopt + ") = 0;");
Matlab.Execute("DD = pinv(DD);");
}
else
{
Matlab.Execute("DD = diag(DD);");
Matlab.Execute("DDidx = abs(DD)<" + linvopt + ";");
Matlab.Execute("DD = 1./DD;");
Matlab.Execute("DD(DDidx) = 0;");
Matlab.Execute("DD = diag(DD);");
Matlab.Execute("clear DDidx;");
}
Matlab.Execute("D = D * DD * D';");
if (bCheckInv)
{
double err0 = Matlab.GetValue("max(max(abs(eye(size(D)) - Dbak * D)))");
}
if (bCheckInv)
{
double err1 = Matlab.GetValue("max(max(abs(eye(size(D)) - D * Dbak)))");
}
if (bCheckInv)
{
Matlab.Execute("clear Dbak;");
}
Matlab.Execute("clear DD;");
Matlab.Execute("bhess = A - B * D * C;");
break;
default:
{
if (invopt.StartsWith("eig(threshold:") && invopt.EndsWith(")"))
{
// ex: "eig(threshold:0.000000001)"
linvopt = invopt.Replace("eig(threshold:", "").Replace(")", "");
linvopt = double.Parse(linvopt as string);
goto case "_eig";
}
}
throw new HException();
}
Matlab.Execute("clear A; clear B; clear C; clear D;");
Matlab.Execute("bhess = (bhess + bhess')/2;");
hess_HH = Matlab.GetMatrix("bhess", Matrix.Zeros, true);
Matlab.Clear();
}
return(new HessMatrixDense {
hess = hess_HH
});
}