public void Optimize(Dictionary<double, double> values)
{
var n = _f.Functions.Count();
var xs = values.Select(v => v.Key).ToList();
var ys = values.Select(v => v.Value).ToList();
var fs = new List<List<double>>(n);
for (var i = 0; i < n; i++)
{
fs[i] = _f.Functions[i].Evaluate(xs);
}
var matrix = new DenseMatrix(n, n);
var vector = new DenseVector(n);
for (var i = 0; i < n; i++)
{
for (var j = 0; j < n; j++)
{
matrix[i, j] = fs[i].ScalarProduct(fs[j]);
}
vector[i] = ys.ScalarProduct(fs[i]);
}
var matrixInverse = matrix.Inverse();
var result = matrixInverse * vector;
for (var i = 0; i < n; i++)
{
_f.LinearParameters[i].Value = result[i];
}
}
public FedKF(KF[] filters, DenseMatrix dcm, DenseMatrix covariances)
{
_filters = filters;
_filteredSignals = new DenseMatrix(_filters.Length, 1);
_dcm = dcm;
_dcmt = dcm.Transpose();
_cInv = covariances.Inverse();
}
public void Optimize(Dictionary<double, double> values)
{
var ys = new List<double>();
var fs = new List<double>();
var gs = new List<double>();
var hs = new List<double>();
foreach (var value in values)
{
ys.Add(value.Value);
fs.Add(_lppl.F(value.Key));
gs.Add(_lppl.G(value.Key));
hs.Add(_lppl.H(value.Key));
}
var N = values.Count;
var sfs = fs.Sum();
var sgs = gs.Sum();
var shs = hs.Sum();
var sfsfs = fs.ScalarProduct(fs);
var sgsgs = gs.ScalarProduct(gs);
var shshs = hs.ScalarProduct(hs);
var sfsgs = fs.ScalarProduct(gs);
var sfshs = fs.ScalarProduct(hs);
var sgshs = gs.ScalarProduct(hs);
var sys = ys.Sum();
var sysfs = ys.ScalarProduct(fs);
var sysgs = ys.ScalarProduct(gs);
var syshs = ys.ScalarProduct(hs);
var matrixArray = new[]
{
N, sfs, sgs, shs,
sfs, sfsfs, sfsgs, sfshs,
sgs, sfsgs, sgsgs, sgshs,
shs, sfshs, sgshs, shshs
};
var matrix = new DenseMatrix(4, 4, matrixArray);
var matrixInverse = matrix.Inverse();
var vector = new DenseVector(new[] { sys, sysfs, sysgs, syshs });
var result = matrixInverse * vector;
_lppl.A = result[0];
_lppl.B = result[1];
_lppl.C1 = result[2];
_lppl.C2 = result[3];
}
public static Matrix<double> WorldToImagePoints(this Matrix<double> worldPoints, DenseMatrix cameraCalibration, DenseVector posePosition, DenseMatrix poseRotation)
{
return
cameraCalibration.Multiply(
poseRotation.Inverse()
.Multiply(worldPoints)
.Translate(-posePosition)
.ProjectCamCenteredWorldToHomogImagePoints());
/*This version is consistent with my DPixelToWorld but different from openCV ProjectPoints
* cameraCalibration.Multiply(
poseRotation.Inverse()
.Multiply(worldPoints.Translate(-posePosition))
.ProjectCamCenteredWorldToHomogImagePoints());*/
}
public void Optimize(Dictionary<double, double> values)
{
var ys = values.Select(v => v.Value).ToList();
var fs = _f.Functions.Select(f => values.Select(v => NaNToZero(f(v.Key))).ToList()).ToList();
var matrix = new DenseMatrix(_f.LinearCount, _f.LinearCount);
var vector = new DenseVector(_f.LinearCount);
for (var i = 0; i < _f.LinearCount; i++)
{
for (var j = 0; j < _f.LinearCount; j++)
{
matrix[i, j] = fs[i].ScalarProduct(fs[j]);
}
vector[i] = ys.ScalarProduct(fs[i]);
}
var matrixInverse = matrix.Inverse();
var result = matrixInverse * vector;
for (var i = 0; i < _f.LinearCount; i++)
{
_f.SetA(i, result[i]);
}
}
/// <summary>Optimizes the specified data</summary>
/// <param name="data">data</param>
/// <param name="W">W</param>
/// <param name="H">H</param>
protected virtual void Optimize(IBooleanMatrix data, Matrix<float> W, Matrix<float> H)
{
var HH = new Matrix<double>(num_factors, num_factors);
var HC_minus_IH = new Matrix<double>(num_factors, num_factors);
var HCp = new double[num_factors];
var m = new DenseMatrix(num_factors, num_factors);
// source code comments are in terms of computing the user factors
// works the same with users and items exchanged
// (1) create HH in O(f^2|Items|)
// HH is symmetric
for (int f_1 = 0; f_1 < num_factors; f_1++)
for (int f_2 = 0; f_2 < num_factors; f_2++)
{
double d = 0;
for (int i = 0; i < H.dim1; i++)
d += H[i, f_1] * H[i, f_2];
HH[f_1, f_2] = d;
}
// (2) optimize all U
// HC_minus_IH is symmetric
for (int u = 0; u < W.dim1; u++)
{
var row = data.GetEntriesByRow(u);
// create HC_minus_IH in O(f^2|S_u|)
for (int f_1 = 0; f_1 < num_factors; f_1++)
for (int f_2 = 0; f_2 < num_factors; f_2++)
{
double d = 0;
foreach (int i in row)
//d += H[i, f_1] * H[i, f_2] * (c_pos - 1);
d += H[i, f_1] * H[i, f_2] * c_pos;
HC_minus_IH[f_1, f_2] = d;
}
// create HCp in O(f|S_u|)
for (int f = 0; f < num_factors; f++)
{
double d = 0;
foreach (int i in row)
//d += H[i, f] * c_pos;
d += H[i, f] * (1 + c_pos);
HCp[f] = d;
}
// create m = HH + HC_minus_IH + reg*I
// m is symmetric
// the inverse m_inv is symmetric
for (int f_1 = 0; f_1 < num_factors; f_1++)
for (int f_2 = 0; f_2 < num_factors; f_2++)
{
double d = HH[f_1, f_2] + HC_minus_IH[f_1, f_2];
if (f_1 == f_2)
d += regularization;
m[f_1, f_2] = d;
}
var m_inv = m.Inverse();
// write back optimal W
for (int f = 0; f < num_factors; f++)
{
double d = 0;
for (int f_2 = 0; f_2 < num_factors; f_2++)
d += m_inv[f, f_2] * HCp[f_2];
W[u, f] = (float) d;
}
}
}
private void optimize(DenseMatrix coefficients, DenseVector objFunValues, bool artifical)
{
//for calculations on the optimal solution row
int cCounter,
width = coefficients.ColumnCount;
DenseVector cBVect = new DenseVector(basics.Count);
//Sets up the b matrix
DenseMatrix b = new DenseMatrix(basics.Count, 1);
//basics will have values greater than coefficients.ColumnCount - 1 if there are still artificial variables
//or if Nathan is bad and didn't get rid of them correctly
foreach (int index in basics)
{
b = (DenseMatrix)b.Append(DenseVector.OfVector(coefficients.Column(index)).ToColumnMatrix());
}
// removes the first column
b = (DenseMatrix)b.SubMatrix(0, b.RowCount, 1, b.ColumnCount - 1);
double[] cPrimes = new double[width];
double[] rhsOverPPrime;
DenseMatrix[] pPrimes = new DenseMatrix[width];
DenseMatrix bInverse;
int newEntering, exitingRow;
bool optimal = false;
if(artifical)
{
rhsOverPPrime = new double[numConstraints + 1];
}
else
{
rhsOverPPrime = new double[numConstraints];
}
while (!optimal)
{
//calculates the inverse of b for this iteration
bInverse = (DenseMatrix)b.Inverse();
//updates the C vector with the most recent basic variables
cCounter = 0;
foreach (int index in basics)
{
cBVect[cCounter++] = objFunValues.At(index);
}
//calculates the pPrimes and cPrimes
for (int i = 0; i < coefficients.ColumnCount; i++)
{
if (!basics.Contains(i))
{
pPrimes[i] = (DenseMatrix)bInverse.Multiply((DenseMatrix)coefficients.Column(i).ToColumnMatrix());
//c' = objFunVals - cB * P'n
//At(0) to turn it into a double
cPrimes[i] = objFunValues.At(i) - (pPrimes[i].LeftMultiply(cBVect)).At(0);
}
else
{
pPrimes[i] = null;
}
}
//RHS'
xPrime = (DenseMatrix)bInverse.Multiply((DenseMatrix)rhsValues.ToColumnMatrix());
//Starts newEntering as the first nonbasic
newEntering = -1;
int iter = 0;
while(newEntering == -1)
{
if(!basics.Contains(iter))
{
newEntering = iter;
}
iter++;
}
//new entering becomes the small cPrime that corresponds to a non-basic value
for (int i = 0; i < cPrimes.Length; i++)
{
if (cPrimes[i] < cPrimes[newEntering] && !basics.Contains(i))
{
newEntering = i;
}
}
//if the smallest cPrime is >= 0, ie they are all positive
if (cPrimes[newEntering] >= 0)
{
optimal = true;
}
else
{
//fix me to deal with if all these values are negative
exitingRow = 0;
for (int i = 0; i < xPrime.RowCount; i++)
{
double[,] pPrime = pPrimes[newEntering].ToArray();
rhsOverPPrime[i] = xPrime.ToArray()[i, 0] / pPrime[i, 0];
if (rhsOverPPrime[i] < rhsOverPPrime[exitingRow] && rhsOverPPrime[i] > 0 )
{
exitingRow = i;
}
}
//translates from the index in the basics list to the actual row
exitingRow = basics[exitingRow];
//make sure you're not being stupid here!!!!
int tempIndex = basics.IndexOf(exitingRow);
basics.Remove(exitingRow);
basics.Insert(tempIndex, newEntering);
b.SetColumn(basics.IndexOf(newEntering), coefficients.Column(newEntering));
}
}
}
private void CalcBaseAandC()
{
BaseA = new DenseMatrix(CurrBaseJ.Count);
BaseC = new DenseVector(CurrBaseJ.Count);
int i = 0;
foreach (var j in CurrBaseJ)
{
BaseA.SetColumn(i, A.Column(j));
BaseC[i] = c[j];
i++;
}
InvBaseA = (DenseMatrix)BaseA.Inverse();
CurrNonBaseJ = new List<int>(Enumerable.Range(0, A.ColumnCount).Except(CurrBaseJ));
}
public void placeCompensatorPoles(double value)
{
// Check for dimensions
if (A.ColumnCount != A.RowCount || A.ColumnCount <= 0) {
// TODO: Throw exception
}
int n = A.ColumnCount;
// Calculate controllability matrix
Matrix<double> controllabilityMatrix = new DenseMatrix(n, n);
for (int i = 0; i < n; i++) {
Vector<double> vec = B.Column(0);
for (int j = 0; j < i; j++) {
vec = A * vec;
}
controllabilityMatrix.SetColumn(i, vec);
}
// Unity vector
Matrix<double> unityVector = new DenseMatrix(1,n);
for (int i = 0; i < n; i++) {
// Set 1 at last index
unityVector.At(0, i,
(i == n-1 ? 1 : 0)
);
}
// Coefficients matrix
Matrix<double> preparedMatrix = A.Clone();
for (int i = 0; i < n; i++) {
// Substract value from diagonal
preparedMatrix.At(i, i,
preparedMatrix.At(i, i) - value
);
}
Matrix<double> coefficientsMatrix = preparedMatrix.Clone();
for (int i = 0; i < n-1; i++) {
// Multiply n-1 times
coefficientsMatrix = preparedMatrix * coefficientsMatrix;
}
// Calculate new K using Ackermann's formula
K = unityVector * controllabilityMatrix.Inverse() * coefficientsMatrix;
}
/// <summary>
/// Run example
/// </summary>
/// <seealso cref="http://en.wikipedia.org/wiki/Transpose">Transpose</seealso>
/// <seealso cref="http://en.wikipedia.org/wiki/Invertible_matrix">Invertible matrix</seealso>
public void Run()
{
// Format matrix output to console
var formatProvider = (CultureInfo)CultureInfo.InvariantCulture.Clone();
formatProvider.TextInfo.ListSeparator = " ";
// Create random square matrix
var matrix = new DenseMatrix(5);
var rnd = new Random(1);
for (var i = 0; i < matrix.RowCount; i++)
{
for (var j = 0; j < matrix.ColumnCount; j++)
{
matrix[i, j] = rnd.NextDouble();
}
}
Console.WriteLine(@"Initial matrix");
Console.WriteLine(matrix.ToString("#0.00\t", formatProvider));
Console.WriteLine();
// 1. Get matrix inverse
var inverse = matrix.Inverse();
Console.WriteLine(@"1. Matrix inverse");
Console.WriteLine(inverse.ToString("#0.00\t", formatProvider));
Console.WriteLine();
// 2. Matrix multiplied by its inverse gives identity matrix
var identity = matrix * inverse;
Console.WriteLine(@"2. Matrix multiplied by its inverse");
Console.WriteLine(identity.ToString("#0.00\t", formatProvider));
Console.WriteLine();
// 3. Get matrix transpose
var transpose = matrix.Transpose();
Console.WriteLine(@"3. Matrix transpose");
Console.WriteLine(transpose.ToString("#0.00\t", formatProvider));
Console.WriteLine();
// 4. Get orthogonal matrix, i.e. do QR decomposition and get matrix Q
var orthogonal = matrix.QR().Q;
Console.WriteLine(@"4. Orthogonal matrix");
Console.WriteLine(orthogonal.ToString("#0.00\t", formatProvider));
Console.WriteLine();
// 5. Transpose and multiply orthogonal matrix by iteslf gives identity matrix
identity = orthogonal.TransposeAndMultiply(orthogonal);
Console.WriteLine(@"Transpose and multiply orthogonal matrix by iteslf");
Console.WriteLine(identity.ToString("#0.00\t", formatProvider));
Console.WriteLine();
}
private double[] linearApproxym(double[] x, double[] y)
{
int n = x.Length;
double sumOfX = 0;
double sumOfXSquare = 0;
double sumOfY = 0;
double sumOfXY = 0;
for (int i = 0; i < n; i++)
{
sumOfX += x[i];
sumOfXSquare += x[i] * x[i];
sumOfY += y[i];
sumOfXY += x[i] * y[i];
}
var matrixX = new DenseMatrix(new double[,] { { n, sumOfX }, { sumOfX, sumOfXSquare } });
var matrixY = new DenseMatrix(2, 1, new double[] { sumOfY, sumOfXY });
var matrixP = matrixX.Inverse().Multiply(matrixY);
double[] p = new double[2];
p[0] = matrixP[1, 0];
p[1] = matrixP[0, 0];
return p;
}
private void CalculateCoefficients(int points)
{
var c = new double[points][,];
// For ever possible center given the number of points, compute ever possible coefficient for all possible orders.
for (int center = 0; center < points; center++)
{
// Deltas matrix for center located at 'center'.
var A = new DenseMatrix(points);
var l = points - center - 1;
for (int row = points - 1; row >= 0; row--)
{
A[row, 0] = 1.0;
for (int col = 1; col < points; col++)
{
A[row, col] = A[row, col - 1] * l / col;
}
l -= 1;
}
c[center] = A.Inverse().ToArray();
// "Polish" results by rounding.
var fac = SpecialFunctions.Factorial(points);
for (int j = 0; j < points; j++)
for (int k = 0; k < points; k++)
#if PORTABLE
c[center][j, k] = (Math.Round(c[center][j, k] * fac)) / fac;
#else
c[center][j, k] = (Math.Round(c[center][j, k] * fac, MidpointRounding.AwayFromZero)) / fac;
#endif
}
_coefficients = c;
}
//Given an observation, mu and sigma. What is N(O | mu, sigma)?
public double queryGuassian(DenseVector observation, DenseVector mean, DenseMatrix covar)
{
double scaletemp, scale, exponent, prob;
DenseMatrix v1, v2; //Temp matrices, for multiplying
scaletemp = (Math.Pow(2 * Math.PI, mean.Count / 2));
scale = (Math.Sqrt(covar.Determinant()));
scale *= scaletemp;
scale = 1 / scale;
v1 = (DenseMatrix)(observation - mean).ToRowMatrix();
v2 = (DenseMatrix)(observation - mean).ToColumnMatrix();
v2 = (DenseMatrix)(covar.Inverse()) * v2;
exponent = (-0.5) * ((v1 * v2).ToArray()[0,0]);
prob = scale * Math.Pow(Math.E, exponent);
return prob;
}
private void Optimize(int u, IBooleanMatrix data, Matrix<float> W, Matrix<float> H, Matrix<double> HH)
{
var row = data.GetEntriesByRow(u);
// HC_minus_IH is symmetric
// create HC_minus_IH in O(f^2|S_u|)
var HC_minus_IH = new Matrix<double>(num_factors, num_factors);
for (int f_1 = 0; f_1 < num_factors; f_1++)
for (int f_2 = f_1; f_2 < num_factors; f_2++)
{
double d = 0;
foreach (int i in row)
d += H[i, f_1] * H[i, f_2];
HC_minus_IH[f_1, f_2] = d * alpha;
HC_minus_IH[f_2, f_1] = d * alpha;
}
// create HCp in O(f|S_u|)
var HCp = new double[num_factors];
for (int f = 0; f < num_factors; f++)
{
double d = 0;
foreach (int i in row)
d += H[i, f];
HCp[f] = d * (1 + alpha);
}
// create m = HH + HC_minus_IH + reg*I
// m is symmetric
// the inverse m_inv is symmetric
var m = new DenseMatrix(num_factors, num_factors);
for (int f_1 = 0; f_1 < num_factors; f_1++)
for (int f_2 = f_1; f_2 < num_factors; f_2++)
{
double d = HH[f_1, f_2] + HC_minus_IH[f_1, f_2];
if (f_1 == f_2)
d += regularization;
m[f_1, f_2] = d;
m[f_2, f_1] = d;
}
var m_inv = m.Inverse();
// write back optimal W
for (int f = 0; f < num_factors; f++)
{
double d = 0;
for (int f_2 = 0; f_2 < num_factors; f_2++)
d += m_inv[f, f_2] * HCp[f_2];
W[u, f] = (float) d;
}
}
public Vector<double> Solve(DenseMatrix systemMatrix, Vector<double> freeTerms)
{
return systemMatrix.Inverse().Multiply(freeTerms);
}
private bool Iterate()
{
// Step 1
var cb = new DenseVector(_task.Jb.Count());
for (int i = 0; i < _task.Jb.Count(); i++)
{
cb[i] = _task.c[_task.Jb[i]];
}
Matrix<double> bMatrix = new DenseMatrix(_task.Jb.Count());
for (int i = 0; i < bMatrix.ColumnCount; i++)
{
bMatrix.SetColumn(i, _task.A.Column(_task.Jb[i]));
}
bMatrix = bMatrix.Inverse();
var u = cb * bMatrix;
var deltas = DenseVector.Create(
_task.c.Count, i => _task.Jb.Contains(i) ? double.PositiveInfinity : u * _task.A.Column(i) - _task.c[i]);
//Step 2
if (deltas.ToList().TrueForAll(x => x > 0 || Math.Abs(x) < Eps))
{
// STOP vector is optimal
//_writer.WriteLine("Optimal plan is found: {0}", _task.xo);
//_writer.WriteLine("Target function value = {0}", _task.c * _task.xo);
return false;
}
// Step 3
int j0 = 0;
for (int j = 0; j < deltas.Count; j++)
{
if (!_task.Jb.Contains(j) && deltas[j] < 0 && Math.Abs(deltas[j]) >= Eps)
{
j0 = j;
break;
}
}
var z = bMatrix * _task.A.Column(j0);
if (z.ToList().TrueForAll(x => x < -Eps || Math.Abs(x) < Eps ))
{
// STOP target function is unlimited
_writer.WriteLine("Target function is unlimited");
return false;
}
// Step 4
var tetta0 = double.PositiveInfinity;
var s = -1;
for (int i = 0; i < z.Count; i++)
{
if (z[i] > 0 && Math.Abs(z[i]) > Eps)
{
var tetta = _task.xo[_task.Jb[i]]/z[i];
if(double.IsPositiveInfinity(tetta0) || (Math.Abs(tetta0 - tetta) > Eps && tetta < tetta0))
{
tetta0 = tetta;
s = i;
}
}
}
// Step 5
var newXo = DenseVector.Create(_task.xo.Count, i => 0);
for (int i = 0; i < _task.Jb.Count(); i++)
{
newXo[_task.Jb[i]] = _task.xo[_task.Jb[i]] - tetta0 * z[i];
}
newXo[j0] = tetta0;
_task.xo = newXo;
_task.Jb[s] = j0;
// Step 6 is unneccesary
return true;
}
public override void Match()
{
int r21 = 2 * WindowRadius + 1;
_leftMoments = new List<Vector<double>>();
_rightMoments = new List<Vector<double>>();
// Find circural mask bounds:
// for x = [-r,r] -> y = [ -sqrt(r^2 - x^2), sqrt(r^2 - x^2) ]
_ybounds = new int[r21];
for(int x = -WindowRadius; x <= WindowRadius; ++x)
{
_ybounds[x + WindowRadius] = (int)Math.Sqrt(WindowRadius * WindowRadius - x * x);
}
// Find moment vectors for each feature point
for(int i = 0; i < LeftFeaturePoints.Count; ++i)
{
IntVector2 pixel = LeftFeaturePoints[i];
if(pixel.X < WindowRadius || pixel.Y < WindowRadius ||
pixel.X >= LeftImage.ColumnCount - WindowRadius ||
pixel.Y >= LeftImage.RowCount - WindowRadius)
{
_leftMoments.Add(null);
}
else
{
Vector<double> mom = ComputeMomentVectorForPatch(pixel, LeftImage);
if(UseCenteredMoments)
mom = ComputeCenteredMomentVector(mom);
if(UseScaledMoments)
ScaleMomentVector(mom);
Vector<double> invMom = ComputeInvariantMomentVector(mom);
_leftMoments.Add(invMom);
}
}
for(int i = 0; i < RightFeaturePoints.Count; ++i)
{
IntVector2 pixel = RightFeaturePoints[i];
if(pixel.X < WindowRadius || pixel.Y < WindowRadius ||
pixel.X >= RightImage.ColumnCount - WindowRadius ||
pixel.Y >= RightImage.RowCount - WindowRadius)
{
_rightMoments.Add(null);
}
else
{
Vector<double> mom = ComputeMomentVectorForPatch(pixel, RightImage);
if(UseCenteredMoments)
mom = ComputeCenteredMomentVector(mom);
if(UseScaledMoments)
ScaleMomentVector(mom);
Vector<double> invMom = ComputeInvariantMomentVector(mom);
_rightMoments.Add(invMom);
}
}
// We need to find covariance matrix of invariants as they have
// different magnitudes, so simple ||Il - Ir|| may not be best choice
// E = 1/(n-1) sum( (xi-m)(xi-m)^T ) (x is column vector, m = 1/n sum(xi)
// 1) Find mean
int n = 0;
Vector<double> meanInv = new DenseVector(_invCount);
for(int i = 0; i < _leftMoments.Count; ++i)
{
if(_leftMoments[i] != null)
{
meanInv.PointwiseAddThis(_leftMoments[i]);
++n;
}
}
for(int i = 0; i < _rightMoments.Count; ++i)
{
if(_rightMoments[i] != null)
{
meanInv.PointwiseAddThis(_rightMoments[i]);
++n;
}
}
meanInv.MultiplyThis(1.0 / n);
// 2) Find E
Matrix<double> cov = new DenseMatrix(_invCount, _invCount);
for(int i = 0; i < _leftMoments.Count; ++i)
{
if(_leftMoments[i] != null)
{
cov.PointwiseAddThis(CamCore.MatrixExtensions.FromVectorProduct(_leftMoments[i] - meanInv));
}
}
for(int i = 0; i < _rightMoments.Count; ++i)
{
if(_rightMoments[i] != null)
{
cov.PointwiseAddThis(CamCore.MatrixExtensions.FromVectorProduct(_rightMoments[i] - meanInv));
}
}
cov.MultiplyThis(1.0 / (n - 1));
var covInv = cov.Inverse();
// Match each point pair and find ||Il - Ir||E
List<MatchedPair> costs;
var matchLeft = new List<MatchedPair>();
var matchRight = new List<MatchedPair>();
for(int l = 0; l < LeftFeaturePoints.Count; ++l)
{
costs = new List<MatchedPair>(LeftFeaturePoints.Count);
if(_leftMoments[l] != null)
{
for(int r = 0; r < RightFeaturePoints.Count; ++r)
{
if(_rightMoments[r] != null)
{
var d = _leftMoments[l] - _rightMoments[r];
costs.Add(new MatchedPair()
{
LeftPoint = new Vector2(LeftFeaturePoints[l]),
RightPoint = new Vector2(RightFeaturePoints[r]),
Cost = UseMahalanobis ? d * covInv * d : // cost = d^T * E^-1 * d
d.DotProduct(d)
});
}
}
costs.Sort((c1, c2) => { return c1.Cost > c2.Cost ? 1 : (c1.Cost < c2.Cost ? -1 : 0); });
// Confidence will be (c2-c1)/(c1+c2)
MatchedPair match = costs[0];
match.Confidence = (costs[1].Cost - costs[0].Cost) / (costs[1].Cost + costs[0].Cost);
matchLeft.Add(match);
}
}
for(int r = 0; r < RightFeaturePoints.Count; ++r)
{
costs = new List<MatchedPair>(RightFeaturePoints.Count);
if(_rightMoments[r] != null)
{
for(int l = 0; l < LeftFeaturePoints.Count; ++l)
{
if(_leftMoments[l] != null)
{
var d = _leftMoments[l] - _rightMoments[r];
costs.Add(new MatchedPair()
{
LeftPoint = new Vector2(LeftFeaturePoints[l]),
RightPoint = new Vector2(RightFeaturePoints[r]),
Cost = UseMahalanobis ? d * covInv * d : // cost = d^T * E^-1 * d
d.DotProduct(d)
});
}
}
costs.Sort((c1, c2) => { return c1.Cost > c2.Cost ? 1 : (c1.Cost < c2.Cost ? -1 : 0); });
// Confidence will be (c2-c1)/(c1+c2)
MatchedPair match = costs[0];
match.Confidence = (costs[1].Cost - costs[0].Cost) / (costs[1].Cost + costs[0].Cost);
matchRight.Add(match);
}
}
Matches = new List<MatchedPair>();
foreach(var ml in matchLeft)
{
MatchedPair mr = matchRight.Find((m) => { return ml.LeftPoint.DistanceTo(m.LeftPoint) < 0.01; });
// We have both sides matches
if(mr != null && ml.RightPoint.DistanceTo(mr.RightPoint) < 0.01)
{
// Cross check sucessful
Matches.Add(mr);
}
}
}
private Func<double, DenseVector> LinearGradient()
{
var ys = _values.Select(v => _l.Value(v.Key)).ToList();
var fs = _l.Functions.Select(f => _values.Select(v => f(v.Key)).ToList()).ToList();
var dfs = _functionsDerivatives
.Select(dpf => dpf.Select(df => _values.Select(v => df.Value(v.Key)).ToList()).ToList()).ToList();
var n = _l.Functions.Count;
const int nb = 3;
var results = new List<Vector<double>>();
for (var b = 0; b < nb; b++)
{
var matrix = new DenseMatrix(n, n);
var vector = new DenseVector(n);
for (var i = 0; i < n; i++)
{
for (var j = 0; j < n; j++)
{
matrix[i, j] = dfs[i][b].ScalarProduct(fs[j]) + dfs[j][b].ScalarProduct(fs[i]);
}
vector[i] = ys.ScalarProduct(dfs[i][b]);
}
var matrixInverse = matrix.Inverse();
var result = matrixInverse * vector;
results.Add(result);
}
Func<double, DenseVector> gradient = x => new DenseVector(new[]
{
DotProduct(results[0], _l.Functions)(x),
DotProduct(results[1], _l.Functions)(x),
0//DotProduct(results[2], _l.Functions)(x)
});
return gradient;
}
private DenseVector NewtonMethod(ref Parser[] parsers)
{
double eps = 10e-3;
//var helperMatrix = new DenseMatrix(equationsCount, equationsCount);
var helperMatrixR = new double[equationsCount, equationsCount];
for (int i = 0; i < equationsCount; i++)
{
for (int j = 0; j < equationsCount; j++)
{
double p;
double p1;
try
{
parsers[i].Variables[variables.ElementAt(j).Key] = variables.ElementAt(j).Value + eps;
p1 = parsers[i].Calculate();
parsers[i].Variables[variables.ElementAt(j).Key] = variables.ElementAt(j).Value;
p = parsers[i].Calculate();
}
catch(Exception exception)
{
ErrorAllert(exception.Message);
return null;
}
helperMatrixR[i, j] = (p1 - p)/eps;
}
}
var helperMatrix = new DenseMatrix(helperMatrixR);
if (Math.Abs(helperMatrix.Determinant()) < eps)
{
ErrorAllert("Determinant of Jacobi matrix is 0. Can't calculate result.");
return null;
}
var inverseMatrix = helperMatrix.Inverse();
var initVars = new DenseVector(equationsCount);
var modVars = new Dictionary<string, double>();
for (int i = 0; i < variables.Count; i++)
{
initVars[i] = variables.ElementAt(i).Value;
modVars[variables.ElementAt(i).Key] = variables.ElementAt(i).Value;
}
foreach (var parser in parsers)
{
parser.Variables = modVars;
}
bool diff = false;
int itCount = 0;
while (!diff && itCount < 10)
{
var f = new DenseVector(equationsCount);
for (int j = 0; j < equationsCount; j++)
{
f[j] = parsers[j].Calculate();
}
var result = new DenseVector((initVars - inverseMatrix*f).ToArray());
for (int i = 0; i < equationsCount; i++)
{
diff = diff && (Math.Abs(result[i] - initVars[i]) < eps);
}
initVars = result;
for (int j = 0; j < equationsCount; j++)
{
modVars[modVars.ElementAt(j).Key] = initVars[j];
}
++itCount;
}
return initVars;
}
private bool GomoriIteration()
{
// Шаг 1
_writer.WriteLine("Iteration: {0}", iterationNumber);
var simplexMethod = new SimplexMethod(_writer);
simplexMethod.Solve(_task); // Решаем задачу симплекс методом
_writer.WriteLine("Optimal plan is found: {0}", _task.xo);
_writer.WriteLine("Target function value = {0}", _task.c * _task.xo);
// Шаг 2
//var artJToRemoveRow = -1;
//var artJToRemoveColumn = -1;
//artJToRemoveRow = -1;
//artJToRemoveColumn = -1;
//foreach (var artJ in _artJ)
//{
// if (_task.Jb.Contains(artJ.Column))
// {
// var rowToRemove = artJ.Row; // TODO probably need to rewrite row selection
// var ai = _task.A.Row(rowToRemove); // Выбираем строку с искусственым ограничением
// ai = -ai / ai[artJ.Column];
// var rowList = ai.ToList();
// rowList.RemoveAt(artJ.Column);
// ai = DenseVector.OfEnumerable(rowList);
// var aj = _task.A.Column(artJ.Column); // Выбираем столбец с искусственным ограничением
// var columnList = aj.ToList();
// var bCoef = _task.b[rowToRemove] / columnList[rowToRemove];
// columnList.RemoveAt(rowToRemove);
// aj = DenseVector.OfEnumerable(columnList);
// var newA = DenseMatrix.Create(_task.A.RowCount - 1, _task.A.ColumnCount - 1,
// (i, j) => _task.A[i < rowToRemove ? i : i + 1, j < artJ.Column ? j : j + 1]);
// newA += DenseMatrix.OfMatrix(aj.ToColumnMatrix() * ai.ToRowMatrix()); // Удаляем искусственные строку
// _task.A = newA; // и столбец из матрицы А
// _task.b = DenseVector.Create(_task.b.Count - 1, i => i < rowToRemove ? _task.b[i] : _task.b[i + 1]);
// _task.b += bCoef * aj;
// _task.c = DenseVector.Create(_task.c.Count - 1, i => i < artJ.Column ? _task.c[i] : _task.c[i + 1]); // Удаляем искусственную переменную из вектора с
// _task.xo = DenseVector.Create(_task.xo.Count - 1, i => i < artJ.Column ? _task.xo[i] : _task.xo[i + 1]); // Удаляем искусственную переменную из xo
// _task.Jb.Remove(artJ.Column);
// artJToRemoveColumn = artJ.Column;
// artJToRemoveRow = artJ.Row;
// break;
// }
//}
//if (artJToRemoveRow > 0) // Удаляем искусственную переменную из базисных
//{
// _artJ.RemoveAll(x => x.Row == artJToRemoveRow);
// for (int i = 0; i < _artJ.Count; i++)
// {
// if (_artJ[i].Row > artJToRemoveRow)
// {
// _artJ[i].Row--; // Сдвигаем индексы базисных переменных на один
// _artJ[i].Column--; // После удаления искусственной переменной
// }
// }
// for (int i = 0; i < _task.Jb.Count; i++)
// {
// _task.Jb[i] = _task.Jb[i] > artJToRemoveColumn ? _task.Jb[i] - 1 : _task.Jb[i];
// }
//}
// Шаг 3
var falseIndex = -1;
var maxFract = 0d;
for (int i = 0; i < _task.xo.Count(); i++)
{
if (Math.Abs(Math.Round(_task.xo[i]) - _task.xo[i]) > Eps)
{
var fract = Math.Abs(_task.xo[i] - Math.Floor(_task.xo[i])); // Находим базисную переменную
if (_task.Jb.Contains(i) && fract > Eps) // С максимальной дробной частью
{ // и запоминаем ее индекс
if (fract > maxFract)
{
maxFract = fract;
falseIndex = i;
}
}
}
}
if (falseIndex < 0) // Если все переменные целые - решение найдено
{
return false; // Прерываем выполнение метода
}
_writer.WriteLine("Jk = {0}", falseIndex);
// Шаг 4
var aB = new DenseMatrix(_task.Jb.Count());
int index = 0;
foreach (var j in _task.Jb)
{
aB.SetColumn(index, _task.A.Column(j)); // Формируем матрицу Ab из базисных столбцов А
index++;
}
_writer.Write("Jb: ");
_task.Jb.ForEach(x => _writer.Write("{0} ", x));
_writer.WriteLine();
_writer.WriteLine("Basis matrix: {0}", aB);
var y = DenseMatrix.Identity(_task.A.RowCount).Column(_task.Jb.IndexOf(falseIndex)) * aB.Inverse(); //Находим e'*Ab
var newRow = new DenseVector(_task.A.ColumnCount + 1);
newRow.SetSubVector(0, _task.A.ColumnCount, y * _task.A); // Находим данные для нового отсекающего ограничения
_writer.WriteLine("Data for new limitation: {0}", newRow);
for (int i = 0; i < newRow.Count; i++) // Формируем новое отсекающее ограничение
{
if (i < _task.A.ColumnCount)
{
if (Math.Abs(newRow[i]) < Eps)
{
newRow[i] = 0;
}
else
{
newRow[i] = newRow[i] > 0
? -(newRow[i] - Math.Floor(newRow[i]))
: -(Math.Ceiling(Math.Abs(newRow[i])) - Math.Abs(newRow[i]));
}
}
else
{
newRow[i] = 1;
}
}
newRow[falseIndex] = 0;
_writer.WriteLine("New limitation: {0}", newRow);
var newb = (y * _task.b); // Находим новый элемент вектора b
newb = newb > 0 ? -(newb - Math.Floor(newb)) : -(Math.Ceiling(Math.Abs(newb)) - Math.Abs(newb)); // TODO probably need to rewrite this
_writer.WriteLine("New b = {0}", newb);
// Шаг 5
var newMatrix = new DenseMatrix(_task.A.RowCount + 1, _task.A.ColumnCount + 1); // Формируем новую
newMatrix.SetSubMatrix(0, _task.A.RowCount, 0, _task.A.ColumnCount, _task.A); // матрицу А
newMatrix.SetRow(_task.A.RowCount, newRow);
newMatrix[_task.A.RowCount, _task.A.ColumnCount] = 1;
var newBVector = new DenseVector(_task.b.Count + 1); // Формируем новый
newBVector.SetSubVector(0, _task.b.Count, _task.b); // вектор b
newBVector[_task.b.Count] = newb;
var newCVector = new DenseVector(_task.c.Count + 1); // Добавляем новую
newCVector.SetSubVector(0, _task.c.Count, _task.c); // компоненту вектора с
var newJb = _task.Jb.ToList();
newJb.Add(newJb[newJb.Count - 1] + 1);
_artJ.Add(new ArtJEntry { Column = newMatrix.ColumnCount - 1, Row = newMatrix.RowCount - 1 });
_task.A = newMatrix.Clone(); // Создаем
_task.b = newBVector.Clone(); // новую задачу
_task.c = newCVector.Clone(); // для следующей итерации
_task.Jb = newJb;
iterationNumber++; // Присваиваем новый номер итерации
return true;
}
