weka.core.Matrix.java Source code

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/*
 *   This program is free software: you can redistribute it and/or modify
 *   it under the terms of the GNU General Public License as published by
 *   the Free Software Foundation, either version 3 of the License, or
 *   (at your option) any later version.
 *
 *   This program is distributed in the hope that it will be useful,
 *   but WITHOUT ANY WARRANTY; without even the implied warranty of
 *   MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 *   GNU General Public License for more details.
 *
 *   You should have received a copy of the GNU General Public License
 *   along with this program.  If not, see <http://www.gnu.org/licenses/>.
 */

/*
 *    Matrix.java
 *    Copyright (C) 1999-2012 University of Waikato, Hamilton, New Zealand
 *
 */

package weka.core;

import java.io.Reader;
import java.io.Serializable;
import java.io.Writer;

/**
 * Class for performing operations on a matrix of floating-point values.
 * <p/>
 * Deprecated: Uses internally the code of the sub-package
 * <code>weka.core.matrix</code> - only for backwards compatibility.
 * 
 * @author Gabi Schmidberger (gabi@cs.waikato.ac.nz)
 * @author Yong Wang (yongwang@cs.waikato.ac.nz)
 * @author Eibe Frank (eibe@cs.waikato.ac.nz)
 * @author Len Trigg (eibe@cs.waikato.ac.nz)
 * @author Fracpete (fracpete at waikato dot ac dot nz)
 * @version $Revision$
 * @deprecated Use <code>weka.core.matrix.Matrix</code> instead - only for
 *             backwards compatibility.
 */
@Deprecated
public class Matrix implements Cloneable, Serializable, RevisionHandler {

    /** for serialization */
    private static final long serialVersionUID = -3604757095849145838L;

    /**
     * The actual matrix
     */
    protected weka.core.matrix.Matrix m_Matrix = null;

    /**
     * Constructs a matrix and initializes it with default values.
     * 
     * @param nr the number of rows
     * @param nc the number of columns
     */
    public Matrix(int nr, int nc) {
        m_Matrix = new weka.core.matrix.Matrix(nr, nc);
    }

    /**
     * Constructs a matrix using a given array.
     * 
     * @param array the values of the matrix
     */
    public Matrix(double[][] array) throws Exception {
        m_Matrix = new weka.core.matrix.Matrix(array);
    }

    /**
     * Reads a matrix from a reader. The first line in the file should contain the
     * number of rows and columns. Subsequent lines contain elements of the
     * matrix.
     * 
     * @param r the reader containing the matrix
     * @throws Exception if an error occurs
     */
    public Matrix(Reader r) throws Exception {
        m_Matrix = new weka.core.matrix.Matrix(r);
    }

    /**
     * Creates and returns a clone of this object.
     * 
     * @return a clone of this instance.
     * @throws Exception if an error occurs
     */
    @Override
    public Object clone() {
        try {
            return new Matrix(m_Matrix.getArrayCopy());
        } catch (Exception e) {
            e.printStackTrace();
            return null;
        }
    }

    /**
     * Writes out a matrix.
     * 
     * @param w the output Writer
     * @throws Exception if an error occurs
     */
    public void write(Writer w) throws Exception {
        m_Matrix.write(w);
    }

    /**
     * returns the internal matrix
     * 
     * @see #m_Matrix
     */
    protected weka.core.matrix.Matrix getMatrix() {
        return m_Matrix;
    }

    /**
     * Returns the value of a cell in the matrix.
     * 
     * @param rowIndex the row's index
     * @param columnIndex the column's index
     * @return the value of the cell of the matrix
     */
    public final double getElement(int rowIndex, int columnIndex) {
        return m_Matrix.get(rowIndex, columnIndex);
    }

    /**
     * Add a value to an element.
     * 
     * @param rowIndex the row's index.
     * @param columnIndex the column's index.
     * @param value the value to add.
     */
    public final void addElement(int rowIndex, int columnIndex, double value) {
        m_Matrix.set(rowIndex, columnIndex, m_Matrix.get(rowIndex, columnIndex) + value);
    }

    /**
     * Returns the number of rows in the matrix.
     * 
     * @return the number of rows
     */
    public final int numRows() {
        return m_Matrix.getRowDimension();
    }

    /**
     * Returns the number of columns in the matrix.
     * 
     * @return the number of columns
     */
    public final int numColumns() {
        return m_Matrix.getColumnDimension();
    }

    /**
     * Sets an element of the matrix to the given value.
     * 
     * @param rowIndex the row's index
     * @param columnIndex the column's index
     * @param value the value
     */
    public final void setElement(int rowIndex, int columnIndex, double value) {
        m_Matrix.set(rowIndex, columnIndex, value);
    }

    /**
     * Sets a row of the matrix to the given row. Performs a deep copy.
     * 
     * @param index the row's index
     * @param newRow an array of doubles
     */
    public final void setRow(int index, double[] newRow) {
        for (int i = 0; i < newRow.length; i++) {
            m_Matrix.set(index, i, newRow[i]);
        }
    }

    /**
     * Gets a row of the matrix and returns it as double array.
     * 
     * @param index the row's index
     * @return an array of doubles
     */
    public double[] getRow(int index) {
        double[] newRow = new double[this.numColumns()];
        for (int i = 0; i < newRow.length; i++) {
            newRow[i] = getElement(index, i);
        }

        return newRow;
    }

    /**
     * Gets a column of the matrix and returns it as a double array.
     * 
     * @param index the column's index
     * @return an array of doubles
     */
    public double[] getColumn(int index) {
        double[] newColumn = new double[this.numRows()];
        for (int i = 0; i < newColumn.length; i++) {
            newColumn[i] = getElement(i, index);
        }

        return newColumn;
    }

    /**
     * Sets a column of the matrix to the given column. Performs a deep copy.
     * 
     * @param index the column's index
     * @param newColumn an array of doubles
     */
    public final void setColumn(int index, double[] newColumn) {
        for (int i = 0; i < numRows(); i++) {
            m_Matrix.set(i, index, newColumn[i]);
        }
    }

    /**
     * Converts a matrix to a string
     * 
     * @return the converted string
     */
    @Override
    public String toString() {
        return m_Matrix.toString();
    }

    /**
     * Returns the sum of this matrix with another.
     * 
     * @return a matrix containing the sum.
     */
    public final Matrix add(Matrix other) {
        try {
            return new Matrix(m_Matrix.plus(other.getMatrix()).getArrayCopy());
        } catch (Exception e) {
            e.printStackTrace();
            return null;
        }
    }

    /**
     * Returns the transpose of a matrix.
     * 
     * @return the transposition of this instance.
     */
    public final Matrix transpose() {
        try {
            return new Matrix(m_Matrix.transpose().getArrayCopy());
        } catch (Exception e) {
            e.printStackTrace();
            return null;
        }
    }

    /**
     * Returns true if the matrix is symmetric.
     * 
     * @return boolean true if matrix is symmetric.
     */
    public boolean isSymmetric() {
        return m_Matrix.isSymmetric();
    }

    /**
     * Returns the multiplication of two matrices
     * 
     * @param b the multiplication matrix
     * @return the product matrix
     */
    public final Matrix multiply(Matrix b) {
        try {
            return new Matrix(getMatrix().times(b.getMatrix()).getArrayCopy());
        } catch (Exception e) {
            e.printStackTrace();
            return null;
        }
    }

    /**
     * Performs a (ridged) linear regression.
     * 
     * @param y the dependent variable vector
     * @param ridge the ridge parameter
     * @return the coefficients
     * @throws IllegalArgumentException if not successful
     */
    public final double[] regression(Matrix y, double ridge) {
        return getMatrix().regression(y.getMatrix(), ridge).getCoefficients();
    }

    /**
     * Performs a weighted (ridged) linear regression.
     * 
     * @param y the dependent variable vector
     * @param w the array of data point weights
     * @param ridge the ridge parameter
     * @return the coefficients
     * @throws IllegalArgumentException if the wrong number of weights were
     *           provided.
     */
    public final double[] regression(Matrix y, double[] w, double ridge) {
        return getMatrix().regression(y.getMatrix(), w, ridge).getCoefficients();
    }

    /**
     * Returns the L part of the matrix. This does only make sense after LU
     * decomposition.
     * 
     * @return matrix with the L part of the matrix;
     * @see #LUDecomposition()
     */
    public Matrix getL() throws Exception {
        int nr = numRows(); // num of rows
        int nc = numColumns(); // num of columns
        double[][] ld = new double[nr][nc];

        for (int i = 0; i < nr; i++) {
            for (int j = 0; (j < i) && (j < nc); j++) {
                ld[i][j] = getElement(i, j);
            }
            if (i < nc) {
                ld[i][i] = 1;
            }
        }
        Matrix l = new Matrix(ld);
        return l;
    }

    /**
     * Returns the U part of the matrix. This does only make sense after LU
     * decomposition.
     * 
     * @return matrix with the U part of a matrix;
     * @see #LUDecomposition()
     */
    public Matrix getU() throws Exception {
        int nr = numRows(); // num of rows
        int nc = numColumns(); // num of columns
        double[][] ud = new double[nr][nc];

        for (int i = 0; i < nr; i++) {
            for (int j = i; j < nc; j++) {
                ud[i][j] = getElement(i, j);
            }
        }
        Matrix u = new Matrix(ud);
        return u;
    }

    /**
     * Performs a LUDecomposition on the matrix. It changes the matrix into its LU
     * decomposition.
     * 
     * @return the indices of the row permutation
     */
    public int[] LUDecomposition() throws Exception {
        // decompose
        weka.core.matrix.LUDecomposition lu = m_Matrix.lu();

        // singular? old class throws Exception!
        if (!lu.isNonsingular()) {
            throw new Exception("Matrix is singular");
        }

        weka.core.matrix.Matrix u = lu.getU();
        weka.core.matrix.Matrix l = lu.getL();

        // modify internal matrix
        int nr = numRows();
        int nc = numColumns();
        for (int i = 0; i < nr; i++) {
            for (int j = 0; j < nc; j++) {
                if (j < i) {
                    setElement(i, j, l.get(i, j));
                } else {
                    setElement(i, j, u.get(i, j));
                }
            }
        }

        u = null;
        l = null;

        return lu.getPivot();
    }

    /**
     * Solve A*X = B using backward substitution. A is current object (this). Note
     * that this matrix will be changed! B parameter bb. X returned in parameter
     * bb.
     * 
     * @param bb first vector B in above equation then X in same equation.
     */
    public void solve(double[] bb) throws Exception {
        // solve
        weka.core.matrix.Matrix x = m_Matrix.solve(new weka.core.matrix.Matrix(bb, bb.length));

        // move X into bb
        int nr = x.getRowDimension();
        for (int i = 0; i < nr; i++) {
            bb[i] = x.get(i, 0);
        }
    }

    /**
     * Performs Eigenvalue Decomposition using Householder QR Factorization
     * 
     * Matrix must be symmetrical. Eigenvectors are return in parameter V, as
     * columns of the 2D array. (Real parts of) Eigenvalues are returned in
     * parameter d.
     * 
     * @param V double array in which the eigenvectors are returned
     * @param d array in which the eigenvalues are returned
     * @throws Exception if matrix is not symmetric
     */
    public void eigenvalueDecomposition(double[][] V, double[] d) throws Exception {

        // old class only worked with symmetric matrices!
        if (!this.isSymmetric()) {
            throw new Exception("EigenvalueDecomposition: Matrix must be symmetric.");
        }

        // perform eigenvalue decomposition
        weka.core.matrix.EigenvalueDecomposition eig = m_Matrix.eig();
        weka.core.matrix.Matrix v = eig.getV();
        double[] d2 = eig.getRealEigenvalues();

        // transfer data
        int nr = numRows();
        int nc = numColumns();
        for (int i = 0; i < nr; i++) {
            for (int j = 0; j < nc; j++) {
                V[i][j] = v.get(i, j);
            }
        }

        for (int i = 0; i < d2.length; i++) {
            d[i] = d2[i];
        }
    }

    /**
     * Returns sqrt(a^2 + b^2) without under/overflow.
     * 
     * @param a length of one side of rectangular triangle
     * @param b length of other side of rectangular triangle
     * @return lenght of third side
     */
    protected static double hypot(double a, double b) {
        return weka.core.matrix.Maths.hypot(a, b);
    }

    /**
     * converts the Matrix into a single line Matlab string: matrix is enclosed by
     * parentheses, rows are separated by semicolon and single cells by blanks,
     * e.g., [1 2; 3 4].
     * 
     * @return the matrix in Matlab single line format
     */
    public String toMatlab() {
        return getMatrix().toMatlab();
    }

    /**
     * creates a matrix from the given Matlab string.
     * 
     * @param matlab the matrix in matlab format
     * @return the matrix represented by the given string
     * @see #toMatlab()
     */
    public static Matrix parseMatlab(String matlab) throws Exception {
        return new Matrix(weka.core.matrix.Matrix.parseMatlab(matlab).getArray());
    }

    /**
     * Returns the revision string.
     * 
     * @return the revision
     */
    @Override
    public String getRevision() {
        return RevisionUtils.extract("$Revision$");
    }

    /**
     * Main method for testing this class.
     */
    public static void main(String[] ops) {

        double[] first = { 2.3, 1.2, 5 };
        double[] second = { 5.2, 1.4, 9 };
        double[] response = { 4, 7, 8 };
        double[] weights = { 1, 2, 3 };

        try {
            // test eigenvaluedecomposition
            double[][] m = { { 1, 2, 3 }, { 2, 5, 6 }, { 3, 6, 9 } };
            Matrix M = new Matrix(m);
            int n = M.numRows();
            double[][] V = new double[n][n];
            double[] d = new double[n];
            M.eigenvalueDecomposition(V, d);

            Matrix a = new Matrix(2, 3);
            Matrix b = new Matrix(3, 2);
            System.out.println("Number of columns for a: " + a.numColumns());
            System.out.println("Number of rows for a: " + a.numRows());
            a.setRow(0, first);
            a.setRow(1, second);
            b.setColumn(0, first);
            b.setColumn(1, second);
            System.out.println("a:\n " + a);
            System.out.println("b:\n " + b);
            System.out.println("a (0, 0): " + a.getElement(0, 0));
            System.out.println("a transposed:\n " + a.transpose());
            System.out.println("a * b:\n " + a.multiply(b));
            Matrix r = new Matrix(3, 1);
            r.setColumn(0, response);
            System.out.println("r:\n " + r);
            System.out.println("Coefficients of regression of b on r: ");
            double[] coefficients = b.regression(r, 1.0e-8);
            for (double coefficient : coefficients) {
                System.out.print(coefficient + " ");
            }
            System.out.println();
            System.out.println("Weights: ");
            for (double weight : weights) {
                System.out.print(weight + " ");
            }
            System.out.println();
            System.out.println("Coefficients of weighted regression of b on r: ");
            coefficients = b.regression(r, weights, 1.0e-8);
            for (double coefficient : coefficients) {
                System.out.print(coefficient + " ");
            }
            System.out.println();
            a.setElement(0, 0, 6);
            System.out.println("a with (0, 0) set to 6:\n " + a);
            a.write(new java.io.FileWriter("main.matrix"));
            System.out.println("wrote matrix to \"main.matrix\"\n" + a);
            a = new Matrix(new java.io.FileReader("main.matrix"));
            System.out.println("read matrix from \"main.matrix\"\n" + a);
        } catch (Exception e) {
            e.printStackTrace();
        }
    }
}