C++ main module for mmsd Package  1.0
Public Member Functions | Static Public Member Functions | Static Public Attributes | Protected Member Functions | List of all members
MMSD_StiefelFunction Class Reference

This class describes Eigen function to optimize : -0.5*Tr(X'*A*X);. More...

#include <MMSD_StiefelFunction.h>

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Public Member Functions

void setParameters (const MMSD_DoubleVector &Diag, const MMSD_DoubleVector &Mean, const MMSD_DoubleVector &Probs, MMSD_DoubleFullMatrix &YP, const MMSD_DoubleFullMatrix &W, const MMSD_DoubleFullMatrix &Y)
 set parameters More...
 
virtual tReal computeFunction (const LAP_DoubleFullGeneralMatrix &P, LAP_DoubleFullGeneralMatrix &G)
 compute the function & derivatives More...
 
virtual tString toString () const
 to string More...
 
void getSharedPointer (SP::CORE_Object &p)
 get the shared pointer of this class into p More...
 
void getSharedPointer (SPC::CORE_Object &p) const
 get the shared pointer of this class into p More...
 
tString getClassName () const
 return the class name of the object More...
 
tString getIdentityString () const
 return the identity string of the object of the form className_at_address More...
 
tString getPointerAddress () const
 return the identity string of the object More...
 
template<class T >
tBoolean isInstanceOf () const
 return true if the object is an instance of T More...
 
virtual void print ()
 print the class More...
 
virtual ostream & print (ostream &out) const
 print the class More...
 
virtual void print (const tString &message)
 print the class More...
 
virtual void print (const tInteger &str)
 print More...
 
virtual void print (const tRelativeInteger &str)
 print More...
 
virtual void print (const tReal &str)
 print More...
 
virtual void print (const int &str)
 print More...
 

Static Public Member Functions

static SP::MMSD_StiefelFunction New ()
 create an instance of eigen function class More...
 
static tString getClassName (const tString &identityString)
 return the class name of the object using only the identity string More...
 
template<class T >
static tString getTypeName ()
 get type name More...
 
static tBoolean is64Architecture ()
 return true if the machine is a 64 bits machine More...
 
static tBoolean is32Architecture ()
 return true if the machine is a 32 bits machine More...
 
static tString pointer2String (const void *obj)
 return the string represantation of a pointer More...
 
static void setOutput (ostream &out)
 set output More...
 
static ostream & getOutput ()
 get output More...
 
static void printObjectsInMemory ()
 print object in memory More...
 
static ostream & print (ostream &out, const tString &message)
 print the class More...
 
static void outputPrint (const tString &message)
 

Static Public Attributes

static tBoolean mIsMemoryTesting =false
 indicator to store all classes created and deleted only for debuging version More...
 

Protected Member Functions

 MMSD_StiefelFunction (void)
 create a EigenFunction object More...
 
virtual ~MMSD_StiefelFunction (void)
 destroy an EigenFunction Object. More...
 
void setThis (SP::CORE_Object p)
 set this weak shared pointer called toDoAfterThis setting method More...
 
virtual void setType (tString type)
 set the type of the object More...
 
virtual void toDoAfterThisSetting ()
 method called after setThis() method this method can oly be called once. More...
 

Detailed Description

This class describes Eigen function to optimize : -0.5*Tr(X'*A*X);.

Author
Stéphane Despréaux
Version
1.0

Constructor & Destructor Documentation

MMSD_StiefelFunction::MMSD_StiefelFunction ( void  )
protected

create a EigenFunction object

References CORE_Object::setType().

Referenced by New().

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MMSD_StiefelFunction::~MMSD_StiefelFunction ( void  )
protectedvirtual

destroy an EigenFunction Object.

Member Function Documentation

tReal MMSD_StiefelFunction::computeFunction ( const LAP_DoubleFullGeneralMatrix &  P,
LAP_DoubleFullGeneralMatrix &  G 
)
virtual

compute the function & derivatives

Parameters
P: input full matrix of size P x P
G: output Gradient of function which is a matrix of size P x P
Returns
the value of the function
  • G=-2. probs[i]* (Y[i][.]-mMean[.])* t(Y[i][.]-mMean[.]) . P . diag( W[i][.]/D)
  • compute YP
  • F=0
  • for j in [0,P[
    • s1=<P[.][j],mMean[.]>
    • s2=<W[.][j],probs[.]>
    • t1=<YP[.][j],W[.][j],probs[.]>
    • for i in [0,P[
      • G[i][j]=2.[<Y[.][i],YP[.][j],W[.][j],probs[.]> -<Y[.][i],W[.][j],probs[.]>*s1 -t1*mMean[i] +s2*mMean[i]*s1 ]/mDiag[j]
  • F+=<P[.][j],G[.][j]
  • return F/2

PcMu=<P.q,mu>

Implements MATH_StiefelFunction.

References ASSERT_IN, LAP_DoubleFullGeneralMatrix::getColumnByReference(), LAP_DoubleFullGeneralMatrix::getRowsNumber(), LAP_ConstVector< T >::getSize(), LAP_ConstVector< T >::getValues(), LAP_Vector< T >::getValues(), LAP_DoubleFullGeneralMatrix::matrixProduct(), null, LAP_ConstDoubleVector::product(), MMSD_DoubleVector::quadProduct(), LAP_DoubleFullGeneralMatrix::setSize(), and MMSD_DoubleVector::triProduct().

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static tString CORE_Object::getClassName ( const tString &  identityString)
inlinestaticinherited

return the class name of the object using only the identity string

Referenced by UI_Class::createVector2D(), LAP_DoublePackedUpperMatrix::matrixProduct(), LAP_DoubleBandedUpperMatrix::matrixProduct(), LAP_DoubleFullUpperMatrix::matrixProduct(), and CORE_Object::printObjectsInMemory().

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tString CORE_Object::getClassName ( ) const
inherited

return the class name of the object

Returns
the class name of the object

References tString.

Referenced by CORE_Object::getIdentityString().

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tString CORE_Object::getIdentityString ( ) const
inlineinherited

return the identity string of the object of the form className_at_address

Returns
the identity string of the object

References CORE_Object::getClassName(), CORE_Object::pointer2String(), and tString.

Referenced by UI_Class::createPrimitiveMap(), UI_Class::saveAssociation(), UI_Class::saveClass(), UI_ClassFactory::saveIntoClass(), MATH_StiefelFunction::toString(), LAP_2DView::toString(), CORE_Object::toString(), MATH_StiefelOptimizer::toString(), and MM_Class::toString().

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static ostream& CORE_Object::getOutput ( )
inlinestaticinherited

get output

tString CORE_Object::getPointerAddress ( ) const
inlineinherited

return the identity string of the object

Returns
the identity string of the object

References CORE_Object::pointer2String().

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void CORE_Object::getSharedPointer ( SP::CORE_Object &  p)
inlineinherited

get the shared pointer of this class into p

Referenced by CORE_Map< Key, Value >::getSharedPointer(), CORE_Array< tFlag >::getSharedPointer(), LAP_ConstVector< lapack_real >::getSharedPointer(), STAT_Combinatorial< T >::getSharedPointer(), LAP_Vector< lapack_int >::getSharedPointer(), CORE_Vector< T >::getSharedPointer(), CORE_Matrix< T >::getSharedPointer(), and CORE_Object::printObjectsInMemory().

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void CORE_Object::getSharedPointer ( SPC::CORE_Object &  p) const
inlineinherited

get the shared pointer of this class into p

template<class T >
static tString CORE_Object::getTypeName ( )
inlinestaticinherited

get type name

References tString.

static tBoolean CORE_Object::is32Architecture ( )
inlinestaticinherited

return true if the machine is a 32 bits machine

References CORE_Object::is64Architecture().

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tBoolean CORE_Object::is64Architecture ( )
staticinherited

return true if the machine is a 64 bits machine

Referenced by CORE_Object::is32Architecture().

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template<class T >
tBoolean CORE_Object::isInstanceOf ( ) const
inlineinherited

return true if the object is an instance of T

References null.

static SP::MMSD_StiefelFunction MMSD_StiefelFunction::New ( )
inlinestatic

create an instance of eigen function class

References MMSD_StiefelFunction().

Referenced by MMSD_StiefelGaussianLaw::MMSD_StiefelGaussianLaw(), testStiefelFunction(), and testStiefelGaussianLawFunction().

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void CORE_Object::outputPrint ( const tString &  message)
staticinherited

print on output

References null, and CORE_Object::print().

Referenced by CORE_Exception::CORE_Exception().

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tString CORE_Object::pointer2String ( const void *  obj)
staticinherited

return the string represantation of a pointer

References tString.

Referenced by CORE_Object::CORE_Object(), CORE_Object::getIdentityString(), CORE_Object::getPointerAddress(), and CORE_Object::~CORE_Object().

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virtual void CORE_Object::print ( )
inlinevirtualinherited

print the class

References CORE_Object::toString().

Referenced by CORE_Object::outputPrint(), CORE_Out::print(), CORE_Object::print(), CORE_Out::printInt(), CORE_Out::println(), CORE_Out::printReal(), CORE_Out::printString(), and CORE_Out::setAction().

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virtual ostream& CORE_Object::print ( ostream &  out) const
inlinevirtualinherited

print the class

References CORE_Object::print(), and CORE_Object::toString().

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void CORE_Object::print ( const tString &  message)
virtualinherited

print the class

Reimplemented in CORE_Out.

References null, and CORE_Object::print().

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void CORE_Object::print ( const tInteger &  str)
virtualinherited

print

References null.

void CORE_Object::print ( const tRelativeInteger &  str)
virtualinherited

print

References null.

void CORE_Object::print ( const tReal &  str)
virtualinherited

print

References null.

void CORE_Object::print ( const int &  str)
virtualinherited

print

References null.

static ostream& CORE_Object::print ( ostream &  out,
const tString &  message 
)
inlinestaticinherited

print the class

void CORE_Object::printObjectsInMemory ( )
staticinherited

print object in memory

References CORE_Object::getClassName(), CORE_Object::getSharedPointer(), and CORE_Object::mIsMemoryTesting.

Referenced by main().

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static void CORE_Object::setOutput ( ostream &  out)
inlinestaticinherited

set output

void MMSD_StiefelFunction::setParameters ( const MMSD_DoubleVector &  Diag,
const MMSD_DoubleVector &  Mean,
const MMSD_DoubleVector &  Probs,
MMSD_DoubleFullMatrix &  YP,
const MMSD_DoubleFullMatrix &  W,
const MMSD_DoubleFullMatrix &  Y 
)
inline

set parameters

Parameters
Diag: eigen diagonal matrix of covariance of size P
Mean: mean vector of the cluster of size P
Probsprobability of each sample to be in cluster of size N
YP: Properties matrix multiplied by P of size NxP
W: weight matrix of size NxP
Y: properties matrix of size NxP
void CORE_Object::setThis ( SP::CORE_Object  p)
inlineprotectedinherited

set this weak shared pointer called toDoAfterThis setting method

References CORE_Object::toDoAfterThisSetting().

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virtual void CORE_Object::setType ( tString  type)
inlineprotectedvirtualinherited

set the type of the object

Referenced by LAP_IntegerVector::LAP_IntegerVector(), MATH_BetaFunction::MATH_BetaFunction(), MATH_C1Function::MATH_C1Function(), MATH_DigammaFunction::MATH_DigammaFunction(), MATH_EigenFunction::MATH_EigenFunction(), MATH_Equation::MATH_Equation(), MATH_Function::MATH_Function(), MATH_GammaFunction::MATH_GammaFunction(), MATH_KeplerFunction::MATH_KeplerFunction(), MATH_LogGammaFunction::MATH_LogGammaFunction(), MATH_NewtonEquation::MATH_NewtonEquation(), MATH_StiefelFunction::MATH_StiefelFunction(), MATH_StiefelOptimizer::MATH_StiefelOptimizer(), MATH_TranscendentEquation::MATH_TranscendentEquation(), MATH_TrigammaFunction::MATH_TrigammaFunction(), MATH_ZeroEquation::MATH_ZeroEquation(), MATH_ZKeplerFunction::MATH_ZKeplerFunction(), MM_Attribute::MM_Attribute(), MM_Class::MM_Class(), MM_ClassFactory::MM_ClassFactory(), MM_Data::MM_Data(), MM_Structure::MM_Structure(), MMSD_ClassFactory::MMSD_ClassFactory(), MMSD_Cluster::MMSD_Cluster(), MMSD_ConstDoubleVector::MMSD_ConstDoubleVector(), MMSD_ConstraintGaussianCluster::MMSD_ConstraintGaussianCluster(), MMSD_ConstraintGaussianModel::MMSD_ConstraintGaussianModel(), MMSD_DataSet::MMSD_DataSet(), MMSD_DataSetClassFactory::MMSD_DataSetClassFactory(), MMSD_DoubleFullMatrix::MMSD_DoubleFullMatrix(), MMSD_DoubleSymmetricMatrix::MMSD_DoubleSymmetricMatrix(), MMSD_DoubleVector::MMSD_DoubleVector(), MMSD_FluryGautschiGaussianLaw::MMSD_FluryGautschiGaussianLaw(), MMSD_GaussianCluster::MMSD_GaussianCluster(), MMSD_GaussianFDFunction::MMSD_GaussianFDFunction(), MMSD_GaussianLaw::MMSD_GaussianLaw(), MMSD_GaussianModel::MMSD_GaussianModel(), MMSD_Law::MMSD_Law(), MMSD_Model::MMSD_Model(), MMSD_ModelClassFactory::MMSD_ModelClassFactory(), MMSD_Object::MMSD_Object(), MMSD_StiefelFunction(), MMSD_StiefelGaussianLaw::MMSD_StiefelGaussianLaw(), STAT_BernoulliDistribution::STAT_BernoulliDistribution(), STAT_BinomialDistribution::STAT_BinomialDistribution(), STAT_Combinatorial< T >::STAT_Combinatorial(), STAT_DiracDistribution::STAT_DiracDistribution(), STAT_Distribution::STAT_Distribution(), STAT_ExponentialDistribution::STAT_ExponentialDistribution(), STAT_GammaDistribution::STAT_GammaDistribution(), STAT_GeometricDistribution::STAT_GeometricDistribution(), STAT_InverseNormalDistribution::STAT_InverseNormalDistribution(), STAT_NormalDistribution::STAT_NormalDistribution(), STAT_Object::STAT_Object(), STAT_PoissonDistribution::STAT_PoissonDistribution(), STAT_UniformDistribution::STAT_UniformDistribution(), and STAT_UniformLaplaceTransform::STAT_UniformLaplaceTransform().

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virtual void CORE_Object::toDoAfterThisSetting ( )
inlineprotectedvirtualinherited

method called after setThis() method this method can oly be called once.

Reimplemented in STAT_UniformLaplaceTransform.

Referenced by CORE_Object::setThis(), and STAT_UniformLaplaceTransform::toDoAfterThisSetting().

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tString MMSD_StiefelFunction::toString ( ) const
virtual

to string

Reimplemented from MATH_StiefelFunction.

References MATH_StiefelFunction::toString(), and tString.

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Member Data Documentation

tBoolean CORE_Object::mIsMemoryTesting =false
staticinherited

indicator to store all classes created and deleted only for debuging version

Referenced by CORE_Object::CORE_Object(), main(), CORE_Object::printObjectsInMemory(), and CORE_Object::~CORE_Object().

The documentation for this class was generated from the following files:
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