hex.util

Class LinearAlgebraUtils

java.lang.Object

hex.util.LinearAlgebraUtils

public class LinearAlgebraUtils
extends java.lang.Object

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	LinearAlgebraUtils.BMulInPlaceTask Computes B = XY where X is n by k and Y is k by p, saving result in same frame Input: [X,B] (large frame) passed to doAll, where we write to B yt = Y' = transpose of Y (small matrix) ncolX = number of columns in X
static class	LinearAlgebraUtils.BMulTask Computes B = XY where X is n by k and Y is k by p, saving result in new vecs Input: dinfo = X (large frame) with dinfo._adaptedFrame passed to doAll yt = Y' = transpose of Y (small matrix) Output: XY (large frame) is n by p
static class	LinearAlgebraUtils.ForwardSolve Given lower triangular L, solve for Q in QL' = A (LQ' = A') using forward substitution Dimensions: A is n by p, Q is n by p, R = L' is p by p Input: [A,Q] (large frame) passed to doAll, where we write to Q
static class	LinearAlgebraUtils.ForwardSolveInPlace Given lower triangular L, solve for Q in QL' = A (LQ' = A') using forward substitution Dimensions: A is n by p, Q is n by p, R = L' is p by p Input: A (large frame) passed to doAll, where we overwrite each row of A with its row of Q
static class	LinearAlgebraUtils.SMulTask Computes A'Q where A is n by p and Q is n by k Input: [A,Q] (large frame) passed to doAll Output: atq = A'Q (small matrix) is \tilde{p} by k where \tilde{p} = number of cols in A with categoricals expanded

Constructor Summary

Constructors

Constructor and Description
LinearAlgebraUtils()

Method Summary

Methods

Modifier and Type	Method and Description
static double[]	backwardSolve(double[][] U, double[] b)
static double	computeQ(water.Key jobKey, DataInfo yinfo, water.fvec.Frame ywfrm) Solve for Q from Y = QR factorization and write into new frame
static void	computeQInPlace(water.Key jobKey, DataInfo yinfo) Solve for Q from Y = QR factorization and write into Y frame
static double[][]	computeR(water.Key jobKey, DataInfo yinfo, boolean transpose) Get R = L' from Cholesky decomposition Y'Y = LL' (same as R from Y = QR)
static double[]	expandRow(water.fvec.Chunk[] chks, int row_in_chunk, DataInfo dinfo, double[] tmp, boolean modify_numeric)
static double[]	expandRow(double[] row, DataInfo dinfo, double[] tmp)
static double[]	expandRow(double[] row, DataInfo dinfo, double[] tmp, boolean modify_numeric)
static double[]	forwardSolve(double[][] L, double[] b)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

LinearAlgebraUtils

public LinearAlgebraUtils()

Method Detail

forwardSolve

public static final double[] forwardSolve(double[][] L,
                    double[] b)

backwardSolve

public static final double[] backwardSolve(double[][] U,
                     double[] b)

expandRow

public static double[] expandRow(double[] row,
                 DataInfo dinfo,
                 double[] tmp)

expandRow

public static double[] expandRow(double[] row,
                 DataInfo dinfo,
                 double[] tmp,
                 boolean modify_numeric)

expandRow

public static double[] expandRow(water.fvec.Chunk[] chks,
                 int row_in_chunk,
                 DataInfo dinfo,
                 double[] tmp,
                 boolean modify_numeric)

computeR

public static double[][] computeR(water.Key jobKey,
                  DataInfo yinfo,
                  boolean transpose)

Get R = L' from Cholesky decomposition Y'Y = LL' (same as R from Y = QR)

Parameters:

jobKey - Job key for Gram calculation

yinfo - DataInfo for Y matrix

transpose - Should result be transposed to get L?

Returns:

L or R matrix from Cholesky of Y Gram

computeQ

public static double computeQ(water.Key jobKey,
              DataInfo yinfo,
              water.fvec.Frame ywfrm)

Solve for Q from Y = QR factorization and write into new frame

Parameters:

jobKey - Job key for Gram calculation

yinfo - DataInfo for Y matrix

ywfrm - Input frame [Y,W] where we write into W

Returns:

l2 norm of Q - W, where W is old matrix in frame, Q is computed factorization

computeQInPlace

public static void computeQInPlace(water.Key jobKey,
                   DataInfo yinfo)

Solve for Q from Y = QR factorization and write into Y frame

Parameters:

jobKey - Job key for Gram calculation

yinfo - DataInfo for Y matrix