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

Field Summary

Fields

Modifier and Type	Field and Description
static hex.ToEigenVec	toEigen

Constructor Summary

Constructors

Constructor and Description
LinearAlgebraUtils()

Method Summary

Methods

Modifier and Type	Method and Description
static double	computeQ(water.Key<water.Job> jobKey, DataInfo yinfo, water.fvec.Frame ywfrm, double[][] xx) Solve for Q from Y = QR factorization and write into new frame
static void	computeQInPlace(water.Key<water.Job> jobKey, DataInfo yinfo) Solve for Q from Y = QR factorization and write into Y frame
static double[][]	computeR(water.Key<water.Job> jobKey, DataInfo yinfo, boolean transpose, double[][] xx) Get R = L' from Cholesky decomposition Y'Y = LL' (same as R from Y = QR)
static double[]	expandRow(double[] row, DataInfo dinfo, double[] tmp, boolean modify_numeric)
static double[]	forwardSolve(double[][] L, double[] b)
static int	numColsExp(water.fvec.Frame fr, boolean useAllFactorLevels) Number of columns with categoricals expanded.
static water.fvec.Vec	toEigen(water.fvec.Vec src)

Methods inherited from class java.lang.Object

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

Field Detail

toEigen

public static hex.ToEigenVec toEigen

Constructor Detail

LinearAlgebraUtils

public LinearAlgebraUtils()

Method Detail

forwardSolve

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

expandRow

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

computeR

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

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<water.Job> jobKey,
              DataInfo yinfo,
              water.fvec.Frame ywfrm,
              double[][] xx)

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<water.Job> 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

numColsExp

public static int numColsExp(water.fvec.Frame fr,
             boolean useAllFactorLevels)

Number of columns with categoricals expanded.

Returns:

Number of columns with categoricals expanded into indicator columns

toEigen

public static water.fvec.Vec toEigen(water.fvec.Vec src)