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Eigen implementation #29

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merged 26 commits into from
Mar 23, 2020
Merged

Eigen implementation #29

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7e26754
Changed class point to store coefficients to Eigen vector instead of …
panagiotisrep May 24, 2019
d945a40
fixed bug
panagiotisrep May 25, 2019
d0f2484
fix for quicker access to data
panagiotisrep Aug 7, 2019
7a7efdb
Eigen
panagiotisrep Feb 13, 2020
823b99b
Merge branch 'develop' into Eigen-Implementation
panagiotisrep Feb 14, 2020
04fecb8
Optimizations
panagiotisrep Feb 14, 2020
5a3a9d6
Optimizations
panagiotisrep Feb 14, 2020
09d33f3
Major
panagiotisrep Feb 15, 2020
43bc15a
Bug
panagiotisrep Feb 15, 2020
d589a1e
bug
panagiotisrep Feb 15, 2020
7559240
use cooling balls in test
panagiotisrep Feb 15, 2020
2c94313
edit initialization
panagiotisrep Feb 15, 2020
9ee96fc
merge changes from develop
panagiotisrep Feb 16, 2020
ef2627f
edit /test/CMakeLists.txt
panagiotisrep Feb 18, 2020
8cb4c30
Optimizations
panagiotisrep Feb 21, 2020
8f26bb3
merge
panagiotisrep Mar 13, 2020
b1b79db
leftovers from merge
panagiotisrep Mar 13, 2020
a4e44a2
cleanup - requested changes
panagiotisrep Mar 16, 2020
623521e
update copyrights
panagiotisrep Mar 16, 2020
f3fbec0
bug
panagiotisrep Mar 16, 2020
6edb93c
Merge branch 'develop' of https://github.com/GeomScale/volume_approxi…
panagiotisrep Mar 16, 2020
7b2794a
bug
panagiotisrep Mar 16, 2020
fc21da5
requested changes
panagiotisrep Mar 21, 2020
89655c3
use += *= operators with points
panagiotisrep Mar 23, 2020
09b8249
use += *= operators with points
panagiotisrep Mar 23, 2020
e2ab1c1
Merge branch 'develop' of https://github.com/GeomScale/volume_approxi…
panagiotisrep Mar 23, 2020
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2 changes: 1 addition & 1 deletion R-proj/src/direct_sampling.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -117,7 +117,7 @@ Rcpp::NumericMatrix direct_sampling(Rcpp::Nullable<Rcpp::List> body = R_NilValue
unsigned int jj = 0;

for (typename std::list<Point>::iterator rpit = randPoints.begin(); rpit!=randPoints.end(); rpit++, jj++) {
RetMat.col(jj) = Eigen::Map<VT>(&(*rpit).get_coeffs()[0], (*rpit).dimension());
RetMat.col(jj) = rpit->getCoefficients();
}
return Rcpp::wrap(RetMat);
}
19 changes: 12 additions & 7 deletions R-proj/src/sample_points.cpp
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Expand Up @@ -197,6 +197,7 @@ Rcpp::NumericMatrix sample_points(Rcpp::Nullable<Rcpp::Reference> P = R_NilValue
}
}


if (Rcpp::as<Rcpp::List>(random_walk).containsElementNamed("nburns")) {
nburns = Rcpp::as<int>(Rcpp::as<Rcpp::List>(random_walk)["nburns"]);
if (nburns < 0) {
Expand Down Expand Up @@ -233,7 +234,8 @@ Rcpp::NumericMatrix sample_points(Rcpp::Nullable<Rcpp::Reference> P = R_NilValue
HP.normalize();
if (gaussian) {
StartingPoint = StartingPoint - mode;
HP.shift(Eigen::Map<VT>(&mode.get_coeffs()[0], mode.dimension()));
HP.shift(mode.getCoefficients());

}
break;
}
Expand All @@ -252,7 +254,7 @@ Rcpp::NumericMatrix sample_points(Rcpp::Nullable<Rcpp::Reference> P = R_NilValue
if (billiard && diam < 0.0) VP.comp_diam(diam);
if (gaussian) {
StartingPoint = StartingPoint - mode;
VP.shift(Eigen::Map<VT>(&mode.get_coeffs()[0], mode.dimension()));
VP.shift(mode.getCoefficients());
}
break;
}
Expand All @@ -271,7 +273,7 @@ Rcpp::NumericMatrix sample_points(Rcpp::Nullable<Rcpp::Reference> P = R_NilValue
if (billiard && diam < 0.0) ZP.comp_diam(diam);
if (gaussian) {
StartingPoint = StartingPoint - mode;
ZP.shift(Eigen::Map<VT>(&mode.get_coeffs()[0], mode.dimension()));
ZP.shift(mode.getCoefficients());
}
break;
}
Expand All @@ -296,7 +298,7 @@ Rcpp::NumericMatrix sample_points(Rcpp::Nullable<Rcpp::Reference> P = R_NilValue
}
if (gaussian) {
StartingPoint = StartingPoint - mode;
VPcVP.shift(Eigen::Map<VT>(&mode.get_coeffs()[0], mode.dimension()));
VPcVP.shift(mode.getCoefficients());
}
break;
}
Expand Down Expand Up @@ -342,14 +344,17 @@ Rcpp::NumericMatrix sample_points(Rcpp::Nullable<Rcpp::Reference> P = R_NilValue
MT RetMat(dim, numpoints);
unsigned int jj = 0;


for (typename std::list<Point>::iterator rpit = randPoints.begin(); rpit!=randPoints.end(); rpit++, jj++) {
if (gaussian) {
RetMat.col(jj) = Eigen::Map<VT>(&(*rpit).get_coeffs()[0], (*rpit).dimension()) +
Eigen::Map<VT>(&mode.get_coeffs()[0], mode.dimension());

RetMat.col(jj) = rpit->getCoefficients() + mode.getCoefficients();

} else {
RetMat.col(jj) = Eigen::Map<VT>(&(*rpit).get_coeffs()[0], (*rpit).dimension());
RetMat.col(jj) = (*rpit).getCoefficients();
}
}

return Rcpp::wrap(RetMat);

}
7 changes: 5 additions & 2 deletions include/annealing/gaussian_annealing.h
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Expand Up @@ -195,7 +195,10 @@ void get_annealing_schedule(Polytope &P, const NT &radius, const NT &ratio, cons

Point p_prev=p;

std::vector<NT> lamdas(P.num_of_hyperplanes(), NT(0));
typedef Eigen::Matrix<NT,Eigen::Dynamic,1> VT;
VT lamdas;
lamdas.setZero(P.num_of_hyperplanes());

while (true) {

if (var.ball_walk) {
Expand All @@ -206,7 +209,7 @@ void get_annealing_schedule(Polytope &P, const NT &radius, const NT &ratio, cons

curr_fn = 0;
curr_its = 0;
std::fill(lamdas.begin(), lamdas.end(), NT(0));
lamdas.setConstant(NT(0));
steps = totalSteps;

if (var.cdhr_walk){
Expand Down
2 changes: 1 addition & 1 deletion include/annealing/hpoly_annealing.h
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Expand Up @@ -37,7 +37,7 @@ void comp_diam_hpoly_zono_inter(ZonoHP &ZHP, const MT &G, const MT &AG, const VT
typename std::list<Point>::iterator rpit=randPoints.begin();
NT max_norm = 0.0, iter_norm;
for ( ; rpit!=randPoints.end(); rpit++) {
iter_norm = (G*Eigen::Map<VT>(&(*rpit).get_coeffs()[0], (*rpit).dimension())).norm();
iter_norm = (G*rpit->getCoefficients()).norm();
if (iter_norm > max_norm) max_norm = iter_norm;
}
diams_inter.push_back(2.0 * max_norm);
Expand Down
13 changes: 11 additions & 2 deletions include/annealing/ratio_estimation.h
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Expand Up @@ -28,7 +28,12 @@ NT esti_ratio(PolyBall1 &Pb1, PolyBall2 &Pb2, const NT &ratio, const NT &error,
bool print = var.verbose;
NT min_val = std::numeric_limits<NT>::lowest(), max_val = std::numeric_limits<NT>::max(), val, lambda;
size_t totCount = Ntot, countIn = Ntot * ratio;
std::vector<NT> last_W(W), lamdas(Pb1.num_of_hyperplanes()), Av(Pb1.num_of_hyperplanes());
std::vector<NT> last_W(W);
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since last_W size does not change why not using std::array

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I think std::array is a fixed size array and cannot allocate memory dynamically; we don't know W, right?

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ok thanks

typedef Eigen::Matrix<NT,Eigen::Dynamic,1> VT;
VT lamdas, Av;
lamdas.setZero(Pb1.num_of_hyperplanes());
Av.setZero(Pb1.num_of_hyperplanes());

std::list<Point> randPoints;
typename std::vector<NT>::iterator minmaxIt;
typename std::list<Point>::iterator rpit;
Expand Down Expand Up @@ -90,7 +95,11 @@ NT esti_ratio_interval(PolyBall1 &Pb1, PolyBall2 &Pb2, const NT &ratio, const NT

int n = var.n, index = 0, iter = 1;
bool print = var.verbose;
std::vector<NT> last_W(W), lamdas(Pb1.num_of_hyperplanes()), Av(Pb1.num_of_hyperplanes());
std::vector<NT> last_W(W);
typedef Eigen::Matrix<NT,Eigen::Dynamic,1> VT;
VT lamdas, Av;
Av.setZero(Pb1.num_of_hyperplanes());
lamdas.setZero(Pb1.num_of_hyperplanes());
NT val, sum_sq=0.0, sum=0.0, lambda;
size_t totCount = Ntot, countIn = Ntot * ratio;
//std::cout<<"countIn = "<<countIn<<", totCount = "<<totCount<<std::endl;
Expand Down
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