Improved arpack and LLE

shogun-toolbox · Jan 26, 2012 · 4347344 · 4347344
1 parent 33cebea
commit 4347344
Show file tree

Hide file tree

Showing 2 changed files with 12 additions and 2 deletions.
diff --git a/src/shogun/converter/LocallyLinearEmbedding.cpp b/src/shogun/converter/LocallyLinearEmbedding.cpp
@@ -226,12 +226,17 @@ CFeatures* CLocallyLinearEmbedding::apply(CFeatures* features)
 
 	// construct weight matrix
 	SG_DEBUG("Constructing weight matrix\n");
+	CTime* time = new CTime();
 	SGMatrix<float64_t> weight_matrix = construct_weight_matrix(simple_features,W_matrix,neighborhood_matrix);
+	SG_DEBUG("Weight matrix construction took %.5fs\n", time->cur_time_diff());
 	neighborhood_matrix.destroy_matrix();
 
 	// find null space of weight matrix
 	SG_DEBUG("Finding nullspace\n");
+	time->start();
 	SGMatrix<float64_t> new_feature_matrix = construct_embedding(weight_matrix,m_target_dim);
+	SG_DEBUG("Eigenproblem solving took %.5fs\n", time->cur_time_diff());
+	delete time;
 	weight_matrix.destroy_matrix();
 
 	SG_UNREF(features);
@@ -415,6 +420,7 @@ SGMatrix<float64_t> CLocallyLinearEmbedding::construct_embedding(SGMatrix<float6
 #ifdef HAVE_ARPACK
 		arpack_dsxupd(matrix.matrix,NULL,false,N,dimension+1,"LA",true,3,true,false,m_nullspace_shift,0.0,
 		              eigenvalues_vector,matrix.matrix,eigenproblem_status);
+		matrix.num_rows = dimension+1;
 #endif
 		if (eigenproblem_status)
 			SG_ERROR("ARPACK failed with code: %d", eigenproblem_status);

diff --git a/src/shogun/mathematics/arpack.cpp b/src/shogun/mathematics/arpack.cpp
@@ -108,7 +108,7 @@ void arpack_dsxupd(double* matrix, double* rhs, bool is_rhs_diag, int n, int nev
 	double* workl = SG_MALLOC(double, lworkl);
 
 	// init info holding status (1 means that residual vector is provided initially)
-	int info = 1;
+	int info = 0;
 
 	// which eigenpairs to find
 	char* which_ = strdup(which);
@@ -201,8 +201,12 @@ void arpack_dsxupd(double* matrix, double* rhs, bool is_rhs_diag, int n, int nev
 
 			// initialize options
 			set_default_options(&options);
-			options.Equil = YES;
+			//options.Equil = YES;
+			//options.SymmetricMode = YES;
+
 			options.SymmetricMode = YES;
+			options.ColPerm = MMD_AT_PLUS_A;
+			options.DiagPivotThresh = 0.001; 
 			StatInit(&stat);
 
 			// factorize