/** * Licensed to the Apache Software Foundation (ASF) under one or more * contributor license agreements. See the NOTICE file distributed with * this work for additional information regarding copyright ownership. * The ASF licenses this file to You under the Apache License, Version 2.0 * (the "License"); you may not use this file except in compliance with * the License. You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ package org.apache.mahout.math.hadoop.stochasticsvd; import java.util.Random; import org.apache.mahout.common.MahoutTestCase; import org.apache.mahout.common.RandomUtils; import org.apache.mahout.math.DenseMatrix; import org.apache.mahout.math.Matrix; import org.apache.mahout.math.Vector; import org.apache.mahout.math.function.DoubleFunction; import org.apache.mahout.math.hadoop.stochasticsvd.qr.GivensThinSolver; import org.junit.Test; /** * Tests parts of of Stochastic SVD solver code in local mode * using "prototype" code (class that simulates processes * actually happenning in the MR jobs). */ public class SSVDPrototypeTest extends MahoutTestCase { private static final double SCALE = 1000; private static final double SVD_EPSILON = 1.0e-10; @Test public void testSSVDPrototype() throws Exception { SSVDPrototype.main(null); } @Test public void testGivensQR() throws Exception { // DenseMatrix m = new DenseMatrix(dims<<2,dims); Matrix m = new DenseMatrix(3, 3); m.assign(new DoubleFunction() { private final Random rnd = RandomUtils.getRandom(); @Override public double apply(double arg0) { return rnd.nextDouble() * SCALE; } }); m.setQuick(0, 0, 1); m.setQuick(0, 1, 2); m.setQuick(0, 2, 3); m.setQuick(1, 0, 4); m.setQuick(1, 1, 5); m.setQuick(1, 2, 6); m.setQuick(2, 0, 7); m.setQuick(2, 1, 8); m.setQuick(2, 2, 9); GivensThinSolver qrSolver = new GivensThinSolver(m.rowSize(), m.columnSize()); qrSolver.solve(m); Matrix qtm = new DenseMatrix(qrSolver.getThinQtTilde()); assertOrthonormality(qtm.transpose(), false, SVD_EPSILON); Matrix aClone = new DenseMatrix(qrSolver.getThinQtTilde()).transpose() .times(qrSolver.getRTilde()); System.out.println("aclone : " + aClone); } public static void assertOrthonormality(Matrix mtx, boolean insufficientRank, double epsilon) { int n = mtx.columnSize(); int rank = 0; for (int i = 0; i < n; i++) { Vector ei = mtx.viewColumn(i); double norm = ei.norm(2); if (Math.abs(1 - norm) < epsilon) { rank++; } else { assertTrue(Math.abs(norm) < epsilon); } for (int j = 0; j <= i; j++) { Vector e_j = mtx.viewColumn(j); double dot = ei.dot(e_j); assertTrue(Math.abs((i == j && rank > j ? 1 : 0) - dot) < epsilon); } } assertTrue((!insufficientRank && rank == n) || (insufficientRank && rank < n)); } }