// Utils.java
//
// Author:
// Esteban López-Camacho <esteban@lcc.uma.es>
//
// Copyright (c) 2011 Antonio J. Nebro, Juan J. Durillo
//
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU Lesser General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
//
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU Lesser General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
package jmetal.metaheuristics.singleObjective.cmaes;
public class Utils {
// Symmetric Householder reduction to tridiagonal form, taken from JAMA package.
public static void tred2 (int n, double V[][], double d[], double e[]) {
// This is derived from the Algol procedures tred2 by
// Bowdler, Martin, Reinsch, and Wilkinson, Handbook for
// Auto. Comp., Vol.ii-Linear Algebra, and the corresponding
// Fortran subroutine in EISPACK.
for (int j = 0; j < n; j++) {
d[j] = V[n-1][j];
}
// Householder reduction to tridiagonal form.
for (int i = n-1; i > 0; i--) {
// Scale to avoid under/overflow.
double scale = 0.0;
double h = 0.0;
for (int k = 0; k < i; k++) {
scale = scale + Math.abs(d[k]);
}
if (scale == 0.0) {
e[i] = d[i-1];
for (int j = 0; j < i; j++) {
d[j] = V[i-1][j];
V[i][j] = 0.0;
V[j][i] = 0.0;
}
} else {
// Generate Householder vector.
for (int k = 0; k < i; k++) {
d[k] /= scale;
h += d[k] * d[k];
}
double f = d[i-1];
double g = Math.sqrt(h);
if (f > 0) {
g = -g;
}
e[i] = scale * g;
h = h - f * g;
d[i-1] = f - g;
for (int j = 0; j < i; j++) {
e[j] = 0.0;
}
// Apply similarity transformation to remaining columns.
for (int j = 0; j < i; j++) {
f = d[j];
V[j][i] = f;
g = e[j] + V[j][j] * f;
for (int k = j+1; k <= i-1; k++) {
g += V[k][j] * d[k];
e[k] += V[k][j] * f;
}
e[j] = g;
}
f = 0.0;
for (int j = 0; j < i; j++) {
e[j] /= h;
f += e[j] * d[j];
}
double hh = f / (h + h);
for (int j = 0; j < i; j++) {
e[j] -= hh * d[j];
}
for (int j = 0; j < i; j++) {
f = d[j];
g = e[j];
for (int k = j; k <= i-1; k++) {
V[k][j] -= (f * e[k] + g * d[k]);
}
d[j] = V[i-1][j];
V[i][j] = 0.0;
}
}
d[i] = h;
}
// Accumulate transformations.
for (int i = 0; i < n-1; i++) {
V[n-1][i] = V[i][i];
V[i][i] = 1.0;
double h = d[i+1];
if (h != 0.0) {
for (int k = 0; k <= i; k++) {
d[k] = V[k][i+1] / h;
}
for (int j = 0; j <= i; j++) {
double g = 0.0;
for (int k = 0; k <= i; k++) {
g += V[k][i+1] * V[k][j];
}
for (int k = 0; k <= i; k++) {
V[k][j] -= g * d[k];
}
}
}
for (int k = 0; k <= i; k++) {
V[k][i+1] = 0.0;
}
}
for (int j = 0; j < n; j++) {
d[j] = V[n-1][j];
V[n-1][j] = 0.0;
}
V[n-1][n-1] = 1.0;
e[0] = 0.0;
}
// Symmetric tridiagonal QL algorithm, taken from JAMA package.
public static void tql2 (int n, double d[], double e[], double V[][]) {
// This is derived from the Algol procedures tql2, by
// Bowdler, Martin, Reinsch, and Wilkinson, Handbook for
// Auto. Comp., Vol.ii-Linear Algebra, and the corresponding
// Fortran subroutine in EISPACK.
for (int i = 1; i < n; i++) {
e[i-1] = e[i];
}
e[n-1] = 0.0;
double f = 0.0;
double tst1 = 0.0;
double eps = Math.pow(2.0,-52.0);
for (int l = 0; l < n; l++) {
// Find small subdiagonal element
tst1 = Math.max(tst1,Math.abs(d[l]) + Math.abs(e[l]));
int m = l;
while (m < n) {
if (Math.abs(e[m]) <= eps*tst1) {
break;
}
m++;
}
// If m == l, d[l] is an eigenvalue,
// otherwise, iterate.
if (m > l) {
int iter = 0;
do {
iter = iter + 1; // (Could check iteration count here.)
// Compute implicit shift
double g = d[l];
double p = (d[l+1] - g) / (2.0 * e[l]);
double r = hypot(p,1.0);
if (p < 0) {
r = -r;
}
d[l] = e[l] / (p + r);
d[l+1] = e[l] * (p + r);
double dl1 = d[l+1];
double h = g - d[l];
for (int i = l+2; i < n; i++) {
d[i] -= h;
}
f = f + h;
// Implicit QL transformation.
p = d[m];
double c = 1.0;
double c2 = c;
double c3 = c;
double el1 = e[l+1];
double s = 0.0;
double s2 = 0.0;
for (int i = m-1; i >= l; i--) {
c3 = c2;
c2 = c;
s2 = s;
g = c * e[i];
h = c * p;
r = hypot(p,e[i]);
e[i+1] = s * r;
s = e[i] / r;
c = p / r;
p = c * d[i] - s * g;
d[i+1] = h + s * (c * g + s * d[i]);
// Accumulate transformation.
for (int k = 0; k < n; k++) {
h = V[k][i+1];
V[k][i+1] = s * V[k][i] + c * h;
V[k][i] = c * V[k][i] - s * h;
}
}
p = -s * s2 * c3 * el1 * e[l] / dl1;
e[l] = s * p;
d[l] = c * p;
// Check for convergence.
} while (Math.abs(e[l]) > eps*tst1);
}
d[l] = d[l] + f;
e[l] = 0.0;
}
// Sort eigenvalues and corresponding vectors.
for (int i = 0; i < n-1; i++) {
int k = i;
double p = d[i];
for (int j = i+1; j < n; j++) {
if (d[j] < p) { // NH find smallest k>i
k = j;
p = d[j];
}
}
if (k != i) {
d[k] = d[i]; // swap k and i
d[i] = p;
for (int j = 0; j < n; j++) {
p = V[j][i];
V[j][i] = V[j][k];
V[j][k] = p;
}
}
}
} // tql2
public static int checkEigenSystem( int N, double C[][], double diag[], double Q[][])
/*
exhaustive test of the output of the eigendecomposition
needs O(n^3) operations
produces error
returns number of detected inaccuracies
*/
{
/* compute Q diag Q^T and Q Q^T to check */
int i, j, k, res = 0;
double cc, dd;
String s;
for (i=0; i < N; ++i)
for (j=0; j < N; ++j) {
for (cc=0.,dd=0., k=0; k < N; ++k) {
cc += diag[k] * Q[i][k] * Q[j][k];
dd += Q[i][k] * Q[j][k];
}
/* check here, is the normalization the right one? */
if (Math.abs(cc - C[i>j?i:j][i>j?j:i])/Math.sqrt(C[i][i]*C[j][j]) > 1e-10
&& Math.abs(cc - C[i>j?i:j][i>j?j:i]) > 1e-9) { /* quite large */
s = " " + i + " " + j + " " + cc + " " + C[i>j?i:j][i>j?j:i] + " " + (cc-C[i>j?i:j][i>j?j:i]);
System.err.println("jmetal.metaheuristics.cmaes.Utils.checkEigenSystem(): WARNING - imprecise result detected " + s);
++res;
}
if (Math.abs(dd - (i==j?1:0)) > 1e-10) {
s = i + " " + j + " " + dd;
System.err.println("jmetal.metaheuristics.cmaes.Utils.checkEigenSystem(): WARNING - imprecise result detected (Q not orthog.) " + s);
++res;
}
}
return res;
}
/** sqrt(a^2 + b^2) without under/overflow. **/
private static double hypot(double a, double b) {
double r = 0;
if (Math.abs(a) > Math.abs(b)) {
r = b/a;
r = Math.abs(a)*Math.sqrt(1+r*r);
} else if (b != 0) {
r = a/b;
r = Math.abs(b)*Math.sqrt(1+r*r);
}
return r;
}
public static void minFastSort(double[] x, int[] idx, int size) {
for (int i = 0; i < size; i++) {
for (int j = i + 1; j < size; j++) {
if (x[i] > x[j]) {
double temp = x[i];
int tempIdx = idx[i];
x[i] = x[j];
x[j] = temp;
idx[i] = idx[j];
idx[j] = tempIdx;
} else if (x[i] == x[j]) {
if (idx[i] > idx[j]) {
double temp = x[i];
int tempIdx = idx[i];
x[i] = x[j];
x[j] = temp;
idx[i] = idx[j];
idx[j] = tempIdx;
}
} // if
}
} // for
} // minFastSort
} // Utils