I need to find the distance of O and N with the diagonales (with a 90° angle/ the shortest). I found a formula online, but why in this case, it does not return the good distance ?
And if possible, how to normalize the result (e.g. O is at20% of the diagonale?)
import numpy as np
import math
O = (1,3)
N = (3,2)
r = np.arange(24).reshape((6, 4))
def get_diagonal_distance(centroid, img_test):
x1, y1 = centroid
a, b = img.shape[1], img.shape[0]
c = np.sqrt(np.square(a) + np.square(b))
d = abs((a * x1 + b * y1 + c)) / (math.sqrt(a * a + b * b))
return d
print(f"diagonal d: {get_diagonal_distance(O, r): .4f}")
d = abs((a * x1 + b * y1 + c)) / (math.sqrt(a * a + b * b))
Your computation is wrong because a, b and c refer to the coefficients of the equation of the line ax+by+c=0
import numpy as np
O = (1,3)
N = (3,2)
M, L, I, H = (-1,-2), (3, -2), (3, 2), (-1, 2)
# Following your initial idea
def get_diagonal_distance(diagonal_extremes, point):
diagonal_vector = (diagonal_extremes[1][0] - diagonal_extremes[0][0],
diagonal_extremes[1][1] - diagonal_extremes[0][1])
a = diagonal_vector[1]
b = - diagonal_vector[0]
c = - diagonal_extremes[0][0]*a - diagonal_extremes[0][1]*b
x, y = point[0], point[1]
return abs((a * x + b * y + c)) / (np.sqrt(a * a + b * b))
# Taking advantage of numpy
def distance_from_diagonal(diagonal_extremes, point):
u = (diagonal_extremes[1][0] - diagonal_extremes[0][0],
diagonal_extremes[1][1] - diagonal_extremes[0][1])
v = (point[0] - diagonal_extremes[0][0],
point[1] - diagonal_extremes[0][1])
return np.cross(u, v) / np.linalg.norm(u)
print(f"diagonal d: {get_diagonal_distance((M, I), O): .4f}")
print(f"diagonal d: {distance_from_diagonal((M, I), O): .4f}")
Related
I am running this code but it shows a method error. Can someone please help me?
Code:
function lsmc_am_put(S, K, r, σ, t, N, P)
Δt = t / N
R = exp(r * Δt)
T = typeof(S * exp(-σ^2 * Δt / 2 + σ * √Δt * 0.1) / R)
X = Array{T}(N+1, P)
for p = 1:P
X[1, p] = x = S
for n = 1:N
x *= R * exp(-σ^2 * Δt / 2 + σ * √Δt * randn())
X[n+1, p] = x
end
end
V = [max(K - x, 0) / R for x in X[N+1, :]]
for n = N-1:-1:1
I = V .!= 0
A = [x^d for d = 0:3, x in X[n+1, :]]
β = A[:, I]' \ V[I]
cV = A' * β
for p = 1:P
ev = max(K - X[n+1, p], 0)
if I[p] && cV[p] < ev
V[p] = ev / R
else
V[p] /= R
end
end
end
return max(mean(V), K - S)
end
lsmc_am_put(100, 90, 0.05, 0.3, 180/365, 1000, 10000)
error:
MethodError: no method matching (Array{Float64})(::Int64, ::Int64)
Closest candidates are:
(Array{T})(::LinearAlgebra.UniformScaling, ::Integer, ::Integer) where T at /Volumes/Julia-1.8.3/Julia-1.8.app/Contents/Resources/julia/share/julia/stdlib/v1.8/LinearAlgebra/src/uniformscaling.jl:508
(Array{T})(::Nothing, ::Any...) where T at baseext.jl:45
(Array{T})(::UndefInitializer, ::Int64) where T at boot.jl:473
...
Stacktrace:
[1] lsmc_am_put(S::Int64, K::Int64, r::Float64, σ::Float64, t::Float64, N::Int64, P::Int64)
# Main ./REPL[39]:5
[2] top-level scope
# REPL[40]:1
I tried this code and I was expecting a numeric answer but this error came up. I tried to look it up on google but I found nothing that matches my situation.
The error occurs where you wrote X = Array{T}(N+1, P). Instead, use one of the following approaches if you need a Vector:
julia> Array{Float64, 1}([1,2,3])
3-element Vector{Float64}:
1.0
2.0
3.0
julia> Vector{Float64}([1, 2, 3])
3-element Vector{Float64}:
1.0
2.0
3.0
And in your case, you should write X = Array{T,1}([N+1, P]) or X = Vector{T}([N+1, P]). But since there's such a X[1, p] = x = S expression in your code, I guess you mean to initialize a 2D array and update its elements through the algorithm. For this, you can define X like the following:
X = zeros(Float64, N+1, P)
# Or
X = Array{Float64, 2}(undef, N+1, P)
So, I tried the following in your code:
# I just changed the definition of `X` in your code like the following
X = Array{T, 2}(undef, N+1, P)
#And the result of the code was:
julia> lsmc_am_put(100, 90, 0.05, 0.3, 180/365, 1000, 10000)
3.329213731484463
Can I simply ask the logical flow of the below Mathematica code? What are the variables arg and abs doing? I have been searching for answers online and used ToMatlab but still cannot get the answer. Thank you.
Code:
PositiveCubicRoot[p_, q_, r_] :=
Module[{po3 = p/3, a, b, det, abs, arg},
b = ( po3^3 - po3 q/2 + r/2);
a = (-po3^2 + q/3);
det = a^3 + b^2;
If[det >= 0,
det = Power[Sqrt[det] - b, 1/3];
-po3 - a/det + det
,
(* evaluate real part, imaginary parts cancel anyway *)
abs = Sqrt[-a^3];
arg = ArcCos[-b/abs];
abs = Power[abs, 1/3];
abs = (abs - a/abs);
arg = -po3 + abs*Cos[arg/3]
]
]
abs and arg are being reused multiple times in the algorithm.
In a case where det > 0 the steps are
po3 = p/3;
b = (po3^3 - po3 q/2 + r/2);
a = (-po3^2 + q/3);
abs1 = Sqrt[-a^3];
arg1 = ArcCos[-b/abs1];
abs2 = Power[abs1, 1/3];
abs3 = (abs2 - a/abs2);
arg2 = -po3 + abs3*Cos[arg1/3]
abs3 can be identified as A in this answer: Using trig identity to a solve cubic equation
That is the most salient point of this answer.
Evaluating symbolically and numerically may provide some other insights.
Using demo inputs
{p, q, r} = {-2.52111798, -71.424692, -129.51520};
Copyable version of trig identity notes - NB a, b, p & q are used differently in this post
Plot[x^3 - 2.52111798 x^2 - 71.424692 x - 129.51520, {x, 0, 15}]
a = 1;
b = -2.52111798;
c = -71.424692;
d = -129.51520;
p = (3 a c - b^2)/3 a^2;
q = (2 b^3 - 9 a b c + 27 a^2 d)/27 a^3;
A = 2 Sqrt[-p/3]
A == abs3
-(b/3) + A Cos[1/3 ArcCos[
-((b/3)^3 - (b/3) c/2 + d/2)/Sqrt[-(-(b^2/9) + c/3)^3]]]
Edit
There is also a solution shown here
TRIGONOMETRIC SOLUTION TO THE CUBIC EQUATION, by Alvaro H. Salas
Clear[a, b, c]
1/3 (-a + 2 Sqrt[a^2 - 3 b] Cos[1/3 ArcCos[
(-2 a^3 + 9 a b - 27 c)/(2 (a^2 - 3 b)^(3/2))]]) /.
{a -> -2.52111798, b -> -71.424692, c -> -129.51520}
10.499
Example :
A=5, B=2, N=12
Then let x=2, y=1, so 12 - (5(2) + 2(1)) = 0.
Another example:
A=5, B=4, N=12
Here x=1, y=1 is the best possible. Note x=2, y=0 would be better except that x=0 is not allowed.
I'm looking for something fast.
Note it's sufficient to find the value of Ax+By. It's not necessary to give x or y explicitly.
If gcd(A,B)|N, then N is your maximal value. Otherwise, it's the greatest multiple of gcd(A,B) that's smaller than N. Using 4x+2y=13 as an example, that value is gcd(4,2)*6=12 realized by 4(2)+2(2)=12 (among many solutions).
As a formula, your maximal value is Floor(N/gcd(A,B))*gcd(A,B).
Edit: If both x and y must be positive, this may not work. However, won't even be a solution if A+B>N. Here's an algorithm for you...
from math import floor, ceil
def euclid_wallis(m, n):
col1 = [1, 0, m]
col2 = [0, 1, n]
while col2[-1] != 0:
f = -1 * (col1[-1] // col2[-1])
col2, col1 = [x2 * f + x1 for x1, x2 in zip(col1, col2)], col2
return col1, col2
def positive_solutions(A, B, N):
(x, y, gcf), (cx, cy, _) = euclid_wallis(A, B)
f = N // gcf
while f > 0:
fx, fy, n = f*x, f*y, f*gcf
k_min = (-fx + 0.) / cx
k_max = (-fy + 0.) / cy
if cx < 0:
k_min, k_max = k_max, k_min
if floor(k_min) + 1 <= ceil(k_max) - 1:
example_k = int(floor(k_min) + 1)
return fx + cx * example_k, fy + cy * example_k, n
if k_max <= 1:
raise Exception('No solution - A: {}, B: {}, N: {}'.format(A, B, N))
f -= 1
print positive_solutions(5, 4, 12) # (1, 1, 9)
print positive_solutions(2, 3, 6) # (1, 1, 5)
print positive_solutions(23, 37, 238) # (7, 2, 235)
A brute-force O(N^2 / A / B) algorithm, implemented in plain Python3:
import math
def axby(A, B, N):
return [A * x + B * y
for x in range(1, 1 + math.ceil(N / A))
for y in range(1, 1 + math.ceil(N / B))
if (N - A * x - B * y) >= 0]
def bestAxBy(A, B, N):
return min(axby(A, B, N), key=lambda x: N - x)
This matched your examples:
In [2]: bestAxBy(5, 2, 12)
Out[2]: 12 # 5 * (2) + 2 * (1)
In [3]: bestAxBy(5, 4, 12)
Out[3]: 9 # 5 * (1) + 4 * (1)
Have no idea what algorithm that might be, but I think you need something like that (C#)
static class Program
{
static int solve( int a, int b, int N )
{
if( a <= 0 || b <= 0 || N <= 0 )
throw new ArgumentOutOfRangeException();
if( a + b > N )
return -1; // Even x=1, y=1 still more then N
int x = 1;
int y = ( N - ( x * a ) ) / b;
int zInitial = a * x + b * y;
int zMax = zInitial;
while( true )
{
x++;
y = ( N - ( x * a ) ) / b;
if( y <= 0 )
return zMax; // With that x, no positive y possible
int z = a * x + b * y;
if( z > zMax )
zMax = z; // Nice, found better
if( z == zInitial )
return zMax; // x/y/z are periodical, returned where started, meaning no new values are expected
}
}
static void Main( string[] args )
{
int r = solve( 5, 4, 12 );
Console.WriteLine( "{0}", r );
}
}
Logistic regression's objective function is
and the gradient is
where w is a scipy's csr sparse matrix with dim n-by-1.
My question is, when I have one scipy's csr sparse matrix and one numpy array, X_train and y_train respectively. (Each row of X_train is x_i, each element of y_train is y_i)
Is there a better way to calculate the gradient without using manully for loop?
For further information, I'm implementing large scale logistic regression. Therefore the performance is important.
Thanks.
Update 5/19 (Add my current code)
Thanks for #Jaime's reminding, here is my code. I basically want to see if there is a better way to implement gradient(X, y, w).
import numpy as np
import scipy as sp
from sklearn import datasets
from numpy.linalg import norm
from scipy import sparse
eta = 0.01
xi = 0.1
C = 1
X_train, y_train = datasets.load_svmlight_file('lr/datasets/a9a')
X_test, y_test = datasets.load_svmlight_file('lr/datasets/a9a.t', n_features=X_train.shape[1])
def gradient(X, y, w):
# w should be a col vector
summation = w
for i in range(X.shape[0]):
exp_i = np.exp( y[i] * X.getrow(i).dot(w)[0, 0] )
summation = summation - (y[i] / (1 + exp_i)) * X.getrow(i).T
return summation
def hes_mul(X, D, s):
# w and s should be a col vector
# should return a col vector
return s + C * X.T.dot( D.dot( X.dot(s) ) )
def cg(X, y, w):
# gradF is col vector, so all of these are col vectors
gradF = gradient(X, y, w)
s = sparse.csr_matrix( np.zeros(X_train.shape[1]) ).T
r = -1 * gradF
d = r
D = []
for i in range(X.shape[0]):
exp_i = np.exp( (-1) * y[i] * w.T.dot(X.getrow(i).T)[0, 0] )
D.append(exp_i / ((1 + exp_i) ** 2))
D = sparse.diags(D, 0)
while True:
r_norm = np.sqrt((r.data ** 2).sum())
print r_norm
print np.sqrt((gradF.data ** 2).sum())
if r_norm <= xi * np.sqrt((gradF.data ** 2).sum()):
return s
hes_mul_d = hes_mul(X, D, d)
alpha = (r_norm ** 2) / d.T.dot( hes_mul_d )[0, 0]
s = s + alpha * d
r = r - alpha * hes_mul_d
beta = (r.data ** 2).sum() / (r_norm ** 2)
d = r + beta * d
w = sparse.csr_matrix( np.zeros(X_train.shape[1]) ).T
s = cg(X_train, y_train, w)
I have two lines:
y = -1/3x + 4
y = 3x + 85
The intersection is at [24.3, 12.1].
I have a set of coordinates prepared:
points = [[1, 3], [4, 8], [25, 10], ... ]
#y = -1/3x + b
m_regr = -1/3
b_regr = 4
m_perp = 3 #(1 / m_regr * -1)
distances = []
points.each do |pair|
x1 = pair.first
y2 = pair.last
x2 = ((b_perp - b_regr / (m_regr - m_perp))
y2 = ((m_regr * b_perp) / (m_perp * b_regr))/(m_regr - m_perp)
distance = Math.hypot((y2 - y1), (x2 - x1))
distances << distance
end
Is there a gem or some better method for this?
NOTE: THE ABOVE METHOD DOES NOT WORK. See my answer for a solution that works.
What's wrong with using a little math?
If you have:
y = m1 x + b1
y = m2 x + b2
It's a simple system of linear equations.
If you solve them, your intersection is:
x = (b2 - b1)/(m1 - m2)
y = (m1 b2 - m2 b1)/(m1 - m2)
After much suffering and many different tries, I found a simple algebraic method here that not only works but is dramatically simplified.
distance = ((y - mx - b).abs / Math.sqrt(m**2 + 1))
where x and y are the coordinates for the known point.
For Future Googlers:
def solution k, l, m, n, p, q, r, s
intrsc_x1 = m - k
intrsc_y1 = n - l
intrsc_x2 = r - p
intrsc_y2 = s - q
v1 = (-intrsc_y1 * (k - p) + intrsc_x1 * (l - q)) / (-intrsc_x2 * intrsc_y1 + intrsc_x1 * intrsc_y2);
v2 = ( intrsc_x2 * (l - q) - intrsc_y2 * (k - p)) / (-intrsc_x2 * intrsc_y1 + intrsc_x1 * intrsc_y2);
(v1 >= 0 && v1 <= 1 && v2 >= 0 && v2 <= 1) ? true : false
end
The simplest and cleanest way I've found on the internet.