I want to use a least squares problem with the use of Eigen library.
My options are 2,
sysAAA.jacobiSvd( Eigen::ComputeThinU | Eigen::ComputeThinV ).solve( sysBBB )
sysAAA.colPivHouseholderQr().solve( sysBBB );
I was using the first in the beginning, but it proved to be very slow (1)(2).
So I went to the second solution (other methods aren't appropriate for my case, because they require special matrices (2) )
Does colPivHouseholderQr().solve give a least squares solution?
My impression is that it doesn't (3), but I want to be sure before looking for a "workaround".
http://forum.kde.org/viewtopic.php?f=74&t=102088
http://eigen.tuxfamily.org/dox/TopicLinearAlgebraDecompositions.html
http://eigen.tuxfamily.org/dox/TutorialLinearAlgebra.html#TutorialLinAlgLeastsquares
Yes, ColPivHouseholderQr::solve() computes a least-square solution.
Related
Given a matrix's LDLT decomposition, I would like to modify the diagonal - for example floor all the values. Is there a way to do this with eigen?
To be clear, I can do:
auto ldlt_ = matrix.ldlt();
and I would like to follow up with:
ldlt_.vectorD().cwiseMax(Vector::Constant(n,epsilon))
before solving a problem:
ldlt_.solve(a)
I don't see any non const accessors to the vectorD member - what am I missing?
No, you cannot do that, and I don't think that's a good idea to increase small (or negative) diagonal entries this way. If there are too small entries, the usual approach is either to ignore them (default behavior of LDLT::solve), or to redo the factorization with matrix+eps*I. Anyway, if you really want to tweak D yourself, then you have to implement your own solve function.
Is there a good practice to check if my result Eigen::Matrix4f is almost identity? Since due to floating point errors I don't get some times exactly only zeros and ones.
One brute force method would be, to check each value in the matrix if it is between certain EPSILON and if just one of them fails, then it is not an identity matrix. Is there a better solution?
First, you have to define in what sense they shall be "close". There can be many different definitions of closeness, depending on your specific task. One of the most used is:
norm( A - I ) < eps
where norm is some matrix norm. Most common are 2-norm, 1-norm, inf-norm and Frobenius norm.
Your method is also possible. It is equivalent to the method above with max-norm (where norm(A) = max abs Aij). It can be implemented in Eigen using:
(A - Matrix4f::Identity()).cwiseAbs().max() < eps;
Update:
Actually, in Eigen there is a special method to check that: isIdentity. You give it the threshold value:
A.isIdentity(eps)
I have implemented a MC-Simulation of the 2D Ising model in C99.
Compiling with gcc 4.8.2 on Scientific Linux 6.5.
When I scale up the grid the simulation time increases, as expected.
The implementation simply uses the Metropolis–Hastings algorithm.
I tried to find out a way to speed up the algorithm, but I haven't any good idea ?
Are there some tricks to do so ?
As jimifiki wrote, try to do a profiling session.
In order to improve on the algorithmic side only, you could try the following:
Lookup Table:
When calculating the energy difference for the Metropolis criteria you need to evaluate the exponential exp[-K / T * dE ] where K is your scaling constant (in units of Boltzmann's constant) and dE the energy-difference between the original state and the one after a spin-flip.
Calculating exponentials is expensive
So you simply build a table beforehand where to look up the possible values for the dE. There will be (four choose one plus four choose two plus four choose three plus four choose four) possible combinations for a nearest-neightbour interaction, exploit the problem's symmetry and you get five values fordE: 8, 4, 0, -4, -8. Instead of using the exp-function, use the precalculated table.
Parallelization:
As mentioned before, it is possible to parallelize the algorithm. To preserve the physical correctness, you have to use a so-called checkerboard concept. Consider the two-dimensional grid as a checkerboard and compute only the white cells parallel at once, then the black ones. That should be clear, considering the nearest-neightbour interaction which introduces dependencies of the values.
Use GPGPU:
You can also implement the simulation on a GPGPU, e.g. using CUDA, if you're already working on C99.
Some tips:
- Don't forget to align C99-structs properly.
- Use linear Arrays, not that nested ones. Aligned memory is normally faster to access, if done properly.
- Try to let the compiler do loop-unrolling, etc. (gcc special options, not default on O2)
Some more information:
If you look for an efficient method to calculate the critical point of the system, the method of choice would be finite-size scaling where you simulate at different system-sizes and different temperature, then calculate a value which is system-size independet at the critical point, therefore an intersection point of the corresponding curves (please see the theory to get a detailed explaination)
I hope I was helpful.
Cheers...
It's normal that your simulation times scale at least with the square of the size. Isn't it?
Here some subjestions:
If you are concerned with thermalization issues, try to use parallel tempering. It can be of help.
The Metropolis-Hastings algorithm can be made parallel. You could try to do it.
Check you are not pessimizing the code.
Are your spin arrays of ints? You could put many spins on the same int. It's a lot of work.
Moreover, remember what Donald taught us:
premature optimisation is the root of all evil
Before optimising you should first understand where your program is slow. This is called profiling.
I just started working with Mathematica (5.0) for the first time, and while the manual has been helpful, I'm not entirely sure my technique has been correct using (Full)Simplify. I am using the program to check my work on a derived transform to change between reference frames, which consisted of multiplying a trio of relatively large square matrices.
A colleague and I each did the work by hand, separately, to make sure there were no mistakes. We hoped to get a third check from the program, which seemed that it would be simple enough to ask. The hand calculations took some time due to matrix size, but we came to the same conclusions. The fact that we had the same answer made me skeptical when the program produced different results.
I've checked and double checked my inputs.
I am definitely . (dot-multiplying) the matrices for correct multiplication.
FullSimplify made no difference.
Neither have combinations with TrigReduce / expanding algebraically before simplifying.
I've taken indices from the final matrix and tryed to simplify them while isolated, to no avail, so the problem isn't due to the use of matrices.
I've also tried to multiply the first two matrices, simplify, and then multiply that with the third matrix; however, this produced the same results as before.
I thought Simplify automatically crossed into all levels of Heads, so I didn't need to worry about mapping, but even where zeros would be expected as outputs in the matrix, there are terms, and where we would expect terms, there are close answers, plus a host of sin and cosine terms that do not reduce.
Does anyone frequent any type of technique with Simplify to get more preferable results, in contrast to solely using Simplify?
If there are assumptions on parameter ranges you will want to feed them to Simplify. The following simple examples will indicate why this might be useful.
In[218]:= Simplify[a*Sqrt[1 - x^2] - Sqrt[a^2 - a^2*x^2]]
Out[218]= a Sqrt[1 - x^2] - Sqrt[-a^2 (-1 + x^2)]
In[219]:= Simplify[a*Sqrt[1 - x^2] - Sqrt[a^2 - a^2*x^2],
Assumptions -> a > 0]
Out[219]= 0
Assuming this and other responses miss the mark, if you could provide an example that in some way shows the possibly bad behavior, that would be very helpful. Disguise it howsoever necessary in order to hide proprietary features: bleach out watermarks, file down registration numbers, maybe dress it in a moustache.
Daniel Lichtblau
Wolfram Research
As you didn't give much details to chew on I can only give you a few tips:
Mma5 is pretty old. The current version is 8. If you have access to someone with 8 you might ask him to try it to see whether that makes a difference. You could also try WolframAlpha online (http://www.wolframalpha.com/), which also understands some (all?) Mma syntax.
Have you tried comparing your own and Mma's result numerically? Generate a Table of differences for various parameter values or use Plot. If the differences are negligable (use Chop to cut off small residuals) the results are probably equivalent.
Cheers -- Sjoerd
Recently I wrote a Ruby program to determine solutions to a "Scramble Squares" tile puzzle:
I used TDD to implement most of it, leading to tests that looked like this:
it "has top, bottom, left, right" do
c = Cards.new
card = c.cards[0]
card.top.should == :CT
card.bottom.should == :WB
card.left.should == :MT
card.right.should == :BT
end
This worked well for the lower-level "helper" methods: identifying the "sides" of a tile, determining if a tile can be validly placed in the grid, etc.
But I ran into a problem when coding the actual algorithm to solve the puzzle. Since I didn't know valid possible solutions to the problem, I didn't know how to write a test first.
I ended up writing a pretty ugly, untested, algorithm to solve it:
def play_game
working_states = []
after_1 = step_1
i = 0
after_1.each do |state_1|
step_2(state_1).each do |state_2|
step_3(state_2).each do |state_3|
step_4(state_3).each do |state_4|
step_5(state_4).each do |state_5|
step_6(state_5).each do |state_6|
step_7(state_6).each do |state_7|
step_8(state_7).each do |state_8|
step_9(state_8).each do |state_9|
working_states << state_9[0]
end
end
end
end
end
end
end
end
end
So my question is: how do you use TDD to write a method when you don't already know the valid outputs?
If you're interested, the code's on GitHub:
Tests: https://github.com/mattdsteele/scramblesquares-solver/blob/master/golf-creator-spec.rb
Production code: https://github.com/mattdsteele/scramblesquares-solver/blob/master/game.rb
This isn't a direct answer, but this reminds me of the comparison between the Sudoku solvers written by Peter Norvig and Ron Jeffries. Ron Jeffries' approach used classic TDD, but he never really got a good solution. Norvig, on the other hand, was able to solve it very elegantly without TDD.
The fundamental question is: can an algorithm emerge using TDD?
From the puzzle website:
The object of the Scramble Squares®
puzzle game is to arrange the nine
colorfully illustrated square pieces
into a 12" x 12" square so that the
realistic graphics on the pieces'
edges match perfectly to form a
completed design in every direction.
So one of the first things I would look for is a test of whether two tiles, in a particular arrangement, match one another. This is with regard to your question of validity. Without that method working correctly, you can't evaluate whether the puzzle has been solved. That seems like a nice starting point, a nice bite-sized piece toward the full solution. It's not an algorithm yet, of course.
Once match() is working, where do we go from here? Well, an obvious solution is brute force: from the set of all possible arrangements of the tiles within the grid, reject those where any two adjacent tiles don't match. That's an algorithm, of sorts, and it's pretty certain to work (although in many puzzles the heat death of the universe occurs before a solution).
How about collecting the set of all pairs of tiles that match along a given edge (LTRB)? Could you get from there to a solution, quicker? Certainly you can test it (and test-drive it) easily enough.
The tests are unlikely to give you an algorithm, but they can help you to think about algorithms, and of course they can make validating your approach easier.
dunno if this "answers" the question either
analysis of the "puzzle"
9 tiles
each has 4 sides
each tile has half a pattern / picture
BRUTE FORCE APPROACH
to solve this problem
you need to generate 9! combinations ( 9 tiles X 8 tiles X 7 tiles... )
limited by the number of matching sides to the current tile(s) already in place
CONSIDERED APPROACH
Q How many sides are different?
IE how many matches are there?
therefore 9 X 4 = 36 sides / 2 ( since each side "must" match at least 1 other side )
otherwise its an uncompleteable puzzle
NOTE: at least 12 must match "correctly" for a 3 X 3 puzzle
label each matching side of a tile using a unique letter
then build a table holding each tile
you will need 4 entries into the table for each tile
4 sides ( corners ) hence 4 combinations
if you sort the table by side and INDEX into the table
side,tile_number
ABcd tile_1
BCda tile_1
CDab tile_1
DAbc tile_1
using the table should speed things up
since you should only need to match 1 or 2 sides at most
this limits the amount of NON PRODUCTIVE tile placing it has to do
depending on the design of the pattern / picture
there are 3 combinations ( orientations ) since each tile can be placed using 3 orientations
- the same ( multiple copies of the same tile )
- reflection
- rotation
God help us if they decide to make life very difficult
by putting similar patterns / pictures on the other side that also need to match
OR even making the tiles into cubes and matching 6 sides!!!
Using TDD,
you would write tests and then code to solve each small part of the problem,
as outlined above and write more tests and code to solve the whole problem
NO its not easy, you need to sit and write tests and code to practice
NOTE: this is a variation of the map colouring problem
http://en.wikipedia.org/wiki/Four_color_theorem