add optimization library source code

git-svn-id: https://ws10smt.googlecode.com/svn/trunk@204 ec762483-ff6d-05da-a07a-a48fb63a330f

1 files changed, 339 insertions, 0 deletions

diff --git a/gi/posterior-regularisation/prjava/src/optimization/util/MathUtils.java b/gi/posterior-regularisation/prjava/src/optimization/util/MathUtils.java
new file mode 100644
index 00000000..af66f82c
--- /dev/null
+++ b/gi/posterior-regularisation/prjava/src/optimization/util/MathUtils.java
@@ -0,0 +1,339 @@
+package optimization.util;
+
+import java.util.Arrays;
+
+
+
+public class MathUtils {
+	
+	/**
+	 * 
+	 * @param vector
+	 * @return
+	 */
+	public static double L2Norm(double[] vector){
+		double value = 0;
+		for(int i = 0; i < vector.length; i++){
+			double v = vector[i];
+			value+=v*v;
+		}
+		return Math.sqrt(value);
+	}
+	
+	public static double sum(double[] v){
+		double sum = 0;
+		for (int i = 0; i < v.length; i++) {
+			sum+=v[i];
+		}
+		return sum;
+	}
+	
+	
+	
+	
+	/**
+	 * w = w + v
+	 * @param w
+	 * @param v
+	 */
+	public static void plusEquals(double[] w, double[] v) {
+		for(int i=0; i<w.length;i++){
+			w[i] += w[i] + v[i];
+		}		
+	}
+	
+	/**
+	 * w[i] = w[i] + v
+	 * @param w
+	 * @param v
+	 */
+	public static void plusEquals(double[] w, double v) {
+		for(int i=0; i<w.length;i++){
+			w[i] += w[i] + v;
+		}		
+	}
+	
+	/**
+	 * w[i] = w[i] - v
+	 * @param w
+	 * @param v
+	 */
+	public static void minusEquals(double[] w, double v) {
+		for(int i=0; i<w.length;i++){
+			w[i] -= w[i] + v;
+		}		
+	}
+	
+	/**
+	 * w = w + a*v
+	 * @param w
+	 * @param v
+	 * @param a
+	 */
+	public static void plusEquals(double[] w, double[] v, double a) {
+		for(int i=0; i<w.length;i++){
+			w[i] += a*v[i];
+		}		
+	}
+	
+	/**
+	 * w = w - a*v
+	 * @param w
+	 * @param v
+	 * @param a
+	 */
+	public static void minusEquals(double[] w, double[] v, double a) {
+		for(int i=0; i<w.length;i++){
+			w[i] -= a*v[i];
+		}		
+	}
+	/**
+	 * v = w - a*v
+	 * @param w
+	 * @param v
+	 * @param a
+	 */
+	public static void minusEqualsInverse(double[] w, double[] v, double a) {
+		for(int i=0; i<w.length;i++){
+			v[i] = w[i] - a*v[i];
+		}		
+	}
+	
+	public static double dotProduct(double[] w, double[] v){
+		double accum = 0;
+		for(int i=0; i<w.length;i++){
+			accum += w[i]*v[i];
+		}
+		return accum;
+	}
+	
+	public static double[] arrayMinus(double[]w, double[]v){
+		double result[] = w.clone();
+		for(int i=0; i<w.length;i++){
+			result[i] -= v[i];
+		}
+		return result;
+	}
+	
+	public static double[] arrayMinus(double[] result , double[]w, double[]v){
+		for(int i=0; i<w.length;i++){
+			result[i] = w[i]-v[i];
+		}
+		return result;
+	}
+	
+	public static double[] negation(double[]w){
+		double result[]  = new double[w.length];
+		for(int i=0; i<w.length;i++){
+			result[i] = -w[i];
+		}
+		return result;
+	}
+	
+	public static double square(double value){
+		return value*value;
+	}
+	public static double[][] outerProduct(double[] w, double[] v){
+		double[][] result = new double[w.length][v.length];
+		for(int i = 0; i < w.length; i++){
+			for(int j = 0; j < v.length; j++){
+				result[i][j] = w[i]*v[j];
+			}
+		}
+		return result;
+	}
+	/**
+	 * results = a*W*V
+	 * @param w
+	 * @param v
+	 * @param a
+	 * @return
+	 */
+	public static double[][] weightedouterProduct(double[] w, double[] v, double a){
+		double[][] result = new double[w.length][v.length];
+		for(int i = 0; i < w.length; i++){
+			for(int j = 0; j < v.length; j++){
+				result[i][j] = a*w[i]*v[j];
+			}
+		}
+		return result;
+	}
+	
+	public static double[][] identity(int size){
+		double[][] result = new double[size][size];
+		for(int i = 0; i < size; i++){
+			result[i][i] = 1;
+		}
+		return result;
+	}
+	
+	/**
+	 * v -= w
+	 * @param v
+	 * @param w
+	 */
+	public static void minusEquals(double[][] w, double[][] v){
+		for(int i = 0; i < w.length; i++){
+			for(int j = 0; j < w[0].length; j++){
+				w[i][j] -= v[i][j];
+			}
+		}
+	}
+	
+	/**
+	 * v[i][j] -= a*w[i][j]
+	 * @param v
+	 * @param w
+	 */
+	public static void minusEquals(double[][] w, double[][] v, double a){
+		for(int i = 0; i < w.length; i++){
+			for(int j = 0; j < w[0].length; j++){
+				w[i][j] -= a*v[i][j];
+			}
+		}
+	}
+	
+	/**
+	 * v += w
+	 * @param v
+	 * @param w
+	 */
+	public static void plusEquals(double[][] w, double[][] v){
+		for(int i = 0; i < w.length; i++){
+			for(int j = 0; j < w[0].length; j++){
+				w[i][j] += v[i][j];
+			}
+		}
+	}
+	
+	/**
+	 * v[i][j] += a*w[i][j]
+	 * @param v
+	 * @param w
+	 */
+	public static void plusEquals(double[][] w, double[][] v, double a){
+		for(int i = 0; i < w.length; i++){
+			for(int j = 0; j < w[0].length; j++){
+				w[i][j] += a*v[i][j];
+			}
+		}
+	}
+	
+	
+	/**
+	 * results = w*v
+	 * @param w
+	 * @param v
+	 * @return
+	 */
+	public static  double[][] matrixMultiplication(double[][] w,double[][] v){
+		int w1 = w.length;
+		int w2 = w[0].length;
+		int v1 = v.length;
+		int v2 = v[0].length;
+		
+		if(w2 != v1){
+			System.out.println("Matrix dimensions do not agree...");
+			System.exit(-1);
+		}
+		
+		double[][] result = new double[w1][v2];
+		for(int w_i1 = 0; w_i1 < w1; w_i1++){
+			for(int v_i2 = 0; v_i2 < v2; v_i2++){
+				double sum = 0;
+				for(int w_i2 = 0; w_i2 < w2; w_i2++){
+						sum += w[w_i1 ][w_i2]*v[w_i2][v_i2];	
+				}
+				result[w_i1][v_i2] = sum;
+			}
+		}
+		return result;
+	}
+	
+	/**
+	 * w = w.*v
+	 * @param w
+	 * @param v
+	 */
+	public static  void matrixScalarMultiplication(double[][] w,double v){
+		int w1 = w.length;
+		int w2 = w[0].length;	
+		for(int w_i1 = 0; w_i1 < w1; w_i1++){
+				for(int w_i2 = 0; w_i2 < w2; w_i2++){
+						w[w_i1 ][w_i2] *= v;	
+				}
+		}
+	}
+	
+	public static  void scalarMultiplication(double[] w,double v){
+		int w1 = w.length;
+		for(int w_i1 = 0; w_i1 < w1; w_i1++){
+			w[w_i1 ] *= v;	
+		}
+		
+	}
+	
+	public static  double[] matrixVector(double[][] w,double[] v){
+		int w1 = w.length;
+		int w2 = w[0].length;
+		int v1 = v.length;
+		
+		if(w2 != v1){
+			System.out.println("Matrix dimensions do not agree...");
+			System.exit(-1);
+		}
+		
+		double[] result = new double[w1];
+		for(int w_i1 = 0; w_i1 < w1; w_i1++){
+				double sum = 0;
+				for(int w_i2 = 0; w_i2 < w2; w_i2++){
+						sum += w[w_i1 ][w_i2]*v[w_i2];	
+				}
+				result[w_i1] = sum;
+		}
+		return result;
+	}
+	
+	public static boolean allPositive(double[] array){
+		for (int i = 0; i < array.length; i++) {
+			if(array[i] < 0) return false;
+		}
+		return true;
+	}
+	
+	
+	
+	
+	
+		public static void main(String[] args) {
+			double[][] m1 = new double[2][2];
+			m1[0][0]=2;
+			m1[1][0]=2;
+			m1[0][1]=2;
+			m1[1][1]=2;
+			MatrixOutput.printDoubleArray(m1, "m1");
+			double[][] m2 = new double[2][2];
+			m2[0][0]=3;
+			m2[1][0]=3;
+			m2[0][1]=3;
+			m2[1][1]=3;
+			MatrixOutput.printDoubleArray(m2, "m2");
+			double[][] result = matrixMultiplication(m1, m2);
+			MatrixOutput.printDoubleArray(result, "result");
+			matrixScalarMultiplication(result, 3);
+			MatrixOutput.printDoubleArray(result, "result after multiply by 3");
+		}
+	
+		public static boolean almost(double a, double b, double prec){
+			return Math.abs(a-b)/Math.abs(a+b) <= prec || (almostZero(a) && almostZero(b));
+		}
+
+		public static boolean almost(double a, double b){
+			return Math.abs(a-b)/Math.abs(a+b) <= 1e-10 || (almostZero(a) && almostZero(b));
+		}
+
+		public static boolean almostZero(double a) {
+			return Math.abs(a) <= 1e-30;
+		}
+	
+}