Implementation of cholesky decomposition
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Key: HAMA-94
URL: https://issues.apache.org/jira/browse/HAMA-94
Project: Hama
Issue Type: New Feature
Components: implementation, interface
Reporter: Edward J. Yoon
Fix For: 0.1.0
This is my old cholesky decomposition map/reduce code..
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/**
* Copyright 2007 The Apache Software Foundation
*
* 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.hama.algebra;
import java.io.IOException;
import org.apache.hadoop.hbase.HBaseConfiguration;
import org.apache.hadoop.hbase.HStoreKey;
import org.apache.hadoop.io.MapWritable;
import org.apache.hadoop.io.Text;
import org.apache.hadoop.mapred.JobConf;
import org.apache.hadoop.mapred.OutputCollector;
import org.apache.hadoop.mapred.Reporter;
import org.apache.hama.FeatureVector;
import org.apache.hama.Matrix;
import org.apache.hama.TriangularMatrix;
import org.apache.hama.mapred.MatrixMap;
import org.apache.hama.mapred.MatrixOutputFormat;
/**
* Cholesky Decomposition.
* <p>
* For a symmetric, positive definite matrix A, the Cholesky decomposition is an
* lower triangular matrix L so that A = L*L'.
* </p>
*/
public class CholeskyDecompositionMap extends MatrixMap<Text, MapWritable> {
protected Matrix matrix_a;
protected TriangularMatrix matrix_l;
public static final String MATRIX_A = "cholesky.decomposition.matrix.a";
public static final String MATRIX_L = "cholesky.decomposition.matrix.l";
public void configure(JobConf job) {
HBaseConfiguration conf = new HBaseConfiguration();
Text a_name = new Text(job.get(MATRIX_A, ""));
Text l_name = new Text(job.get(MATRIX_L, ""));
matrix_a = new Matrix(conf, a_name);
matrix_l = new TriangularMatrix(conf, l_name);
}
/**
* @param matrix_a
* @param matrix_l
* @param map
* @param jobConf
*/
public static void initJob(String matrix_a, String matrix_l,
Class<CholeskyDecompositionMap> map, JobConf jobConf) {
initJob(matrix_a, map, jobConf);
jobConf.set(MatrixOutputFormat.OUTPUT, matrix_l);
jobConf.set(MATRIX_A, matrix_a);
jobConf.set(MATRIX_L, matrix_l);
}
@Override
public void map(HStoreKey key, MapWritable value,
OutputCollector<Text, MapWritable> output, Reporter reporter)
throws IOException {
int i = Integer.parseInt(String.valueOf(key.getRow()));
double[] ithRowOfL = new double[matrix_a.getRowDimension()];
double[] jthRowOfL = new double[matrix_a.getRowDimension()];
// Vector was added. I don't figure out the result. -- edward
FeatureVector iOfV = matrix_l.getRowVector(i);
for(int x = 0; x < iOfV.size(); x++) {
ithRowOfL[x] = iOfV.getDimAt(x);
}
for (int j = i; j < value.size(); j++) {
FeatureVector jOfV = matrix_l.getRowVector(i);
for(int x = 0; x < jOfV.size(); x++) {
jthRowOfL[x] = jOfV.getDimAt(x);
}
double sum = matrix_a.get(i, j);
for (int k = i - 1; k >= 0; k--) {
sum -= ithRowOfL[k] * jthRowOfL[k];
}
if (i == j) {
matrix_l.setToLower(j, i, Math.sqrt(sum));
} else {
double c = matrix_l.get(i, i);
matrix_l.setToLower(j, i, (sum / c));
}
}
}
}
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