hex.gram
Class Gram

java.lang.Object
  water.Iced
      hex.gram.Gram

All Implemented Interfaces:

java.lang.Cloneable, Freezable

public final class Gram
extends Iced

Nested Class Summary

static class	Gram.Cholesky
static class	Gram.GramTask

Constructor Summary

Gram()

Gram(int N, int diag, int dense, int sparse, boolean hasIntercept)

Method Summary

void	add(Gram grm)
void	addDiag(double d)
void	addRow(double[] x, int catN, int[] catIndexes, double w)
Gram.Cholesky	cholesky(Gram.Cholesky chol) Compute the cholesky decomposition.
double[][]	getXX()
boolean	hasNaNsOrInfs()
void	mul(double x)

Methods inherited from class water.Iced

clone, frozenType, init, newInstance, read, toDocField, write, writeJSON, writeJSONFields

Methods inherited from class java.lang.Object

equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

Gram

public Gram()

Gram

public Gram(int N,
            int diag,
            int dense,
            int sparse,
            boolean hasIntercept)

Method Detail

addDiag

public void addDiag(double d)

cholesky

public Gram.Cholesky cholesky(Gram.Cholesky chol)

Compute the cholesky decomposition. In case our gram starts with diagonal submatrix of dimension N, we exploit this fact to reduce the complexity of the problem. We use the standard decompostion of the cholesky factorization into submatrices. We split the Gram into 3 regions (4 but we only consider lower diagonal, sparse means diagonal region in this context): diagonal diagonal*dense dense*dense Then we can solve the cholesky in 3 steps: 1. We solve the diagnonal part right away (just do the sqrt of the elements). 2. The diagonal*dense part is simply divided by the sqrt of diagonal. 3. Compute Cholesky of dense*dense - outer product of cholesky of diagonal*dense computed in previous step

Parameters:

chol -

Returns:

getXX

public double[][] getXX()

add

public void add(Gram grm)

hasNaNsOrInfs

public final boolean hasNaNsOrInfs()

addRow

public final void addRow(double[] x,
                         int catN,
                         int[] catIndexes,
                         double w)

mul

public void mul(double x)