Series expansion library being integrated into the new library.

fastlib/trunk/contrib/dongryel/thesis_research/CMake/FindTrilinos.cmake

@@ -4,8 +4,7 @@
 # It sets TRILINOS_INCLUDE_DIR and TRILINOS_LIBS and also finds MPI_INCLUDE_DIR
 
 ## Location of trilinos
-set(TRILINOS_LIB_DIR /usr/local/lib CACHE PATH
-  "Directory where trilinos is installed.")
+set(TRILINOS_LIB_DIR $ENV{HOME}/local/trilinos-10.6.2/lib)
 
 ## library 
 if(NOT "${TRILINOS_REQUIRED_LIBS}")  # some defaults
@@ -35,17 +34,16 @@ foreach(lib ${TRILINOS_REQUIRED_LIBS})
 endforeach()
 
 ## include dirs
+message(STATUS "Finding ${TRILINOS_LIB_DIR}/../include")
 find_path(TRILINOS_INCLUDE_DIR Trilinos_version.h 
     PATHS
-    ${TRILINOS_LIB_DIR}/../include 
-    /opt/trilinos/include
-    PATH_SUFFIXES
-    trilinos
+    ${TRILINOS_LIB_DIR}/../include
+    CMAKE_FIND_ROOT_PATH_BOTH
 )
 
 if(TRILINOS_INCLUDE_DIR AND TRILINOS_LIBS)
     set(TRILINOS_FOUND "YES")
-    message(STATUS "Found trilinos libraries.")
+    message(STATUS "Found trilinos libraries in ${TRILINOS_LIBS}.")
     message(STATUS "Found trilinos headers in ${TRILINOS_INCLUDE_DIR}")
 else()
     message(FATAL_ERROR "Couldn't find trilinos.")
@@ -55,9 +53,7 @@ mark_as_advanced(TRILINOS_INCLUDE_DIR trilinos_lib)
 find_path(MPI_INCLUDE_DIR mpi.h
     PATHS
     $ENV{HOME}/local/openmpi-1.4.3/include
-    PATH_SUFFIXES
-    mpi
-    openmpi
+    CMAKE_FIND_ROOT_PATH_BOTH
 )
 if(MPI_INCLUDE_DIR)
     set(MPI_FOUND "YES")

fastlib/trunk/contrib/dongryel/thesis_research/CMakeLists.txt

@@ -9,7 +9,7 @@ project(FASTLIB C CXX Fortran)
 set(CMAKE_MODULE_PATH ${CMAKE_MODULE_PATH} "${CMAKE_SOURCE_DIR}/CMake")
 
 # find LAPACK
-find_package(LAPACK REQUIRED)  # LAPACK finds BLAS as a dependency
+# find_package(LAPACK REQUIRED)  # LAPACK finds BLAS as a dependency
 
 # find pthreads
 find_package(Pthreads REQUIRED)

fastlib/trunk/contrib/dongryel/thesis_research/core/CMakeLists.txt

@@ -16,9 +16,6 @@ add_subdirectory(util)
 
 add_library(core ${CORE_SRCS})
 target_link_libraries(core
-  armadillo
-  lapack
-  blas
   gsl
   gslcblas
   pthread

fastlib/trunk/contrib/dongryel/thesis_research/core/util/timer.h

@@ -52,7 +52,7 @@ class Timer {
     double GetElapsedTime(int checkpoint_id) {
       timeval result;
       timersub(&checkpoints_[checkpoint_id], &start_, &result);
-      return (result.tv_sec + static_cast<double>(result.tv_usec) / 1000000.0);
+      return (result.tv_sec + (double)(result.tv_usec) / 1000000.0);
     }
 
   private:

fastlib/trunk/contrib/dongryel/thesis_research/mlpack/CMakeLists.txt

@@ -1,6 +1,7 @@
 cmake_minimum_required(VERSION 2.8)
 project(FASTLIB C CXX Fortran)
 
-add_subdirectory(kde)
 add_subdirectory(distributed_kde)
+add_subdirectory(kde)
 add_subdirectory(mixed_logit_dcm)
+add_subdirectory(series_expansion)

fastlib/trunk/contrib/dongryel/thesis_research/mlpack/mixed_logit_dcm/mixed_logit_dcm_dev.h

@@ -20,7 +20,6 @@ double MixedLogitDCM<TableType>::SimulationError_(
   // Assumption: num_active_people in both samples are equal.
   double simulation_error = 0;
 
-
   // Lastly divide by squared of the number of active people.
   simulation_error /=
     core::math::Sqr(static_cast<double>(first_sample.num_active_people()));

fastlib/trunk/contrib/dongryel/thesis_research/mlpack/series_expansion/CMakeLists.txt

@@ -0,0 +1,12 @@
+cmake_minimum_required(VERSION 2.8)
+
+# test executable
+add_executable(series_expansion-test
+               EXCLUDE_FROM_ALL
+               series_expansion.test.cc
+              )
+# link dependencies of test executable
+target_link_libraries(series_expansion-test
+                      core
+                      ${Boost_LIBRARIES}
+                     )

fastlib/trunk/contrib/dongryel/thesis_research/mlpack/series_expansion/cartesian_expansion_global.h

@@ -1,15 +1,24 @@
-/** @file series_expansion_aux.h
+/** @file cartesian_expansion_global.h
+ *
+ *  @author Dongryeol Lee (dongryel@cc.gatech.edu)
  */
 
-#ifndef SERIES_EXPANSION_AUX
-#define SERIES_EXPANSION_AUX
+#ifndef MLPACK_SERIES_EXPANSION_SERIES_EXPANSION_GLOBAL_H
+#define MLPACK_SERIES_EXPANSION_SERIES_EXPANSION_GLOBAL_H
 
-#include "fastlib/fastlib.h"
+#include "core/table/dense_matrix.h"
+#include "core/table/dense_point.h"
+#include "mlpack/series_expansion/cartesian_expansion_type.h"
 
-/**
- * Series expansion class.
+namespace mlpack {
+namespace series_expansion {
+
+/** @brief The set of global mappings and constants necessary for
+ *         performing a Cartesian series expansion of a pairwise
+ *         kernel.
  */
-class SeriesExpansionAux {
+template<enum mlpack::series_expansion::CartesianExpansionType::Type>
+class CartesianExpansionGlobal {
 
   private:
 
@@ -17,15 +26,15 @@ class SeriesExpansionAux {
 
     int max_order_;
 
-    Vector factorials_;
+    core::table::DensePoint factorials_;
 
     ArrayList<int> list_total_num_coeffs_;
 
-    Vector inv_multiindex_factorials_;
+    core::table::DensePoint inv_multiindex_factorials_;
 
-    Vector neg_inv_multiindex_factorials_;
+    core::table::DensePoint neg_inv_multiindex_factorials_;
 
-    Matrix multiindex_combination_;
+    core::table::DenseMatrix multiindex_combination_;
 
     ArrayList< ArrayList<short int> > multiindex_mapping_;
 
@@ -44,21 +53,7 @@ class SeriesExpansionAux {
     ArrayList< ArrayList<short int> > upper_mapping_index_;
 
     /** row index is for n, column index is for k */
-    Matrix n_choose_k_;
-
-    OT_DEF_BASIC(SeriesExpansionAux) {
-      OT_MY_OBJECT(dim_);
-      OT_MY_OBJECT(max_order_);
-      OT_MY_OBJECT(factorials_);
-      OT_MY_OBJECT(list_total_num_coeffs_);
-      OT_MY_OBJECT(inv_multiindex_factorials_);
-      OT_MY_OBJECT(neg_inv_multiindex_factorials_);
-      OT_MY_OBJECT(multiindex_combination_);
-      OT_MY_OBJECT(multiindex_mapping_);
-      OT_MY_OBJECT(lower_mapping_index_);
-      OT_MY_OBJECT(upper_mapping_index_);
-      OT_MY_OBJECT(n_choose_k_);
-    }
+    core::table::DenseMatrix n_choose_k_;
 
   public:
 
@@ -169,7 +164,6 @@ class SeriesExpansionAux {
       } // end of i-loop
     }
 
-    // getters and setters
     double factorial(int k) const {
       return factorials_[k];
     }
@@ -182,7 +176,7 @@ class SeriesExpansionAux {
 
     int get_max_total_num_coeffs() const;
 
-    const Vector& get_inv_multiindex_factorials() const;
+    const core::table::DensePoint& get_inv_multiindex_factorials() const;
 
     const ArrayList< short int > * get_lower_mapping_index() const;
 
@@ -192,7 +186,7 @@ class SeriesExpansionAux {
 
     const ArrayList< short int > * get_multiindex_mapping() const;
 
-    const Vector& get_neg_inv_multiindex_factorials() const;
+    const core::table::DensePoint& get_neg_inv_multiindex_factorials() const;
 
     double get_n_choose_k(int n, int k) const;
 
@@ -231,8 +225,9 @@ class SeriesExpansionAux {
     /**
      * Print useful information about this object
      */
-    void PrintDebug(const char *name = "", FILE *stream = stderr) const;
-
+    void Print(const char *name = "", FILE *stream = stderr) const;
 };
+}
+}
 
 #endif

fastlib/trunk/contrib/dongryel/thesis_research/mlpack/series_expansion/cartesian_expansion_global_dev.h

@@ -1,4 +1,15 @@
-#include "series_expansion_aux.h"
+/** @file cartesian_expansion_global.h
+ *
+ *  @author Dongryeol Lee (dongryel@cc.gatech.edu)
+ */
+
+#ifndef MLPACK_SERIES_EXPANSION_SERIES_EXPANSION_GLOBAL_DEV_H
+#define MLPACK_SERIES_EXPANSION_SERIES_EXPANSION_GLOBAL_DEV_H
+
+#include "mlpack/series_expansion/cartesian_expansion_global.h"
+
+namespace mlpack {
+namespace series_expansion {
 
 const Vector& SeriesExpansionAux::get_inv_multiindex_factorials() const {
   return inv_multiindex_factorials_;
@@ -188,3 +199,7 @@ void SeriesExpansionAux::PrintDebug(const char *name, FILE *stream) const {
   }
   fprintf(stream, "\n");
 }
+}
+}
+
+#endif

fastlib/trunk/contrib/dongryel/thesis_research/mlpack/series_expansion/cartesian_farfield.h

@@ -182,10 +182,10 @@ class CartesianFarField {
      *         expansion for any query point within the specified region
      *         for a given bound.
      */
-    template<typename TBound>
+    template<typename BoundType>
     int OrderForEvaluating(
-      const TBound &far_field_region,
-      const TBound &local_field_region,
+      const BoundType &far_field_region,
+      const BoundType &local_field_region,
       double min_dist_sqd_regions,
       double max_dist_sqd_regions,
       double max_error, double *actual_error) const;
@@ -199,10 +199,10 @@ class CartesianFarField {
      *  @return the minimum approximation order required for the error,
      *          -1 if approximation up to the maximum order is not possible.
      */
-    template<typename TBound>
+    template<typename BoundType>
     int OrderForConvertingToLocal(
-      const TBound &far_field_region,
-      const TBound &local_field_region,
+      const BoundType &far_field_region,
+      const BoundType &local_field_region,
       double min_dist_sqd_regions,
       double max_dist_sqd_regions,
       double required_bound,
@@ -222,7 +222,7 @@ class CartesianFarField {
      *         coefficients are added up to the passed-in local
      *         expansion coefficients.
      */
-    void TranslateToLocal(LocalExpansion<TKernelAux> &se, int truncation_order);
+    void TranslateToLocal(int truncation_order, LocalExpansion<TKernelAux> *se);
 };
 }
 }

fastlib/trunk/contrib/dongryel/thesis_research/mlpack/series_expansion/cartesian_farfield_dev.h

@@ -10,12 +10,14 @@
 #ifndef MLPACK_SERIES_EXPANSION_CARTESIAN_FARFIELD_DEV_H
 #define MLPACK_SERIES_EXPANSION_CARTESIAN_FARFIELD_DEV_H
 
+#include "mlpack/series_expansion/cartesian_expansion_global.h"
 #include "mlpack/series_expansion/cartesian_farfield.h"
 
 namespace mlpack {
 namespace series_expansion {
-template<TKernelAux>
-void CartesianFarField<TKernelAux>::Accumulate(
+
+void CartesianFarField::Accumulate(
+  const CartesianExpansionGlobal &sea,
   const core::table::DensePoint &v, double weight, int order) {
 
   int dim = v.length();
@@ -87,7 +89,7 @@ void CartesianFarField<TKernelAux>::Accumulate(
 }
 
 template<typename TKernelAux>
-void CartesianFarField<TKernelAux>::AccumulateCoeffs(
+void CartesianFarField::AccumulateCoeffs(
   const core::table::DenseMatrix& data,
   const core::table::DensePoint& weights,
   int begin, int end, int order) {
@@ -166,7 +168,7 @@ void CartesianFarField<TKernelAux>::AccumulateCoeffs(
 }
 
 template<typename TKernelAux>
-void CartesianFarField<TKernelAux>::RefineCoeffs(
+void CartesianFarField::RefineCoeffs(
   const core::table::DenseMatrix& data,
   const core::table::DensePoint& weights,
   int begin, int end, int order) {
@@ -243,13 +245,13 @@ void CartesianFarField<TKernelAux>::RefineCoeffs(
 }
 
 template<typename TKernelAux>
-double CartesianFarField<TKernelAux>::EvaluateField(
+double CartesianFarField::EvaluateField(
   const core::table::DenseMatrix& data, int row_num, int order) const {
   return EvaluateField(data.GetColumnPtr(row_num), order);
 }
 
 template<typename TKernelAux>
-double CartesianFarField<TKernelAux>::EvaluateField(
+double CartesianFarField::EvaluateField(
   const double *x_q, int order) const {
 
   // dimension
@@ -305,8 +307,8 @@ double CartesianFarField<TKernelAux>::EvaluateField(
 }
 
 template<typename TKernelAux>
-void CartesianFarField<TKernelAux>::Init(const core::table::DensePoint& center,
-    const TKernelAux &ka) {
+void CartesianFarField::Init(const core::table::DensePoint& center,
+                             const TKernelAux &ka) {
 
   // copy kernel type, center, and bandwidth squared
   kernel_ = &(ka.kernel_);
@@ -321,7 +323,7 @@ void CartesianFarField<TKernelAux>::Init(const core::table::DensePoint& center,
 }
 
 template<typename TKernelAux>
-void CartesianFarField<TKernelAux>::Init(const TKernelAux &ka) {
+void CartesianFarField::Init(const TKernelAux &ka) {
 
   // copy kernel type, center, and bandwidth squared
   kernel_ = &(ka.kernel_);
@@ -338,7 +340,7 @@ void CartesianFarField<TKernelAux>::Init(const TKernelAux &ka) {
 
 template<typename TKernelAux>
 template<typename TBound>
-int CartesianFarField<TKernelAux>::OrderForEvaluating
+int CartesianFarField::OrderForEvaluating
 (const TBound &far_field_region,
  const TBound &local_field_region, double min_dist_sqd_regions,
  double max_dist_sqd_regions, double max_error, double *actual_error) const {
@@ -352,7 +354,7 @@ int CartesianFarField<TKernelAux>::OrderForEvaluating
 
 template<typename TKernelAux>
 template<typename TBound>
-int CartesianFarField<TKernelAux>::
+int CartesianFarField::
 OrderForConvertingToLocal(const TBound &far_field_region,
                           const TBound &local_field_region,
                           double min_dist_sqd_regions,
@@ -368,7 +370,7 @@ OrderForConvertingToLocal(const TBound &far_field_region,
 }
 
 template<typename TKernelAux>
-void CartesianFarField<TKernelAux>::Print(
+void CartesianFarField::Print(
   const char *name, FILE *stream) const {
 
   int dim = sea_->get_dimension();
@@ -417,7 +419,7 @@ void CartesianFarField<TKernelAux>::Print(
 }
 
 template<typename TKernelAux>
-void CartesianFarField<TKernelAux>::TranslateFromFarField(
+void CartesianFarField::TranslateFromFarField(
   const CartesianFarField &se) {
 
   double bandwidth_factor = ka_->BandwidthFactor(se.bandwidth_sq());
@@ -509,8 +511,8 @@ void CartesianFarField<TKernelAux>::TranslateFromFarField(
 }
 
 template<typename TKernelAux>
-void CartesianFarField<TKernelAux>::TranslateToLocal(
-  CartesianLocal<TKernelAux> &se, int truncation_order) {
+void CartesianFarField::TranslateToLocal(
+  CartesianLocal &se, int truncation_order) {
 
   core::table::DensePoint pos_arrtmp, neg_arrtmp;
   core::table::DenseMatrix derivative_map;