Initial checkin of the matrix-factorized FMM

fastlib2/contrib/dongryel/matrix_factorized_fmm/build.py

@@ -0,0 +1,42 @@
+# Library build rule for the series expansion implementation
+librule(
+    name = "series_expansion",
+    sources = ["series_expansion_aux.cc"],
+    headers = ["cur_decomposition.h",
+               "farfield_expansion.h",
+               "farfield_expansion_impl.h",
+               "matrix_factorized_farfield_expansion.h",
+               "matrix_factorized_farfield_expansion_impl.h",
+               "mult_farfield_expansion.h",
+               "mult_farfield_expansion_impl.h",
+               "kernel_aux.h",
+               "local_expansion.h",
+               "local_expansion_impl.h",
+               "matrix_factorized_local_expansion.h",
+               "matrix_factorized_local_expansion_impl.h",
+               "mult_local_expansion.h",
+               "mult_local_expansion_impl.h",
+               "mult_series_expansion_aux.h",
+               "series_expansion_aux.h",
+               "mult_series_expansion_aux.h"],
+    deplibs = ["fastlib:fastlib_int"]
+    )
+
+# Test driver for series expansion library
+binrule(
+    name = "main",
+    sources = ["main.cc"],
+    headers = [],
+    deplibs = [":series_expansion"]
+    )
+
+# to build:
+# 1. make sure have environment variables set up:
+#    $ source /full/path/to/fastlib/script/fl-env /full/path/to/fastlib
+#    (you might want to put this in bashrc)
+# 2. fl-build main
+#    - this automatically will assume --mode=check, the default
+#    - type fl-build --help for help
+# 3. ./main
+#    - to build same target again, type: make
+#    - to force recompilation, type: make clean

fastlib2/contrib/dongryel/matrix_factorized_fmm/matrix_factorized_fmm.h

@@ -0,0 +1,82 @@
+/** @file matrix_factorized_fmm.h
+ *
+ *  This file implements a prototype algorithm for computing the
+ *  pairwise summation using a matrix-factorized formulation of fast
+ *  multipole methods.
+ *
+ *  @author Dongryeol Lee (dongryel)
+ *  @bug In progress
+ */
+
+#ifndef MATRIX_FACTORIZED_FMM_H
+#define MATRIX_FACTORIZED_FMM_H
+
+#include "matrix_factorized_farfield_expansion.h"
+#include "matrix_factorized_local_expansion.h"
+#include "fastlib/fastlib.h"
+
+#define INSIDE_MATRIX_FACTORIZED_FMM_IMPL_H
+
+
+
+template<typename TKernelAux>
+class MatrixFactorizedFMM {
+  
+ private:
+ 
+#include "matrix_factorized_fmm_stat.h"
+
+  ////////// Private Member Variables //////////
+
+  /** @brief The module holding the parameters.
+   */
+  struct datanode *module_;
+
+  /** @brief Series expansion auxilary object.
+   */
+  TKernelAux ka_;
+  
+  /** @brief The reference dataset.
+   */
+  Matrix reference_set_;
+
+  /** @brief The reference weights.
+   */
+  Vector reference_weights_;
+
+  /** @brief The root of the reference tree.
+   */
+  ReferenceTree *reference_tree_root_;
+
+  /** @brief The permutation mapping indices of reference_set_ to its
+   *         original order.
+   */
+  ArrayList<index_t> old_from_new_references_;
+
+  ////////// Private Member Functions //////////
+  
+  /** @brief The exhaustive base case for evaluating the reference
+   *         contributions to the given set of query points.
+   */
+  void BaseCase_(const Matrix &query_set, 
+		 const ArrayList<index_t> &query_index_permutation,
+		 const QueryTree *query_node, 
+		 const ReferenceTree *reference_node, 
+		 Vector &query_kernel_sums) const;
+
+ public:
+  
+  /** @brief Initializes the fast multipole method with the given
+   *         reference set.
+   *
+   *  @param references The reference set.
+   *  @param module_in The module holding the parameters.
+   */
+  void Init(const Matrix &references, struct datanode *module_in);
+
+};
+
+#include "matrix_factorized_fmm_impl.h"
+#undef INSIDE_MATRIX_FACTORIZED_FMM_IMPL_H
+
+#endif

fastlib2/contrib/dongryel/matrix_factorized_fmm/matrix_factorized_fmm_impl.h

@@ -0,0 +1,37 @@
+#ifndef INSIDE_MATRIX_FACTORIZED_FMM_IMPL_H
+#error "This is not a public header file!"
+#endif
+
+template<typename TKernelAux>
+void MatrixFactorizedFMM<TKernelAux>::BaseCase_
+(const Matrix &query_set, const ArrayList<index_t> &query_index_permutation,
+ const QueryTree *query_node, const ReferenceTree *reference_node,
+ Vector &query_kernel_sums) const {
+
+  
+  // Loop over each query point in the query node.
+  for(index_t q = query_node->begin(); q < query_node->end(); q++) {
+    
+    // Get the pointer to the current query point.
+    const double *query_point = query_set.GetColumnPtr(q);
+    
+    // Loop over each reference point in the reference node.
+    for(index_t r = reference_node->begin(); r < reference_node->end(); 
+	r++) {
+      
+      // Get the pointer to the current reference point.
+      const double *reference_point = reference_set_.GetColumnPtr(r);
+      
+      // Compute the pairwise distance and kernel value.
+      double squared_distance = la::DistanceSqEuclidean(query_set.n_rows(), 
+							query_point,
+							reference_point);
+      double weighted_kernel_value = reference_weights_[r] *
+	ka_.kernel_.EvalUnnormOnSq(squared_distance);
+      
+      query_kernel_sums[query_index_permutation[q]] += weighted_kernel_value;
+      
+    } // end of iterating over each reference point.
+    
+  } // end of looping over each query point.
+}

fastlib2/contrib/dongryel/matrix_factorized_fmm/matrix_factorized_fmm_stat.h

@@ -0,0 +1,71 @@
+#ifndef INSIDE_MATRIX_FACTORIZED_FMM_IMPL_H
+#error "This is not a public header file!"
+#endif
+
+class MatrixFactorizedFMMReferenceNodeStat {
+ public:
+  
+  /** @brief The default constructor.
+   */
+  MatrixFactorizedFMMReferenceNodeStat() {
+  }
+  
+  /** @brief The default destructor.
+   */
+  ~MatrixFactorizedFMMReferenceNodeStat() {}
+
+  /** @brief Far field expansion created by the reference points in
+   *         this node.
+   */
+  typename TKernelAux::TFarFieldExpansion farfield_expansion_;
+  
+  void Init(const TKernelAux &ka) {
+    farfield_expansion_.Init(ka);
+  }
+  
+  void Init(const Matrix& dataset, index_t &start, index_t &count) {
+  }
+  
+  void Init(const Matrix& dataset, index_t &start, index_t &count,
+	    const MatrixFactorizedFMMReferenceNodeStat& left_stat,
+	    const MatrixFactorizedFMMReferenceNodeStat& right_stat) {
+  }
+      
+};
+
+class MatrixFactorizedFMMQueryNodeStat {
+ public:
+  
+  /** @brief The default constructor.
+   */
+  MatrixFactorizedFMMQueryNodeStat() {
+  }
+  
+  /** @brief The default destructor.
+   */
+  ~MatrixFactorizedFMMQueryNodeStat() {}
+
+  /** @brief The local expansion for the query points in this node.
+   */
+  typename TKernelAux::TFarFieldExpansion local_expansion_;
+  
+  void Init(const TKernelAux &ka) {
+    local_expansion_.Init(ka);
+  }
+  
+  void Init(const Matrix& dataset, index_t &start, index_t &count) {
+  }
+  
+  void Init(const Matrix& dataset, index_t &start, index_t &count,
+	    const MatrixFactorizedFMMQueryNodeStat& left_stat,
+	    const MatrixFactorizedFMMQueryNodeStat& right_stat) {
+  }  
+};
+
+/** @brief The type of our query tree.
+ */
+typedef BinarySpaceTree<DHrectBound<2>, Matrix, MatrixFactorizedFMMQueryNodeStat > QueryTree;
+
+/** @brief The type of our reference tree.
+ */
+typedef BinarySpaceTree<DHrectBound<2>, Matrix, MatrixFactorizedFMMReferenceNodeStat > ReferenceTree;

fastlib2/contrib/dongryel/proximity_project/subspace_stat.h

@@ -7,7 +7,7 @@ class SubspaceStat {
   
  private:
 
-  static const double epsilon_ = 0.01;
+  static const double epsilon_ = 0.1;
 
   static void ComputeResidualBasis_(const Matrix &first_basis,
 				    const Matrix &second_basis,