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<a href="eigenvalue__ratio__constraint_8hpp.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a name="l00001"></a><span class="lineno"> 1</span> </div><div class="line"><a name="l00012"></a><span class="lineno"> 12</span> <span class="preprocessor">#ifndef MLPACK_METHODS_GMM_EIGENVALUE_RATIO_CONSTRAINT_HPP</span></div><div class="line"><a name="l00013"></a><span class="lineno"> 13</span> <span class="preprocessor">#define MLPACK_METHODS_GMM_EIGENVALUE_RATIO_CONSTRAINT_HPP</span></div><div class="line"><a name="l00014"></a><span class="lineno"> 14</span> </div><div class="line"><a name="l00015"></a><span class="lineno"> 15</span> <span class="preprocessor">#include <<a class="code" href="prereqs_8hpp.html">mlpack/prereqs.hpp</a>></span></div><div class="line"><a name="l00016"></a><span class="lineno"> 16</span> </div><div class="line"><a name="l00017"></a><span class="lineno"> 17</span> <span class="keyword">namespace </span><a class="code" href="namespacemlpack.html">mlpack</a> {</div><div class="line"><a name="l00018"></a><span class="lineno"> 18</span> <span class="keyword">namespace </span>gmm {</div><div class="line"><a name="l00019"></a><span class="lineno"> 19</span> </div><div class="line"><a name="l00027"></a><span class="lineno"><a class="line" href="classmlpack_1_1gmm_1_1EigenvalueRatioConstraint.html"> 27</a></span> <span class="keyword">class </span><a class="code" href="classmlpack_1_1gmm_1_1EigenvalueRatioConstraint.html">EigenvalueRatioConstraint</a></div><div class="line"><a name="l00028"></a><span class="lineno"> 28</span> {</div><div class="line"><a name="l00029"></a><span class="lineno"> 29</span>  <span class="keyword">public</span>:</div><div class="line"><a name="l00036"></a><span class="lineno"><a class="line" href="classmlpack_1_1gmm_1_1EigenvalueRatioConstraint.html#a945a78deed68fd4488455816ab163643"> 36</a></span>  <a class="code" href="classmlpack_1_1gmm_1_1EigenvalueRatioConstraint.html#a945a78deed68fd4488455816ab163643">EigenvalueRatioConstraint</a>(<span class="keyword">const</span> arma::vec& <a class="code" href="classmlpack_1_1gmm_1_1EigenvalueRatioConstraint.html#a3aa2de5d1b7a96c719aebc3f98b7e533">ratios</a>) :</div><div class="line"><a name="l00037"></a><span class="lineno"> 37</span>  <span class="comment">// Make an alias of the ratios vector. It will never be modified here.</span></div><div class="line"><a name="l00038"></a><span class="lineno"> 38</span>  ratios(const_cast<double*>(ratios.memptr()), ratios.n_elem, false)</div><div class="line"><a name="l00039"></a><span class="lineno"> 39</span>  {</div><div class="line"><a name="l00040"></a><span class="lineno"> 40</span>  <span class="comment">// Check validity of ratios.</span></div><div class="line"><a name="l00041"></a><span class="lineno"> 41</span>  <span class="keywordflow">if</span> (std::abs(ratios[0] - 1.0) > 1e-20)</div><div class="line"><a name="l00042"></a><span class="lineno"> 42</span>  <a class="code" href="classmlpack_1_1Log.html#a396b80849caab1ec8a856f9d06c31a1d">Log::Fatal</a> << <span class="stringliteral">"EigenvalueRatioConstraint::EigenvalueRatioConstraint(): "</span></div><div class="line"><a name="l00043"></a><span class="lineno"> 43</span>  << <span class="stringliteral">"first element of ratio vector is not 1.0!"</span> << std::endl;</div><div class="line"><a name="l00044"></a><span class="lineno"> 44</span> </div><div class="line"><a name="l00045"></a><span class="lineno"> 45</span>  <span class="keywordflow">for</span> (<span class="keywordtype">size_t</span> i = 1; i < ratios.n_elem; ++i)</div><div class="line"><a name="l00046"></a><span class="lineno"> 46</span>  {</div><div class="line"><a name="l00047"></a><span class="lineno"> 47</span>  <span class="keywordflow">if</span> (ratios[i] > 1.0)</div><div class="line"><a name="l00048"></a><span class="lineno"> 48</span>  <a class="code" href="classmlpack_1_1Log.html#a396b80849caab1ec8a856f9d06c31a1d">Log::Fatal</a> << <span class="stringliteral">"EigenvalueRatioConstraint::EigenvalueRatioConstraint(): "</span></div><div class="line"><a name="l00049"></a><span class="lineno"> 49</span>  << <span class="stringliteral">"element "</span> << i << <span class="stringliteral">" of ratio vector is greater than 1.0!"</span></div><div class="line"><a name="l00050"></a><span class="lineno"> 50</span>  << std::endl;</div><div class="line"><a name="l00051"></a><span class="lineno"> 51</span>  <span class="keywordflow">if</span> (ratios[i] < 0.0)</div><div class="line"><a name="l00052"></a><span class="lineno"> 52</span>  <a class="code" href="classmlpack_1_1Log.html#abbf3c5ac36654c0a8f17be3549388b38">Log::Warn</a> << <span class="stringliteral">"EigenvalueRatioConstraint::EigenvalueRatioConstraint(): "</span></div><div class="line"><a name="l00053"></a><span class="lineno"> 53</span>  << <span class="stringliteral">"element "</span> << i << <span class="stringliteral">" of ratio vectors is negative and will "</span></div><div class="line"><a name="l00054"></a><span class="lineno"> 54</span>  << <span class="stringliteral">"probably cause the covariance to be non-invertible..."</span></div><div class="line"><a name="l00055"></a><span class="lineno"> 55</span>  << std::endl;</div><div class="line"><a name="l00056"></a><span class="lineno"> 56</span>  }</div><div class="line"><a name="l00057"></a><span class="lineno"> 57</span>  }</div><div class="line"><a name="l00058"></a><span class="lineno"> 58</span> </div><div class="line"><a name="l00062"></a><span class="lineno"><a class="line" href="classmlpack_1_1gmm_1_1EigenvalueRatioConstraint.html#a6f58aef5f979a05ad6ac029e92ceb418"> 62</a></span>  <span class="keywordtype">void</span> <a class="code" href="classmlpack_1_1gmm_1_1EigenvalueRatioConstraint.html#a6f58aef5f979a05ad6ac029e92ceb418">ApplyConstraint</a>(arma::mat& covariance)<span class="keyword"> const</span></div><div class="line"><a name="l00063"></a><span class="lineno"> 63</span> <span class="keyword"> </span>{</div><div class="line"><a name="l00064"></a><span class="lineno"> 64</span>  <span class="comment">// Eigendecompose the matrix.</span></div><div class="line"><a name="l00065"></a><span class="lineno"> 65</span>  arma::vec eigenvalues;</div><div class="line"><a name="l00066"></a><span class="lineno"> 66</span>  arma::mat eigenvectors;</div><div class="line"><a name="l00067"></a><span class="lineno"> 67</span>  arma::eig_sym(eigenvalues, eigenvectors, covariance);</div><div class="line"><a name="l00068"></a><span class="lineno"> 68</span> </div><div class="line"><a name="l00069"></a><span class="lineno"> 69</span>  <span class="comment">// Change the eigenvalues to what we are forcing them to be. There</span></div><div class="line"><a name="l00070"></a><span class="lineno"> 70</span>  <span class="comment">// shouldn't be any negative eigenvalues anyway, so it doesn't matter if we</span></div><div class="line"><a name="l00071"></a><span class="lineno"> 71</span>  <span class="comment">// are suddenly forcing them to be positive. If the first eigenvalue is</span></div><div class="line"><a name="l00072"></a><span class="lineno"> 72</span>  <span class="comment">// negative, well, there are going to be some problems later...</span></div><div class="line"><a name="l00073"></a><span class="lineno"> 73</span>  eigenvalues = (eigenvalues[0] * <a class="code" href="classmlpack_1_1gmm_1_1EigenvalueRatioConstraint.html#a3aa2de5d1b7a96c719aebc3f98b7e533">ratios</a>);</div><div class="line"><a name="l00074"></a><span class="lineno"> 74</span> </div><div class="line"><a name="l00075"></a><span class="lineno"> 75</span>  <span class="comment">// Reassemble the matrix.</span></div><div class="line"><a name="l00076"></a><span class="lineno"> 76</span>  covariance = eigenvectors * arma::diagmat(eigenvalues) * eigenvectors.t();</div><div class="line"><a name="l00077"></a><span class="lineno"> 77</span>  }</div><div class="line"><a name="l00078"></a><span class="lineno"> 78</span> </div><div class="line"><a name="l00080"></a><span class="lineno"> 80</span>  <span class="keyword">template</span><<span class="keyword">typename</span> Archive></div><div class="line"><a name="l00081"></a><span class="lineno"><a class="line" href="classmlpack_1_1gmm_1_1EigenvalueRatioConstraint.html#a9bfb4e35331f8f0db887b87c1b9b9ae3"> 81</a></span>  <span class="keywordtype">void</span> <a class="code" href="classmlpack_1_1gmm_1_1EigenvalueRatioConstraint.html#a9bfb4e35331f8f0db887b87c1b9b9ae3">Serialize</a>(Archive& ar, <span class="keyword">const</span> <span class="keywordtype">unsigned</span> <span class="keywordtype">int</span> <span class="comment">/* version */</span>)</div><div class="line"><a name="l00082"></a><span class="lineno"> 82</span>  {</div><div class="line"><a name="l00083"></a><span class="lineno"> 83</span>  <span class="comment">// Strip the const for the sake of loading/saving. This is the only time it</span></div><div class="line"><a name="l00084"></a><span class="lineno"> 84</span>  <span class="comment">// is modified (other than the constructor).</span></div><div class="line"><a name="l00085"></a><span class="lineno"> 85</span>  ar & <a class="code" href="namespacemlpack_1_1data.html#a785ee98e0070286ef86eeeea85a74018">data::CreateNVP</a>(const_cast<arma::vec&>(<a class="code" href="classmlpack_1_1gmm_1_1EigenvalueRatioConstraint.html#a3aa2de5d1b7a96c719aebc3f98b7e533">ratios</a>), <span class="stringliteral">"ratios"</span>);</div><div class="line"><a name="l00086"></a><span class="lineno"> 86</span>  }</div><div class="line"><a name="l00087"></a><span class="lineno"> 87</span> </div><div class="line"><a name="l00088"></a><span class="lineno"> 88</span>  <span class="keyword">private</span>:</div><div class="line"><a name="l00090"></a><span class="lineno"><a class="line" href="classmlpack_1_1gmm_1_1EigenvalueRatioConstraint.html#a3aa2de5d1b7a96c719aebc3f98b7e533"> 90</a></span>  <span class="keyword">const</span> arma::vec <a class="code" href="classmlpack_1_1gmm_1_1EigenvalueRatioConstraint.html#a3aa2de5d1b7a96c719aebc3f98b7e533">ratios</a>;</div><div class="line"><a name="l00091"></a><span class="lineno"> 91</span> };</div><div class="line"><a name="l00092"></a><span class="lineno"> 92</span> </div><div class="line"><a name="l00093"></a><span class="lineno"> 93</span> } <span class="comment">// namespace gmm</span></div><div class="line"><a name="l00094"></a><span class="lineno"> 94</span> } <span class="comment">// namespace mlpack</span></div><div class="line"><a name="l00095"></a><span class="lineno"> 95</span> </div><div class="line"><a name="l00096"></a><span class="lineno"> 96</span> <span class="preprocessor">#endif</span></div><div class="ttc" id="classmlpack_1_1gmm_1_1EigenvalueRatioConstraint_html_a6f58aef5f979a05ad6ac029e92ceb418"><div class="ttname"><a href="classmlpack_1_1gmm_1_1EigenvalueRatioConstraint.html#a6f58aef5f979a05ad6ac029e92ceb418">mlpack::gmm::EigenvalueRatioConstraint::ApplyConstraint</a></div><div class="ttdeci">void ApplyConstraint(arma::mat &covariance) const </div><div class="ttdoc">Apply the eigenvalue ratio constraint to the given covariance matrix. </div><div class="ttdef"><b>Definition:</b> <a href="eigenvalue__ratio__constraint_8hpp_source.html#l00062">eigenvalue_ratio_constraint.hpp:62</a></div></div>
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<div class="ttc" id="namespacemlpack_html"><div class="ttname"><a href="namespacemlpack.html">mlpack</a></div><div class="ttdoc">Linear algebra utility functions, generally performed on matrices or vectors. </div><div class="ttdef"><b>Definition:</b> <a href="binarize_8hpp_source.html#l00018">binarize.hpp:18</a></div></div>
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<div class="ttc" id="classmlpack_1_1gmm_1_1EigenvalueRatioConstraint_html_a3aa2de5d1b7a96c719aebc3f98b7e533"><div class="ttname"><a href="classmlpack_1_1gmm_1_1EigenvalueRatioConstraint.html#a3aa2de5d1b7a96c719aebc3f98b7e533">mlpack::gmm::EigenvalueRatioConstraint::ratios</a></div><div class="ttdeci">const arma::vec ratios</div><div class="ttdoc">Ratios for eigenvalues. </div><div class="ttdef"><b>Definition:</b> <a href="eigenvalue__ratio__constraint_8hpp_source.html#l00090">eigenvalue_ratio_constraint.hpp:90</a></div></div>
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<div class="ttc" id="prereqs_8hpp_html"><div class="ttname"><a href="prereqs_8hpp.html">prereqs.hpp</a></div><div class="ttdoc">The core includes that mlpack expects; standard C++ includes and Armadillo. </div></div>
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<div class="ttc" id="namespacemlpack_1_1data_html_a785ee98e0070286ef86eeeea85a74018"><div class="ttname"><a href="namespacemlpack_1_1data.html#a785ee98e0070286ef86eeeea85a74018">mlpack::data::CreateNVP</a></div><div class="ttdeci">FirstShim< T > CreateNVP(T &t, const std::string &name, typename std::enable_if_t< HasSerialize< T >::value > *=0)</div><div class="ttdoc">Call this function to produce a name-value pair; this is similar to BOOST_SERIALIZATION_NVP(), but should be used for types that have a Serialize() function (or contain a type that has a Serialize() function) instead of a serialize() function. </div><div class="ttdef"><b>Definition:</b> <a href="serialization__shim_8hpp_source.html#l00094">serialization_shim.hpp:94</a></div></div>
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<div class="ttc" id="classmlpack_1_1Log_html_abbf3c5ac36654c0a8f17be3549388b38"><div class="ttname"><a href="classmlpack_1_1Log.html#abbf3c5ac36654c0a8f17be3549388b38">mlpack::Log::Warn</a></div><div class="ttdeci">static MLPACK_EXPORT util::PrefixedOutStream Warn</div><div class="ttdoc">Prints warning messages prefixed with [WARN ]. </div><div class="ttdef"><b>Definition:</b> <a href="log_8hpp_source.html#l00087">log.hpp:87</a></div></div>
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<div class="ttc" id="classmlpack_1_1Log_html_a396b80849caab1ec8a856f9d06c31a1d"><div class="ttname"><a href="classmlpack_1_1Log.html#a396b80849caab1ec8a856f9d06c31a1d">mlpack::Log::Fatal</a></div><div class="ttdeci">static MLPACK_EXPORT util::PrefixedOutStream Fatal</div><div class="ttdoc">Prints fatal messages prefixed with [FATAL], then terminates the program. </div><div class="ttdef"><b>Definition:</b> <a href="log_8hpp_source.html#l00090">log.hpp:90</a></div></div>
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<div class="ttc" id="classmlpack_1_1gmm_1_1EigenvalueRatioConstraint_html_a945a78deed68fd4488455816ab163643"><div class="ttname"><a href="classmlpack_1_1gmm_1_1EigenvalueRatioConstraint.html#a945a78deed68fd4488455816ab163643">mlpack::gmm::EigenvalueRatioConstraint::EigenvalueRatioConstraint</a></div><div class="ttdeci">EigenvalueRatioConstraint(const arma::vec &ratios)</div><div class="ttdoc">Create the EigenvalueRatioConstraint object with the given vector of eigenvalue ratios. </div><div class="ttdef"><b>Definition:</b> <a href="eigenvalue__ratio__constraint_8hpp_source.html#l00036">eigenvalue_ratio_constraint.hpp:36</a></div></div>
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<div class="ttc" id="classmlpack_1_1gmm_1_1EigenvalueRatioConstraint_html_a9bfb4e35331f8f0db887b87c1b9b9ae3"><div class="ttname"><a href="classmlpack_1_1gmm_1_1EigenvalueRatioConstraint.html#a9bfb4e35331f8f0db887b87c1b9b9ae3">mlpack::gmm::EigenvalueRatioConstraint::Serialize</a></div><div class="ttdeci">void Serialize(Archive &ar, const unsigned int)</div><div class="ttdoc">Serialize the constraint. </div><div class="ttdef"><b>Definition:</b> <a href="eigenvalue__ratio__constraint_8hpp_source.html#l00081">eigenvalue_ratio_constraint.hpp:81</a></div></div>
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<div class="ttc" id="classmlpack_1_1gmm_1_1EigenvalueRatioConstraint_html"><div class="ttname"><a href="classmlpack_1_1gmm_1_1EigenvalueRatioConstraint.html">mlpack::gmm::EigenvalueRatioConstraint</a></div><div class="ttdoc">Given a vector of eigenvalue ratios, ensure that the covariance matrix always has those eigenvalue ra...</div><div class="ttdef"><b>Definition:</b> <a href="eigenvalue__ratio__constraint_8hpp_source.html#l00027">eigenvalue_ratio_constraint.hpp:27</a></div></div>
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