func (lr *LinearRegressionRisk) CalcRisk(model []float64, rowMask []float64, rp *RegressionProblem, a CalcAdvisor) ValueAndDerivative {
n := rp.N
p := rp.P
ea := make([]float64, n)
blas.Dcopy(n, rp.Response.Elements, 1, ea, 1)
{
alpha := 1.0
a := rp.Data
x := model
beta := -1.0
y := ea
blas.Dgemv("N", a.Rows, a.Cols, alpha, a.Elements, a.ColumnStride, x, 1, beta, y, 1)
}
tmp := make([]float64, n)
blas.Dsbmv("L", n, 0, 1.0, rowMask, 1, ea, 1, 0, tmp, 1)
ea = tmp
var risk float64
if !a.DontNeedValue {
risk = math.Pow(blas.Dnrm2(len(ea), ea, 1), 2)
}
var g []float64
if !a.DontNeedDerivative {
g = make([]float64, p)
alpha := 1.0
a := rp.Data
x := ea
beta := 0.0
y := g
blas.Dgemv("T", a.Rows, a.Cols, alpha, a.Elements, a.ColumnStride, x, 1, beta, y, 1)
}
count := math.Pow(blas.Dnrm2(len(rowMask), rowMask, 1), 2)
return ValueAndDerivative{
Value: risk / count,
Derivative: g,
}
}
func TestDGemv1(t *testing.T) {
a := NewMatrix(2, 2)
a.Elements = []float64{1, 3, 2, 4}
x := []float64{4, 5}
y := []float64{10, 11}
alpha := 1.0
beta := 3.0
z0 := []float64{0, 0}
for i := 0; i < 2; i++ {
z0[i] += beta * y[i]
for j := 0; j < 2; j++ {
z0[i] += alpha * a.Get(i, j) * x[j]
}
}
blas.Dgemv("N", 2, 2, alpha, a.Elements, 2, x, 1, beta, y, 1)
for i := 0; i < len(z0); i++ {
if z0[i] != y[i] {
t.Errorf("%d. %f vs %f\n", i, z0[i], y[i])
}
}
}
func TestDGemv2(t *testing.T) {
ri := func() int {
return 10 + rand.Intn(5)
}
for i := 0; i < 100; i++ {
m, n := ri(), ri()
r := func() float64 {
return rand.NormFloat64()
}
a := NewMatrix(m, n)
x := NewMatrix(1, n)
y := NewMatrix(1, m)
z := NewMatrix(1, m)
for i := 0; i < m; i++ {
y.Set(0, i, r())
}
for j := 0; j < n; j++ {
x.Set(0, j, r())
for i := 0; i < m; i++ {
a.Set(i, j, r())
}
}
alpha := r()
beta := r()
for i := 0; i < m; i++ {
z.Set(0, i, beta*y.Get(0, i))
for j := 0; j < n; j++ {
z.Set(0, i, z.Get(0, i)+alpha*a.Get(i, j)*x.Get(0, j))
}
}
blas.Dgemv("N", a.Rows, a.Cols, alpha, a.Elements, a.ColumnStride, x.Elements, x.ColumnStride, beta, y.Elements, y.ColumnStride)
for i := 0; i < len(z.Elements); i++ {
if a, b := z.Elements[i], y.Elements[i]; math.Abs(a-b) > eps {
t.Errorf("%d. %f vs %f\n", i, a, b)
}
}
}
}