+++ /dev/null
-/* PSPP - a program for statistical analysis.
- Copyright (C) 2008 Free Software Foundation, Inc.
-
- This program is free software: you can redistribute it and/or modify
- it under the terms of the GNU General Public License as published by
- the Free Software Foundation, either version 3 of the License, or
- (at your option) any later version.
-
- This program is distributed in the hope that it will be useful,
- but WITHOUT ANY WARRANTY; without even the implied warranty of
- MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
- GNU General Public License for more details.
-
- You should have received a copy of the GNU General Public License
- along with this program. If not, see <http://www.gnu.org/licenses/>. */
-
-/*
- Create and update the values in the covariance matrix.
-*/
-#include <assert.h>
-#include <config.h>
-#include <data/case.h>
-#include <data/category.h>
-#include <data/variable.h>
-#include <data/value.h>
-#include <libpspp/hash.h>
-#include <libpspp/hash-functions.h>
-#include <math/covariance-matrix.h>
-#include <math/moments.h>
-#include <string.h>
-#include <xalloc.h>
-
-/*
- Structure used to accumulate the covariance matrix in a single data
- pass. Before passing the data, we do not know how many categories
- there are in each categorical variable. Therefore we do not know the
- size of the covariance matrix. To get around this problem, we
- accumulate the elements of the covariance matrix in pointers to
- COVARIANC_ACCUMULATOR. These values are then used to populate
- the covariance matrix.
- */
-struct covariance_accumulator
-{
- const struct variable *v1;
- const struct variable *v2;
- const union value *val1;
- const union value *val2;
- double dot_product;
- double sum1;
- double sum2;
- double ssize;
-};
-
-
-
-struct covariance_matrix
-{
- struct design_matrix *cov;
- struct hsh_table *ca;
- struct moments1 **m1;
- struct moments **m;
- const struct variable **v_variables;
- size_t n_variables;
- int n_pass;
- int missing_handling;
- enum mv_class missing_value;
- void (*accumulate) (struct covariance_matrix *, const struct ccase *);
- void (*update_moments) (struct covariance_matrix *, size_t, double);
-};
-
-static struct hsh_table *covariance_hsh_create (size_t);
-static hsh_hash_func covariance_accumulator_hash;
-static unsigned int hash_numeric_alpha (const struct variable *,
- const struct variable *,
- const union value *, size_t);
-static hsh_compare_func covariance_accumulator_compare;
-static hsh_free_func covariance_accumulator_free;
-static void update_moments1 (struct covariance_matrix *, size_t, double);
-static void update_moments2 (struct covariance_matrix *, size_t, double);
-static struct covariance_accumulator *get_new_covariance_accumulator (const
- struct
- variable
- *,
- const
- struct
- variable
- *,
- const
- union
- value *,
- const
- union
- value
- *);
-static void covariance_accumulate_listwise (struct covariance_matrix *,
- const struct ccase *);
-static void covariance_accumulate_pairwise (struct covariance_matrix *,
- const struct ccase *);
-
-struct covariance_matrix *
-covariance_matrix_init (size_t n_variables,
- const struct variable *v_variables[], int n_pass,
- int missing_handling, enum mv_class missing_value)
-{
- size_t i;
- struct covariance_matrix *result = NULL;
-
- result = xmalloc (sizeof (*result));
- result->cov = NULL;
- result->ca = covariance_hsh_create (n_variables);
- result->m = NULL;
- result->m1 = NULL;
- result->missing_handling = missing_handling;
- result->missing_value = missing_value;
- result->accumulate = (result->missing_handling == LISTWISE) ?
- covariance_accumulate_listwise : covariance_accumulate_pairwise;
- if (n_pass == ONE_PASS)
- {
- result->update_moments = update_moments1;
- result->m1 = xnmalloc (n_variables, sizeof (*result->m1));
- for (i = 0; i < n_variables; i++)
- {
- result->m1[i] = moments1_create (MOMENT_MEAN);
- }
- }
- else
- {
- result->update_moments = update_moments2;
- result->m = xnmalloc (n_variables, sizeof (*result->m));
- for (i = 0; i < n_variables; i++)
- {
- result->m[i] = moments_create (MOMENT_MEAN);
- }
- }
- result->v_variables = v_variables;
- result->n_variables = n_variables;
- result->n_pass = n_pass;
-
- return result;
-}
-
-/*
- The covariances are stored in a DESIGN_MATRIX structure.
- */
-struct design_matrix *
-covariance_matrix_create (size_t n_variables,
- const struct variable *v_variables[])
-{
- return design_matrix_create (n_variables, v_variables,
- (size_t) n_variables);
-}
-
-static void
-update_moments1 (struct covariance_matrix *cov, size_t i, double x)
-{
- assert (cov->m1 != NULL);
- moments1_add (cov->m1[i], x, 1.0);
-}
-
-static void
-update_moments2 (struct covariance_matrix *cov, size_t i, double x)
-{
- assert (cov->m != NULL);
- moments_pass_one (cov->m[i], x, 1.0);
-}
-
-void
-covariance_matrix_destroy (struct covariance_matrix *cov)
-{
- size_t i;
-
- assert (cov != NULL);
- design_matrix_destroy (cov->cov);
- hsh_destroy (cov->ca);
- if (cov->n_pass == ONE_PASS)
- {
- for (i = 0; i < cov->n_variables; i++)
- {
- moments1_destroy (cov->m1[i]);
- }
- free (cov->m1);
- }
- else
- {
- for (i = 0; i < cov->n_variables; i++)
- {
- moments_destroy (cov->m[i]);
- }
- free (cov->m);
- }
-}
-
-/*
- Update the covariance matrix with the new entries, assuming that ROW
- corresponds to a categorical variable and V2 is numeric.
- */
-static void
-covariance_update_categorical_numeric (struct design_matrix *cov, double mean,
- size_t row,
- const struct variable *v2, double x,
- const union value *val2)
-{
- size_t col;
- double tmp;
-
- assert (var_is_numeric (v2));
-
- col = design_matrix_var_to_column (cov, v2);
- assert (val2 != NULL);
- tmp = gsl_matrix_get (cov->m, row, col);
- gsl_matrix_set (cov->m, row, col, (val2->f - mean) * x + tmp);
- gsl_matrix_set (cov->m, col, row, (val2->f - mean) * x + tmp);
-}
-static void
-column_iterate (struct design_matrix *cov, const struct variable *v,
- double ssize, double x, const union value *val1, size_t row)
-{
- size_t col;
- size_t i;
- double y;
- double tmp;
- const union value *tmp_val;
-
- col = design_matrix_var_to_column (cov, v);
- for (i = 0; i < cat_get_n_categories (v) - 1; i++)
- {
- col += i;
- y = -1.0 * cat_get_category_count (i, v) / ssize;
- tmp_val = cat_subscript_to_value (i, v);
- if (compare_values_short (tmp_val, val1, v))
- {
- y += -1.0;
- }
- tmp = gsl_matrix_get (cov->m, row, col);
- gsl_matrix_set (cov->m, row, col, x * y + tmp);
- gsl_matrix_set (cov->m, col, row, x * y + tmp);
- }
-}
-
-/*
- Call this function in the second data pass. The central moments are
- MEAN1 and MEAN2. Any categorical variables should already have their
- values summarized in in its OBS_VALS element.
- */
-void
-covariance_pass_two (struct design_matrix *cov, double mean1, double mean2,
- double ssize, const struct variable *v1,
- const struct variable *v2, const union value *val1,
- const union value *val2)
-{
- size_t row;
- size_t col;
- size_t i;
- double x;
- const union value *tmp_val;
-
- if (var_is_alpha (v1))
- {
- row = design_matrix_var_to_column (cov, v1);
- for (i = 0; i < cat_get_n_categories (v1) - 1; i++)
- {
- row += i;
- x = -1.0 * cat_get_category_count (i, v1) / ssize;
- tmp_val = cat_subscript_to_value (i, v1);
- if (compare_values_short (tmp_val, val1, v1))
- {
- x += 1.0;
- }
- if (var_is_numeric (v2))
- {
- covariance_update_categorical_numeric (cov, mean2, row,
- v2, x, val2);
- }
- else
- {
- column_iterate (cov, v1, ssize, x, val1, row);
- column_iterate (cov, v2, ssize, x, val2, row);
- }
- }
- }
- else if (var_is_alpha (v2))
- {
- /*
- Reverse the orders of V1, V2, etc. and put ourselves back
- in the previous IF scope.
- */
- covariance_pass_two (cov, mean2, mean1, ssize, v2, v1, val2, val1);
- }
- else
- {
- /*
- Both variables are numeric.
- */
- row = design_matrix_var_to_column (cov, v1);
- col = design_matrix_var_to_column (cov, v2);
- x = (val1->f - mean1) * (val2->f - mean2);
- x += gsl_matrix_get (cov->m, col, row);
- gsl_matrix_set (cov->m, row, col, x);
- gsl_matrix_set (cov->m, col, row, x);
- }
-}
-
-static unsigned int
-covariance_accumulator_hash (const void *h, const void *aux)
-{
- struct covariance_accumulator *ca = (struct covariance_accumulator *) h;
- size_t *n_vars = (size_t *) aux;
- size_t idx_max;
- size_t idx_min;
- const struct variable *v_min;
- const struct variable *v_max;
- const union value *val_min;
- const union value *val_max;
-
- /*
- Order everything by the variables' indices. This ensures we get the
- same key regardless of the order in which the variables are stored
- and passed around.
- */
- v_min =
- (var_get_dict_index (ca->v1) <
- var_get_dict_index (ca->v2)) ? ca->v1 : ca->v2;
- v_max = (ca->v1 == v_min) ? ca->v2 : ca->v1;
-
- val_min = (v_min == ca->v1) ? ca->val1 : ca->val2;
- val_max = (ca->val1 == val_min) ? ca->val2 : ca->val1;
-
- idx_min = var_get_dict_index (v_min);
- idx_max = var_get_dict_index (v_max);
-
- if (var_is_numeric (v_max) && var_is_numeric (v_min))
- {
- return (*n_vars * idx_max + idx_min);
- }
- if (var_is_numeric (v_max) && var_is_alpha (v_min))
- {
- return hash_numeric_alpha (v_max, v_min, val_min, *n_vars);
- }
- if (var_is_alpha (v_max) && var_is_numeric (v_min))
- {
- return (hash_numeric_alpha (v_min, v_max, val_max, *n_vars));
- }
- if (var_is_alpha (v_max) && var_is_alpha (v_min))
- {
- unsigned int tmp;
- char *x =
- xnmalloc (1 + var_get_width (v_max) + var_get_width (v_min),
- sizeof (*x));
- strncpy (x, val_max->s, var_get_width (v_max));
- strncat (x, val_min->s, var_get_width (v_min));
- tmp = *n_vars * (*n_vars + 1 + idx_max) + idx_min + hsh_hash_string (x);
- free (x);
- return tmp;
- }
- return -1u;
-}
-
-/*
- Make a hash table consisting of struct covariance_accumulators.
- This allows the accumulation of the elements of a covariance matrix
- in a single data pass. Call covariance_accumulate () for each case
- in the data.
- */
-static struct hsh_table *
-covariance_hsh_create (size_t n_vars)
-{
- return hsh_create (n_vars * n_vars, covariance_accumulator_compare,
- covariance_accumulator_hash, covariance_accumulator_free,
- &n_vars);
-}
-
-static void
-covariance_accumulator_free (void *c_, const void *aux UNUSED)
-{
- struct covariance_accumulator *c = c_;
- assert (c != NULL);
- free (c);
-}
-
-/*
- Hash comparison. Returns 0 for a match, or a non-zero int
- otherwise. The sign of a non-zero return value *should* indicate the
- position of C relative to the covariance_accumulator described by
- the other arguments. But for now, it just returns 1 for any
- non-match. This should be changed when someone figures out how to
- compute a sensible sign for the return value.
- */
-static int
-match_nodes (const struct covariance_accumulator *c,
- const struct variable *v1, const struct variable *v2,
- const union value *val1, const union value *val2)
-{
- if (var_get_dict_index (v1) == var_get_dict_index (c->v1))
- if (var_get_dict_index (v2) == var_get_dict_index (c->v2))
- {
- if (var_is_numeric (v1) && var_is_numeric (v2))
- {
- return 0;
- }
- if (var_is_numeric (v1) && var_is_alpha (v2))
- {
- if (compare_values_short (val2, c->val2, v2))
- {
- return 0;
- }
- }
- if (var_is_alpha (v1) && var_is_numeric (v2))
- {
- if (compare_values_short (val1, c->val1, v1))
- {
- return 0;
- }
- }
- if (var_is_alpha (v1) && var_is_alpha (v2))
- {
- if (compare_values_short (val1, c->val1, v1))
- {
- if (compare_values_short (val2, c->val2, v2))
- {
- return 0;
- }
- }
- }
- }
- return 1;
-}
-
-/*
- This function is meant to be used as a comparison function for
- a struct hsh_table in src/libpspp/hash.c.
-*/
-static int
-covariance_accumulator_compare (const void *a1_, const void *a2_,
- const void *aux UNUSED)
-{
- const struct covariance_accumulator *a1 = a1_;
- const struct covariance_accumulator *a2 = a2_;
-
- if (a1 == NULL && a2 == NULL)
- return 0;
-
- if (a1 == NULL || a2 == NULL)
- return 1;
-
- return match_nodes (a1, a2->v1, a2->v2, a2->val1, a2->val2);
-}
-
-static unsigned int
-hash_numeric_alpha (const struct variable *v1, const struct variable *v2,
- const union value *val, size_t n_vars)
-{
- unsigned int result = -1u;
- if (var_is_numeric (v1) && var_is_alpha (v2))
- {
- result = n_vars * ((n_vars + 1) + var_get_dict_index (v1))
- + var_get_dict_index (v2) + hsh_hash_string (val->s);
- }
- else if (var_is_alpha (v1) && var_is_numeric (v2))
- {
- result = hash_numeric_alpha (v2, v1, val, n_vars);
- }
- return result;
-}
-
-
-static double
-update_product (const struct variable *v1, const struct variable *v2,
- const union value *val1, const union value *val2)
-{
- assert (v1 != NULL);
- assert (v2 != NULL);
- assert (val1 != NULL);
- assert (val2 != NULL);
- if (var_is_alpha (v1) && var_is_alpha (v2))
- {
- return 1.0;
- }
- if (var_is_numeric (v1) && var_is_numeric (v2))
- {
- return (val1->f * val2->f);
- }
- if (var_is_numeric (v1) && var_is_alpha (v2))
- {
- return (val1->f);
- }
- if (var_is_numeric (v2) && var_is_alpha (v1))
- {
- update_product (v2, v1, val2, val1);
- }
- return 0.0;
-}
-static double
-update_sum (const struct variable *var, const union value *val)
-{
- assert (var != NULL);
- assert (val != NULL);
- if (var_is_alpha (var))
- {
- return 1.0;
- }
- return val->f;
-}
-static struct covariance_accumulator *
-get_new_covariance_accumulator (const struct variable *v1,
- const struct variable *v2,
- const union value *val1,
- const union value *val2)
-{
- if ((v1 != NULL) && (v2 != NULL) && (val1 != NULL) && (val2 != NULL))
- {
- struct covariance_accumulator *ca;
- ca = xmalloc (sizeof (*ca));
- ca->v1 = v1;
- ca->v2 = v2;
- ca->val1 = val1;
- ca->val2 = val2;
- return ca;
- }
- return NULL;
-}
-
-static const struct variable **
-get_covariance_variables (const struct covariance_matrix *cov)
-{
- return cov->v_variables;
-}
-
-static void
-update_hash_entry (struct hsh_table *c,
- const struct variable *v1,
- const struct variable *v2,
- const union value *val1, const union value *val2)
-{
- struct covariance_accumulator *ca;
- struct covariance_accumulator *new_entry;
-
-
- ca = get_new_covariance_accumulator (v1, v2, val1, val2);
- ca->dot_product = update_product (ca->v1, ca->v2, ca->val1, ca->val2);
- ca->sum1 = update_sum (ca->v1, ca->val1);
- ca->sum2 = update_sum (ca->v2, ca->val2);
- ca->ssize = 1.0;
- new_entry = hsh_insert (c, ca);
- if (new_entry != NULL)
- {
- new_entry->dot_product += ca->dot_product;
- new_entry->ssize += 1.0;
- new_entry->sum1 += ca->sum1;
- new_entry->sum2 += ca->sum2;
- /*
- If DOT_PRODUCT is null, CA was not already in the hash
- hable, so we don't free it because it was just inserted.
- If DOT_PRODUCT was not null, CA is already in the hash table.
- Unnecessary now, it must be freed here.
- */
- free (ca);
- }
-}
-
-/*
- Compute the covariance matrix in a single data-pass. Cases with
- missing values are dropped pairwise, in other words, only if one of
- the two values necessary to accumulate the inner product is missing.
-
- Do not call this function directly. Call it through the struct
- covariance_matrix ACCUMULATE member function, for example,
- cov->accumulate (cov, ccase).
- */
-static void
-covariance_accumulate_pairwise (struct covariance_matrix *cov,
- const struct ccase *ccase)
-{
- size_t i;
- size_t j;
- const union value *val1;
- const union value *val2;
- const struct variable **v_variables;
-
- assert (cov != NULL);
- assert (ccase != NULL);
-
- v_variables = get_covariance_variables (cov);
- assert (v_variables != NULL);
-
- for (i = 0; i < cov->n_variables; ++i)
- {
- val1 = case_data (ccase, v_variables[i]);
- if (!var_is_value_missing (v_variables[i], val1, cov->missing_value))
- {
- cat_value_update (v_variables[i], val1);
- if (var_is_alpha (v_variables[i]))
- cov->update_moments (cov, i, val1->f);
-
- for (j = i; j < cov->n_variables; j++)
- {
- val2 = case_data (ccase, v_variables[j]);
- if (!var_is_value_missing
- (v_variables[j], val2, cov->missing_value))
- {
- update_hash_entry (cov->ca, v_variables[i], v_variables[j],
- val1, val2);
- if (j != i)
- update_hash_entry (cov->ca, v_variables[j],
- v_variables[i], val2, val1);
- }
- }
- }
- }
-}
-
-/*
- Compute the covariance matrix in a single data-pass. Cases with
- missing values are dropped listwise. In other words, if one of the
- values for any variable in a case is missing, the entire case is
- skipped.
-
- The caller must use a casefilter to remove the cases with missing
- values before calling covariance_accumulate_listwise. This function
- assumes that CCASE has already passed through this filter, and
- contains no missing values.
-
- Do not call this function directly. Call it through the struct
- covariance_matrix ACCUMULATE member function, for example,
- cov->accumulate (cov, ccase).
- */
-static void
-covariance_accumulate_listwise (struct covariance_matrix *cov,
- const struct ccase *ccase)
-{
- size_t i;
- size_t j;
- const union value *val1;
- const union value *val2;
- const struct variable **v_variables;
-
- assert (cov != NULL);
- assert (ccase != NULL);
-
- v_variables = get_covariance_variables (cov);
- assert (v_variables != NULL);
-
- for (i = 0; i < cov->n_variables; ++i)
- {
- val1 = case_data (ccase, v_variables[i]);
- cat_value_update (v_variables[i], val1);
- if (var_is_alpha (v_variables[i]))
- cov->update_moments (cov, i, val1->f);
-
- for (j = i; j < cov->n_variables; j++)
- {
- val2 = case_data (ccase, v_variables[j]);
- update_hash_entry (cov->ca, v_variables[i], v_variables[j],
- val1, val2);
- if (j != i)
- update_hash_entry (cov->ca, v_variables[j], v_variables[i],
- val2, val1);
- }
- }
-}
-
-/*
- Call this function during the data pass. Each case will be added to
- a hash containing all values of the covariance matrix. After the
- data have been passed, call covariance_matrix_compute to put the
- values in the struct covariance_matrix.
- */
-void
-covariance_matrix_accumulate (struct covariance_matrix *cov,
- const struct ccase *ccase)
-{
- cov->accumulate (cov, ccase);
-}
-
-static void
-covariance_matrix_insert (struct design_matrix *cov,
- const struct variable *v1,
- const struct variable *v2, const union value *val1,
- const union value *val2, double product)
-{
- size_t row;
- size_t col;
- size_t i;
- const union value *tmp_val;
-
- assert (cov != NULL);
-
- row = design_matrix_var_to_column (cov, v1);
- if (var_is_alpha (v1))
- {
- i = 0;
- tmp_val = cat_subscript_to_value (i, v1);
- while (!compare_values_short (tmp_val, val1, v1))
- {
- i++;
- tmp_val = cat_subscript_to_value (i, v1);
- }
- row += i;
- if (var_is_numeric (v2))
- {
- col = design_matrix_var_to_column (cov, v2);
- }
- else
- {
- col = design_matrix_var_to_column (cov, v2);
- i = 0;
- tmp_val = cat_subscript_to_value (i, v1);
- while (!compare_values_short (tmp_val, val1, v1))
- {
- i++;
- tmp_val = cat_subscript_to_value (i, v1);
- }
- col += i;
- }
- }
- else
- {
- if (var_is_numeric (v2))
- {
- col = design_matrix_var_to_column (cov, v2);
- }
- else
- {
- covariance_matrix_insert (cov, v2, v1, val2, val1, product);
- }
- }
- gsl_matrix_set (cov->m, row, col, product);
-}
-
-static struct design_matrix *
-covariance_accumulator_to_matrix (struct covariance_matrix *cov)
-{
- double tmp;
- struct covariance_accumulator *entry;
- struct design_matrix *result = NULL;
- struct hsh_iterator iter;
-
- result = covariance_matrix_create (cov->n_variables, cov->v_variables);
-
- entry = hsh_first (cov->ca, &iter);
-
- while (entry != NULL)
- {
- /*
- We compute the centered, un-normalized covariance matrix.
- */
- tmp = entry->dot_product - entry->sum1 * entry->sum2 / entry->ssize;
- covariance_matrix_insert (result, entry->v1, entry->v2, entry->val1,
- entry->val2, tmp);
- entry = hsh_next (cov->ca, &iter);
- }
- return result;
-}
-
-
-/*
- Call this function after passing the data.
- */
-void
-covariance_matrix_compute (struct covariance_matrix *cov)
-{
- if (cov->n_pass == ONE_PASS)
- {
- cov->cov = covariance_accumulator_to_matrix (cov);
- }
-}
-
-struct design_matrix *
-covariance_to_design (const struct covariance_matrix *c)
-{
- if (c != NULL)
- {
- return c->cov;
- }
- return NULL;
-}
projects / pspp-builds.git / blobdiff