X-Git-Url: https://pintos-os.org/cgi-bin/gitweb.cgi?a=blobdiff_plain;f=src%2Flanguage%2Fstats%2Ffactor.c;h=d50d6ad3fdf2c5b6eb6c86bbbe3e3044a893f4ac;hb=547d9160972dc6e986e1b4b1f29517f9c072410a;hp=d3bba77eaa3c68aac1136e4817c958daa8ceefc9;hpb=e88057263e1a2ade0c166d21f5685d6dc2797257;p=pspp diff --git a/src/language/stats/factor.c b/src/language/stats/factor.c index d3bba77eaa..d50d6ad3fd 100644 --- a/src/language/stats/factor.c +++ b/src/language/stats/factor.c @@ -163,6 +163,8 @@ struct cmd_factor double econverge; int iterations; + double rconverge; + /* Format */ double blank; bool sort; @@ -209,6 +211,7 @@ idata_free (struct idata *id) } +#if 0 static void dump_matrix (const gsl_matrix *m) { @@ -247,6 +250,7 @@ dump_vector (const gsl_vector *v) } printf ("\n"); } +#endif static int @@ -539,11 +543,41 @@ clone_matrix (const gsl_matrix *m) } +static double +initial_sv (const gsl_matrix *fm) +{ + int j, k; + + double sv = 0.0; + for (j = 0 ; j < fm->size2; ++j) + { + double l4s = 0; + double l2s = 0; + + for (k = j + 1 ; k < fm->size2; ++k) + { + double lambda = gsl_matrix_get (fm, k, j); + double lambda_sq = lambda * lambda; + double lambda_4 = lambda_sq * lambda_sq; + + l4s += lambda_4; + l2s += lambda_sq; + } + sv += ( fm->size1 * l4s - (l2s * l2s) ) / (fm->size1 * fm->size1 ); + } + return sv; +} + static void -rotate (const gsl_matrix *unrot, const gsl_vector *communalities, enum rotation_type rot_type, gsl_matrix *result) +rotate (const struct cmd_factor *cf, const gsl_matrix *unrot, + const gsl_vector *communalities, + gsl_matrix *result, + gsl_vector *rotated_loadings + ) { int j, k; int i; + double prev_sv; /* First get a normalised version of UNROT */ gsl_matrix *normalised = gsl_matrix_calloc (unrot->size1, unrot->size2); @@ -571,11 +605,19 @@ rotate (const gsl_matrix *unrot, const gsl_vector *communalities, enum rotation_ gsl_matrix_free (h_sqrt_inv); + /* Now perform the rotation iterations */ - for (i = 0 ; i < 25 ; ++i) + + prev_sv = initial_sv (normalised); + for (i = 0 ; i < cf->iterations ; ++i) { + double sv = 0.0; for (j = 0 ; j < normalised->size2; ++j) { + /* These variables relate to the convergence criterium */ + double l4s = 0; + double l2s = 0; + for (k = j + 1 ; k < normalised->size2; ++k) { int p; @@ -585,6 +627,7 @@ rotate (const gsl_matrix *unrot, const gsl_vector *communalities, enum rotation_ double d = 0.0; double x, y; double phi; + for (p = 0; p < normalised->size1; ++p) { double jv = gsl_matrix_get (normalised, p, j); @@ -598,18 +641,38 @@ rotate (const gsl_matrix *unrot, const gsl_vector *communalities, enum rotation_ d += 2 * u * v; } - rotation_coeff [rot_type] (&x, &y, a, b, c, d, normalised); + rotation_coeff [cf->rotation] (&x, &y, a, b, c, d, normalised); phi = atan2 (x, y) / 4.0 ; - + + /* Don't bother rotating if the angle is small */ + if ( fabs (sin (phi) ) <= pow (10.0, -15.0)) + continue; + for (p = 0; p < normalised->size1; ++p) { double *lambda0 = gsl_matrix_ptr (normalised, p, j); double *lambda1 = gsl_matrix_ptr (normalised, p, k); drot_go (phi, lambda0, lambda1); } + + /* Calculate the convergence criterium */ + { + double lambda = gsl_matrix_get (normalised, k, j); + double lambda_sq = lambda * lambda; + double lambda_4 = lambda_sq * lambda_sq; + + l4s += lambda_4; + l2s += lambda_sq; + } } + sv += ( normalised->size1 * l4s - (l2s * l2s) ) / (normalised->size1 * normalised->size1 ); } + + if ( fabs (sv - prev_sv) <= cf->rconverge) + break; + + prev_sv = sv; } gsl_blas_dgemm (CblasNoTrans, CblasNoTrans, 1.0, @@ -618,15 +681,20 @@ rotate (const gsl_matrix *unrot, const gsl_vector *communalities, enum rotation_ gsl_matrix_free (h_sqrt); - /* reflect negative sums */ + /* reflect negative sums and populate the rotated loadings vector*/ for (i = 0 ; i < result->size2; ++i) { + double ssq = 0.0; double sum = 0.0; for (j = 0 ; j < result->size1; ++j) { + double s = gsl_matrix_get (result, j, i); + ssq += s * s; sum += gsl_matrix_get (result, j, i); } + gsl_vector_set (rotated_loadings, i, ssq); + if ( sum < 0 ) for (j = 0 ; j < result->size1; ++j) { @@ -634,8 +702,6 @@ rotate (const gsl_matrix *unrot, const gsl_vector *communalities, enum rotation_ *lambda = - *lambda; } } - - // dump_matrix (result); } @@ -712,11 +778,14 @@ cmd_factor (struct lexer *lexer, struct dataset *ds) factor.min_eigen = SYSMIS; factor.iterations = 25; factor.econverge = 0.001; + factor.blank = 0; factor.sort = false; factor.plot = 0; factor.rotation = ROT_VARIMAX; + factor.rconverge = 0.0001; + factor.wv = dict_get_weight (dict); lex_match (lexer, '/'); @@ -844,6 +913,16 @@ cmd_factor (struct lexer *lexer, struct dataset *ds) lex_force_match (lexer, ')'); } } + else if (lex_match_id (lexer, "RCONVERGE")) + { + if ( lex_force_match (lexer, '(')) + { + lex_force_num (lexer); + factor.rconverge = lex_number (lexer); + lex_get (lexer); + lex_force_match (lexer, ')'); + } + } else if (lex_match_id (lexer, "ITERATE")) { if ( lex_force_match (lexer, '(')) @@ -1041,6 +1120,9 @@ cmd_factor (struct lexer *lexer, struct dataset *ds) } } + if ( factor.rotation == ROT_NONE ) + factor.print &= ~PRINT_ROTATION; + if ( ! run_factor (ds, &factor)) goto error; @@ -1293,7 +1375,8 @@ show_factor_matrix (const struct cmd_factor *factor, struct idata *idata, const static void show_explained_variance (const struct cmd_factor * factor, struct idata *idata, const gsl_vector *initial_eigenvalues, - const gsl_vector *extracted_eigenvalues) + const gsl_vector *extracted_eigenvalues, + const gsl_vector *rotated_loadings) { size_t i; int c = 0; @@ -1309,6 +1392,8 @@ show_explained_variance (const struct cmd_factor * factor, struct idata *idata, double e_total = 0.0; double e_cum = 0.0; + double r_cum = 0.0; + int nc = heading_columns; if (factor->print & PRINT_EXTRACTION) @@ -1396,7 +1481,6 @@ show_explained_variance (const struct cmd_factor * factor, struct idata *idata, e_total = i_total; } - for (i = 0 ; i < factor->n_vars; ++i) { const double i_lambda = gsl_vector_get (initial_eigenvalues, i); @@ -1405,12 +1489,16 @@ show_explained_variance (const struct cmd_factor * factor, struct idata *idata, const double e_lambda = gsl_vector_get (extracted_eigenvalues, i); double e_percent = 100.0 * e_lambda / e_total ; + const double r_lambda = gsl_vector_get (rotated_loadings, i); + double r_percent = 100.0 * r_lambda / e_total ; + c = 0; tab_text_format (t, c++, i + heading_rows, TAB_LEFT | TAT_TITLE, _("%d"), i + 1); i_cum += i_percent; e_cum += e_percent; + r_cum += r_percent; /* Initial Eigenvalues */ if (factor->print & PRINT_INITIAL) @@ -1420,6 +1508,7 @@ show_explained_variance (const struct cmd_factor * factor, struct idata *idata, tab_double (t, c++, i + heading_rows, 0, i_cum, NULL); } + if (factor->print & PRINT_EXTRACTION) { if (i < idata->n_extractions) @@ -1430,6 +1519,17 @@ show_explained_variance (const struct cmd_factor * factor, struct idata *idata, tab_double (t, c++, i + heading_rows, 0, e_cum, NULL); } } + + if (factor->print & PRINT_ROTATION) + { + if (i < idata->n_extractions) + { + tab_double (t, c++, i + heading_rows, 0, r_lambda, NULL); + tab_double (t, c++, i + heading_rows, 0, r_percent, NULL); + tab_double (t, c++, i + heading_rows, 0, r_cum, NULL); + } + } + } tab_submit (t); @@ -1584,7 +1684,7 @@ do_factor (const struct cmd_factor *factor, struct casereader *r) const gsl_matrix *analysis_matrix; struct idata *idata = idata_alloc (factor->n_vars); - struct covariance *cov = covariance_create (factor->n_vars, factor->vars, + struct covariance *cov = covariance_1pass_create (factor->n_vars, factor->vars, factor->wv, factor->exclude); for ( ; (c = casereader_read (r) ); case_unref (c)) @@ -1594,6 +1694,12 @@ do_factor (const struct cmd_factor *factor, struct casereader *r) idata->cov = covariance_calculate (cov); + if (idata->cov == NULL) + { + msg (MW, _("The dataset contains no complete observations. No analysis will be performed.")); + goto finish; + } + var_matrix = covariance_moments (cov, MOMENT_VARIANCE); mean_matrix = covariance_moments (cov, MOMENT_MEAN); idata->n = covariance_moments (cov, MOMENT_NONE); @@ -1686,6 +1792,9 @@ do_factor (const struct cmd_factor *factor, struct casereader *r) } { + gsl_matrix *rotated_factors = NULL; + gsl_vector *rotated_loadings = NULL; + const gsl_vector *extracted_eigenvalues = NULL; gsl_vector *initial_communalities = gsl_vector_alloc (factor->n_vars); gsl_vector *extracted_communalities = gsl_vector_alloc (factor->n_vars); @@ -1745,7 +1854,16 @@ do_factor (const struct cmd_factor *factor, struct casereader *r) show_communalities (factor, initial_communalities, extracted_communalities); - show_explained_variance (factor, idata, idata->eval, extracted_eigenvalues); + + if ( factor->rotation != ROT_NONE) + { + rotated_factors = gsl_matrix_calloc (factor_matrix->size1, factor_matrix->size2); + rotated_loadings = gsl_vector_calloc (factor_matrix->size2); + + rotate (factor, factor_matrix, extracted_communalities, rotated_factors, rotated_loadings); + } + + show_explained_variance (factor, idata, idata->eval, extracted_eigenvalues, rotated_loadings); factor_matrix_workspace_free (fmw); @@ -1757,10 +1875,6 @@ do_factor (const struct cmd_factor *factor, struct casereader *r) if ( factor->rotation != ROT_NONE) { - gsl_matrix *rotated_factors = gsl_matrix_calloc (factor_matrix->size1, factor_matrix->size2); - - rotate (factor_matrix, extracted_communalities, factor->rotation, rotated_factors); - show_factor_matrix (factor, idata, factor->extraction == EXTRACTION_PC ? _("Rotated Component Matrix") : _("Rotated Factor Matrix"), rotated_factors); @@ -1769,6 +1883,7 @@ do_factor (const struct cmd_factor *factor, struct casereader *r) } + gsl_vector_free (initial_communalities); gsl_vector_free (extracted_communalities); } @@ -1779,3 +1894,6 @@ do_factor (const struct cmd_factor *factor, struct casereader *r) casereader_destroy (r); } + + +