Initial commit. ForceScheme seems bugged.

1 files changed, 50 insertions, 0 deletions

diff --git a/lamp.cpp b/lamp.cpp
new file mode 100644
index 0000000..a9d7a8b
--- /dev/null
+++ b/lamp.cpp
@@ -0,0 +1,50 @@
+#include "mp.h"
+
+#include <algorithm>
+
+arma::mat mp::lamp(const arma::mat &X, const arma::uvec &sampleIndices, const arma::mat &Ys)
+{
+    arma::mat Xs = X.rows(sampleIndices);
+    arma::uword sampleSize = sampleIndices.n_elem;
+    arma::mat projection(X.n_rows, 2);
+
+    for (arma::uword i = 0; i < X.n_rows; i++) {
+        arma::rowvec point = X.row(i);
+
+        // calculate alphas
+        arma::rowvec alphas(sampleSize);
+        for (arma::uword j = 0; j < sampleSize; j++) {
+            double dist = arma::accu(arma::square(Xs.row(j) - point));
+            alphas[j] = 1. / std::max(dist, mp::EPSILON);
+        }
+
+        double alphas_sum = arma::accu(alphas);
+        arma::rowvec alphas_sqrt = arma::sqrt(alphas);
+
+        // calculate \tilde{X} and \tilde{Y}
+        arma::rowvec Xtil = arma::sum(alphas * Xs, 0) / alphas_sum;
+        arma::rowvec Ytil = arma::sum(alphas * Ys, 0) / alphas_sum;
+
+        // calculate \hat{X} and \hat{Y}
+        arma::mat Xhat = Xs;
+        Xhat.each_row() -= Xtil;
+        arma::mat Yhat = Ys;
+        Yhat.each_row() -= Ytil;
+
+        // calculate A and B
+        arma::mat At = Xhat.t();
+        At.each_row() %= alphas_sqrt;
+        arma::mat B = Yhat;
+        B.each_col() %= alphas_sqrt.t();
+
+        arma::mat U, V;
+        arma::vec s;
+        arma::svd(U, s, V, At * B);
+        arma::mat M = U.cols(0, 1) * V.t();
+
+        // the projection of point i
+        projection.row(i) = (point - Xtil) * M + Ytil;
+    }
+
+    return projection;
+}