#include "mp.h" #include 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; }