[mlpack-git] master: Add matrix sensing SDP test case (51c62b4)
gitdub at big.cc.gt.atl.ga.us
gitdub at big.cc.gt.atl.ga.us
Thu Jan 29 00:33:39 EST 2015
Repository : https://github.com/mlpack/mlpack
On branch : master
Link : https://github.com/mlpack/mlpack/compare/9b55e5e4a300972d01cf1cf2802df8bf392a1fd1...b2575360e76877d7de615cd3d44b7f279565ce74
>---------------------------------------------------------------
commit 51c62b4fa75a7a78c15e77c5945fade7dc624370
Author: Stephen Tu <tu.stephenl at gmail.com>
Date: Sat Jan 3 02:17:47 2015 -0800
Add matrix sensing SDP test case
>---------------------------------------------------------------
51c62b4fa75a7a78c15e77c5945fade7dc624370
src/mlpack/tests/data/sensing_b.csv | 200 ++++++++++++++++++++++++++++++++++++
src/mlpack/tests/lrsdp_test.cpp | 52 +++++++++-
2 files changed, 251 insertions(+), 1 deletion(-)
diff --git a/src/mlpack/tests/data/sensing_b.csv b/src/mlpack/tests/data/sensing_b.csv
new file mode 100644
index 0000000..2feecf7
--- /dev/null
+++ b/src/mlpack/tests/data/sensing_b.csv
@@ -0,0 +1,200 @@
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diff --git a/src/mlpack/tests/lrsdp_test.cpp b/src/mlpack/tests/lrsdp_test.cpp
index 4913b14..46187c6 100644
--- a/src/mlpack/tests/lrsdp_test.cpp
+++ b/src/mlpack/tests/lrsdp_test.cpp
@@ -118,7 +118,6 @@ BOOST_AUTO_TEST_CASE(Johnson844LovaszThetaSDP)
}
}
-
/**
* Create an unweighted graph laplacian from the edges.
*/
@@ -185,6 +184,57 @@ BOOST_AUTO_TEST_CASE(ErdosRenyiRandomGraphMaxCutSDP)
BOOST_REQUIRE_CLOSE(finalValue, -3672.7, 1e-1);
}
+BOOST_AUTO_TEST_CASE(GaussianMatrixSensingSDP)
+{
+ arma::mat Xorig, A, bmat;
+
+ data::Load("sensing_X.csv", Xorig, true, false);
+ data::Load("sensing_A.csv", A, true, false);
+ data::Load("sensing_b.csv", bmat, true, false);
+
+ arma::vec b = bmat;
+
+ const size_t m = Xorig.n_rows;
+ const size_t n = Xorig.n_cols;
+ const size_t p = b.n_elem;
+
+ assert(A.n_rows == p);
+ assert(A.n_cols == m * m);
+
+ float r = 0.5 + sqrt(0.25 + 2 * p);
+ if (ceil(r) > m + n)
+ r = m + n;
+
+ std::srand(0x0FAE8543);
+ arma::mat coordinates = arma::randu<arma::mat>(m + n, ceil(r));
+ std::srand(std::time(nullptr));
+
+ LRSDP sensing(0, p, coordinates);
+ sensing.SparseC().eye(m + n, m + n);
+ sensing.DenseB() = 2. * b;
+ for (size_t i = 0; i < p; ++i)
+ {
+ const auto rows = arma::span(0, m - 1);
+ const auto cols = arma::span(m, m + n - 1);
+ const auto Ai = arma::reshape(A.row(i), n, m);
+ sensing.DenseA()[i].zeros(m + n, m + n);
+ sensing.DenseA()[i](rows, cols) = trans(Ai);
+ sensing.DenseA()[i](cols, rows) = Ai;
+ }
+
+ double finalValue = sensing.Optimize(coordinates);
+ BOOST_REQUIRE_CLOSE(finalValue, 44.7550132629, 1e-1);
+
+ const arma::mat rrt = coordinates * trans(coordinates);
+ for (size_t i = 0; i < p; ++i)
+ {
+ const auto rows = arma::span(0, m - 1);
+ const auto cols = arma::span(m, m + n - 1);
+ const auto Ai = arma::reshape(A.row(i), n, m);
+ BOOST_REQUIRE_CLOSE(arma::dot(trans(Ai), rrt(rows, cols)), b(i), 1e-3);
+ }
+}
+
/**
* Test a nuclear norm minimization SDP.
*
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