Re: [ojAlgo-user] Best way to retreive Diagonal values and to obtain Z-scores?

[Uga B. <mmo...@gm...>]

Thanks Anders

When it comes to the z-score I am having difficulties implementing your
suggestion.
I have the data in a PhysicalStore as it will require matrix operations, so
the methods (sliceColumn) you've used arent available, and it isn't obvious
what's the best way to do this then.

Should I load in my data into an Array2D first, normalize it, then convert
it into a PhysicalStore? How? Would that workflow be efficient? (will be
processing GBs of data)
I've tried this, but it didn't work: I've created a PhysicalStore instance
from the normalized Array2D, via physicalFactory.columns(tmpArray2D). But
that flattened the 2D data into 1D.  It is also unclear if this method
allocates new memory, IE creates a copy, or if it just somehow changes the
external representation of the same data.
Any ideas?

PS: ojAlgo would disproportionately benefit from a proper tutorial covering
workflow and real world uses, beyond the basic 'getting started' ones on
GitHub.

Martin

On Thu, Nov 12, 2015 at 4:35 PM, Anders Peterson <an...@op...>
wrote:

>
> > On 12 nov. 2015, at 10:59, Uga Buga <mmo...@gm...> wrote:
> >
> > Hi Guys
> >
> > 1) What is the fastest way of getting the diagonal elements of a
> (square) matrix?
> > (IE extract all the diagonal elements in a square matrix into a vector)?
> > The way I've solved it 'manually' was like this:
> >
> >         double [] diagonal = new double [(int) myMatrix.countColumns()];
> >         for(int i = 0; i < diagonal.length; i++) diagonal[i] = (double)
> myMatrix.get(i, i);
> >
> > Is there a better/faster (built-in) way of achieving the same thing?
> > (it should give the same results as diag() in R )
>
> If what you have is a BasicMatrix or a MatrixStore then that’s what you
> need to do. It’s not slow or bad - it’s just that you had to code it
> yourself.
>
> You should do
>
>         myMatrix.doubleValue(i, i);
>
> instead of
>
>         (double) myMatrix.get(i, i);
>
>
> If you have an Array2D instead, then you can to this:
>
>         Array2D<Double> tmpArray2D = … ;
>         Array1D<Double> tmpMainDiagonal = tmpArray2D.sliceDiagonal(0, 0);
>         double[] tmpRawCopyOfMainDiagonal = tmpMainDiagonal.toRawCopy();
>
>
>
> > 2) What is the fastest way to standardise columns or rows? (also known
> as Z-score, where each entry is part of a standard normal distribution with
> mean 0, variance 1)
>
> There is no direct (1-step) way to do this, but you can get some help:
>
>         Array2D<Double> tmpArray2D = … ;
>         for (long j = 0L; j < tmpArray2D.countColumns(); j++) {
>             Array1D<Double> tmpColumn = tmpArray2D.sliceColumn(0L, j);
>             SampleSet tmpSampleSet = SampleSet.wrap(tmpColumn);
>             double tmpMean = tmpSampleSet.getMean();
>             double tmpStdDev = tmpSampleSet.getStandardDeviation();
>             tmpColumn.modifyAll(new PrimitiveFunction.Unary() {
>
>                 public double invoke(final double arg) {
>                     return (arg - tmpMean) / tmpStdDev;
>                 }
>             });
>         }
>
>
>
>
> >
> >
> >
> > Thanks
> > Martin
> >
> > PS: (I've had some problems subscribing so this message may be sent
> twice, so if this message appears twice admins can delete the first one)
> >
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