Home > manopt > manifolds > euclidean > euclideansparsefactory.m

euclideansparsefactory

PURPOSE ^

Returns a manifold struct to optimize over real matrices with given sparsity pattern.

SYNOPSIS ^

function M = euclideansparsefactory(A)

DESCRIPTION ^

 Returns a manifold struct to optimize over real matrices with given sparsity pattern.

 function M = euclideansparsefactory(A)

 Returns M, a structure describing the Euclidean space of real matrices
 with a fixed sparsity pattern. This linear manifold is equipped with
 the standard Frobenius distance and associated trace inner product,
 and is usable as a Riemannian manifold for Manopt.

 The matrices are represented as sparse matrices. Their sparsity pattern 
 is fixed. The tangent vectors are represented in the same way as points 
 since this is a Euclidean space. Point and vectors in the embedding space,
 that is, in the space of (possibly full) matrices of the same size as A,
 are represented as matrices of the same size as A, full or sparse, real.

 The current code relies on Matlab's built-in representation of sparse
 matrices, which has the inconvenient effect that we cannot control the
 sparsity structure: if entries of points or tangent vectors which are
 allowed to be nonzero (by the sparsity structure) happen to be zero,
 then Matlab internally restructures the sparse matrix, which may be
 costly, and which may increase computation time when using that matrix
 in combination with other sparse matrices. There is also no built-in way
 to let Matlab know that two matrices have the same sparsity structure.
 For this reason, in a future update, it will be good to try to represent
 points and tangent vectors internally as vectors of nonzeros, with truly
 fixed sparsity pattern. In the meantime, this factory is provided for
 convenience and prototyping, bearing in mind it is likely not efficient.

 See also: euclideanfactory euclideancomplexfactory

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:

SUBFUNCTIONS ^

SOURCE CODE ^

0001 function M = euclideansparsefactory(A)
0002 % Returns a manifold struct to optimize over real matrices with given sparsity pattern.
0003 %
0004 % function M = euclideansparsefactory(A)
0005 %
0006 % Returns M, a structure describing the Euclidean space of real matrices
0007 % with a fixed sparsity pattern. This linear manifold is equipped with
0008 % the standard Frobenius distance and associated trace inner product,
0009 % and is usable as a Riemannian manifold for Manopt.
0010 %
0011 % The matrices are represented as sparse matrices. Their sparsity pattern
0012 % is fixed. The tangent vectors are represented in the same way as points
0013 % since this is a Euclidean space. Point and vectors in the embedding space,
0014 % that is, in the space of (possibly full) matrices of the same size as A,
0015 % are represented as matrices of the same size as A, full or sparse, real.
0016 %
0017 % The current code relies on Matlab's built-in representation of sparse
0018 % matrices, which has the inconvenient effect that we cannot control the
0019 % sparsity structure: if entries of points or tangent vectors which are
0020 % allowed to be nonzero (by the sparsity structure) happen to be zero,
0021 % then Matlab internally restructures the sparse matrix, which may be
0022 % costly, and which may increase computation time when using that matrix
0023 % in combination with other sparse matrices. There is also no built-in way
0024 % to let Matlab know that two matrices have the same sparsity structure.
0025 % For this reason, in a future update, it will be good to try to represent
0026 % points and tangent vectors internally as vectors of nonzeros, with truly
0027 % fixed sparsity pattern. In the meantime, this factory is provided for
0028 % convenience and prototyping, bearing in mind it is likely not efficient.
0029 %
0030 % See also: euclideanfactory euclideancomplexfactory
0031 
0032 % This file is part of Manopt: www.manopt.org.
0033 % Original author: Bamdev Mishra, Mar. 28, 2019.
0034 % Change log:
0035 %    May 3, 2019 (NB): adapted many functions to take advantage of sparsity a bit more.
0036     
0037     dimensions_vec = size(A);
0038     assert(length(dimensions_vec) == 2, 'A should be a matrix (or a vector).');
0039     [I, J] = find(A);
0040     nvals = length(I);
0041     S = sparse(I, J, ones(nvals, 1), dimensions_vec(1), dimensions_vec(2), nvals);
0042       
0043     M.size = @() dimensions_vec;
0044     
0045     M.name = @() sprintf('Euclidean space R^(%dx%d) with fixed sparsity pattern containg %d non-zero entries', ...
0046                                         dimensions_vec(1), dimensions_vec(2), nvals);
0047     
0048     M.dim = @() nvals;
0049     
0050     M.inner = @(x, d1, d2) d1(:).'*d2(:); % nonzeros(d1).'*nonzeros(d2); might not work since d1, d2 might have extra zeros
0051     
0052     M.norm = @(x, d) norm(d, 'fro');
0053     
0054     M.dist = @(x, y) norm(x-y, 'fro');
0055     
0056     M.typicaldist = @() sqrt(prod(dimensions_vec));
0057     
0058     M.proj = @(x, d) S.*d; % could replace with: d(ind) where ind = find(S); which is faster?
0059     
0060     M.egrad2rgrad = @(x, g) S.*g;
0061     
0062     M.ehess2rhess = @(x, eg, eh, d) S.*eh;
0063     
0064     M.tangent = M.proj;
0065     
0066     M.exp = @exp;
0067     function y = exp(x, d, t)
0068         if nargin == 3
0069             y = x + t*d;
0070         else
0071             y = x + d;
0072         end
0073     end
0074     
0075     M.retr = M.exp;
0076     
0077     M.log = @(x, y) y-x;
0078 
0079     M.hash = @(x) ['z' hashmd5(nonzeros(x))];
0080     
0081     M.rand = @() sprandn(S);
0082     
0083     M.randvec = @randvec;
0084     function u = randvec(x) %#ok<INUSD>
0085         u = sprandn(S);
0086         u = u / norm(u, 'fro');
0087     end
0088     
0089     M.lincomb = @matrixlincomb;
0090     
0091     M.zerovec = @(x) spalloc(dimensions_vec(1), dimensions_vec(2), nvals);
0092     
0093     M.transp = @(x1, x2, d) d;
0094     M.isotransp = M.transp; % the transport is isometric
0095     
0096     M.pairmean = @(x1, x2) .5*(x1+x2);
0097     
0098     M.vec = @(x, u_mat) nonzeros(u_mat);
0099     M.mat = @(x, u_vec) sparse(I, J, u_vec, m, n, nvals);
0100     M.vecmatareisometries = @() true;
0101 
0102 end

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