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-rw-r--r--tests/aux/test_kernel_pre.m101
1 files changed, 101 insertions, 0 deletions
diff --git a/tests/aux/test_kernel_pre.m b/tests/aux/test_kernel_pre.m
new file mode 100644
index 0000000..a1c8337
--- /dev/null
+++ b/tests/aux/test_kernel_pre.m
@@ -0,0 +1,101 @@
+function test_kernel_pre()
+
+ kerneltype = 'rbf';
+ rand('state', 123456);
+ n = 10;
+ m = 5;
+ cutoff = 5e-3;
+
+ X = rand(n, m);
+ Z = [ones(n, 1), X];
+
+ set_matrix(Z, "data->Z", "data->m+1");
+
+ K = zeros(n, n);
+ if strcmp(kerneltype, 'poly')
+ # Polynomial kernel
+ # (gamma * <x_1, x_2> + c)^d
+ gamma = 1.5;
+ c = 3.0;
+ d = 1.78;
+
+ for ii=1:n
+ for jj=1:n
+ K(ii, jj) = (gamma * (X(ii, :) * X(jj, :)') + c)^d;
+ end
+ end
+ elseif strcmp(kerneltype, 'rbf')
+ # RBF kernel
+ # exp(-gamma * norm(x1 - x2)^2)
+ gamma = 0.348
+ for ii=1:n
+ for jj=1:n
+ K(ii, jj) = exp(-gamma * sum((X(ii, :) - X(jj, :)).^2));
+ end
+ end
+ elseif strcmp(kerneltype, 'sigmoid')
+ # Sigmoid kernel
+ # tanh(gamma * <x_1, x_2> + c)
+ gamma = 1.23;
+ c = 1.6;
+ for ii=1:n
+ for jj=1:n
+ K(ii, jj) = tanh(gamma * (X(ii, :) * X(jj, :)') + c);
+ end
+ end
+ end
+
+ K(1, 2)
+
+ [P, Sigma] = eig(K);
+
+ eigenvalues = diag(Sigma);
+ ratios = eigenvalues ./ eigenvalues(end, end);
+
+ realP = fliplr(P(:, ratios > cutoff));
+ realSigma = flipud(eigenvalues(ratios > cutoff));
+
+ assert_matrix(realSigma, "data->Sigma", "1");
+
+ r = sum(ratios > cutoff);
+ fprintf("mu_assert(data->r == %i);\n", r);
+
+ M = realP * diag(realSigma);
+
+ newZ = [ones(n, 1) M];
+ assert_matrix_abs(newZ, "data->Z", "data->r+1");
+
+ assert_matrix(Z, "data->RAW", "data->m+1");
+
+end
+
+function set_matrix(A, name, cols)
+ for ii=1:size(A, 1)
+ for jj=1:size(A, 2)
+ fprintf("matrix_set(%s, %s, %i, %i, %.16f);\n", name, cols, ii-1, jj-1, A(ii, jj));
+ end
+ end
+ fprintf("\n");
+end
+
+function assert_matrix(A, name, cols)
+ for ii=1:size(A, 1)
+ for jj=1:size(A, 2)
+ fprintf(["mu_assert(fabs(matrix_get(%s, %s, %i, %i) -\n%.16f) <", ...
+ " eps,\n\"Incorrect %s at %i, %i\");\n"], name, cols, ...
+ ii-1, jj-1, A(ii, jj), name, ii-1, jj-1);
+ end
+ end
+ fprintf("\n");
+end
+
+function assert_matrix_abs(A, name, cols)
+ for ii=1:size(A, 1)
+ for jj=1:size(A, 2)
+ fprintf(["mu_assert(fabs(fabs(matrix_get(%s, %s, %i, %i)) -\nfabs(%.16f)) <", ...
+ " eps,\n\"Incorrect %s at %i, %i\");\n"], name, cols, ...
+ ii-1, jj-1, A(ii, jj), name, ii-1, jj-1);
+ end
+ end
+ fprintf("\n");
+end \ No newline at end of file