From 3713989f5ea8747c2afca4d35e5f2da746f25b24 Mon Sep 17 00:00:00 2001
From: Gertjan van den Burg <burg@ese.eur.nl>
Date: Mon, 5 Dec 2016 19:21:59 +0100
Subject: add octave testfiles to git

---
 tests/aux/test_kernel_pre.m | 101 ++++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 101 insertions(+)
 create mode 100644 tests/aux/test_kernel_pre.m

(limited to 'tests/aux/test_kernel_pre.m')

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
-- 
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