Updates to improve speed; toggle sign choice

EXP-code · Feb 13, 2025 · 8661d07 · 8661d07
1 parent 46161f9
commit 8661d07
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Showing 3 changed files with 25 additions and 22 deletions.
diff --git a/expui/SvdSignChoice.cc b/expui/SvdSignChoice.cc
@@ -57,35 +57,37 @@ namespace MSSA {
     sL.setZero();
     sR.setZero();
 
+    // Working, non-const instance
     auto S1 = S;
 
-    auto sgn = [](double val) -> int
-    {
-      return (0.0 < val) - (val < 0.0);
-    };
-
-    // Get projects from left and right singular vectors onto data matrix
+    // Get projections from left and right singular vectors onto data
+    // matrix
     //
     for (int k=0; k<K; k++) {
-
       // Remove all but target dimension for numerical stability
       S1(k) = 0.0;
       auto Y = X - U * S1.asDiagonal() * V.transpose();
+
+      // Restore the value
       S1(k) = S(k);
-      
+
       // d_j = U^T_k * Y_j
-      for (int j=0; j<Y.cols(); j++) {
-	double d = U.col(k).dot(Y.col(j));
-	sL(k) += sgn(d) * d*d;
-      }
-      
+      Eigen::VectorXd dL = Y.transpose() * U.col(k);
+
+      // sum of sgn(dL_j)*dL_j^2
+      sL(k) += dL.dot(dL.cwiseAbs());
+
       // d_i = V^T_k * (Y^T)_i
-      for (int i=0; i<Y.rows(); i++) {
-	double d = V.col(k).dot(Y.row(i));
-	sR(k) += sgn(d) * d*d;
-      }
+      Eigen::VectorXd dR = Y * V.col(k);
+
+      // sum of sgn(dR_i)*dR_i^2
+      sR(k) += dR.dot(dR.cwiseAbs());
     }
 
+    auto sgn = [](double val) -> int
+    {
+      return (0.0 < val) - (val < 0.0);
+    };
 
     // Determine and apply the sign correction
     //

diff --git a/expui/expMSSA.H b/expui/expMSSA.H
@@ -33,7 +33,8 @@ namespace MSSA
     //! Primary MSSA analysis
     void mssa_analysis();
 
-    bool computed, reconstructed, trajectory;
+    //! MSSA control flags
+    bool computed, reconstructed, trajectory, useSignChoice;
 
     //! The reconstructed coefficients for each PC
     std::map<Key, Eigen::MatrixXd, mSSAkeyCompare> RC;

diff --git a/expui/expMSSA.cc b/expui/expMSSA.cc
@@ -55,8 +55,6 @@
 
 namespace MSSA {
 
-  const bool useSignChoice = true;
-
   void SvdSignChoice
   (const Eigen::MatrixXd& X,
    Eigen::MatrixXd& U, const Eigen::VectorXd& S, Eigen::MatrixXd& V);
@@ -1281,6 +1279,7 @@ namespace MSSA {
     "Traj",
     "RedSym",
     "rank",
+    "Sign",
     "allchan",
     "distance",
     "flip",
@@ -1841,7 +1840,7 @@ namespace MSSA {
   }
 
 
-  expMSSA::expMSSA(const mssaConfig& config, int nW, int nPC, const std::string flags) : numW(nW), npc(nPC), trajectory(true)
+  expMSSA::expMSSA(const mssaConfig& config, int nW, int nPC, const std::string flags) : numW(nW), npc(nPC), trajectory(true), useSignChoice(false)
   {
     // Parse the YAML string
     //
@@ -1860,7 +1859,8 @@ namespace MSSA {
 
     // Set the SVD strategy for mSSA
     //
-    if (params["Traj"]) trajectory = params["Traj"].as<bool>();
+    if (params["Traj"]) trajectory    = params["Traj"].as<bool>();
+    if (params["Sign"]) useSignChoice = params["Sign"].as<bool>();
 
     // std::cout << "Trajectory is " << std::boolalpha << trajectory
     // << std::endl;