+++ /dev/null
-/*
- * This file is part of TISEAN
- *
- * Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
- *
- * TISEAN is free software; you can redistribute it and/or modify
- * it under the terms of the GNU General Public License as published by
- * the Free Software Foundation; either version 2 of the License, or
- * (at your option) any later version.
- *
- * TISEAN is distributed in the hope that it will be useful,
- * but WITHOUT ANY WARRANTY; without even the implied warranty of
- * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
- * GNU General Public License for more details.
- *
- * You should have received a copy of the GNU General Public License
- * along with TISEAN; if not, write to the Free Software
- * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
- */
-/*Author: Rainer Hegger Last modified: Jul 26, 2004 */
-#include <stdio.h>
-#include <string.h>
-#include <stdlib.h>
-#include <math.h>
-#include <limits.h>
-#include "routines/tsa.h"
-
-#define WID_STR "Performs a global PCA"
-
-unsigned long LENGTH=ULONG_MAX,exclude=0;
-unsigned int DIM=2,EMB=1,dimemb,LDIM=2,DELAY=1;
-unsigned int verbosity=0xff;
-char *outfile=NULL,stout=1,dim_set=0;
-unsigned int what_to_write=0,write_values=1,write_vectors=0;
-unsigned int write_comp=0,write_proj=0;
-unsigned int projection_set=0;
-char *infile=NULL,dimset=0,*column=NULL;
-double **series;
-
-void show_options(char *progname)
-{
- what_i_do(progname,WID_STR);
- fprintf(stderr," Usage: %s [options]\n",progname);
- fprintf(stderr," Options:\n");
- fprintf(stderr,"Everything not being a valid option will be interpreted"
- " as a possible"
- " datafile.\nIf no datafile is given stdin is read. Just - also"
- " means stdin\n");
- fprintf(stderr,"\t-l # of data to use [Default: whole file]\n");
- fprintf(stderr,"\t-x # of lines to be ignore [Default: 0]\n");
- fprintf(stderr,"\t-c columns to read [Default: 2]\n");
- fprintf(stderr,"\t-m columns,embedding dim. to use [Default: 2,1]\n");
- fprintf(stderr,"\t-d delay to use [Default: 1]\n");
- fprintf(stderr,"\t-q projection dimension [Default: no projection]\n");
- fprintf(stderr,"\t-W # what to write: [Default: 0]\n"
- "\t\t0 write eigenvalues only\n"
- "\t\t1 write eigenvectors\n"
- "\t\t2 write (projected) pca components\n"
- "\t\t3 write projected data\n");
- fprintf(stderr,"\t-o output file name \n\t\t[Default: stdout; -o without "
- "value means 'datafile'.pca]\n");
- fprintf(stderr,"\t-V verbosity level [Default: 1]\n\t\t"
- "0='only panic messages'\n\t\t"
- "1='+ input/output messages'\n");
- fprintf(stderr,"\t-h show these options\n");
- exit(0);
-}
-
-void scan_options(int n,char **in)
-{
- char *out;
-
- if ((out=check_option(in,n,'l','u')) != NULL)
- sscanf(out,"%lu",&LENGTH);
- if ((out=check_option(in,n,'x','u')) != NULL)
- sscanf(out,"%lu",&exclude);
- if ((out=check_option(in,n,'c','s')) != NULL)
- column=out;
- if ((out=check_option(in,n,'m','2')) != NULL) {
- sscanf(out,"%u,%u",&DIM,&EMB);
- dimset=1;
- }
- if ((out=check_option(in,n,'d','u')) != NULL)
- sscanf(out,"%u",&DELAY);
- if ((out=check_option(in,n,'q','u')) != NULL) {
- sscanf(out,"%u",&LDIM);
- projection_set=1;
- }
- if ((out=check_option(in,n,'V','u')) != NULL)
- sscanf(out,"%u",&verbosity);
- if ((out=check_option(in,n,'W','u')) != NULL) {
- sscanf(out,"%u",&what_to_write);
- switch(what_to_write) {
- case 0: write_values=1;break;
- case 1: write_values=0;write_vectors=1;break;
- case 2: write_values=0;write_comp=1;break;
- case 3: write_values=0;write_proj=1;break;
- default: {
- fprintf(stderr,"Wrong value for the -W flag. Exiting!\n");
- exit(127);
- }
- }
- }
- if ((out=check_option(in,n,'o','o')) != NULL) {
- stout=0;
- if (strlen(out) > 0)
- outfile=out;
- }
-}
-
-void ordne(double *lyap,int *ord)
-{
- long i,j,maxi;
- double max;
-
- for (i=0;i<dimemb;i++)
- ord[i]=i;
-
- for (i=0;i<dimemb-1;i++)
- for (j=i+1;j<dimemb;j++)
- if (lyap[i] < lyap[j]) {
- max=lyap[i];
- lyap[i]=lyap[j];
- lyap[j]=max;
- maxi=ord[i];
- ord[i]=ord[j];
- ord[j]=maxi;
- }
-}
-
-void make_pca(double *av)
-{
- unsigned int i,j,k,i1,i2,j1,j2,k1,k2;
- int *ord;
- double **mat,*matarray,*eig,*sp,hsp=0.0;
- FILE *fout=NULL;
-
- check_alloc(ord=(int*)malloc(sizeof(int)*dimemb));
- check_alloc(eig=(double*)malloc(sizeof(double)*dimemb));
- check_alloc(matarray=(double*)malloc(sizeof(double)*dimemb*dimemb));
- check_alloc(mat=(double**)malloc(sizeof(double*)*dimemb));
- for (i=0;i<dimemb;i++)
- mat[i]=(double*)(matarray+i*dimemb);
-
-
- for (i=0;i<dimemb;i++) {
- i1=i/EMB;
- i2=(i%EMB)*DELAY;
- for (j=i;j<dimemb;j++) {
- j1=j/EMB;
- j2=(j%EMB)*DELAY;
- mat[i][j]=0.0;
- for (k=(EMB-1)*DELAY;k<LENGTH;k++)
- mat[i][j] += series[i1][k-i2]*series[j1][k-j2];
- mat[j][i]=(mat[i][j] /= (double)(LENGTH-(EMB-1)*DELAY));
- }
- }
-
- eigen(mat,(unsigned long)dimemb,eig);
- ordne(eig,ord);
-
- if (!stout) {
- fout=fopen(outfile,"w");
- if (verbosity&VER_INPUT)
- fprintf(stderr,"Opened %s for writing\n",outfile);
- }
- else {
- if (verbosity&VER_INPUT)
- fprintf(stderr,"Writing to stdout\n");
- }
-
- for (i=0;i<dimemb;i++)
- if (write_values) {
- if (stout)
- fprintf(stdout,"%d %e\n",i,eig[i]);
- else
- fprintf(fout,"%d %e\n",i,eig[i]);
- }
- else {
- if (verbosity) {
- if (stout)
- fprintf(stdout,"#%d %e\n",i,eig[i]);
- else
- fprintf(fout,"#%d %e\n",i,eig[i]);
- }
- }
- if (write_vectors) {
- for (i=0;i<dimemb;i++) {
- for (j=0;j<dimemb;j++) {
- j1=ord[j];
- if (stout)
- fprintf(stdout,"%e ",mat[i][j1]);
- else
- fprintf(fout,"%e ",mat[i][j1]);
- }
- if (stout)
- fprintf(stdout,"\n");
- else
- fprintf(fout,"\n");
- }
- }
-
- if (write_comp) {
- for (i=(EMB-1)*DELAY;i<LENGTH;i++) {
- for (j=0;j<LDIM;j++) {
- j1=ord[j];
- hsp=0.0;
- for (k=0;k<dimemb;k++) {
- k1=k/EMB;
- k2=(k%EMB)*DELAY;
- hsp += mat[k][j1]*(series[k1][i-k2]+av[k1]);
- }
- if (stout)
- fprintf(stdout,"%e ",hsp);
- else
- fprintf(fout,"%e ",hsp);
- }
- if (stout)
- fprintf(stdout,"\n");
- else
- fprintf(fout,"\n");
- }
- }
-
- if (write_proj) {
- check_alloc(sp=(double*)malloc(sizeof(double)*LDIM));
- for (i=0;i<(EMB-1)*DELAY;i++) {
- for (j=0;j<DIM;j++)
- if (stout)
- fprintf(stdout,"%e ",series[j][i]+av[j]);
- else
- fprintf(fout,"%e ",series[j][i]+av[j]);
- if (stout)
- fprintf(stdout,"\n");
- else
- fprintf(fout,"\n");
- }
- for (i=(EMB-1)*DELAY;i<LENGTH;i++) {
- for (j=0;j<LDIM;j++) {
- j1=ord[j];
- sp[j]=0.0;
- for (k=0;k<dimemb;k++) {
- k1=k/EMB;
- k2=(k%EMB)*DELAY;
- sp[j] += mat[k][j1]*series[k1][i-k2];
- }
- }
- for (j=0;j<DIM;j++) {
- hsp=0.0;
- for (k=0;k<LDIM;k++) {
- k1=ord[k];
- hsp += mat[j*EMB][k1]*sp[k];
- }
- if (stout)
- fprintf(stdout,"%e ",hsp+av[j]);
- else
- fprintf(fout,"%e ",hsp+av[j]);
- }
- if (stout)
- fprintf(stdout,"\n");
- else
- fprintf(fout,"\n");
- }
- free(sp);
- }
-
- if (!stout)
- fclose(fout);
-}
-
-int main(int argc,char **argv)
-{
- char stdi=0;
- unsigned int i,j;
- double rms,*av;
-
- if (scan_help(argc,argv))
- show_options(argv[0]);
-
- scan_options(argc,argv);
-
-#ifndef OMIT_WHAT_I_DO
- if (verbosity&VER_INPUT)
- what_i_do(argv[0],WID_STR);
-#endif
-
- infile=search_datafile(argc,argv,NULL,verbosity);
- if (infile == NULL)
- stdi=1;
-
- if (outfile == NULL) {
- if (!stdi) {
- check_alloc(outfile=(char*)calloc(strlen(infile)+5,(size_t)1));
- strcpy(outfile,infile);
- strcat(outfile,".pca");
- }
- else {
- check_alloc(outfile=(char*)calloc((size_t)10,(size_t)1));
- strcpy(outfile,"stdin.pca");
- }
- }
- if (!stout)
- test_outfile(outfile);
-
- if (column == NULL)
- series=(double**)get_multi_series(infile,&LENGTH,exclude,&DIM,"",dimset,
- verbosity);
- else
- series=(double**)get_multi_series(infile,&LENGTH,exclude,&DIM,column,
- dimset,verbosity);
- dimemb=DIM*EMB;
- if (!projection_set)
- LDIM=dimemb;
- else {
- if (LDIM < 1) LDIM=1;
- if (LDIM > dimemb) LDIM=dimemb;
- }
-
- check_alloc(av=(double*)malloc(sizeof(double)*DIM));
- for (j=0;j<DIM;j++) {
- av[j]=rms=0.0;
- variance(series[j],LENGTH,&av[j],&rms);
- for (i=0;i<LENGTH;i++)
- series[j][i] -= av[j];
- }
- make_pca(av);
-
- return 0;
-}
git://source.jalview.org / jabaws.git / blobdiff