values = array(); } elseif ($type == 'RealMatrix') { $matrix = new RealMatrix(); $matrix->values = array_fill(0, $row, array_fill(0, $column, $value)); } else { trigger_error('Matrix type not recognized', E_USER_ERROR); } // $row, $column are the expected dimensions. // for SparseMatrix, $row[x]->count() might return 0, but the expected column number is still $column $matrix->row = $row; $matrix->column = $column; return $matrix; } // Note: wrap is temporarily disabled unless we find a case to use it. // this can make sure the array created by self::created() is always in the correct format. //static function wrap($type, &$values) {} // Note, PHP will not throw OutOfIndexException. so please make sure passing the correct value. function set($row, $column, $value) { $this->values[$row][$column] = $value; // we assume no OutOfIndexException. } // if not set, return NAN function get($row, $column) { return isset($this->values[$row][$column]) ? $this->values[$row][$column] : NAN; } function &raw_values() { return $this->values; } /** * Only return the row vectors that have at least one element. * Work for both RealMatrix and SparseMatrix * @return unknown_type */ function row_vectors() { // $this could be either RealMatrix or SparseMatrix $type = ($this instanceof RealMatrix) ? 'RealVector' : 'SparseVector'; $vectors = array(); foreach ($this->values as $row_i => &$row_value) { $vectors[$row_i] = Vector::wrap($type, $row_value); // note, by default this is passing by reference. } return $vectors; // don't have to return by reference. // Do not use return-by-reference to increase performance. The engine will automatically optimize this on its own. Only return references when you have a valid technical reason to do so. } /** * Compute the covariance matrix for the row vectors. * @param $matrix Could be RealMatrix or SparseMatrix. * @return Matrix a new m by m covariance matrix. * don't have to return by ref, because the engine will take care of it. * Note that no matter what's the input matrix, the returned matrix is always a sparse matrix. */ static function correlation($matrix) { $vectors = $matrix->row_vectors(); $m = $matrix->row; // dimension of the correlation matrix $cor_matrix = Matrix::create('SparseMatrix', $m, $m); for ($v1=0; $v1<$m; $v1++) { for ($v2=$v1; $v2<$m; $v2++) { if (isset($vectors[$v1]) && isset($vectors[$v2])) { // note, some value (such as std) is cached, so it won't be too much performance problem. $cor = $vectors[$v1]->correlation($vectors[$v2]); if (!is_nan($cor)) { $cor_matrix->set($v1, $v2, $cor); $cor_matrix->set($v2, $v1, $cor); } } } } return $cor_matrix; } } class RealMatrix extends Matrix { } class SparseMatrix extends Matrix { } /** * This is the Vector superclass. * @author danithaca */ abstract class Vector { // an array of values protected $values = NULL; // cached protected $count = NULL; protected $mean = NULL; protected $variance = NULL; protected $std = NULL; // users can only use the factory method. protected function __construct() {} /** * Factory method to create a vector. * Note, no parameter checking. * Array index has to be [0..n), otherwise program unstable * @param $type Create a sparse vector or a real vector. Could be 'SparseVector' or 'RealVector' * @param $size * @param $value * @return unknown_type */ static function create($type, $size=0, $value=0) { if ($type == 'SparseVector') { $vector = new SparseVector(); $vector->values = array(); } elseif ($type == 'RealVector') { $vector = new RealVector(); $vector->count = $size; $vector->values = array_fill(0, $size, $value); } else { trigger_error('Vector type not recognized', E_USER_ERROR); } return $vector; } /** * Factory method. * Wrap the array of numbers into the vector. Note: passing by reference! * @param $type Create a sparse vector or a real vector. Could be 'SparseVector' or 'RealVector' * @param $values the array of numbers. index staring at 0, or the program will be unexpected. * @return Vector */ static function wrap($type, &$values) { // & required, or it will make a copy when passing. if ($type == 'SparseVector') { $vector = new SparseVector(); } elseif ($type == 'RealVector') { $vector = new RealVector(); } else { trigger_error('Vector type not recognized', E_USER_ERROR); } $vector->values = &$values; // & required, or it will make a copy here too. return $vector; } // Note: PHP doesn't throw OutOfIndexException. // assume $dim is not OutOfIndex, otherwise the array will just grow in size w/o throwing an error. function set($dim, $value) { $this->values[$dim] = $value; } function get($dim) { return array_key_exists($dim, $this->values) ? $this->values[$dim] : NAN; } /** * Count the number of vectors. This works for SparseVector too. * It only counts valid numbers, not the size the vector is supposed to be. * @param $may_cache * @return the count number */ function count($may_cache = FALSE) { if (!$may_cache || $this->count===NULL) { // triggers counting $this->count = count($this->values); } return $this->count; } /** * Calculate the mean. This works for SparseMatrix too. * @param $may_cache * @return mean value */ function mean($may_cache = FALSE) { if (!$may_cache || $this->mean===NULL) { // force calculation $count = $this->count($may_cache); $this->mean = $count==0 ? NAN : array_sum($this->values) / $count; } return $this->mean; } /** * Calculate the variance. This works for SparseMatrix too. * @param $may_cache * @return mean value */ function variance($may_cache = FALSE) { if (!$may_cache || $this->variance===NULL) { // force calculation $count = $this->count($may_cache); $mean = $this->mean($may_cache); $variance = 0; foreach ($this->values as $value) { $variance += pow(($value - $mean), 2); } $this->variance = $count==0 ? NAN : $variance / $count; } return $this->variance; } function std($may_cache = FALSE) { if (!$may_cache || $this->std===NULL) { // force calculation $variance = $this->variance($may_cache); $this->std = is_nan($variance) ? NAN : sqrt($variance); } return $this->std; } /** * Compute covariance with $vector. No caching option. * Works for RealVector. SparseVector needs additional handling. * @param $vector it has to be the same type (either SparseVector or RealVector) as $this * @return covariance value */ function covariance(&$vector) { // $arary_a and $array_b just pass by reference $array_a = &$this->values; $array_b = &$vector->values; $mean_a = $this->mean(TRUE); $mean_b = $vector->mean(TRUE); $count = $this->count(TRUE); // if the vector doesn't have any elements, covariance would be NAN. if ($count==0) return NAN; $covariance = 0; for ($i=0; $i<$count; $i++) { $covariance += ($array_a[$i] - $mean_a) * ($array_b[$i] - $mean_b); } return $covariance / $count; } /** * Compute correlation with $vector. No caching option. * Works for RealVector. SparseVector needs additional handling. * @param $vector it has to be the same type (either SparseVector or RealVector) as $this * @return correlation value */ function correlation(&$vector) { $covariance = $this->covariance($vector); if (is_nan($covariance)) return NAN; // might use cached std. $std_a = $this->std(TRUE); $std_b = $vector->std(TRUE); return ($std_a==0 || $std_b==0) ? NAN : $covariance / ($std_a * $std_b); } } /** * Looks like there's no need to overload function for RealVector */ class RealVector extends Vector { } /** * Sparse Vector takes care of missing data. */ class SparseVector extends Vector { function common_items(&$vector) { // for compatibility, we don't use pass by reference //$keys = array_intersect_key(&$this->values, &$vector->values); $keys = array_intersect_key($this->values, $vector->values); if (count($keys) == 0) return NULL; $array_a = array(); $array_b = array(); foreach ($keys as $key => $value) { $array_a[] = $this->values[$key]; $array_b[] = $vector->values[$key]; } $subset = array(); $subset[] = Vector::wrap('RealVector', $array_a); $subset[] = Vector::wrap('RealVector', $array_b); return $subset; } function covariance(&$vector) { $subset = $this->common_items($vector); return $subset===NULL ? NAN : $subset[0]->covariance($subset[1]); } function correlation(&$vector) { $subset = $this->common_items($vector); if ($subset===NULL) return NAN; $covariance = $subset[0]->covariance($subset[1]); $std_a = $subset[0]->std(TRUE); $std_b = $subset[1]->std(TRUE); return ($std_a==0 || $std_b==0) ? NAN : $covariance / ($std_a * $std_b); } } ?>