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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,81 @@ | ||
| library(Matrix) | ||
| library(RTMB) | ||
|
|
||
| # Load minimal example | ||
| example = readRDS( file=file.path(R'(C:\Users\James.Thorson\Desktop\Git\dsem\scratch)',"example.RDS")) | ||
| attach(example) | ||
| set.seed(101) | ||
| z = rnorm(nrow(Rho_kk)) | ||
|
|
||
| # Define function with both versions | ||
| f = function(p){ | ||
| # | ||
| sparse_solve = function(x){ | ||
| invx = solve(x) | ||
| if( RTMB:::ad_context() ){ | ||
| out = sparseMatrix( | ||
| i = row(invx), | ||
| j = col(invx), | ||
| x = 1, | ||
| ) | ||
| out = AD(out) | ||
| out@x = invx | ||
| #out = drop0(out) # drop0 doesn't work | ||
| return(out) | ||
| }else{ | ||
| return(invx) | ||
| } | ||
| } | ||
|
|
||
| Gamma_kk = AD( p[1] * Gamma_kk ) | ||
| Rho_kk = AD( p[2] * Rho_kk ) | ||
| V_kk = t(Gamma_kk) %*% Gamma_kk | ||
| IminusRho_kk = Diagonal(nrow(Rho_kk)) - Rho_kk | ||
|
|
||
| # Option-1 ... works | ||
| invV_kk = Gamma_kk | ||
| invV_kk@x = 1 / Gamma_kk@x^2 | ||
| Q1_kk = t(IminusRho_kk) %*% invV_kk %*% IminusRho_kk | ||
| REPORT( Q1_kk ) | ||
|
|
||
| # Option-2 | ||
| invV_kk = solve(V_kk) | ||
| Q2_kk = t(IminusRho_kk) %*% invV_kk %*% IminusRho_kk | ||
| REPORT( Q2_kk ) | ||
|
|
||
| # Option-3 | ||
| invV_kk = solve(V_kk) | ||
| #if( RTMB:::ad_context() ){ | ||
| # temp_kk = sparseMatrix( | ||
| # i = row(invV_kk), | ||
| # j = col(invV_kk), | ||
| # x = 1, | ||
| # ) | ||
| # temp_kk = AD(temp_kk) | ||
| # temp_kk@x = invV_kk | ||
| # invV_kk = temp_kk | ||
| #} | ||
| invV_kk = sparse_solve(V_kk) | ||
| Q3_kk = t(IminusRho_kk) %*% invV_kk %*% IminusRho_kk | ||
| REPORT( Q3_kk ) | ||
|
|
||
| # Option-1 WORKS for diagonal matrix only | ||
| #jnll_gmrf = -1 * dgmrf( z, mu=rep(0,nrow(Rho_kk)), Q=Q1_kk, log=TRUE ) | ||
|
|
||
| # Option-2 DOES NOT WORK | ||
| #jnll_gmrf = -1 * dgmrf( z, mu=rep(0,nrow(Rho_kk)), Q=Q2_kk, log=TRUE ) | ||
|
|
||
| # Option-3 WORKS generally, but requires a manual coersion from dense to sparse matrix | ||
| jnll_gmrf = -1 * dgmrf( z, mu=rep(0,nrow(Rho_kk)), Q=Q3_kk, log=TRUE ) | ||
| return(jnll_gmrf) | ||
| } | ||
|
|
||
| # Works for Option-1 | ||
| f(c(1,1)) | ||
| obj = MakeADFun( f, c(1,1) ) | ||
| obj$fn(obj$par) | ||
|
|
||
| # Show they're identical if compiled using Option-1 | ||
| Rep = obj$report() | ||
| identical( Rep$Q1_kk, Rep$Q2_kk ) | ||
| identical( Rep$Q1_kk, Rep$Q3_kk ) |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,102 @@ | ||
| library(Matrix) | ||
| library(RTMB) | ||
|
|
||
| # Load minimal example | ||
| example = readRDS( file=file.path(R'(C:\Users\James.Thorson\Desktop\Git\dsem\scratch)',"example.RDS")) | ||
| attach(example) | ||
| set.seed(101) | ||
| z = rnorm(nrow(Rho_kk)) | ||
|
|
||
| # Define function with both versions | ||
| f = function(p){ | ||
| Gamma_kk = AD( p[1] * Gamma_kk ) | ||
| Rho_kk = AD( p[2] * Rho_kk ) | ||
| V_kk = t(Gamma_kk) %*% Gamma_kk | ||
| IminusRho_kk = Diagonal(nrow(Rho_kk)) - Rho_kk | ||
|
|
||
| # Option-1 ... works | ||
| invV_kk = Gamma_kk | ||
| invV_kk@x = 1 / Gamma_kk@x^2 | ||
| Q1_kk = t(IminusRho_kk) %*% invV_kk %*% IminusRho_kk | ||
| REPORT( Q1_kk ) | ||
|
|
||
| # Option-2 | ||
| invV_kk = solve(V_kk) | ||
| #trip = mat2triplet(invV_kk) | ||
| #print(trip) | ||
| #print(invV_kk@i) | ||
| #print(invV_kk@p) | ||
| #print(invV_kk@x) | ||
| #p = invV_kk@p | ||
| #n.p = length(p) | ||
| #dp <- p[-1L] - p[-n.p] | ||
| #n.dp = length(dp) | ||
| #j = rep.int(seq.int(from = 0L, length.out = n.dp), dp) + 1 | ||
| #print(j) | ||
| #invV_kk = sparseMatrix( | ||
| # i = invV_kk@i + 1, | ||
| # p = invV_kk@p, | ||
| # #j = j, | ||
| # x = invV_kk@x | ||
| # ) | ||
| if( RTMB:::ad_context() ){ | ||
| #print(invV_kk[1:10,1:10]) | ||
| #class(invV_kk) | ||
| #print(row(invV_kk)) | ||
|
|
||
| #vec = as.matrix(invV_kk)[1,1] | ||
| #print(vec) | ||
|
|
||
| #Dim = rep(nrow(V_kk),2) | ||
| #invV2_kk = drop0(sparseMatrix( i=1, j=1, x=0, dims=Dim )) # Make with a zero | ||
| #for(i in seq_len(nrow(invV_kk)) ){ | ||
| #for(j in seq_len(ncol(invV_kk)) ){ | ||
| # Ind_kk = sparseMatrix( | ||
| # i = i, | ||
| # j = j, | ||
| # x = 1, | ||
| # dims = Dim | ||
| # ) | ||
| # invV2_kk = invV2_kk + invV_kk[i,j] * Ind_kk | ||
| #}} | ||
| invV2_kk = sparseMatrix( | ||
| i = row(invV_kk), | ||
| j = col(invV_kk), | ||
| x = 1, | ||
| ) | ||
| invV2_kk = AD(invV2_kk) | ||
| invV2_kk@x = invV_kk | ||
| REPORT(invV2_kk) | ||
| }else{ | ||
| invV2_kk = invV_kk | ||
| } | ||
| #invV2_kk@x = invV_kk@x | ||
| #invV_kk = AD(invV_kk) | ||
| #print(length(invV2_kk@x)) | ||
| #print(length(invV_kk@x)) | ||
| #print(invV2_kk) | ||
| Q2_kk = t(IminusRho_kk) %*% invV2_kk %*% IminusRho_kk | ||
| REPORT( Q2_kk ) | ||
| #print(Q2_kk) | ||
|
|
||
| # Option-3 ... try rebuilding | ||
| #Q3_kk = AD(sparseMatrix(i=Q2_kk@i, p=Q2_kk@p, x=Q2_kk@x)) | ||
| #REPORT( Q3_kk ) | ||
|
|
||
| # Option-1 WORKS | ||
| #jnll_gmrf = -1 * dgmrf( z, mu=rep(0,nrow(Rho_kk)), Q=Q1_kk, log=TRUE ) | ||
|
|
||
| # Option-2 DOES NOT WORK | ||
| jnll_gmrf = -1 * dgmrf( z, mu=rep(0,nrow(Rho_kk)), Q=Q2_kk, log=TRUE ) | ||
| #return(jnll_gmrf) | ||
| } | ||
|
|
||
| # Works for Option-1 | ||
| f(c(1,1)) | ||
| obj = MakeADFun( f, c(1,1) ) | ||
| # obj$fn(obj$par) | ||
|
|
||
| # Show they're identical if compiled using Option-1 | ||
| # Rep = obj$report() | ||
| # identical( Rep$Q1_kk, Rep$Q2_kk ) | ||
| # attr(Rep$Q1_kk,"Dim") |
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