nmf_operations.hpp

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#ifndef VIENNACL_LINALG_CUDA_NMF_OPERATIONS_HPP_
#define VIENNACL_LINALG_CUDA_NMF_OPERATIONS_HPP_

/* =========================================================================
   Copyright (c) 2010-2015, Institute for Microelectronics,
                            Institute for Analysis and Scientific Computing,
                            TU Wien.
   Portions of this software are copyright by UChicago Argonne, LLC.

                            -----------------
                  ViennaCL - The Vienna Computing Library
                            -----------------

   Project Head:    Karl Rupp                   rupp@iue.tuwien.ac.at

   (A list of authors and contributors can be found in the manual)

   License:         MIT (X11), see file LICENSE in the base directory
============================================================================= */

#include "viennacl/linalg/host_based/nmf_operations.hpp"

#include "viennacl/linalg/cuda/common.hpp"

namespace viennacl
{
namespace linalg
{
namespace cuda
{

template<typename NumericT>
__global__ void el_wise_mul_div(NumericT       * matrix1,
                                NumericT const * matrix2,
                                NumericT const * matrix3,
                                unsigned int size)
{
  for (unsigned int i = blockIdx.x * blockDim.x + threadIdx.x; i < size; i +=gridDim.x * blockDim.x)
  {
    NumericT val = matrix1[i] * matrix2[i];
    NumericT divisor = matrix3[i];
    matrix1[i] = (divisor > (NumericT) 0.00001) ? (val / divisor) : NumericT(0);
  }
}

template<typename NumericT>
void nmf(viennacl::matrix_base<NumericT> const & V,
         viennacl::matrix_base<NumericT> & W,
         viennacl::matrix_base<NumericT> & H,
         viennacl::linalg::nmf_config const & conf)
{
  vcl_size_t k = W.size2();
  conf.iters_ = 0;

  if (!viennacl::linalg::norm_frobenius(W))
    W = viennacl::scalar_matrix<NumericT>(W.size1(), W.size2(), NumericT(1.0));

  if (!viennacl::linalg::norm_frobenius(H))
    H = viennacl::scalar_matrix<NumericT>(H.size1(), H.size2(), NumericT(1.0));

  viennacl::matrix_base<NumericT> wn(V.size1(), k, W.row_major());
  viennacl::matrix_base<NumericT> wd(V.size1(), k, W.row_major());
  viennacl::matrix_base<NumericT> wtmp(V.size1(), V.size2(), W.row_major());

  viennacl::matrix_base<NumericT> hn(k, V.size2(), H.row_major());
  viennacl::matrix_base<NumericT> hd(k, V.size2(), H.row_major());
  viennacl::matrix_base<NumericT> htmp(k, k, H.row_major());

  viennacl::matrix_base<NumericT> appr(V.size1(), V.size2(), V.row_major());

  viennacl::vector<NumericT> diff(V.size1() * V.size2());

  NumericT last_diff = 0;
  NumericT diff_init = 0;
  bool stagnation_flag = false;

  for (vcl_size_t i = 0; i < conf.max_iterations(); i++)
  {
    conf.iters_ = i + 1;

    hn = viennacl::linalg::prod(trans(W), V);
    htmp = viennacl::linalg::prod(trans(W), W);
    hd = viennacl::linalg::prod(htmp, H);

    el_wise_mul_div<<<128, 128>>>(viennacl::cuda_arg<NumericT>(H),
                                  viennacl::cuda_arg<NumericT>(hn),
                                  viennacl::cuda_arg<NumericT>(hd),
                                  static_cast<unsigned int>(H.internal_size1() * H.internal_size2()));
    VIENNACL_CUDA_LAST_ERROR_CHECK("el_wise_mul_div");

    wn   = viennacl::linalg::prod(V, trans(H));
    wtmp = viennacl::linalg::prod(W, H);
    wd   = viennacl::linalg::prod(wtmp, trans(H));

    el_wise_mul_div<<<128, 128>>>(viennacl::cuda_arg<NumericT>(W),
                                  viennacl::cuda_arg<NumericT>(wn),
                                  viennacl::cuda_arg<NumericT>(wd),
                                  static_cast<unsigned int>( W.internal_size1() * W.internal_size2()));
    VIENNACL_CUDA_LAST_ERROR_CHECK("el_wise_mul_div");

    if (i % conf.check_after_steps() == 0)  //check for convergence
    {
      appr = viennacl::linalg::prod(W, H);

      appr -= V;
      NumericT diff_val = viennacl::linalg::norm_frobenius(appr);

      if (i == 0)
        diff_init = diff_val;

      if (conf.print_relative_error())
        std::cout << diff_val / diff_init << std::endl;

      // Approximation check
      if (diff_val / diff_init < conf.tolerance())
        break;

      // Stagnation check
      if (std::fabs(diff_val - last_diff) / (diff_val * conf.check_after_steps()) < conf.stagnation_tolerance()) //avoid situations where convergence stagnates
      {
        if (stagnation_flag)  // iteration stagnates (two iterates with no notable progress)
          break;
        else
          // record stagnation in this iteration
          stagnation_flag = true;
      } else
        // good progress in this iteration, so unset stagnation flag
        stagnation_flag = false;

      // prepare for next iterate:
      last_diff = diff_val;
    }
  }
}

} //namespace cuda
} //namespace linalg
} //namespace viennacl

#endif /* VIENNACL_LINALG_CUDA_NMF_OPERATIONS_HPP_ */