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Argument to have GramSchmidt return matrix having same dimension as input
Currently GramSchmidt contains the line below which removes the zero columns
B <- B[, !apply(B, 2, function(b) all(b == 0))]
however, that makes it hard to relate the result to the input matrix. Suggest that there be an argument to skip over that line so that the output columns directly correspond to the input columns in the same position.
I don't remember writing this code but I wouldn't be surprised if I did. I agree that it would be desirable to optionally retrain the 0 columns, and arguably to make that the default, although it do so might break existing code and so might not be a good idea.
AFAICS, the documentation for the function doesn't mention removing linearly dependent columns and indeed implies the contrary. Also, silently removing the columns is probably not desirable; printing a warning could break existing code but a message is probably in order.
I can make these changes if people agree.
Thoughts?
John
On 2023-03-06 8:12 a.m., ggrothendieck wrote:
Currently |GramSchmidt| contains the line below which removes the redundant columns
|B <- B[, !apply(B, 2, function(b) all(b == 0))] |
however, that makes it hard to relate the result to the input matrix. Suggest that there be an argument to skip over that line so that the output columns directly correspond to the input columns in the same position.
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I agree that optionally allowing to retain the 0 columns is desireable, and I think the suggestion to make the quoted line conditional would do that.
An argument could be made either way for what should be the default, but at least it would be documented.
Perhaps review the examples / vignettes to see how GramSchmidt() is currently used in the package?
On 2023-03-07 5:48 p.m., Michael Friendly wrote:
I agree that optionally allowing to retain the 0 columns is desireable, and I think the suggestion to make the quoted line conditional would do that.
As it turns out, not quite, because it's necessary to account for retained 0 columns if the matrix is normalized. I've done that and also added a message when 0 columns are suppressed.
An argument could be made either way for what should be the default, but at least it would be documented.
Perhaps review the examples / vignettes to see how GramSchmidt() is currently used in the package?
Please feel free to change the default if you think that's best.
My changes are in the issue42 branch.
John
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Accepted John's changes, now in master. I've bumped the pkg version to 0.8-7, but will wait to release this.
@ggrothendieck You can (after this settles down) install the github version to test this.
Seems to work when I tried it.
Since the output is now the same shape as the input one could retain the column names to make it easier to relate the output to the input -- actually it could be done even if zero columns were omitted.
transform(BOD, z = Time + demand, zz = rnorm(6)) |>
as.matrix() |>
GramSchmidt(omit_zero_columns = FALSE)
## [,1] [,2] [,3] [,4]
## [1,] 0.09805807 0.28210212 0 -0.02308851
## [2,] 0.19611614 0.24258721 0 0.59730121
## [3,] 0.29417420 0.54510946 0 0.39265953
## [4,] 0.39223227 0.25034293 0 -0.61734941
## [5,] 0.49029034 -0.70807780 0 0.27453213
## [6,] 0.68640647 0.01948748 0 -0.17896507
Preserving the column names makes sense to me (and is easily done). Shall I make this change?
@ggrothendieck @john-d-fox
This change seems sensible, but I'd like to see an example of what omit_zero_columns = TRUE should/does look like.
Does this change still work if the matrix has row/col names?
The names of the nonzero columns are retained. Yes, the change works if there are row/column names. Row names always worked, and retaining column names is the point.
Shall I commit the change? If you don’t like it, you can always revert it (though I doubt you’ll want to).
The example shown in my earlier post using BOD had input column names but no column names appeared on the output.
Right. I'm waiting to hear from Michael before committing the fix, which displays the column names if they're defined.
FWIW, here's the code:
GramSchmidt <- function (X, normalize = TRUE, verbose = FALSE,
tol=sqrt(.Machine$double.eps), omit_zero_columns=TRUE) {
B <- X
B[, 2L:ncol(B)] <- 0
if (verbose) {
cat("\nInitial matrix:\n")
printMatrix(X)
cat("\nColumn 1: z1 = x1\n")
printMatrix(B)
}
for (i in 2:ncol(X)) {
res <- X[, i]
for (j in 1:(i - 1)) res <- res - Proj(X[, i], B[, j])
if (len(res) < tol) res <- 0
B[, i] <- res
if (verbose) {
prj_char <- character(i - 1)
for (j in 1:(i - 1)) prj_char[j] <- sprintf("Proj(x%i, z%i)",
i, j)
cat(sprintf("\nColumn %i: z%i = x%i - %s\n", i, i,
i, paste0(prj_char, collapse = " - ")))
printMatrix(B)
}
}
zeros <- apply(B, 2, function(b) all(b == 0))
if (omit_zero_columns && any(zeros)){
B <- B[, !zeros]
which_zeros <- (1:ncol(X))[zeros]
message("linearly dependent column", if (length(which_zeros) > 1) "s" else "",
" omitted: ", paste(which_zeros, collapse=", "))
}
if (normalize) {
norm <- diag(1/len(B))
colnames <- colnames(B)
B <- B %*% norm
colnames(B) <- colnames
if (!omit_zero_columns && any(zeros)) B[, zeros] <- 0
if (verbose) {
cat("\nNormalized matrix: Z * inv(L) \n")
printMatrix(B)
}
}
if (verbose)
return(invisible(B))
B
}
That's apparently easier said than done. When I tried to push the change, I got
>>> /usr/bin/git push origin HEAD:refs/heads/master
remote: error: GH006: Protected branch update failed for refs/heads/master.
remote: error: At least 1 approving review is required by reviewers with write access.
To https://github.com/friendly/matlib.git
! [remote rejected] HEAD -> master (protected branch hook declined)
error: failed to push some refs to 'https://github.com/friendly/matlib.git'
I suggest that you take the code from my previous "comment" to update GramSchmidt() in the master branch since I apparently am not allowed to do it.
Ugh! This is some new github feature regarding permission I don't quite understand. Evidently, new additions to master must be via a pull request from another branch, or a pull request to the master branch that someone else (me) has to approve. In any case, it has to be via a pull request.
I don't think I can just copy/paste your code in the comment into the GramSchmidt.R.
I created a new branch, devel-0.9-7. Can you do a pull from RStudio git, switch to the devel-0.9-7 branch, and commit your
update there? and then push to that branch... Then, either you or I can do the pull request thing. I'm sorry that this has become an extra burden.
>>> C:/Program Files/Git/bin/git.exe checkout -B devel-0.9.7
Switched to a new branch 'devel-0.9.7'
>>> C:/Program Files/Git/bin/git.exe push -u origin devel-0.9.7
remote:
remote: Create a pull request for 'devel-0.9.7' on GitHub by visiting:
remote: https://github.com/friendly/matlib/pull/new/devel-0.9.7
remote:
branch 'devel-0.9.7' set up to track 'origin/devel-0.9.7'.
To github.com:friendly/matlib.git
* [new branch] devel-0.9.7 -> devel-0.9.7
OK, I pushed the change to GramSchmidt() to the devel-0.9-7. Can you take it from here?