lib/optimization.rb
require 'fast_matrix'
module Silicium
module Optimization
# reflector function
def re_lu(x)
x.negative? ? 0 : x
end
# sigmoid function
def sigmoid(x)
1.0 / (1 + Math.exp(-x))
end
# integrating using method Monte Carlo (f - function, a, b - integrating limits, n - amount of random numbers)
def integrating_Monte_Carlo_base(a, b, n = 100000, &block)
res = 0
range = a..b.to_f
(0..n).each do
x = rand(range)
res += (b - a) * 1.0 / n * block.call(x)
end
res
end
# return true if array is sorted
def sorted?(a)
return false if a.nil?
for i in 0..a.length - 2
return false if (a[i + 1] < a[i])
end
true
end
# fastest(but it is not exactly) sort, modify sequance
def bogosort!(a)
raise ArgumentError, "Nil array in bogosort" if a.nil?
a.shuffle! until sorted?(a)
a
end
# fastest(but it is not exactly) sort
def bogosort(a)
raise ArgumentError, "Nil array in bogosort" if a.nil?
crutch = a
(crutch = a.shuffle) until sorted?(crutch)
crutch
end
# calculate current accuracy in Hook - Jeeves method
def accuracy(step)
acc = 0
step.each { |a| acc += a * a }
Math.sqrt(acc)
end
# do one Hook - Jeeves step
def hook_jeeves_step(x, i, step, &block)
x[i] += step[i]
tmp1 = block.call(x)
x[i] = x[i] - 2 * step[i]
tmp2 = block.call(x)
if (tmp1 > tmp2)
cur_f = tmp2
else
x[i] = x[i] + step[i] * 2
cur_f = tmp1
end
[cur_f, x[i]]
end
# switch step if current func value > previous func value
def switch_step(cur_f, prev_f, step, i)
return step[i] / 2.0 if cur_f >= prev_f # you can switch 2.0 on something else
step[i]
end
# Hook - Jeeves method for find minimum point (x - array of start variables, step - step of one iteration, eps - allowable error, alfa - slowdown of step,
# block - function which takes array x, WAENING function doesn't control correctness of input
def hook_jeeves(x, step, eps = 0.1, &block)
prev_f = block.call(x)
acc = accuracy(step)
while (acc > eps)
for i in 0..x.length - 1
tmp = hook_jeeves_step(x, i, step, &block)
cur_f = tmp[0]
x[i] = tmp[1]
step[i] = switch_step(cur_f, prev_f, step, i)
prev_f = cur_f
end
acc = accuracy(step)
end
x
end
# find centr of interval
def middle(a, b)
(a + b) / 2.0
end
# do one half division step
def half_division_step(a, b, c, &block)
if (block.call(a) * block.call(c)).negative?
b = c
c = middle(a, c)
else
a = c
c = middle(b, c)
end
[a, b, c]
end
# find root in [a, b], if he exist, if number of iterations > iters -> error
def half_division(a, b, eps = 0.001, &block)
iters = 1000000
c = middle(a, b)
while (block.call(c).abs) > eps
tmp = half_division_step(a, b, c, &block)
a = tmp[0]
b = tmp[1]
c = tmp[2]
iters -= 1
raise RuntimeError, 'Root not found! Check does he exist, or change eps or iters' if iters == 0
end
c
end
# Find determinant 3x3 matrix
def determinant_sarryus(matrix)
raise ArgumentError, "Matrix size must be 3x3" if (matrix.row_count != 3 || matrix.column_count != 3)
matrix[0, 0] * matrix[1, 1] * matrix[2, 2] + matrix[0, 1] * matrix[1, 2] * matrix[2, 0] + matrix[0, 2] * matrix[1, 0] * matrix[2, 1] -
matrix[0, 2] * matrix[1, 1] * matrix[2, 0] - matrix[0, 0] * matrix[1, 2] * matrix[2, 1] - matrix[0, 1] * matrix[1, 0] * matrix[2, 2]
end
# return probability to accept
def accept_annealing(z, min, t, d)
p = (min - z) / (d * t * 1.0)
Math.exp(p)
end
# do one annealing step
def annealing_step(x, min_board, max_board)
x += rand(-0.5..0.5)
x = max_board if (x > max_board)
x = min_board if (x < min_board)
x
end
# update current min and xm if cond
def annealing_cond(z, min, t, d)
(z < min || accept_annealing(z, min, t, d) > rand(0.0..1.0))
end
# Annealing method to find min of function with one argument, between min_board max_board,
def simulated_annealing(min_board, max_board, t = 10000, &block)
d = Math.exp(-5) # Constant of annealing
x = rand(min_board * 1.0..max_board * 1.0)
xm = x
min = block.call(x)
while (t > 0.00001)
x = xm
x = annealing_step(x, min_board, max_board)
z = block.call(x)
if (annealing_cond(z, min, t, d))
min = z
xm = x
end
t *= 0.9999 # tempreture drops
end
xm
end
# Fast multiplication of num1 and num2.
def karatsuba(num1, num2)
return num1 * num2 if num1 < 10 || num2 < 10
max_size = [num1.to_s.length, num2.to_s.length].max
first_half1, last_half1 = make_equal(num1, max_size)
first_half2, last_half2 = make_equal(num2, max_size)
t0 = karatsuba(last_half1, last_half2)
t1 = karatsuba((first_half1 + last_half1), (first_half2 + last_half2))
t2 = karatsuba(first_half1, first_half2)
compute_karatsuba(t0, t1, t2, max_size / 2)
end
private
# Helper for karatsuba method. Divides num into two halves.
def make_equal(num, size)
mid = (size + 1) / 2
string = num.to_s.rjust(size, '0')
[string.slice(0...mid).to_i, string.slice(mid..-1).to_i]
end
# Helper for karatsuba method. Computes the result of karatsuba's multiplication.
def compute_karatsuba(tp0, tp1, tp2, num)
tp2 * 10**(2 * num) + ((tp1 - tp0 - tp2) * 10**num) + tp0
end
end
end