twirls/MexFunc/ClusterRandSim.cpp

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#include <mex.h>
#include <mat.h>
#include <iostream>
#include <algorithm>
#include <string>
#include <unordered_set>
#include <ctime>
#include <vector>
#include <queue>
#include <memory>
#include <thread>
#include <mutex>
#include <condition_variable>
#include <future>
#include <functional>
#include <stdexcept>
#include <unordered_map>
#include <set>
#include <fstream>
#include <algorithm>
#include <random>
#include <cmath>
using std::cout;
using std::endl;
using namespace std;
#define STRING_BUF_SIZE 204800
class ThreadPool {
public:
ThreadPool(size_t);
template<class F, class... Args>
auto enqueue(F&& f, Args&&... args)
->std::future<typename std::result_of<F(Args...)>::type>;
~ThreadPool();
private:
// need to keep track of threads so we can join them
std::vector< std::thread > workers;
// the task queue
std::queue< std::function<void()> > tasks;
// synchronization
std::mutex queue_mutex;
std::condition_variable condition;
bool stop;
};
// the constructor just launches some amount of workers
inline ThreadPool::ThreadPool(size_t threads)
: stop(false)
{
for (size_t i = 0;i < threads;++i)
workers.emplace_back(
[this]
{
for (;;)
{
std::function<void()> task;
{
std::unique_lock<std::mutex> lock(this->queue_mutex);
this->condition.wait(lock,
[this] { return this->stop || !this->tasks.empty(); });
if (this->stop && this->tasks.empty())
return;
task = std::move(this->tasks.front());
this->tasks.pop();
}
task();
}
}
);
}
// add new work item to the pool
template<class F, class... Args>
auto ThreadPool::enqueue(F&& f, Args&&... args)
-> std::future<typename std::result_of<F(Args...)>::type>
{
using return_type = typename std::result_of<F(Args...)>::type;
auto task = std::make_shared< std::packaged_task<return_type()> >(
std::bind(std::forward<F>(f), std::forward<Args>(args)...)
);
std::future<return_type> res = task->get_future();
{
std::unique_lock<std::mutex> lock(queue_mutex);
// don't allow enqueueing after stopping the pool
if (stop)
throw std::runtime_error("enqueue on stopped ThreadPool");
tasks.emplace([task]() { (*task)(); });
}
condition.notify_one();
return res;
}
// the destructor joins all threads
inline ThreadPool::~ThreadPool()
{
{
std::unique_lock<std::mutex> lock(queue_mutex);
stop = true;
}
condition.notify_all();
for (std::thread& worker : workers)
worker.join();
}
/* <20><>ȡһάdouble<6C><65><EFBFBD><EFBFBD> */
void Read1DDouble(const mxArray* pMxArray, vector<double>& vDat) {
int rowNum, colNum;
double* matData;
rowNum = (int)mxGetM(pMxArray);
colNum = (int)mxGetN(pMxArray);
// cout << rowNum << " " << colNum << endl;
matData = (double*)mxGetData(pMxArray); //<2F><>ȡָ<C8A1><D6B8>
vDat.resize(rowNum * colNum);
for (int i = 0; i < vDat.size(); ++i) vDat[i] = matData[i];
}
/* <20><>ȡ<EFBFBD><C8A1>άdouble<6C><65><EFBFBD><EFBFBD> */
void Read2DDouble(const mxArray* pMxArray, vector<vector<double>>& vvDat) {
int rowNum, colNum;
double* matData;
rowNum = (int)mxGetM(pMxArray);
colNum = (int)mxGetN(pMxArray);
vvDat.resize(rowNum);
matData = (double*)mxGetData(pMxArray); //<2F><>ȡָ<C8A1><D6B8>
for (int i = 0; i < rowNum; ++i) {
vvDat[i].resize(colNum);
for (int j = 0; j < colNum; ++j) {
vvDat[i][j] = matData[j * rowNum + i];
}
}
}
// <20>̲߳<DFB3><CCB2><EFBFBD>
struct TPRandSim {
vector<double>* pvTr;
vector<int>* pvRandPos;
vector<double>* pvH;
vector<vector<double>>* pvvX;
int numPositive;
};
// <20><><EFBFBD>߳<EFBFBD><DFB3><EFBFBD><EFBFBD>ں<EFBFBD><DABA><EFBFBD>
void ThreadRandSim(TPRandSim& param) {
vector<double>& vTr = *param.pvTr;
vector<int>& vRandPos = *param.pvRandPos;
vector<vector<double>>& vvX = *param.pvvX;
vector<double>& vH = *param.pvH;
int numPositive = param.numPositive;
int rowNum = vvX.size();
int colNum = vvX[0].size();
clock_t begin = clock(), finish;
/* <20><><EFBFBD><EFBFBD>ģ<EFBFBD><C4A3> */
std::random_device rd;
std::shuffle(vRandPos.begin(), vRandPos.end(), std::default_random_engine(rd()));
for (int i = 0; i < rowNum; ++i) {
int hRowIdx = vRandPos[i]; // <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>֮<EFBFBD><D6AE><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
if (vH[hRowIdx] == 1) {
for (int j = 0; j < colNum; ++j) {
vTr[j] += vvX[i][j];
}
}
}
for (auto& val : vTr) val /= numPositive;
finish = clock();
// cout << "Random simulation time: " << (double)(finish - begin) / CLOCKS_PER_SEC << " s" << endl;
}
/* <20><><EFBFBD>ں<EFBFBD><DABA><EFBFBD> */
/*
<EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>һ<EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ֵ
<EFBFBD><EFBFBD><EFBFBD>
1. x <EFBFBD><EFBFBD>ά<EFBFBD><EFBFBD><EFBFBD>ݣ<EFBFBD>double<EFBFBD><EFBFBD><EFBFBD>ͣ<EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ϊ<EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ϊ<EFBFBD>ֵ<EFBFBD>ȣ<EFBFBD>ÿ<EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>г<EFBFBD><EFBFBD>ֵĴ<EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>5<EFBFBD><EFBFBD>
2. h <EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ϊ<EFBFBD><EFBFBD><EFBFBD>׸<EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ֵΪ1<EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ڸ<EFBFBD>֪ʶ<EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ӧ<EFBFBD><EFBFBD><EFBFBD>ǣ<EFBFBD><EFBFBD><EFBFBD>Ϊ0<EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
3. numThread
<EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
vs z score,<EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ָ<EFBFBD><EFBFBD><EFBFBD><EFBFBD>һά
ps <EFBFBD><EFBFBD>vs<EFBFBD><EFBFBD><EFBFBD><EFBFBD>һ<EFBFBD><EFBFBD>
*/
void mexFunction(int nlhs, mxArray* plhs[], int nrhs, mxArray** prhs) {
//void mexFunction(int nlhs, mxArray* plhs[], int nrhs, const mxArray* prhs[]) {
if (nrhs < 2) {
cout << "At least 2 arguments should be given for this function!" << endl;
return;
}
clock_t begin = clock(), mid, finish;
vector<double> vH;
vector<vector<double>> vvX;
Read2DDouble(prhs[0], vvX);
Read1DDouble(prhs[1], vH);
int rowNum = vvX.size();
int colNum = vvX[0].size();
cout << vH.size() << '\t' << vvX.size() << endl;
int numThread = 1;
int loopNum = 1000;
if (nrhs > 2) {
double* pNumThread = (double*)mxGetData(prhs[2]);
numThread = (int)pNumThread[0];
if (numThread < 1) numThread = 1;
}
if (nrhs > 3) {
double* pLoopNum = (double*)mxGetData(prhs[3]);
loopNum = (int)pLoopNum[0];
if (loopNum < 1000) loopNum = 1000;
}
/* <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ģ<EFBFBD><C4A3> */
mid = clock();
vector<double> vTs(colNum); // <20><>ʼ<EFBFBD><CABC><EFBFBD>ݣ<EFBFBD><DDA3><EFBFBD>¼vH<76><48>labelΪ1<CEAA><31><EFBFBD>е<EFBFBD><D0B5>о<EFBFBD>ֵ
int numPositive = 0;
for (int i = 0; i < rowNum; ++i) {
if (vH[i] == 1) {
++numPositive;
for (int j = 0; j < colNum; ++j) {
vTs[j] += vvX[i][j];
}
}
}
for (auto& val : vTs) val /= numPositive;
vector<vector<double>> vvTr(loopNum, vector<double>(colNum, 0)); // ģ<><C4A3><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
vector<vector<int>> vvRandPos(numThread, vector<int>(rowNum));
for (int i = 0; i < rowNum; ++i) {
for (auto& vRandPos : vvRandPos) {
vRandPos[i] = i;
}
}
ThreadPool thPool(numThread);
int tid = 0;
for (int i = 0; i < loopNum; ++i) {
TPRandSim tParam = { &vvTr[i], &vvRandPos[tid++ % numThread], &vH, &vvX, numPositive };
thPool.enqueue(ThreadRandSim, tParam);
//ThreadRandSim(tParam);
}
thPool.~ThreadPool();
finish = clock();
cout << "Random simulation time: " << (double)(finish - mid) / CLOCKS_PER_SEC << " s" << endl;
/* <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD> */
vector<double> vVs(colNum);
vector<double> vPs(colNum);
// <20><><EFBFBD>м<EFBFBD><D0BC><EFBFBD>ƽ<EFBFBD><C6BD>ֵ
vector<double> vMean(colNum);
vector<double> vStd(colNum);
for (int i = 0; i < vvTr.size(); ++i) {
for (int j = 0; j < vvTr[i].size(); ++j) {
vMean[j] += vvTr[i][j];
}
}
for (auto& val : vMean) { val /= loopNum; } // <20><>ֵ
for (int i = 0; i < vvTr.size(); ++i) {
for (int j = 0; j < vvTr[i].size(); ++j) {
const double diff = vvTr[i][j] - vMean[j];
vStd[j] += diff * diff;
}
}
for (auto& val : vStd) { val = sqrt(val / (loopNum - 1)); } // <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
// <20><><EFBFBD><EFBFBD>vs
for (int i = 0; i < vVs.size(); ++i) {
vVs[i] = (vTs[i] - vMean[i]) / vStd[i];
}
// <20><><EFBFBD><EFBFBD>ps
vector<double> vSumGreater(colNum);
vector<double> vSumLess(colNum);
for (int i = 0; i < loopNum; ++i) {
for (int j = 0; j < colNum; ++j) {
if (vvTr[i][j] >= vTs[j]) vSumGreater[j] ++;
if (vvTr[i][j] <= vTs[j]) vSumLess[j] ++;
}
}
for (auto& val : vSumGreater) val /= loopNum;
for (auto& val : vSumLess) val /= loopNum;
for (int i = 0; i < colNum; ++i) {
vPs[i] = min(vSumGreater[i], vSumLess[i]);
}
ofstream ofs("d:\\result.txt");
for (int i = 0; i < colNum; ++i) {
ofs << vVs[i] << '\t' << vPs[i] << endl;
}
ofs.close();
/* д<><D0B4><EFBFBD><EFBFBD><EFBFBD><EFBFBD> */
if (nlhs > 0) { // vs
mxArray* pWriteArray = NULL;//matlab<61><62>ʽ<EFBFBD><CABD><EFBFBD><EFBFBD>
//<2F><><EFBFBD><EFBFBD>һ<EFBFBD><D2BB>rowNum*colNum<75>ľ<EFBFBD><C4BE><EFBFBD>
pWriteArray = mxCreateDoubleMatrix(1, vVs.size(), mxREAL);
//<2F><>data<74><61>ֵ<EFBFBD><D6B5><EFBFBD><EFBFBD>pWriteArrayָ<79><D6B8>
memcpy((void*)(mxGetPr(pWriteArray)), (void*)vVs.data(), sizeof(double) * vVs.size());
plhs[0] = pWriteArray; // <20><>ֵ<EFBFBD><D6B5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ֵ
}
if (nlhs > 1) { // ps
mxArray* pWriteArray = NULL;//matlab<61><62>ʽ<EFBFBD><CABD><EFBFBD><EFBFBD>
//<2F><><EFBFBD><EFBFBD>һ<EFBFBD><D2BB>rowNum*colNum<75>ľ<EFBFBD><C4BE><EFBFBD>
pWriteArray = mxCreateDoubleMatrix(1, vPs.size(), mxREAL);
//<2F><>data<74><61>ֵ<EFBFBD><D6B5><EFBFBD><EFBFBD>pWriteArrayָ<79><D6B8>
memcpy((void*)(mxGetPr(pWriteArray)), (void*)vPs.data(), sizeof(double)* vPs.size());
plhs[1] = pWriteArray; // <20><>ֵ<EFBFBD><D6B5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ֵ
}
finish = clock();
cout << "Cluster Random simulation Total time: " << (double)(finish - begin) / CLOCKS_PER_SEC << " s" << endl;
}