## -----------------------------------------------------------------------
##
## IGraph R package
## Copyright (C) 2015 Gabor Csardi <csardi.gabor@gmail.com>
## 334 Harvard street, Cambridge, MA 02139 USA
##
## This program is free software; you can redistribute it and/or modify
## it under the terms of the GNU General Public License as published by
## the Free Software Foundation; either version 2 of the License, or
## (at your option) any later version.
##
## This program is distributed in the hope that it will be useful,
## but WITHOUT ANY WARRANTY; without even the implied warranty of
## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
## GNU General Public License for more details.
##
## You should have received a copy of the GNU General Public License
## along with this program; if not, write to the Free Software
## Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
## 02110-1301 USA
##
## -----------------------------------------------------------------------
#' Spectral Embedding of Adjacency Matrices
#'
#' Spectral decomposition of the adjacency matrices of graphs.
#'
#' This function computes a \code{no}-dimensional Euclidean representation of
#' the graph based on its adjacency matrix, \eqn{A}. This representation is
#' computed via the singular value decomposition of the adjacency matrix,
#' \eqn{A=UDV^T}.In the case, where the graph is a random dot product graph
#' generated using latent position vectors in \eqn{R^{no}} for each vertex, the
#' embedding will provide an estimate of these latent vectors.
#'
#' For undirected graphs the latent positions are calculated as
#' \eqn{X=U^{no}D^{1/2}}{U[no] sqrt(D[no])}, where \eqn{U^{no}}{U[no]} equals
#' to the first \code{no} columns of \eqn{U}, and \eqn{D^{1/2}}{sqrt(D[no])} is
#' a diagonal matrix containing the top \code{no} singular values on the
#' diagonal.
#'
#' For directed graphs the embedding is defined as the pair
#' \eqn{X=U^{no}D^{1/2}}{U[no] sqrt(D[no])} and \eqn{Y=V^{no}D^{1/2}}{V[no]
#' sqrt(D[no])}. (For undirected graphs \eqn{U=V}, so it is enough to keep one
#' of them.)
#'
#' @param graph The input graph, directed or undirected.
#' @param no An integer scalar. This value is the embedding dimension of the
#' spectral embedding. Should be smaller than the number of vertices. The
#' largest \code{no}-dimensional non-zero singular values are used for the
#' spectral embedding.
#' @param weights Optional positive weight vector for calculating a weighted
#' embedding. If the graph has a \code{weight} edge attribute, then this is
#' used by default. In a weighted embedding, the edge weights are used instead
#' of the binary adjacencny matrix.
#' @param which Which eigenvalues (or singular values, for directed graphs) to
#' use. \sQuote{lm} means the ones with the largest magnitude, \sQuote{la} is
#' the ones (algebraic) largest, and \sQuote{sa} is the (algebraic) smallest
#' eigenvalues. The default is \sQuote{lm}. Note that for directed graphs
#' \sQuote{la} and \sQuote{lm} are the equivalent, because the singular values
#' are used for the ordering.
#' @param scaled Logical scalar, if \code{FALSE}, then \eqn{U} and \eqn{V} are
#' returned instead of \eqn{X} and \eqn{Y}.
#' @param cvec A numeric vector, its length is the number vertices in the
#' graph. This vector is added to the diagonal of the adjacency matrix.
#' @param options A named list containing the parameters for the SVD
#' computation algorithm in ARPACK. By default, the list of values is assigned
#' the values given by \code{\link{igraph.arpack.default}}.
#' @return A list containing with entries: \item{X}{Estimated latent positions,
#' an \code{n} times \code{no} matrix, \code{n} is the number of vertices.}
#' \item{Y}{\code{NULL} for undirected graphs, the second half of the latent
#' positions for directed graphs, an \code{n} times \code{no} matrix, \code{n}
#' is the number of vertices.} \item{D}{The eigenvalues (for undirected graphs)
#' or the singular values (for directed graphs) calculated by the algorithm.}
#' \item{options}{A named list, information about the underlying ARPACK
#' computation. See \code{\link{arpack}} for the details.}
#' @seealso \code{\link{sample_dot_product}}
#' @references Sussman, D.L., Tang, M., Fishkind, D.E., Priebe, C.E. A
#' Consistent Adjacency Spectral Embedding for Stochastic Blockmodel Graphs,
#' \emph{Journal of the American Statistical Association}, Vol. 107(499), 2012
#' @keywords graphs
#' @examples
#'
#' ## A small graph
#' lpvs <- matrix(rnorm(200), 20, 10)
#' lpvs <- apply(lpvs, 2, function(x) { return (abs(x)/sqrt(sum(x^2))) })
#' RDP <- sample_dot_product(lpvs)
#' embed <- embed_adjacency_matrix(RDP, 5)
#' @export
#' @include auto.R
embed_adjacency_matrix <- embed_adjacency_matrix
#' Dimensionality selection for singular values using profile likelihood.
#'
#' Select the number of significant singular values, by finding the
#' \sQuote{elbow} of the scree plot, in a principled way.
#'
#' The input of the function is a numeric vector which contains the measure of
#' \sQuote{importance} for each dimension.
#'
#' For spectral embedding, these are the singular values of the adjacency
#' matrix. The singular values are assumed to be generated from a Gaussian
#' mixture distribution with two components that have different means and same
#' variance. The dimensionality \eqn{d} is chosen to maximize the likelihood
#' when the \eqn{d} largest singular values are assigned to one component of
#' the mixture and the rest of the singular values assigned to the other
#' component.
#'
#' This function can also be used for the general separation problem, where we
#' assume that the left and the right of the vector are coming from two Normal
#' distributions, with different means, and we want to know their border. See
#' examples below.
#'
#' @param sv A numeric vector, the ordered singular values.
#' @return A numeric scalar, the estimate of \eqn{d}.
#' @author Gabor Csardi \email{csardi.gabor@@gmail.com}
#' @seealso \code{\link{embed_adjacency_matrix}}
#' @references M. Zhu, and A. Ghodsi (2006). Automatic dimensionality selection
#' from the scree plot via the use of profile likelihood. \emph{Computational
#' Statistics and Data Analysis}, Vol. 51, 918--930.
#' @keywords graphs
#' @examples
#'
#' # Generate the two groups of singular values with
#' # Gaussian mixture of two components that have different means
#' sing.vals <- c( rnorm (10, mean=1, sd=1), rnorm(10, mean=3, sd=1) )
#' dim.chosen <- dim_select(sing.vals)
#' dim.chosen
#'
#' # Sample random vectors with multivariate normal distribution
#' # and normalize to unit length
#' lpvs <- matrix(rnorm(200), 10, 20)
#' lpvs <- apply(lpvs, 2, function(x) { (abs(x) / sqrt(sum(x^2))) })
#' RDP.graph <- sample_dot_product(lpvs)
#' dim_select( embed_adjacency_matrix(RDP.graph, 10)$D )
#'
#' # Sample random vectors with the Dirichlet distribution
#' lpvs.dir <- sample_dirichlet(n=20, rep(1, 10))
#' RDP.graph.2 <- sample_dot_product(lpvs.dir)
#' dim_select( embed_adjacency_matrix(RDP.graph.2, 10)$D )
#'
#' # Sample random vectors from hypersphere with radius 1.
#' lpvs.sph <- sample_sphere_surface(dim=10, n=20, radius=1)
#' RDP.graph.3 <- sample_dot_product(lpvs.sph)
#' dim_select( embed_adjacency_matrix(RDP.graph.3, 10)$D )
#'
#' @export
dim_select <- dim_select
#' Spectral Embedding of the Laplacian of a Graph
#'
#' Spectral decomposition of Laplacian matrices of graphs.
#'
#' This function computes a \code{no}-dimensional Euclidean representation of
#' the graph based on its Laplacian matrix, \eqn{L}. This representation is
#' computed via the singular value decomposition of the Laplacian matrix.
#'
#' They are essentially doing the same as \code{\link{embed_adjacency_matrix}},
#' but work on the Laplacian matrix, instead of the adjacency matrix.
#'
#' @param graph The input graph, directed or undirected.
#' @param no An integer scalar. This value is the embedding dimension of the
#' spectral embedding. Should be smaller than the number of vertices. The
#' largest \code{no}-dimensional non-zero singular values are used for the
#' spectral embedding.
#' @param weights Optional positive weight vector for calculating a weighted
#' embedding. If the graph has a \code{weight} edge attribute, then this is
#' used by default. For weighted embedding, edge weights are used instead
#' of the binary adjacency matrix, and vertex stregth (see
#' \code{\link{strength}}) is used instead of the degrees.
#' @param which Which eigenvalues (or singular values, for directed graphs) to
#' use. \sQuote{lm} means the ones with the largest magnitude, \sQuote{la} is
#' the ones (algebraic) largest, and \sQuote{sa} is the (algebraic) smallest
#' eigenvalues. The default is \sQuote{lm}. Note that for directed graphs
#' \sQuote{la} and \sQuote{lm} are the equivalent, because the singular values
#' are used for the ordering.
#' @param degmode TODO
#' @param type The type of the Laplacian to use. Various definitions exist for
#' the Laplacian of a graph, and one can choose between them with this
#' argument.
#'
#' Possible values: \code{D-A} means \eqn{D-A} where \eqn{D} is the degree
#' matrix and \eqn{A} is the adjacency matrix; \code{DAD} means
#' \eqn{D^{1/2}}{D^1/2} times \eqn{A} times \eqn{D^{1/2}{D^1/2}},
#' \eqn{D^{1/2}}{D^1/2} is the inverse of the square root of the degree matrix;
#' \code{I-DAD} means \eqn{I-D^{1/2}}{I-D^1/2}, where \eqn{I} is the identity
#' matrix. \code{OAP} is \eqn{O^{1/2}AP^{1/2}}{O^1/2 A P^1/2}, where
#' \eqn{O^{1/2}}{O^1/2} is the inverse of the square root of the out-degree
#' matrix and \eqn{P^{1/2}}{P^1/2} is the same for the in-degree matrix.
#'
#' \code{OAP} is not defined for undireted graphs, and is the only defined type
#' for directed graphs.
#'
#' The default (i.e. type \code{default}) is to use \code{D-A} for undirected
#' graphs and \code{OAP} for directed graphs.
#' @param scaled Logical scalar, if \code{FALSE}, then \eqn{U} and \eqn{V} are
#' returned instead of \eqn{X} and \eqn{Y}.
#' @param options A named list containing the parameters for the SVD
#' computation algorithm in ARPACK. By default, the list of values is assigned
#' the values given by \code{\link{igraph.arpack.default}}.
#' @return A list containing with entries: \item{X}{Estimated latent positions,
#' an \code{n} times \code{no} matrix, \code{n} is the number of vertices.}
#' \item{Y}{\code{NULL} for undirected graphs, the second half of the latent
#' positions for directed graphs, an \code{n} times \code{no} matrix, \code{n}
#' is the number of vertices.} \item{D}{The eigenvalues (for undirected graphs)
#' or the singular values (for directed graphs) calculated by the algorithm.}
#' \item{options}{A named list, information about the underlying ARPACK
#' computation. See \code{\link{arpack}} for the details.}
#' @author Gabor Csardi \email{csardi.gabor@@gmail.com}
#' @seealso \code{\link{embed_adjacency_matrix}},
#' \code{\link{sample_dot_product}}
#' @references Sussman, D.L., Tang, M., Fishkind, D.E., Priebe, C.E. A
#' Consistent Adjacency Spectral Embedding for Stochastic Blockmodel Graphs,
#' \emph{Journal of the American Statistical Association}, Vol. 107(499), 2012
#' @keywords graphs
#' @examples
#'
#' ## A small graph
#' lpvs <- matrix(rnorm(200), 20, 10)
#' lpvs <- apply(lpvs, 2, function(x) { return (abs(x)/sqrt(sum(x^2))) })
#' RDP <- sample_dot_product(lpvs)
#' embed <- embed_laplacian_matrix(RDP, 5)
embed_laplacian_matrix <- embed_laplacian_matrix
#' Sample vectors uniformly from the surface of a sphere
#'
#' Sample finite-dimensional vectors to use as latent position vectors in
#' random dot product graphs
#'
#' \code{sample_sphere_surface} generates uniform samples from \eqn{S^{dim-1}}
#' (the \code{(dim-1)}-sphere) with radius \code{radius}, i.e. the Euclidean
#' norm of the samples equal \code{radius}.
#'
#' @param dim Integer scalar, the dimension of the random vectors.
#' @param n Integer scalar, the sample size.
#' @param radius Numeric scalar, the radius of the sphere to sample.
#' @param positive Logical scalar, whether to sample from the positive orthant
#' of the sphere.
#' @return A \code{dim} (length of the \code{alpha} vector for
#' \code{sample_dirichlet}) times \code{n} matrix, whose columns are the sample
#' vectors.
#'
#' @family latent position vector samplers
#'
#' @export
#' @examples
#' lpvs.sph <- sample_sphere_surface(dim=10, n=20, radius=1)
#' RDP.graph.3 <- sample_dot_product(lpvs.sph)
#' vec.norm <- apply(lpvs.sph, 2, function(x) { sum(x^2) })
#' vec.norm
sample_sphere_surface <- function(dim, n=1, radius=1, positive=TRUE) {
# Argument checks
dim <- as.integer(dim)
n <- as.integer(n)
radius <- as.numeric(radius)
positive <- as.logical(positive)
on.exit( .Call(C_R_igraph_finalizer) )
# Function call
res <- .Call(C_R_igraph_sample_sphere_surface, dim, n, radius, positive)
res
}
#' Sample vectors uniformly from the volume of a sphere
#'
#' Sample finite-dimensional vectors to use as latent position vectors in
#' random dot product graphs
#'
#' \code{sample_sphere_volume} generates uniform samples from \eqn{S^{dim-1}}
#' (the \code{(dim-1)}-sphere) i.e. the Euclidean norm of the samples is
#' smaller or equal to \code{radius}.
#'
#' @param dim Integer scalar, the dimension of the random vectors.
#' @param n Integer scalar, the sample size.
#' @param radius Numeric scalar, the radius of the sphere to sample.
#' @param positive Logical scalar, whether to sample from the positive orthant
#' of the sphere.
#' @return A \code{dim} (length of the \code{alpha} vector for
#' \code{sample_dirichlet}) times \code{n} matrix, whose columns are the sample
#' vectors.
#'
#' @family latent position vector samplers
#'
#' @export
#' @examples
#' lpvs.sph.vol <- sample_sphere_volume(dim=10, n=20, radius=1)
#' RDP.graph.4 <- sample_dot_product(lpvs.sph.vol)
#' vec.norm <- apply(lpvs.sph.vol, 2, function(x) { sum(x^2) })
#' vec.norm
sample_sphere_volume <- function(dim, n=1, radius=1, positive=TRUE) {
# Argument checks
dim <- as.integer(dim)
n <- as.integer(n)
radius <- as.numeric(radius)
positive <- as.logical(positive)
on.exit( .Call(C_R_igraph_finalizer) )
# Function call
res <- .Call(C_R_igraph_sample_sphere_volume, dim, n, radius, positive)
res
}
#' Sample from a Dirichlet distribution
#'
#' Sample finite-dimensional vectors to use as latent position vectors in
#' random dot product graphs
#'
#' \code{sample_dirichlet} generates samples from the Dirichlet distribution
#' with given \eqn{\alpha}{alpha} parameter. The sample is drawn from
#' \code{length(alpha)-1}-simplex.
#'
#' @param n Integer scalar, the sample size.
#' @param alpha Numeric vector, the vector of \eqn{\alpha}{alpha} parameter for
#' the Dirichlet distribution.
#' @return A \code{dim} (length of the \code{alpha} vector for
#' \code{sample_dirichlet}) times \code{n} matrix, whose columns are the sample
#' vectors.
#'
#' @family latent position vector samplers
#'
#' @export
#' @examples
#' lpvs.dir <- sample_dirichlet(n=20, alpha=rep(1, 10))
#' RDP.graph.2 <- sample_dot_product(lpvs.dir)
#' colSums(lpvs.dir)
sample_dirichlet <- function(n, alpha) {
# Argument checks
n <- as.integer(n)
alpha <- as.numeric(alpha)
on.exit( .Call(C_R_igraph_finalizer) )
# Function call
res <- .Call(C_R_igraph_sample_dirichlet, n, alpha)
res
}
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