/*************************************************************************
 *                                                                       *
 * Vega FEM Simulation Library Version 2.0                               *
 *                                                                       *
 * "matrix" library , Copyright (C) 2007 CMU, 2009 MIT                   *
 * All rights reserved.                                                  *
 *                                                                       *
 * Code author: Jernej Barbic                                            *
 * http://www.jernejbarbic.com/code                                      *
 * Research: Jernej Barbic, Doug L. James, Jovan Popovic                 *
 * Funding: NSF, Link Foundation, Singapore-MIT GAMBIT Game Lab          *
 *                                                                       *
 * This library is free software; you can redistribute it and/or         *
 * modify it under the terms of the BSD-style license that is            *
 * included with this library in the file LICENSE.txt                    *
 *                                                                       *
 * This library 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 file     *
 * LICENSE.TXT for more details.                                         *
 *                                                                       *
 *************************************************************************/

#include "matrixPCA.h"
#include "matrixMacros.h"
#include "matrixBLAS.h"

#include <math.h>
#include <stdio.h>
#include <stdlib.h>
#include <string.h>

#include "lapack-headers.h"

void DoTresholding_Epsilon(double * singularValues, int numberOfSingularValues, int * r, double epsilon)
{
  // r = number of retained components
  // determine r

  // first-singular value-based tresholding
  double energy = 0;
  *r = 0;
  while ((singularValues[*r] >= epsilon * singularValues[0]) && (*r < numberOfSingularValues) )
  {
    energy += singularValues[*r] * singularValues[*r];
    (*r)++;
  }

  // determine total energy
  double totalEnergy = energy;
  int s = *r;
  while (s < numberOfSingularValues)
  {
    totalEnergy += singularValues[s] * singularValues[s];
    s++;
  }

  //printf ("Retained components: %d , PCA epsilon treshold = %f , relative energy retained = %f .\n",*r,epsilon,energy/totalEnergy);
}

void DoTresholding_NumberOfModes(double * singularValues, int numberOfSingularValues, int * r, int rDesired)
{
  // r = number of retained components
  // determine r

  // first-singular value-based tresholding
  double energy = 0;
  *r = 0;
  while ((*r < rDesired) && (*r < numberOfSingularValues) )
  {
    energy += singularValues[*r] * singularValues[*r];
    (*r)++;
  }

  // determine total energy
  double totalEnergy = energy;
  int s = *r;
  while (s < numberOfSingularValues)
  {
    totalEnergy += singularValues[s] * singularValues[s];
    s++;
  }

  //printf ("Retained components: %d , requested components: %d, relative energy retained = %f .\n",*r,rDesired,energy/totalEnergy);
}

int MatrixPCA(ThresholdingSpecification * thresholdingSpecification,
              int m, int n, double * A, int * r, double * weights)
{
  if (!A)
  {
    printf("Error: input matrix is NULL.\n");
    return -1;
  }

  if (weights != NULL)
  {
    // transform row i of A by sqrt(weights[i])
    for(int row=0; row<m; row++)
    {
      double rowWeight = sqrt(weights[row]);
      for(int column=0; column<n; column++)
        A[ELT(m, row, column)] *= rowWeight;
    }
  }

  bool transpose = false;
  if (m > n)
  {
    transpose = true;
    InPlaceTransposeMatrix(m,n,A);

    // swap m,n
    int bufferi = m;
    m = n;
    n = bufferi;
  }

  // do SVD

  char jobu  = 'O';//overwrites A with U (left singular vectors)
  //char jobu  = 'N';
  char jobvt = 'S';//all rows returned in VT
  //char jobvt = 'N';

  int ldA = m;

  int ldU = m;

  int lwork = 64*MAX(3*MIN( m, n)+MAX(m,n), 5*MIN(m,n)-4);

  double * work = (double*) malloc (sizeof(double) * lwork);
  if (!work)
  {
    printf("Error: failed to allocate workspace.\n");
    return -2;
  }

  //printf("Workspace size is: %G Mb .\n",1.0 * lwork * sizeof(int) / 1024 / 1024);

  // allocate array for singular vectors
  double * S = (double *) malloc (sizeof(double) * MIN(m,n));
  if (!S)
  {
    printf("Error: failed to allocate singular vectors.\n");
    return -2;
  }

  double * dummyU = NULL;

  // allocate array for VT
  int ldVT = MIN(m,n);
  double * VT = (double *) malloc (sizeof(double) * ldVT * n);
  if (!VT)
  {
    printf("Error: failed to allocate VT.\n");
    return -2;
  }

  #ifdef __APPLE__
    #define DGESVD dgesvd_
    #define INTEGER __CLPK_integer
  #else
//     #define DGESVD dgesvd
    #define INTEGER int
  #endif

  INTEGER M = m;
  INTEGER N = n;
  INTEGER LDA = ldA;
  INTEGER LDU = ldU;
  INTEGER LDVT = ldVT;
  INTEGER LWORK = lwork;
  INTEGER INFO;

  //printf("Calling LAPACK dgesvd routine...\n");fflush(NULL);

  //SUBROUTINE SGESVD( JOBU, JOBVT, M, N, A, LDA, S, U, LDU, VT, LDVT, WORK, LWORK, INFO )

  DGESVD (&jobu, &jobvt, &M, &N, A, &LDA,
	  S, dummyU, &LDU, VT,
	  &LDVT, work, &LWORK, &INFO);

  if (INFO != 0)
  {
    int code = INFO;
    printf("Error: SVD solver returned non-zero exit code: %d.\n", code);
    free(VT);
    free(S);
    free(work);
    return code;
  }

  free(work);

  if (transpose)
  {
    InPlaceTransposeMatrix(m,n,VT);
    memcpy(A, VT, sizeof(double) * m * n);

    // swap m and n
    int bufferii = m;
    m = n;
    n = bufferii;
  }

  free(VT);

  if (weights != NULL)
  {
    // transform row i of A by sqrt(weights[i])^{-1}
    for(int row=0; row<m; row++)
    {
      double rowWeight = 1.0 / sqrt(weights[row]);
      for(int column=0; column<n; column++)
        A[ELT(m, row, column)] *= rowWeight;
    }
  }

  //double totalEnergy = 0;

  //printf ("Singular values:\n");fflush(NULL);
  //for (int i=0; i< MIN(m,n); i++)
    //printf("%f ",S[i]);
  //printf ("\n");

  // discard unneccesary modes
  //printf("Discarding unnecessary components...\n");fflush(NULL);
  if (thresholdingSpecification->tresholdingType == ThresholdingSpecification::epsilonBased)
    DoTresholding_Epsilon(S,MIN(m,n),r,thresholdingSpecification->epsilon);
  else
    DoTresholding_NumberOfModes(S,MIN(m,n),r,thresholdingSpecification->rDesired);

  // now, variable r has been set to the number of retained modes

  free(S);

  return 0;
}

