504 lines
13 KiB
C++
504 lines
13 KiB
C++
#include <cassert>
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#include <limits>
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#include <algorithm>
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#include <iostream>
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#include "BpSolver.h"
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#include "FactorGraph.h"
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#include "Factor.h"
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#include "Indexer.h"
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#include "Horus.h"
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BpSolver::BpSolver (const FactorGraph& fg) : Solver (fg)
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{
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fg_ = &fg;
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runned_ = false;
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}
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BpSolver::~BpSolver (void)
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{
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for (size_t i = 0; i < varsI_.size(); i++) {
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delete varsI_[i];
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}
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for (size_t i = 0; i < facsI_.size(); i++) {
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delete facsI_[i];
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}
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for (size_t i = 0; i < links_.size(); i++) {
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delete links_[i];
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}
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}
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Params
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BpSolver::solveQuery (VarIds queryVids)
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{
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assert (queryVids.empty() == false);
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return queryVids.size() == 1
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? getPosterioriOf (queryVids[0])
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: getJointDistributionOf (queryVids);
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}
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void
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BpSolver::printSolverFlags (void) const
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{
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stringstream ss;
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ss << "belief propagation [" ;
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ss << "schedule=" ;
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typedef BpOptions::Schedule Sch;
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switch (BpOptions::schedule) {
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case Sch::SEQ_FIXED: ss << "seq_fixed"; break;
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case Sch::SEQ_RANDOM: ss << "seq_random"; break;
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case Sch::PARALLEL: ss << "parallel"; break;
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case Sch::MAX_RESIDUAL: ss << "max_residual"; break;
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}
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ss << ",max_iter=" << Util::toString (BpOptions::maxIter);
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ss << ",accuracy=" << Util::toString (BpOptions::accuracy);
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ss << ",log_domain=" << Util::toString (Globals::logDomain);
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ss << "]" ;
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cout << ss.str() << endl;
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}
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Params
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BpSolver::getPosterioriOf (VarId vid)
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{
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if (runned_ == false) {
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runSolver();
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}
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assert (fg_->getVarNode (vid));
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VarNode* var = fg_->getVarNode (vid);
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Params probs;
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if (var->hasEvidence()) {
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probs.resize (var->range(), LogAware::noEvidence());
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probs[var->getEvidence()] = LogAware::withEvidence();
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} else {
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probs.resize (var->range(), LogAware::multIdenty());
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const SpLinkSet& links = ninf(var)->getLinks();
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if (Globals::logDomain) {
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for (size_t i = 0; i < links.size(); i++) {
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probs += links[i]->message();
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}
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LogAware::normalize (probs);
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Util::exp (probs);
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} else {
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for (size_t i = 0; i < links.size(); i++) {
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probs *= links[i]->message();
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}
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LogAware::normalize (probs);
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}
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}
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return probs;
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}
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Params
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BpSolver::getJointDistributionOf (const VarIds& jointVarIds)
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{
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if (runned_ == false) {
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runSolver();
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}
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VarNode* vn = fg_->getVarNode (jointVarIds[0]);
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const FacNodes& facNodes = vn->neighbors();
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size_t idx = facNodes.size();
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for (size_t i = 0; i < facNodes.size(); i++) {
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if (facNodes[i]->factor().contains (jointVarIds)) {
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idx = i;
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break;
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}
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}
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if (idx == facNodes.size()) {
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return getJointByConditioning (jointVarIds);
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} else {
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Factor res (facNodes[idx]->factor());
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const SpLinkSet& links = ninf(facNodes[idx])->getLinks();
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for (size_t i = 0; i < links.size(); i++) {
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Factor msg ({links[i]->varNode()->varId()},
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{links[i]->varNode()->range()},
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getVarToFactorMsg (links[i]));
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res.multiply (msg);
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}
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res.sumOutAllExcept (jointVarIds);
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res.reorderArguments (jointVarIds);
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res.normalize();
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Params jointDist = res.params();
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if (Globals::logDomain) {
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Util::exp (jointDist);
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}
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return jointDist;
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}
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}
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void
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BpSolver::runSolver (void)
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{
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initializeSolver();
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nIters_ = 0;
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while (!converged() && nIters_ < BpOptions::maxIter) {
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nIters_ ++;
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if (Globals::verbosity > 1) {
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Util::printHeader (string ("Iteration ") + Util::toString (nIters_));
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}
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switch (BpOptions::schedule) {
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case BpOptions::Schedule::SEQ_RANDOM:
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std::random_shuffle (links_.begin(), links_.end());
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// no break
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case BpOptions::Schedule::SEQ_FIXED:
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for (size_t i = 0; i < links_.size(); i++) {
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calculateAndUpdateMessage (links_[i]);
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}
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break;
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case BpOptions::Schedule::PARALLEL:
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for (size_t i = 0; i < links_.size(); i++) {
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calculateMessage (links_[i]);
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}
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for (size_t i = 0; i < links_.size(); i++) {
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updateMessage(links_[i]);
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}
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break;
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case BpOptions::Schedule::MAX_RESIDUAL:
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maxResidualSchedule();
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break;
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}
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}
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if (Globals::verbosity > 0) {
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if (nIters_ < BpOptions::maxIter) {
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cout << "Sum-Product converged in " ;
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cout << nIters_ << " iterations" << endl;
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} else {
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cout << "The maximum number of iterations was hit, terminating..." ;
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cout << endl;
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}
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cout << endl;
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}
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runned_ = true;
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}
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void
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BpSolver::createLinks (void)
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{
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const FacNodes& facNodes = fg_->facNodes();
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for (size_t i = 0; i < facNodes.size(); i++) {
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const VarNodes& neighbors = facNodes[i]->neighbors();
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for (size_t j = 0; j < neighbors.size(); j++) {
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links_.push_back (new SpLink (facNodes[i], neighbors[j]));
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}
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}
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}
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void
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BpSolver::maxResidualSchedule (void)
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{
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if (nIters_ == 1) {
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for (size_t i = 0; i < links_.size(); i++) {
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calculateMessage (links_[i]);
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SortedOrder::iterator it = sortedOrder_.insert (links_[i]);
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linkMap_.insert (make_pair (links_[i], it));
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}
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return;
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}
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for (size_t c = 0; c < links_.size(); c++) {
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if (Globals::verbosity > 1) {
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cout << "current residuals:" << endl;
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for (SortedOrder::iterator it = sortedOrder_.begin();
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it != sortedOrder_.end(); ++it) {
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cout << " " << setw (30) << left << (*it)->toString();
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cout << "residual = " << (*it)->residual() << endl;
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}
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}
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SortedOrder::iterator it = sortedOrder_.begin();
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SpLink* link = *it;
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if (link->residual() < BpOptions::accuracy) {
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return;
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}
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updateMessage (link);
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link->clearResidual();
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sortedOrder_.erase (it);
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linkMap_.find (link)->second = sortedOrder_.insert (link);
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// update the messages that depend on message source --> destin
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const FacNodes& factorNeighbors = link->varNode()->neighbors();
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for (size_t i = 0; i < factorNeighbors.size(); i++) {
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if (factorNeighbors[i] != link->facNode()) {
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const SpLinkSet& links = ninf(factorNeighbors[i])->getLinks();
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for (size_t j = 0; j < links.size(); j++) {
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if (links[j]->varNode() != link->varNode()) {
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calculateMessage (links[j]);
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SpLinkMap::iterator iter = linkMap_.find (links[j]);
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sortedOrder_.erase (iter->second);
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iter->second = sortedOrder_.insert (links[j]);
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}
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}
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}
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}
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if (Globals::verbosity > 1) {
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Util::printDashedLine();
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}
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}
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}
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void
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BpSolver::calcFactorToVarMsg (SpLink* link)
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{
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FacNode* src = link->facNode();
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const VarNode* dst = link->varNode();
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const SpLinkSet& links = ninf(src)->getLinks();
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// calculate the product of messages that were sent
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// to factor `src', except from var `dst'
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unsigned reps = 1;
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unsigned msgSize = Util::sizeExpected (src->factor().ranges());
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Params msgProduct (msgSize, LogAware::multIdenty());
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if (Globals::logDomain) {
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for (size_t i = links.size(); i-- > 0; ) {
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if (links[i]->varNode() != dst) {
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if (Constants::SHOW_BP_CALCS) {
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cout << " message from " << links[i]->varNode()->label();
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cout << ": " ;
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}
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Util::apply_n_times (msgProduct, getVarToFactorMsg (links[i]),
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reps, std::plus<double>());
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if (Constants::SHOW_BP_CALCS) {
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cout << endl;
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}
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}
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reps *= links[i]->varNode()->range();
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}
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} else {
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for (size_t i = links.size(); i-- > 0; ) {
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if (links[i]->varNode() != dst) {
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if (Constants::SHOW_BP_CALCS) {
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cout << " message from " << links[i]->varNode()->label();
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cout << ": " ;
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}
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Util::apply_n_times (msgProduct, getVarToFactorMsg (links[i]),
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reps, std::multiplies<double>());
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if (Constants::SHOW_BP_CALCS) {
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cout << endl;
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}
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}
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reps *= links[i]->varNode()->range();
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}
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}
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Factor result (src->factor().arguments(),
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src->factor().ranges(), msgProduct);
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result.multiply (src->factor());
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if (Constants::SHOW_BP_CALCS) {
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cout << " message product: " << msgProduct << endl;
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cout << " original factor: " << src->factor().params() << endl;
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cout << " factor product: " << result.params() << endl;
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}
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result.sumOutAllExcept (dst->varId());
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if (Constants::SHOW_BP_CALCS) {
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cout << " marginalized: " << result.params() << endl;
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}
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link->nextMessage() = result.params();
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LogAware::normalize (link->nextMessage());
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if (Constants::SHOW_BP_CALCS) {
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cout << " curr msg: " << link->message() << endl;
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cout << " next msg: " << link->nextMessage() << endl;
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}
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}
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Params
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BpSolver::getVarToFactorMsg (const SpLink* link) const
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{
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const VarNode* src = link->varNode();
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Params msg;
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if (src->hasEvidence()) {
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msg.resize (src->range(), LogAware::noEvidence());
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msg[src->getEvidence()] = LogAware::withEvidence();
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} else {
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msg.resize (src->range(), LogAware::one());
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}
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if (Constants::SHOW_BP_CALCS) {
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cout << msg;
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}
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SpLinkSet::const_iterator it;
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const SpLinkSet& links = ninf (src)->getLinks();
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if (Globals::logDomain) {
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for (it = links.begin(); it != links.end(); ++it) {
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msg += (*it)->message();
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if (Constants::SHOW_BP_CALCS) {
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cout << " x " << (*it)->message();
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}
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}
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msg -= link->message();
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} else {
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for (it = links.begin(); it != links.end(); ++it) {
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msg *= (*it)->message();
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if (Constants::SHOW_BP_CALCS) {
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cout << " x " << (*it)->message();
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}
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}
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msg /= link->message();
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}
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if (Constants::SHOW_BP_CALCS) {
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cout << " = " << msg;
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}
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return msg;
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}
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Params
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BpSolver::getJointByConditioning (const VarIds& jointVarIds) const
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{
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VarNodes jointVars;
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for (size_t i = 0; i < jointVarIds.size(); i++) {
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assert (fg_->getVarNode (jointVarIds[i]));
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jointVars.push_back (fg_->getVarNode (jointVarIds[i]));
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}
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FactorGraph* fg = new FactorGraph (*fg_);
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BpSolver solver (*fg);
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solver.runSolver();
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Params prevBeliefs = solver.getPosterioriOf (jointVarIds[0]);
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VarIds observedVids = {jointVars[0]->varId()};
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for (size_t i = 1; i < jointVarIds.size(); i++) {
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assert (jointVars[i]->hasEvidence() == false);
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Params newBeliefs;
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Vars observedVars;
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Ranges observedRanges;
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for (size_t j = 0; j < observedVids.size(); j++) {
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observedVars.push_back (fg->getVarNode (observedVids[j]));
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observedRanges.push_back (observedVars.back()->range());
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}
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Indexer indexer (observedRanges, false);
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while (indexer.valid()) {
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for (size_t j = 0; j < observedVars.size(); j++) {
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observedVars[j]->setEvidence (indexer[j]);
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}
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BpSolver solver (*fg);
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solver.runSolver();
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Params beliefs = solver.getPosterioriOf (jointVarIds[i]);
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for (size_t k = 0; k < beliefs.size(); k++) {
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newBeliefs.push_back (beliefs[k]);
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}
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++ indexer;
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}
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int count = -1;
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for (size_t j = 0; j < newBeliefs.size(); j++) {
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if (j % jointVars[i]->range() == 0) {
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count ++;
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}
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newBeliefs[j] *= prevBeliefs[count];
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}
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prevBeliefs = newBeliefs;
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observedVids.push_back (jointVars[i]->varId());
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}
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return prevBeliefs;
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}
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void
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BpSolver::initializeSolver (void)
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{
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const VarNodes& varNodes = fg_->varNodes();
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varsI_.reserve (varNodes.size());
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for (size_t i = 0; i < varNodes.size(); i++) {
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varsI_.push_back (new SPNodeInfo());
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}
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const FacNodes& facNodes = fg_->facNodes();
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facsI_.reserve (facNodes.size());
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for (size_t i = 0; i < facNodes.size(); i++) {
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facsI_.push_back (new SPNodeInfo());
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}
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createLinks();
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for (size_t i = 0; i < links_.size(); i++) {
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FacNode* src = links_[i]->facNode();
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VarNode* dst = links_[i]->varNode();
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ninf (dst)->addSpLink (links_[i]);
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ninf (src)->addSpLink (links_[i]);
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}
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}
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bool
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BpSolver::converged (void)
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{
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if (links_.size() == 0) {
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return true;
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}
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if (nIters_ == 0) {
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return false;
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}
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if (Globals::verbosity > 2) {
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cout << endl;
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}
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if (nIters_ == 1) {
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if (Globals::verbosity > 1) {
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cout << "no residuals" << endl << endl;
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}
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return false;
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}
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bool converged = true;
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if (BpOptions::schedule == BpOptions::Schedule::MAX_RESIDUAL) {
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double maxResidual = (*(sortedOrder_.begin()))->residual();
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if (maxResidual > BpOptions::accuracy) {
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converged = false;
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} else {
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converged = true;
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}
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} else {
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for (size_t i = 0; i < links_.size(); i++) {
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double residual = links_[i]->residual();
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if (Globals::verbosity > 1) {
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cout << links_[i]->toString() + " residual = " << residual << endl;
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}
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if (residual > BpOptions::accuracy) {
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converged = false;
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if (Globals::verbosity < 2) {
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break;
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}
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}
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}
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if (Globals::verbosity > 1) {
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cout << endl;
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}
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}
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return converged;
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}
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void
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BpSolver::printLinkInformation (void) const
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{
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for (size_t i = 0; i < links_.size(); i++) {
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SpLink* l = links_[i];
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cout << l->toString() << ":" << endl;
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cout << " curr msg = " ;
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cout << l->message() << endl;
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cout << " next msg = " ;
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cout << l->nextMessage() << endl;
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cout << " residual = " << l->residual() << endl;
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}
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}
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