#include "ranksvmtn.h"
#include<iostream>
#include<list>
#include"../tools/matrixIO.h"

using namespace std;
using namespace Eigen;

const int maxiter = 10;
const double prec=1e-4;
const double C=1;

int cg_solve(const MatrixXd &A, const VectorXd &b, VectorXd &x)
{
    double alpha,beta,r_1,r_2;
    int step=0;
    VectorXd q;
    VectorXd res = b - A*x; // TODO Hessian product
    VectorXd p = res;
    while (1)
    {
        // Non preconditioned version
        r_1 = res.dot(res);
        if (r_1<1e-10) // Terminate condition
            break;
        if (step){
            beta = r_1 / r_2;
            p = res + p * beta;
        }

        q = A*p; // TODO Hessian product
        alpha = r_1/p.dot(q);
        x=x+p*alpha;
        res=res-q*alpha;
        ++step;
        r_2=r_1;
    }
    return 0;
}

// Calculate objfunc gradient & support vectors
int objfunc_linear(const VectorXd &w,const MatrixXd &D,const MatrixXd &A,const double C,VectorXd &pred,VectorXd &grad, double &obj)
{
    for (int i=0;i<pred.rows();++i)
        pred(i)=pred(i)>0?pred(i):0;
    obj = (pred.cwiseProduct(pred)*C).sum()/2 + w.dot(w)/2;
    grad = w - (((pred*C).transpose()*A)*D).transpose();
    return 0;
}

// line search using newton method
int line_search(const VectorXd &w,const MatrixXd &D,const MatrixXd &A,const VectorXd &step,VectorXd &pred,double &t)
{
    double wd=w.dot(step),dd=step.dot(step);
    double g,h;
    t = 0;
    VectorXd Xd=A*(D*step);
    VectorXd pred2;
    while (1)
    {
        pred2 = pred - t*Xd;
        g=wd+t*dd;
        h=dd;
        for (int i=0;i<pred2.rows();++i)
            if (pred2(i)>0) {
                g -= C*pred2(i)*Xd(i);
                h += C*Xd(i)*Xd(i);
            }
        g=g+1e-12;
        h=h+1e-12;
        t=t-g/h;
        cout<<g<<":"<<h<<endl;
        cin.get();
        if (g*g/h<1e-10)
            break;
    }
    pred=pred2;
    return 0;
}

int train_orig(int fsize, MatrixXd &D,MatrixXd &A,VectorXd &weight){
    int iter = 0;

    long n=A.rows();
    LOG(INFO) << "training with feature size:" << fsize << " Data size:" << n << " Relation size:" << A.rows();
    VectorXd grad(fsize);
    VectorXd step(fsize);
    VectorXd pred(n);
    double obj,t;

    pred=VectorXd::Ones(n) - (A*(D*weight));
    while (true)
    {
        iter+=1;
        if (iter> maxiter)
        {
            LOG(INFO)<< "Maxiter :"<<maxiter<<" reached";
            break;
        }

        // Generate support vector matrix sv & gradient
        objfunc_linear(weight,D,A,C,pred,grad,obj);
        step = grad*0;
        MatrixXd H = MatrixXd::Identity(grad.rows(),grad.rows());
        // Compute Hessian directly
        for (int i=0;i<n;++i)
            if (pred(i)>0) {
                VectorXd v = A.row(i)*D;
                H = H + C * (v * v.transpose());
            }
        // Solve
        //cout<<obj<<endl;
        cg_solve(H,grad,step);
        // do line search
        line_search(weight,D,A,step,pred,t);
        weight=weight+step*t;
        int sv=0;
        for (int i=0;i<n;++i)
            if (pred(i)>0)
                ++sv;
        // When dec is small enough
        LOG(INFO)<<"Iter: "<<iter<<" Obj: " <<obj<<" SV: "<< sv << " Newton decr:"<<step.dot(grad)/2 << " linesearch: "<< -t ;
        if (step.dot(grad) < prec * obj)
            break;
    }
    return 0;
}

int RSVMTN::train(DataList &D){
    MatrixXd Data(D.getSize(),D.getfSize()),A;
    int i,j;
    LOG(INFO)<<"Processing input";
    for (i=0;i<D.getSize();++i) {
        for (j = 0; j < D.getfSize(); ++j)
            Data(i, j) = (D.getData()[i])->feature(j);
    }
    int cnt=0;
    i=j=0;
    while (i<D.getSize())
    {
        if ((i+1 == D.getSize())|| D.getData()[i]->qid!=D.getData()[i+1]->qid)
        {
            int high=j;
            while (D.getData()[high]->rank>0)
                ++high;
            cnt += (high-j)*(i-high+1);
            j = i+1;
        }
        ++i;
    }
    A.resize(cnt,D.getSize());
    cnt=i=j=0;
    while (i<D.getSize())
    {
        if ((i+1 == D.getSize())|| D.getData()[i]->qid!=D.getData()[i+1]->qid)
        {
            int v1=j,v2;
            for (v1=j;(D.getData()[v1]->rank)>0;++v1)
                for (v2=i;(D.getData()[v2]->rank)<0;--v2) {
                    A(cnt,v1) = 1;
                    A(cnt,v2) = -1;
                    ++cnt;
                }
            j = i+1;
        }
        ++i;
    }
    train_orig(fsize,Data,A,model.weight);
    return 0;
};

int RSVMTN::predict(DataList &D, vector<double> &res){
    //TODO define A
    res.clear();
    for (int i=0;i<D.getSize();++i)
        res.push_back(((D.getData()[i])->feature).dot(model.weight));
    return 0;
};