#' Compute get gradient of `L(V)` given a dataset `X`. #' #' @param X Data matrix. #' @param Y Responce. #' @param V Position to compute the gradient at, aka point on Stiefl manifold. #' @param h Bandwidth #' @param loss.out Iff \code{TRUE} loss will be written to parent environment. #' @param loss.only Boolean to only compute the loss, of \code{TRUE} a single #' value loss is returned and \code{envir} is ignored. #' @param persistent Determines if data indices and dependent calculations shall #' be reused from the parent environment. ATTENTION: Do NOT set this flag, only #' intended for internal usage by carefully aligned functions! #' @keywords internal #' @export grad <- function(X, Y, V, h, loss.out = FALSE, loss.only = FALSE, persistent = FALSE) { # Get number of samples and dimension. n <- nrow(X) p <- ncol(X) if (!persistent) { # Compute lookup indexes for symmetrie, lower/upper # triangular parts and vectorization. pair.index <- elem.pairs(seq(n)) i <- pair.index[1, ] # `i` indices of `(i, j)` pairs j <- pair.index[2, ] # `j` indices of `(i, j)` pairs # Index of vectorized matrix, for lower and upper triangular part. lower <- ((i - 1) * n) + j upper <- ((j - 1) * n) + i # Create all pairewise differences of rows of `X`. X_diff <- X[i, , drop = F] - X[j, , drop = F] } out <- .Call("grad_c", PACKAGE = "CVE", X, X_diff, as.double(Y), V, as.double(h)); if (loss.only) { return(out$loss) } if (loss.out) { loss <<- out$loss } return(out$G) }