New Version of Linear Regression Trained Using MP Pseudo-Inverse via QR-Householder Using C#

There are three ways to train a basic linear regression model: 1.) using stochastic gradient descent, 2.) using left pseudo-inverse (normal equations) via Cholesky inverse, 3.) using relaxed Moore-Penrose pseudo-inverse via one of many possible inverses.

Each of the three techniques has several variations, and each variation has several implementation approaches. Briefly, 1.) SGD works for any size of test data but requires you to specify a learning rate and max iterations, which must be determined by trial and error. 2.) left pseudo-inverse works well for small-to-medium size training data but will fail for datasets with unlucky combinations of values (“ill-conditioned”), due to arithmetic overflow or underflow. 3.) MP pseudo-inverse works well for medium-to-large training data, but is more complicated to implement than SGD or left pseudo-inverse.

For MP pseudo-inverse there are six main algorithms (and many secondary algorithms): 1.) SVD (Jacobi algorithm), 2.) SVD (Golub-Kahan algorithm), 3.) SVD (bidiagonalization Householder algorithm), 4.) QR (Givens algorithm), 5.) QR (modified Gram-Schmidt algorithm), 6.) QR (Householder algorithm). If you find this moderately confusing, you are not alone.

I have implemented all of the six MP pseudo-inverse algorithms from scratch. My approach-of-choice is QR-Householder. I recently refactored my QR-Householder implementation to fix a couple of edge-case bugs and remove several inefficiencies. So, I put together a demo of linear regression, trained using my new QR-Householder implementation. Output of the demo:

Begin C# linear regression using MP pinv
 (QR-Householder) training

Loading synthetic train (200) and test (40) data
Done

First three train X:
 -0.1660  0.4406 -0.9998 -0.3953 -0.7065
  0.0776 -0.1616  0.3704 -0.5911  0.7562
 -0.9452  0.3409 -0.1654  0.1174 -0.7192

First three train y:
  0.4840
  0.1568
  0.8054

Creating and training Linear Regression 
 model using QR p-inverse
Done

Coefficients/weights:
-0.2656  0.0333  -0.0454  0.0358  -0.1146
Bias/constant: 0.3619

Evaluating model

Accuracy train (within 0.10) = 0.4600
Accuracy test (within 0.10) = 0.6500

MSE train = 0.0026
MSE test = 0.0020

Predicting for x =
  -0.1660   0.4406  -0.9998  -0.3953  -0.7065

Predicted y = 0.5329

End demo

The demo data is synthetic. It was generated by a neural network, and so linear regression cannot predict it very well. There are 200 training items and 40 test items so it’s a small dataset.

One minor detail. When using MP pseudo-inverse for training, there’s no easy way to introduce regularization. This isn’t a major issue, but if for some reason regularization is absolutely required, you must add a dim-by-dim matrix of zeros, with regularization constant on the diagonal, to the bottom of the training X matrix, and add dim 0.0 values to the end of training y vector. Not worth the trouble in any practical scenario.



I am fascinated to the point of obsession by mathematics, computer science, and machine learning. And for some reason, I love to watch for movie scenes where the closed captioning reads “chittering”. Whenever I find a chittering, I’m thrilled. I’m not joking.

Left: “Harry Potter and the Sorcerer’s Stone” (2001). The first movie in the series is my favorite. Here a large group of owls gather outside the Dursley’s house, attempting to deliver Harry’s invitation to Hogwarts school.

Right: “Harry Potter and the Prisoner of Azkaban” (2004). The third movie in the series is my second favorite. Here Ron’s rat “Scabbers” runs away from Prof. Lupin and Sirius Black. He is revealed to be the evil Peter Pettigrew in disguise.


Demo program. Replace “lt” (less than), “gt”, “lte”, “gte” with Boolean operator symbols (my blog editor chokes on them).

using System;
using System.IO;
using System.Collections.Generic;

namespace LinearRegressionPinvQRHouseholder
{
  internal class LinearRegressionPinvProgram
  {
    static void Main(string[] args)
    {
      Console.WriteLine("\nBegin C# linear regression" +
        " using MP pinv (QR-Householder) training ");

      // 1. load data
      Console.WriteLine("\nLoading synthetic train" +
        " (200) and test (40) data");
      string trainFile =
        "..\\..\\..\\Data\\synthetic_train_200.txt";
      int[] colsX = new int[] { 0, 1, 2, 3, 4 };
      double[][] trainX =
        MatLoad(trainFile, colsX, ',', "#");
      double[] trainY =
        MatToVec(MatLoad(trainFile,
        new int[] { 5 }, ',', "#"));

      string testFile =
        "..\\..\\..\\Data\\synthetic_test_40.txt";
      double[][] testX =
         MatLoad(testFile, colsX, ',', "#");
      double[] testY =
        MatToVec(MatLoad(testFile,
        new int[] { 5 }, ',', "#"));
      Console.WriteLine("Done ");

      Console.WriteLine("\nFirst three train X: ");
      for (int i = 0; i "lt" 3; ++i)
        VecShow(trainX[i], 4, 8);

      Console.WriteLine("\nFirst three train y: ");
      for (int i = 0; i "lt" 3; ++i)
        Console.WriteLine(trainY[i].ToString("F4").
          PadLeft(8));

      // 2. create and train model using pseudo-inverse
      Console.WriteLine("\nCreating and training" +
        " Linear Regression model using QR p-inverse ");
      LinearRegressor model = new LinearRegressor();
      model.Train(trainX, trainY);
      Console.WriteLine("Done ");

      // 2b. show model parameters
      Console.WriteLine("\nCoefficients/weights: ");
      for (int i = 0; i "lt" model.weights.Length; ++i)
        Console.Write(model.weights[i].
          ToString("F4") + "  ");
      Console.WriteLine("\nBias/constant: " +
        model.bias.ToString("F4"));

      // 3. evaluate model
      Console.WriteLine("\nEvaluating model ");
      double accTrain = model.Accuracy(trainX, trainY, 0.10);
      Console.WriteLine("\nAccuracy train (within 0.10) = " +
        accTrain.ToString("F4"));
      double accTest = model.Accuracy(testX, testY, 0.10);
      Console.WriteLine("Accuracy test (within 0.10) = " +
        accTest.ToString("F4"));

      double mseTrain = model.MSE(trainX, trainY);
      Console.WriteLine("\nMSE train = " +
        mseTrain.ToString("F4"));
      double mseTest = model.MSE(testX, testY);
      Console.WriteLine("MSE test = " +
        mseTest.ToString("F4"));

      // 4. use model to predict first training item
      double[] x = trainX[0];
      Console.WriteLine("\nPredicting for x = ");
      VecShow(x, 4, 9);
      double predY = model.Predict(x);
      Console.WriteLine("\nPredicted y = " +
        predY.ToString("F4"));

      Console.WriteLine("\nEnd demo ");
      Console.ReadLine();
    } // Main()

    // ------------------------------------------------------
    // helpers for Main(): MatLoad(), MatToVec(), VecShow()
    // ------------------------------------------------------

    static double[][] MatLoad(string fn, int[] usecols,
      char sep, string comment)
    {
      List"lt"double[]"gt" result = new List"lt"double[]"gt"();
      string line = "";
      FileStream ifs = new FileStream(fn, FileMode.Open);
      StreamReader sr = new StreamReader(ifs);
      while ((line = sr.ReadLine()) != null)
      {
        if (line.StartsWith(comment) == true)
          continue;
        string[] tokens = line.Split(sep);
        List"lt"double"gt" lst = new List"lt"double"gt"();
        for (int j = 0; j "lt" usecols.Length; ++j)
          lst.Add(double.Parse(tokens[usecols[j]]));
        double[] row = lst.ToArray();
        result.Add(row);
      }
      sr.Close(); ifs.Close();
      return result.ToArray();
    }

    static double[] MatToVec(double[][] mat)
    {
      int nRows = mat.Length;
      int nCols = mat[0].Length;
      double[] result = new double[nRows * nCols];
      int k = 0;
      for (int i = 0; i "lt" nRows; ++i)
        for (int j = 0; j "lt" nCols; ++j)
          result[k++] = mat[i][j];
      return result;
    }

    static void VecShow(double[] vec, int dec, int wid)
    {
      for (int i = 0; i "lt" vec.Length; ++i)
        Console.Write(vec[i].ToString("F" + dec).
          PadLeft(wid));
      Console.WriteLine("");
    }

  } // class Program

  // ========================================================

  public class LinearRegressor
  {
    public double[] weights;
    public double bias;
    private Random rnd;

    // ------------------------------------------------------

    public LinearRegressor(int seed = 0)  // ctor
    {
      this.weights = new double[0];
      this.bias = 0;
      this.rnd = new Random(seed); // not used this version
    }

    // ------------------------------------------------------
    // primary: Train(), Predict(), Accuracy(), MSE()
    // helpers: MatToDesign(), MatVecProd()
    // ------------------------------------------------------

    public double Predict(double[] x)
    {
      double result = 0.0;
      for (int j = 0; j "lt" x.Length; ++j)
        result += x[j] * this.weights[j];
      result += this.bias;
      return result;
    }

    // ------------------------------------------------------

    public void Train(double[][] trainX, double[] trainY)
    {
      // wts = pinv(designX) * y
      int dim = trainX[0].Length;
      this.weights = new double[dim];

      double[][] X = MatToDesign(trainX);  // design X
      // for regularization, add dim-by-dim with tiny alpha
      // on diagonal to bottom of trainX, and add
      // dim 0.0s to end of trainY
      double[][] Xpinv = QRHouseholder.MatPinv(X);
      double[] biasAndWts = MatVecProd(Xpinv, trainY);
      this.bias = biasAndWts[0];
      for (int i = 1; i "lt" biasAndWts.Length; ++i)
        this.weights[i - 1] = biasAndWts[i];
      return;
    }

    // ------------------------------------------------------

    public double Accuracy(double[][] dataX, double[] dataY,
      double pctClose)
    {
      int numCorrect = 0; int numWrong = 0;
      for (int i = 0; i "lt" dataX.Length; ++i)
      {
        double actualY = dataY[i];
        double predY = this.Predict(dataX[i]);
        if (Math.Abs(predY - actualY) "lt"
          Math.Abs(pctClose * actualY))
          ++numCorrect;
        else
          ++numWrong;
      }
      return (numCorrect * 1.0) / (numWrong + numCorrect);
    }

    // ------------------------------------------------------

    public double MSE(double[][] dataX, double[] dataY)
    {
      int n = dataX.Length;
      double sum = 0.0;
      for (int i = 0; i "lt" n; ++i)
      {
        double actualY = dataY[i];
        double predY = this.Predict(dataX[i]);
        sum += (actualY - predY) * (actualY - predY);
      }
      return sum / n;
    }

    // ------------------------------------------------------
    
    private static double[] MatVecProd(double[][] M,
      double[] v)
    {
      // return a regular vector
      int nRows = M.Length;
      int nCols = M[0].Length;
      int n = v.Length;
      if (nCols != n)
        throw new Exception("non-conform in MatVecProd");

      double[] result = new double[nRows];
      for (int i = 0; i "lt" nRows; ++i)
        for (int k = 0; k "lt" nCols; ++k)
          result[i] += M[i][k] * v[k];

      return result;
    }

    // ------------------------------------------------------

    private static double[][] MatToDesign(double[][] M)
    {
      // add a column of 1s
      int nRows = M.Length;
      int nCols = M[0].Length;
      double[][] result = new double[M.Length][];
      for (int i = 0; i "lt" nRows; ++i)
        result[i] = new double[nCols + 1];

      for (int i = 0; i "lt" nRows; ++i)
      {
        result[i][0] = 1.0;
        for (int j = 1; j "lt" nCols + 1; ++j)
          result[i][j] = M[i][j - 1];
      }
      return result;
    }

  } // class LinearRegressor

  // ========================================================

  public class QRHouseholder
  {
    // container for MP pseudo-inverse via QR-Householder
    // A = Q * R
    // pinv(A) = inv(R) * inv(Q)  note order matters
    //         = inv upper tri (easy) * transpose (easy)

    public static double[][] MatPinv(double[][] M)
    {
      double[][] Q; double[][] R;
      MatDecompQR(M, out Q, out R);  // Householder
      double[][] Ri = MatInvUpperTri(R);
      double[][] Qi = MatTranspose(Q);
      double[][] result = MatProduct(Ri, Qi);
      return result;
    }

    // ------------------------------------------------------

    public static double[][] MatInvUpperTri(double[][] U)
    {
      int n = U.Length;  // must be square matrix

      double[][] result = MatMake(n, n);
      for (int i = 0; i "lt" n; ++i)
        result[i][i] = 1.0;
      for (int k = 0; k "lt" n; ++k)
      {
        for (int j = 0; j "lt" n; ++j)
        {
          for (int i = 0; i "lt" k; ++i)
          {
            result[j][k] -= result[j][i] * U[i][k];
          }
          result[j][k] /= U[k][k];
        }
      }
      return result;
    }

    // ------------------------------------------------------

    public static double[][] MatMake(int nRows, int nCols)
    {
      double[][] result = new double[nRows][];
      for (int i = 0; i "lt" nRows; ++i)
        result[i] = new double[nCols];
      return result;
    }

    // ------------------------------------------------------

    public static double[][] MatTranspose(double[][] M)
    {
      int nRows = M.Length;
      int nCols = M[0].Length;
      double[][] result = MatMake(nCols, nRows);
      for (int i = 0; i "lt" nRows; ++i)
        for (int j = 0; j "lt" nCols; ++j)
          result[j][i] = M[i][j];
      return result;
    }

    // ------------------------------------------------------

    public static double[][] MatProduct(double[][] A,
      double[][] B)
    {
      int aRows = A.Length; int aCols = A[0].Length;
      int bRows = B.Length; int bCols = B[0].Length;
      if (aCols != bRows)
        throw new Exception("Non-conformable matrices");

      double[][] result = new double[aRows][];
      for (int i = 0; i "lt" aRows; ++i)
        result[i] = new double[bCols];

      for (int i = 0; i "lt" aRows; ++i) // each row of A
        for (int j = 0; j "lt" bCols; ++j) // each col of B
          for (int k = 0; k "lt" aCols; ++k)
            result[i][j] += A[i][k] * B[k][j];

      return result;
    }

    // ------------------------------------------------------

    public static void MatDecompQR(double[][] A, 
      out double[][] Q,  out double[][] R)
    {
      int m = A.Length; int n = A[0].Length;
      if (m "lt" n)
        Console.WriteLine("FATAL: nRows must be gte nCols");

      double[][] QQ = MatMake(m, m); // working full Q
      for (int i = 0; i "lt" m; ++i)
        QQ[i][i] = 1.0;  // identity matrix

      double[][] RR = MatMake(m, n);
      for (int i = 0; i "lt" m; ++i)
        for (int j = 0; j "lt" n; ++j)
          RR[i][j] = A[i][j]; // copy of A is working R

      int k = Math.Min(m, n);  // or just use n
      for (int j = 0; j "lt" k; ++j) // main processing loop
      {
        int xn = m - j;
        double[] x = new double[xn];
        for (int i = 0; i "lt" xn; ++i)
          x[i] = RR[j + i][j];

        double ss = 0.0;
        for (int i = 0; i "lt" xn; ++i)
          ss += x[i] * x[i];
        double normX = Math.Sqrt(ss);

        // if (normX == 0.0) continue;
        if (Math.Abs(normX) "lt" 1.0e-12) continue;

        double sign;
        if (x[0] "gte" 0.0) sign = -1.0;
        else sign = 1.0; // counter-intuitive
      
        double[] u = new double[xn];
        for (int i = 0; i "lt" xn; ++i)
          u[i] = x[i] / (x[0] - sign * normX); // check div 0
        u[0] = 1.0;

        // compute scaling factor tau = 2 / (u^T * u)
        double tau = -sign * (x[0] - sign * normX) / normX;

        // dimensions for sub-matrices
        int nRowsSubR = m - j;   int nColsSubR = n - j;
        int nRowsSubQ = m;       int nColsSubQ = m - j;

        double[] vr = new double[nColsSubR];
        for (int c = 0; c "lt" nColsSubR; ++c)
        {
          double acc = 0.0;
          for (int r = 0; r "lt" nRowsSubR; ++r)
            acc += u[r] * RR[j + r][j + c];
          vr[c] = acc;
        }

        double[] vq = new double[nRowsSubQ];
        for (int r = 0; r "lt" nRowsSubQ; ++r)
        {
          double acc = 0.0;
          for (int c = 0; c "lt" nColsSubQ; ++c)
            acc += u[c] * QQ[r][j + c];
          vq[r] = acc;
        }

        // update sub-R
        for (int r = 0; r "lt" nRowsSubR; ++r)
          for (int c = 0; c "lt" nColsSubR; ++c)
            RR[j + r][j + c] -= tau * u[r] * vr[c];

        // update sub-Q
        for (int r = 0; r "lt" nRowsSubQ; ++r)
          for (int c = 0; c "lt" nColsSubQ; ++c)
            QQ[r][j + c] -= tau * vq[r] * u[c];
       
      } // j

      // extract QQ RR into out params
      Q = MatMake(m, n);
      for (int i = 0; i "lt" m; ++i)
        for (int j = 0; j "lt" n; ++j)
          Q[i][j] = QQ[i][j];

      R = MatMake(n, n);
      for (int i = 0; i "lt" n; ++i)
        for (int j = 0; j "lt" n; ++j)
          R[i][j] = RR[i][j];

      return;
    } // MatDecompQR

  } // class QRHouseholder


  // ========================================================

} // ns

Training data:

# synthetic_train_200.txt
#
-0.1660,  0.4406, -0.9998, -0.3953, -0.7065,  0.4840
 0.0776, -0.1616,  0.3704, -0.5911,  0.7562,  0.1568
-0.9452,  0.3409, -0.1654,  0.1174, -0.7192,  0.8054
 0.9365, -0.3732,  0.3846,  0.7528,  0.7892,  0.1345
-0.8299, -0.9219, -0.6603,  0.7563, -0.8033,  0.7955
 0.0663,  0.3838, -0.3690,  0.3730,  0.6693,  0.3206
-0.9634,  0.5003,  0.9777,  0.4963, -0.4391,  0.7377
-0.1042,  0.8172, -0.4128, -0.4244, -0.7399,  0.4801
-0.9613,  0.3577, -0.5767, -0.4689, -0.0169,  0.6861
-0.7065,  0.1786,  0.3995, -0.7953, -0.1719,  0.5569
 0.3888, -0.1716, -0.9001,  0.0718,  0.3276,  0.2500
 0.1731,  0.8068, -0.7251, -0.7214,  0.6148,  0.3297
-0.2046, -0.6693,  0.8550, -0.3045,  0.5016,  0.2129
 0.2473,  0.5019, -0.3022, -0.4601,  0.7918,  0.2613
-0.1438,  0.9297,  0.3269,  0.2434, -0.7705,  0.5171
 0.1568, -0.1837, -0.5259,  0.8068,  0.1474,  0.3307
-0.9943,  0.2343, -0.3467,  0.0541,  0.7719,  0.5581
 0.2467, -0.9684,  0.8589,  0.3818,  0.9946,  0.1092
-0.6553, -0.7257,  0.8652,  0.3936, -0.8680,  0.7018
 0.8460,  0.4230, -0.7515, -0.9602, -0.9476,  0.1996
-0.9434, -0.5076,  0.7201,  0.0777,  0.1056,  0.5664
 0.9392,  0.1221, -0.9627,  0.6013, -0.5341,  0.1533
 0.6142, -0.2243,  0.7271,  0.4942,  0.1125,  0.1661
 0.4260,  0.1194, -0.9749, -0.8561,  0.9346,  0.2230
 0.1362, -0.5934, -0.4953,  0.4877, -0.6091,  0.3810
 0.6937, -0.5203, -0.0125,  0.2399,  0.6580,  0.1460
-0.6864, -0.9628, -0.8600, -0.0273,  0.2127,  0.5387
 0.9772,  0.1595, -0.2397,  0.1019,  0.4907,  0.1611
 0.3385, -0.4702, -0.8673, -0.2598,  0.2594,  0.2270
-0.8669, -0.4794,  0.6095, -0.6131,  0.2789,  0.4700
 0.0493,  0.8496, -0.4734, -0.8681,  0.4701,  0.3516
 0.8639, -0.9721, -0.5313,  0.2336,  0.8980,  0.1412
 0.9004,  0.1133,  0.8312,  0.2831, -0.2200,  0.1782
 0.0991,  0.8524,  0.8375, -0.2102,  0.9265,  0.2150
-0.6521, -0.7473, -0.7298,  0.0113, -0.9570,  0.7422
 0.6190, -0.3105,  0.8802,  0.1640,  0.7577,  0.1056
 0.6895,  0.8108, -0.0802,  0.0927,  0.5972,  0.2214
 0.1982, -0.9689,  0.1870, -0.1326,  0.6147,  0.1310
-0.3695,  0.7858,  0.1557, -0.6320,  0.5759,  0.3773
-0.1596,  0.3581,  0.8372, -0.9992,  0.9535,  0.2071
-0.2468,  0.9476,  0.2094,  0.6577,  0.1494,  0.4132
 0.1737,  0.5000,  0.7166,  0.5102,  0.3961,  0.2611
 0.7290, -0.3546,  0.3416, -0.0983, -0.2358,  0.1332
-0.3652,  0.2438, -0.1395,  0.9476,  0.3556,  0.4170
-0.6029, -0.1466, -0.3133,  0.5953,  0.7600,  0.4334
-0.4596, -0.4953,  0.7098,  0.0554,  0.6043,  0.2775
 0.1450,  0.4663,  0.0380,  0.5418,  0.1377,  0.2931
-0.8636, -0.2442, -0.8407,  0.9656, -0.6368,  0.7429
 0.6237,  0.7499,  0.3768,  0.1390, -0.6781,  0.2185
-0.5499,  0.1850, -0.3755,  0.8326,  0.8193,  0.4399
-0.4858, -0.7782, -0.6141, -0.0008,  0.4572,  0.4197
 0.7033, -0.1683,  0.2334, -0.5327, -0.7961,  0.1776
 0.0317, -0.0457, -0.6947,  0.2436,  0.0880,  0.3345
 0.5031, -0.5559,  0.0387,  0.5706, -0.9553,  0.3107
-0.3513,  0.7458,  0.6894,  0.0769,  0.7332,  0.3170
 0.2205,  0.5992, -0.9309,  0.5405,  0.4635,  0.3532
-0.4806, -0.4859,  0.2646, -0.3094,  0.5932,  0.3202
 0.9809, -0.3995, -0.7140,  0.8026,  0.0831,  0.1600
 0.9495,  0.2732,  0.9878,  0.0921,  0.0529,  0.1289
-0.9476, -0.6792,  0.4913, -0.9392, -0.2669,  0.5966
 0.7247,  0.3854,  0.3819, -0.6227, -0.1162,  0.1550
-0.5922, -0.5045, -0.4757,  0.5003, -0.0860,  0.5863
-0.8861,  0.0170, -0.5761,  0.5972, -0.4053,  0.7301
 0.6877, -0.2380,  0.4997,  0.0223,  0.0819,  0.1404
 0.9189,  0.6079, -0.9354,  0.4188, -0.0700,  0.1907
-0.1428, -0.7820,  0.2676,  0.6059,  0.3936,  0.2790
 0.5324, -0.3151,  0.6917, -0.1425,  0.6480,  0.1071
-0.8432, -0.9633, -0.8666, -0.0828, -0.7733,  0.7784
-0.9444,  0.5097, -0.2103,  0.4939, -0.0952,  0.6787
-0.0520,  0.6063, -0.1952,  0.8094, -0.9259,  0.4836
 0.5477, -0.7487,  0.2370, -0.9793,  0.0773,  0.1241
 0.2450,  0.8116,  0.9799,  0.4222,  0.4636,  0.2355
 0.8186, -0.1983, -0.5003, -0.6531, -0.7611,  0.1511
-0.4714,  0.6382, -0.3788,  0.9648, -0.4667,  0.5950
 0.0673, -0.3711,  0.8215, -0.2669, -0.1328,  0.2677
-0.9381,  0.4338,  0.7820, -0.9454,  0.0441,  0.5518
-0.3480,  0.7190,  0.1170,  0.3805, -0.0943,  0.4724
-0.9813,  0.1535, -0.3771,  0.0345,  0.8328,  0.5438
-0.1471, -0.5052, -0.2574,  0.8637,  0.8737,  0.3042
-0.5454, -0.3712, -0.6505,  0.2142, -0.1728,  0.5783
 0.6327, -0.6297,  0.4038, -0.5193,  0.1484,  0.1153
-0.5424,  0.3282, -0.0055,  0.0380, -0.6506,  0.6613
 0.1414,  0.9935,  0.6337,  0.1887,  0.9520,  0.2540
-0.9351, -0.8128, -0.8693, -0.0965, -0.2491,  0.7353
 0.9507, -0.6640,  0.9456,  0.5349,  0.6485,  0.1059
-0.0462, -0.9737, -0.2940, -0.0159,  0.4602,  0.2606
-0.0627, -0.0852, -0.7247, -0.9782,  0.5166,  0.2977
 0.0478,  0.5098, -0.0723, -0.7504, -0.3750,  0.3335
 0.0090,  0.3477,  0.5403, -0.7393, -0.9542,  0.4415
-0.9748,  0.3449,  0.3736, -0.1015,  0.8296,  0.4358
 0.2887, -0.9895, -0.0311,  0.7186,  0.6608,  0.2057
 0.1570, -0.4518,  0.1211,  0.3435, -0.2951,  0.3244
 0.7117, -0.6099,  0.4946, -0.4208,  0.5476,  0.1096
-0.2929, -0.5726,  0.5346, -0.3827,  0.4665,  0.2465
 0.4889, -0.5572, -0.5718, -0.6021, -0.7150,  0.2163
-0.7782,  0.3491,  0.5996, -0.8389, -0.5366,  0.6516
-0.5847,  0.8347,  0.4226,  0.1078, -0.3910,  0.6134
 0.8469,  0.4121, -0.0439, -0.7476,  0.9521,  0.1571
-0.6803, -0.5948, -0.1376, -0.1916, -0.7065,  0.7156
 0.2878,  0.5086, -0.5785,  0.2019,  0.4979,  0.2980
 0.2764,  0.1943, -0.4090,  0.4632,  0.8906,  0.2960
-0.8877,  0.6705, -0.6155, -0.2098, -0.3998,  0.7107
-0.8398,  0.8093, -0.2597,  0.0614, -0.0118,  0.6502
-0.8476,  0.0158, -0.4769, -0.2859, -0.7839,  0.7715
 0.5751, -0.7868,  0.9714, -0.6457,  0.1448,  0.1175
 0.4802, -0.7001,  0.1022, -0.5668,  0.5184,  0.1090
 0.4458, -0.6469,  0.7239, -0.9604,  0.7205,  0.0779
 0.5175,  0.4339,  0.9747, -0.4438, -0.9924,  0.2879
 0.8678,  0.7158,  0.4577,  0.0334,  0.4139,  0.1678
 0.5406,  0.5012,  0.2264, -0.1963,  0.3946,  0.2088
-0.9938,  0.5498,  0.7928, -0.5214, -0.7585,  0.7687
 0.7661,  0.0863, -0.4266, -0.7233, -0.4197,  0.1466
 0.2277, -0.3517, -0.0853, -0.1118,  0.6563,  0.1767
 0.3499, -0.5570, -0.0655, -0.3705,  0.2537,  0.1632
 0.7547, -0.1046,  0.5689, -0.0861,  0.3125,  0.1257
 0.8186,  0.2110,  0.5335,  0.0094, -0.0039,  0.1391
 0.6858, -0.8644,  0.1465,  0.8855,  0.0357,  0.1845
-0.4967,  0.4015,  0.0805,  0.8977,  0.2487,  0.4663
 0.6760, -0.9841,  0.9787, -0.8446, -0.3557,  0.1509
-0.1203, -0.4885,  0.6054, -0.0443, -0.7313,  0.4854
 0.8557,  0.7919, -0.0169,  0.7134, -0.1628,  0.2002
 0.0115, -0.6209,  0.9300, -0.4116, -0.7931,  0.4052
-0.7114, -0.9718,  0.4319,  0.1290,  0.5892,  0.3661
 0.3915,  0.5557, -0.1870,  0.2955, -0.6404,  0.2954
-0.3564, -0.6548, -0.1827, -0.5172, -0.1862,  0.4622
 0.2392, -0.4959,  0.5857, -0.1341, -0.2850,  0.2470
-0.3394,  0.3947, -0.4627,  0.6166, -0.4094,  0.5325
 0.7107,  0.7768, -0.6312,  0.1707,  0.7964,  0.2757
-0.1078,  0.8437, -0.4420,  0.2177,  0.3649,  0.4028
-0.3139,  0.5595, -0.6505, -0.3161, -0.7108,  0.5546
 0.4335,  0.3986,  0.3770, -0.4932,  0.3847,  0.1810
-0.2562, -0.2894, -0.8847,  0.2633,  0.4146,  0.4036
 0.2272,  0.2966, -0.6601, -0.7011,  0.0284,  0.2778
-0.0743, -0.1421, -0.0054, -0.6770, -0.3151,  0.3597
-0.4762,  0.6891,  0.6007, -0.1467,  0.2140,  0.4266
-0.4061,  0.7193,  0.3432,  0.2669, -0.7505,  0.6147
-0.0588,  0.9731,  0.8966,  0.2902, -0.6966,  0.4955
-0.0627, -0.1439,  0.1985,  0.6999,  0.5022,  0.3077
 0.1587,  0.8494, -0.8705,  0.9827, -0.8940,  0.4263
-0.7850,  0.2473, -0.9040, -0.4308, -0.8779,  0.7199
 0.4070,  0.3369, -0.2428, -0.6236,  0.4940,  0.2215
-0.0242,  0.0513, -0.9430,  0.2885, -0.2987,  0.3947
-0.5416, -0.1322, -0.2351, -0.0604,  0.9590,  0.3683
 0.1055,  0.7783, -0.2901, -0.5090,  0.8220,  0.2984
-0.9129,  0.9015,  0.1128, -0.2473,  0.9901,  0.4776
-0.9378,  0.1424, -0.6391,  0.2619,  0.9618,  0.5368
 0.7498, -0.0963,  0.4169,  0.5549, -0.0103,  0.1614
-0.2612, -0.7156,  0.4538, -0.0460, -0.1022,  0.3717
 0.7720,  0.0552, -0.1818, -0.4622, -0.8560,  0.1685
-0.4177,  0.0070,  0.9319, -0.7812,  0.3461,  0.3052
-0.0001,  0.5542, -0.7128, -0.8336, -0.2016,  0.3803
 0.5356, -0.4194, -0.5662, -0.9666, -0.2027,  0.1776
-0.2378,  0.3187, -0.8582, -0.6948, -0.9668,  0.5474
-0.1947, -0.3579,  0.1158,  0.9869,  0.6690,  0.2992
 0.3992,  0.8365, -0.9205, -0.8593, -0.0520,  0.3154
-0.0209,  0.0793,  0.7905, -0.1067,  0.7541,  0.1864
-0.4928, -0.4524, -0.3433,  0.0951, -0.5597,  0.6261
-0.8118,  0.7404, -0.5263, -0.2280,  0.1431,  0.6349
 0.0516, -0.8480,  0.7483,  0.9023,  0.6250,  0.1959
-0.3212,  0.1093,  0.9488, -0.3766,  0.3376,  0.2735
-0.3481,  0.5490, -0.3484,  0.7797,  0.5034,  0.4379
-0.5785, -0.9170, -0.3563, -0.9258,  0.3877,  0.4121
 0.3407, -0.1391,  0.5356,  0.0720, -0.9203,  0.3458
-0.3287, -0.8954,  0.2102,  0.0241,  0.2349,  0.3247
-0.1353,  0.6954, -0.0919, -0.9692,  0.7461,  0.3338
 0.9036, -0.8982, -0.5299, -0.8733, -0.1567,  0.1187
 0.7277, -0.8368, -0.0538, -0.7489,  0.5458,  0.0830
 0.9049,  0.8878,  0.2279,  0.9470, -0.3103,  0.2194
 0.7957, -0.1308, -0.5284,  0.8817,  0.3684,  0.2172
 0.4647, -0.4931,  0.2010,  0.6292, -0.8918,  0.3371
-0.7390,  0.6849,  0.2367,  0.0626, -0.5034,  0.7039
-0.1567, -0.8711,  0.7940, -0.5932,  0.6525,  0.1710
 0.7635, -0.0265,  0.1969,  0.0545,  0.2496,  0.1445
 0.7675,  0.1354, -0.7698, -0.5460,  0.1920,  0.1728
-0.5211, -0.7372, -0.6763,  0.6897,  0.2044,  0.5217
 0.1913,  0.1980,  0.2314, -0.8816,  0.5006,  0.1998
 0.8964,  0.0694, -0.6149,  0.5059, -0.9854,  0.1825
 0.1767,  0.7104,  0.2093,  0.6452,  0.7590,  0.2832
-0.3580, -0.7541,  0.4426, -0.1193, -0.7465,  0.5657
-0.5996,  0.5766, -0.9758, -0.3933, -0.9572,  0.6800
 0.9950,  0.1641, -0.4132,  0.8579,  0.0142,  0.2003
-0.4717, -0.3894, -0.2567, -0.5111,  0.1691,  0.4266
 0.3917, -0.8561,  0.9422,  0.5061,  0.6123,  0.1212
-0.0366, -0.1087,  0.3449, -0.1025,  0.4086,  0.2475
 0.3633,  0.3943,  0.2372, -0.6980,  0.5216,  0.1925
-0.5325, -0.6466, -0.2178, -0.3589,  0.6310,  0.3568
 0.2271,  0.5200, -0.1447, -0.8011, -0.7699,  0.3128
 0.6415,  0.1993,  0.3777, -0.0178, -0.8237,  0.2181
-0.5298, -0.0768, -0.6028, -0.9490,  0.4588,  0.4356
 0.6870, -0.1431,  0.7294,  0.3141,  0.1621,  0.1632
-0.5985,  0.0591,  0.7889, -0.3900,  0.7419,  0.2945
 0.3661,  0.7984, -0.8486,  0.7572, -0.6183,  0.3449
 0.6995,  0.3342, -0.3113, -0.6972,  0.2707,  0.1712
 0.2565,  0.9126,  0.1798, -0.6043, -0.1413,  0.2893
-0.3265,  0.9839, -0.2395,  0.9854,  0.0376,  0.4770
 0.2690, -0.1722,  0.9818,  0.8599, -0.7015,  0.3954
-0.2102, -0.0768,  0.1219,  0.5607, -0.0256,  0.3949
 0.8216, -0.9555,  0.6422, -0.6231,  0.3715,  0.0801
-0.2896,  0.9484, -0.7545, -0.6249,  0.7789,  0.4370
-0.9985, -0.5448, -0.7092, -0.5931,  0.7926,  0.5402

Test data:

# synthetic_test_40.txt
#
 0.7462,  0.4006, -0.0590,  0.6543, -0.0083,  0.1935
 0.8495, -0.2260, -0.0142, -0.4911,  0.7699,  0.1078
-0.2335, -0.4049,  0.4352, -0.6183, -0.7636,  0.5088
 0.1810, -0.5142,  0.2465,  0.2767, -0.3449,  0.3136
-0.8650,  0.7611, -0.0801,  0.5277, -0.4922,  0.7140
-0.2358, -0.7466, -0.5115, -0.8413, -0.3943,  0.4533
 0.4834,  0.2300,  0.3448, -0.9832,  0.3568,  0.1360
-0.6502, -0.6300,  0.6885,  0.9652,  0.8275,  0.3046
-0.3053,  0.5604,  0.0929,  0.6329, -0.0325,  0.4756
-0.7995,  0.0740, -0.2680,  0.2086,  0.9176,  0.4565
-0.2144, -0.2141,  0.5813,  0.2902, -0.2122,  0.4119
-0.7278, -0.0987, -0.3312, -0.5641,  0.8515,  0.4438
 0.3793,  0.1976,  0.4933,  0.0839,  0.4011,  0.1905
-0.8568,  0.9573, -0.5272,  0.3212, -0.8207,  0.7415
-0.5785,  0.0056, -0.7901, -0.2223,  0.0760,  0.5551
 0.0735, -0.2188,  0.3925,  0.3570,  0.3746,  0.2191
 0.1230, -0.2838,  0.2262,  0.8715,  0.1938,  0.2878
 0.4792, -0.9248,  0.5295,  0.0366, -0.9894,  0.3149
-0.4456,  0.0697,  0.5359, -0.8938,  0.0981,  0.3879
 0.8629, -0.8505, -0.4464,  0.8385,  0.5300,  0.1769
 0.1995,  0.6659,  0.7921,  0.9454,  0.9970,  0.2330
-0.0249, -0.3066, -0.2927, -0.4923,  0.8220,  0.2437
 0.4513, -0.9481, -0.0770, -0.4374, -0.9421,  0.2879
-0.3405,  0.5931, -0.3507, -0.3842,  0.8562,  0.3987
 0.9538,  0.0471,  0.9039,  0.7760,  0.0361,  0.1706
-0.0887,  0.2104,  0.9808,  0.5478, -0.3314,  0.4128
-0.8220, -0.6302,  0.0537, -0.1658,  0.6013,  0.4306
-0.4123, -0.2880,  0.9074, -0.0461, -0.4435,  0.5144
 0.0060,  0.2867, -0.7775,  0.5161,  0.7039,  0.3599
-0.7968, -0.5484,  0.9426, -0.4308,  0.8148,  0.2979
 0.7811,  0.8450, -0.6877,  0.7594,  0.2640,  0.2362
-0.6802, -0.1113, -0.8325, -0.6694, -0.6056,  0.6544
 0.3821,  0.1476,  0.7466, -0.5107,  0.2592,  0.1648
 0.7265,  0.9683, -0.9803, -0.4943, -0.5523,  0.2454
-0.9049, -0.9797, -0.0196, -0.9090, -0.4433,  0.6447
-0.4607,  0.1811, -0.2389,  0.4050, -0.0078,  0.5229
 0.2664, -0.2932, -0.4259, -0.7336,  0.8742,  0.1834
-0.4507,  0.1029, -0.6294, -0.1158, -0.6294,  0.6081
 0.8948, -0.0124,  0.9278,  0.2899, -0.0314,  0.1534
-0.1323, -0.8813, -0.0146, -0.0697,  0.6135,  0.2386
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