Fix Mor thesis link + compiling for Windows
[morpheus.git] / pkg / src / functions.c
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1#include <stdlib.h>
2
d08fef42 3// Index matrix (by columns)
9ac8ecc0 4#define mi(i, j, d1, d2) (j*d1 + i)
cbd88fe5 5
d08fef42 6// Index 3-tensor (by columns, matrices ordered by last dim)
9ac8ecc0 7#define ti(i, j, k, d1, d2, d3) (k*d1*d2 + j*d1 + i)
cbd88fe5 8
d08fef42 9// Empirical cross-moment of order 2 between X size nxd and Y size n
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10void Moments_M2(double* X, double* Y, int* pn, int* pd, double* M2)
11{
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12 int n=*pn, d=*pd;
13 //double* M2 = (double*)calloc(d*d,sizeof(double));
cbd88fe5 14
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15 // M2 = E[Y*X^*2] - E[Y*e^*2] = E[Y (X^*2 - I)]
16 for (int j=0; j<d; j++)
17 {
18 for (int i=0; i<n; i++)
19 {
20 M2[mi(j,j,d,d)] -= Y[i] / n;
21 for (int k=0; k<d; k++)
22 M2[mi(j,k,d,d)] += Y[i] * X[mi(i,j,n,d)]*X[mi(i,k,n,d)] / n;
23 }
24 }
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25}
26
d08fef42 27// Empirical cross-moment of order 3 between X size nxd and Y size n
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28void Moments_M3(double* X, double* Y, int* pn, int* pd, double* M3)
29{
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30 int n=*pn, d=*pd;
31 //double* M3 = (double*)calloc(d*d*d,sizeof(double));
cbd88fe5 32
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33 // M3 = E[Y*X^*3] - E[Y*e*X*e] - E[Y*e*e*X] - E[Y*X*e*e]
34 for (int j=0; j<d; j++)
35 {
36 for (int k=0; k<d; k++)
37 {
38 for (int i=0; i<n; i++)
39 {
40 double tensor_elt = Y[i]*X[mi(i,k,n,d)] / n;
41 M3[ti(j,k,j,d,d,d)] -= tensor_elt;
42 M3[ti(j,j,k,d,d,d)] -= tensor_elt;
43 M3[ti(k,j,j,d,d,d)] -= tensor_elt;
44 for (int o=0; o<d; o++)
45 M3[ti(j,k,o,d,d,d)] += Y[i] * X[mi(i,j,n,d)]*X[mi(i,k,n,d)]*X[mi(i,o,n,d)] / n;
46 }
47 }
48 }
cbd88fe5 49}
4263503b 50
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51// W = 1/N sum( t(g(Zi,theta)) g(Zi,theta) )
52// with g(Zi, theta) = i-th contribution to all moments (size dim) - real moments
074c721a 53void Compute_Omega(double* X, int* Y, double* M, int* pn, int* pd, double* W)
4263503b 54{
6dd5c2ac 55 int n=*pn, d=*pd;
b389a46a 56 int dim = d + d*d + d*d*d;
bbdcfe44 57 //double* W = (double*)malloc(dim*dim*sizeof(double));
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58
59 // (Re)Initialize W:
60 for (int j=0; j<dim; j++)
61 {
62 for (int k=0; k<dim; k++)
63 W[j*dim+k] = 0.0;
64 }
4bf8494d 65 double* g = (double*)malloc(dim*sizeof(double));
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66 for (int i=0; i<n; i++)
67 {
bbdcfe44 68 // g == gi:
d08fef42 69 for (int j=0; j<d; j++)
19d893c4 70 g[j] = Y[i] * X[mi(i,j,n,d)] - M[j];
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71 for (int j=d; j<d+(d*d); j++)
72 {
73 int idx1 = (j-d) % d; //num row
74 int idx2 = ((j-d) - idx1) / d; //num col
75 g[j] = 0.0;
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76 if (idx1 == idx2)
77 g[j] -= Y[i];
78 g[j] += Y[i] * X[mi(i,idx1,n,d)]*X[mi(i,idx2,n,d)] - M[j];
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79 }
80 for (int j=d+d*d; j<dim; j++)
81 {
82 int idx1 = (j-d-d*d) % d; //num row
83 int idx2 = ((j-d-d*d - idx1) / d) %d; //num col
84 int idx3 = (((j-d-d*d - idx1) / d) - idx2) / d; //num "depth"
85 g[j] = 0.0;
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86 if (idx1 == idx2)
87 g[j] -= Y[i] * X[mi(i,idx3,n,d)];
88 if (idx1 == idx3)
89 g[j] -= Y[i] * X[mi(i,idx2,n,d)];
90 if (idx2 == idx3)
91 g[j] -= Y[i] * X[mi(i,idx1,n,d)];
92 g[j] += Y[i] * X[mi(i,idx1,n,d)]*X[mi(i,idx2,n,d)]*X[mi(i,idx3,n,d)] - M[j];
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93 }
94 // Add 1/n t(gi) %*% gi to W
95 for (int j=0; j<dim; j++)
96 {
97 for (int k=0; k<dim; k++)
98 W[j*dim+k] += g[j] * g[k] / n;
99 }
7737c2fa 100 }
d08fef42 101 free(g);
4263503b 102}