-#include "EMGLLF.h"
+#include "utils.h"
+#include <stdlib.h>
#include <gsl/gsl_linalg.h>
-// TODO: comment on EMGLLF purpose
-void EMGLLF(
+// TODO: don't recompute indexes every time......
+void EMGLLF_core(
// IN parameters
- const Real* phiInit, // parametre initial de moyenne renormalisé
- const Real* rhoInit, // parametre initial de variance renormalisé
- const Real* piInit, // parametre initial des proportions
- const Real* gamInit, // paramètre initial des probabilités a posteriori de chaque échantillon
- Int mini, // nombre minimal d'itérations dans l'algorithme EM
- Int maxi, // nombre maximal d'itérations dans l'algorithme EM
- Real gamma, // valeur de gamma : puissance des proportions dans la pénalisation pour un Lasso adaptatif
+ const Real* phiInit, // parametre initial de moyenne renormalisé
+ const Real* rhoInit, // parametre initial de variance renormalisé
+ const Real* piInit, // parametre initial des proportions
+ const Real* gamInit, // paramètre initial des probabilités a posteriori de chaque échantillon
+ int mini, // nombre minimal d'itérations dans l'algorithme EM
+ int maxi, // nombre maximal d'itérations dans l'algorithme EM
+ Real gamma, // puissance des proportions dans la pénalisation pour un Lasso adaptatif
Real lambda, // valeur du paramètre de régularisation du Lasso
- const Real* X, // régresseurs
- const Real* Y, // réponse
- Real tau, // seuil pour accepter la convergence
+ const Real* X, // régresseurs
+ const Real* Y, // réponse
+ Real tau, // seuil pour accepter la convergence
// OUT parameters (all pointers, to be modified)
- Real* phi, // parametre de moyenne renormalisé, calculé par l'EM
- Real* rho, // parametre de variance renormalisé, calculé par l'EM
- Real* pi, // parametre des proportions renormalisé, calculé par l'EM
- Real* LLF, // log vraisemblance associé à cet échantillon, pour les valeurs estimées des paramètres
- Real* S,
+ Real* phi, // parametre de moyenne renormalisé, calculé par l'EM
+ Real* rho, // parametre de variance renormalisé, calculé par l'EM
+ Real* pi, // parametre des proportions renormalisé, calculé par l'EM
+ Real* LLF, // log vraisemblance associée à cet échantillon, pour les valeurs estimées des paramètres
+ Real* S,
// additional size parameters
- mwSize n, // nombre d'echantillons
- mwSize p, // nombre de covariables
- mwSize m, // taille de Y (multivarié)
- mwSize k) // nombre de composantes dans le mélange
+ int n, // nombre d'echantillons
+ int p, // nombre de covariables
+ int m, // taille de Y (multivarié)
+ int k) // nombre de composantes dans le mélange
{
//Initialize outputs
copyArray(phiInit, phi, p*m*k);
copyArray(piInit, pi, k);
zeroArray(LLF, maxi);
//S is already allocated, and doesn't need to be 'zeroed'
-
+
//Other local variables
- //NOTE: variables order is always [maxi],n,p,m,k
Real* gam = (Real*)malloc(n*k*sizeof(Real));
copyArray(gamInit, gam, n*k);
Real* b = (Real*)malloc(k*sizeof(Real));
Real* Gam = (Real*)malloc(n*k*sizeof(Real));
Real* X2 = (Real*)malloc(n*p*k*sizeof(Real));
Real* Y2 = (Real*)malloc(n*m*k*sizeof(Real));
+ Real* sqNorm2 = (Real*)malloc(k*sizeof(Real));
gsl_matrix* matrix = gsl_matrix_alloc(m, m);
gsl_permutation* permutation = gsl_permutation_alloc(m);
Real* YiRhoR = (Real*)malloc(m*sizeof(Real));
Real* XiPhiR = (Real*)malloc(m*sizeof(Real));
- Real dist = 0.0;
- Real dist2 = 0.0;
- Int ite = 0;
- Real EPS = 1e-15;
- Real* dotProducts = (Real*)malloc(k*sizeof(Real));
-
+ Real dist = 0.;
+ Real dist2 = 0.;
+ int ite = 0;
+ const Real EPS = 1e-15;
+ const Real gaussConstM = pow(2.*M_PI,m/2.);
+
while (ite < mini || (ite < maxi && (dist >= tau || dist2 >= sqrt(tau))))
{
copyArray(phi, Phi, p*m*k);
copyArray(rho, Rho, m*m*k);
copyArray(pi, Pi, k);
-
- // Calculs associes a Y et X
- for (mwSize r=0; r<k; r++)
+
+ // Calculs associés a Y et X
+ for (int r=0; r<k; r++)
{
- for (mwSize mm=0; mm<m; mm++)
+ for (int mm=0; mm<m; mm++)
{
- //Y2(:,mm,r)=sqrt(gam(:,r)).*transpose(Y(mm,:));
- for (mwSize u=0; u<n; u++)
- Y2[u*m*k+mm*k+r] = sqrt(gam[u*k+r]) * Y[u*m+mm];
+ //Y2[,mm,r] = sqrt(gam[,r]) * Y[,mm]
+ for (int u=0; u<n; u++)
+ Y2[ai(u,mm,r,n,m,k)] = sqrt(gam[mi(u,r,n,k)]) * Y[mi(u,mm,m,n)];
}
- for (mwSize i=0; i<n; i++)
+ for (int i=0; i<n; i++)
{
- //X2(i,:,r)=X(i,:).*sqrt(gam(i,r));
- for (mwSize u=0; u<p; u++)
- X2[i*p*k+u*k+r] = sqrt(gam[i*k+r]) * X[i*p+u];
+ //X2[i,,r] = sqrt(gam[i,r]) * X[i,]
+ for (int u=0; u<p; u++)
+ X2[ai(i,u,r,n,p,k)] = sqrt(gam[mi(i,r,n,k)]) * X[mi(i,u,n,p)];
}
- for (mwSize mm=0; mm<m; mm++)
+ for (int mm=0; mm<m; mm++)
{
- //ps2(:,mm,r)=transpose(X2(:,:,r))*Y2(:,mm,r);
- for (mwSize u=0; u<p; u++)
+ //ps2[,mm,r] = crossprod(X2[,,r],Y2[,mm,r])
+ for (int u=0; u<p; u++)
{
- Real dotProduct = 0.0;
- for (mwSize v=0; v<n; v++)
- dotProduct += X2[v*p*k+u*k+r] * Y2[v*m*k+mm*k+r];
- ps2[u*m*k+mm*k+r] = dotProduct;
+ Real dotProduct = 0.;
+ for (int v=0; v<n; v++)
+ dotProduct += X2[ai(v,u,r,n,p,k)] * Y2[ai(v,mm,r,n,m,k)];
+ ps2[ai(u,mm,r,p,m,k)] = dotProduct;
}
}
- for (mwSize j=0; j<p; j++)
+ for (int j=0; j<p; j++)
{
- for (mwSize s=0; s<p; s++)
+ for (int s=0; s<p; s++)
{
- //Gram2(j,s,r)=transpose(X2(:,j,r))*(X2(:,s,r));
- Real dotProduct = 0.0;
- for (mwSize u=0; u<n; u++)
- dotProduct += X2[u*p*k+j*k+r] * X2[u*p*k+s*k+r];
- Gram2[j*p*k+s*k+r] = dotProduct;
+ //Gram2[j,s,r] = crossprod(X2[,j,r], X2[,s,r])
+ Real dotProduct = 0.;
+ for (int u=0; u<n; u++)
+ dotProduct += X2[ai(u,j,r,n,p,k)] * X2[ai(u,s,r,n,p,k)];
+ Gram2[ai(j,s,r,p,p,k)] = dotProduct;
}
}
}
/////////////
// Etape M //
/////////////
-
+
// Pour pi
- for (mwSize r=0; r<k; r++)
+ for (int r=0; r<k; r++)
{
- //b(r) = sum(sum(abs(phi(:,:,r))));
- Real sumAbsPhi = 0.0;
- for (mwSize u=0; u<p; u++)
- for (mwSize v=0; v<m; v++)
- sumAbsPhi += fabs(phi[u*m*k+v*k+r]);
+ //b[r] = sum(abs(phi[,,r]))
+ Real sumAbsPhi = 0.;
+ for (int u=0; u<p; u++)
+ for (int v=0; v<m; v++)
+ sumAbsPhi += fabs(phi[ai(u,v,r,p,m,k)]);
b[r] = sumAbsPhi;
}
- //gam2 = sum(gam,1);
- for (mwSize u=0; u<k; u++)
+ //gam2 = colSums(gam)
+ for (int u=0; u<k; u++)
{
- Real sumOnColumn = 0.0;
- for (mwSize v=0; v<n; v++)
- sumOnColumn += gam[v*k+u];
+ Real sumOnColumn = 0.;
+ for (int v=0; v<n; v++)
+ sumOnColumn += gam[mi(v,u,n,k)];
gam2[u] = sumOnColumn;
}
- //a=sum(gam*transpose(log(pi)));
- Real a = 0.0;
- for (mwSize u=0; u<n; u++)
+ //a = sum(gam %*% log(pi))
+ Real a = 0.;
+ for (int u=0; u<n; u++)
{
- Real dotProduct = 0.0;
- for (mwSize v=0; v<k; v++)
- dotProduct += gam[u*k+v] * log(pi[v]);
+ Real dotProduct = 0.;
+ for (int v=0; v<k; v++)
+ dotProduct += gam[mi(u,v,n,k)] * log(pi[v]);
a += dotProduct;
}
-
+
//tant que les proportions sont negatives
- mwSize kk = 0;
+ int kk = 0;
int pi2AllPositive = 0;
- Real invN = 1.0/n;
+ Real invN = 1./n;
while (!pi2AllPositive)
{
- //pi2(:)=pi(:)+0.1^kk*(1/n*gam2(:)-pi(:));
- for (mwSize r=0; r<k; r++)
- pi2[r] = pi[r] + pow(0.1,kk) * (invN*gam2[r] - pi[r]);
+ //pi2 = pi + 0.1^kk * ((1/n)*gam2 - pi)
+ Real pow_01_kk = pow(0.1,kk);
+ for (int r=0; r<k; r++)
+ pi2[r] = pi[r] + pow_01_kk * (invN*gam2[r] - pi[r]);
+ //pi2AllPositive = all(pi2 >= 0)
pi2AllPositive = 1;
- for (mwSize r=0; r<k; r++)
+ for (int r=0; r<k; r++)
{
if (pi2[r] < 0)
{
}
kk++;
}
-
- //t(m) la plus grande valeur dans la grille O.1^k tel que ce soit décroissante ou constante
+
//(pi.^gamma)*b
- Real piPowGammaDotB = 0.0;
- for (mwSize v=0; v<k; v++)
+ Real piPowGammaDotB = 0.;
+ for (int v=0; v<k; v++)
piPowGammaDotB += pow(pi[v],gamma) * b[v];
//(pi2.^gamma)*b
- Real pi2PowGammaDotB = 0.0;
- for (mwSize v=0; v<k; v++)
+ Real pi2PowGammaDotB = 0.;
+ for (int v=0; v<k; v++)
pi2PowGammaDotB += pow(pi2[v],gamma) * b[v];
//transpose(gam2)*log(pi2)
- Real prodGam2logPi2 = 0.0;
- for (mwSize v=0; v<k; v++)
+ Real prodGam2logPi2 = 0.;
+ for (int v=0; v<k; v++)
prodGam2logPi2 += gam2[v] * log(pi2[v]);
- while (-invN*a + lambda*piPowGammaDotB < -invN*prodGam2logPi2 + lambda*pi2PowGammaDotB && kk<1000)
+ //t(m) la plus grande valeur dans la grille O.1^k tel que ce soit décroissante ou constante
+ while (-invN*a + lambda*piPowGammaDotB < -invN*prodGam2logPi2 + lambda*pi2PowGammaDotB
+ && kk<1000)
{
- //pi2=pi+0.1^kk*(1/n*gam2-pi);
- for (mwSize v=0; v<k; v++)
- pi2[v] = pi[v] + pow(0.1,kk) * (invN*gam2[v] - pi[v]);
+ Real pow_01_kk = pow(0.1,kk);
+ //pi2 = pi + 0.1^kk * (1/n*gam2 - pi)
+ for (int v=0; v<k; v++)
+ pi2[v] = pi[v] + pow_01_kk * (invN*gam2[v] - pi[v]);
//pi2 was updated, so we recompute pi2PowGammaDotB and prodGam2logPi2
- pi2PowGammaDotB = 0.0;
- for (mwSize v=0; v<k; v++)
+ pi2PowGammaDotB = 0.;
+ for (int v=0; v<k; v++)
pi2PowGammaDotB += pow(pi2[v],gamma) * b[v];
- prodGam2logPi2 = 0.0;
- for (mwSize v=0; v<k; v++)
+ prodGam2logPi2 = 0.;
+ for (int v=0; v<k; v++)
prodGam2logPi2 += gam2[v] * log(pi2[v]);
kk++;
}
Real t = pow(0.1,kk);
- //sum(pi+t*(pi2-pi))
- Real sumPiPlusTbyDiff = 0.0;
- for (mwSize v=0; v<k; v++)
+ //sum(pi + t*(pi2-pi))
+ Real sumPiPlusTbyDiff = 0.;
+ for (int v=0; v<k; v++)
sumPiPlusTbyDiff += (pi[v] + t*(pi2[v] - pi[v]));
- //pi=(pi+t*(pi2-pi))/sum(pi+t*(pi2-pi));
- for (mwSize v=0; v<k; v++)
+ //pi = (pi + t*(pi2-pi)) / sum(pi + t*(pi2-pi))
+ for (int v=0; v<k; v++)
pi[v] = (pi[v] + t*(pi2[v] - pi[v])) / sumPiPlusTbyDiff;
-
+
//Pour phi et rho
- for (mwSize r=0; r<k; r++)
+ for (int r=0; r<k; r++)
{
- for (mwSize mm=0; mm<m; mm++)
+ for (int mm=0; mm<m; mm++)
{
- for (mwSize i=0; i<n; i++)
+ for (int i=0; i<n; i++)
{
//< X2(i,:,r) , phi(:,mm,r) >
- Real dotProduct = 0.0;
- for (mwSize u=0; u<p; u++)
- dotProduct += X2[i*p*k+u*k+r] * phi[u*m*k+mm*k+r];
- //ps1(i,mm,r)=Y2(i,mm,r)*dot(X2(i,:,r),phi(:,mm,r));
- ps1[i*m*k+mm*k+r] = Y2[i*m*k+mm*k+r] * dotProduct;
- nY21[i*m*k+mm*k+r] = Y2[i*m*k+mm*k+r] * Y2[i*m*k+mm*k+r];
+ Real dotProduct = 0.;
+ for (int u=0; u<p; u++)
+ dotProduct += X2[ai(i,u,r,n,p,k)] * phi[ai(u,mm,r,p,m,k)];
+ //ps1[i,mm,r] = Y2[i,mm,r] * sum(X2[i,,r] * phi[,mm,r])
+ ps1[ai(i,mm,r,n,m,k)] = Y2[ai(i,mm,r,n,m,k)] * dotProduct;
+ nY21[ai(i,mm,r,n,m,k)] = Y2[ai(i,mm,r,n,m,k)] * Y2[ai(i,mm,r,n,m,k)];
}
- //ps(mm,r)=sum(ps1(:,mm,r));
- Real sumPs1 = 0.0;
- for (mwSize u=0; u<n; u++)
- sumPs1 += ps1[u*m*k+mm*k+r];
- ps[mm*k+r] = sumPs1;
- //nY2(mm,r)=sum(nY21(:,mm,r));
- Real sumNy21 = 0.0;
- for (mwSize u=0; u<n; u++)
- sumNy21 += nY21[u*m*k+mm*k+r];
- nY2[mm*k+r] = sumNy21;
- //rho(mm,mm,r)=((ps(mm,r)+sqrt(ps(mm,r)^2+4*nY2(mm,r)*(gam2(r))))/(2*nY2(mm,r)));
- rho[mm*m*k+mm*k+r] = ( ps[mm*k+r] + sqrt( ps[mm*k+r]*ps[mm*k+r]
- + 4*nY2[mm*k+r] * (gam2[r]) ) ) / (2*nY2[mm*k+r]);
+ //ps[mm,r] = sum(ps1[,mm,r])
+ Real sumPs1 = 0.;
+ for (int u=0; u<n; u++)
+ sumPs1 += ps1[ai(u,mm,r,n,m,k)];
+ ps[mi(mm,r,m,k)] = sumPs1;
+ //nY2[mm,r] = sum(nY21[,mm,r])
+ Real sumNy21 = 0.;
+ for (int u=0; u<n; u++)
+ sumNy21 += nY21[ai(u,mm,r,n,m,k)];
+ nY2[mi(mm,r,m,k)] = sumNy21;
+ //rho[mm,mm,r] = (ps[mm,r]+sqrt(ps[mm,r]^2+4*nY2[mm,r]*(gam2[r]))) / (2*nY2[mm,r])
+ rho[ai(mm,mm,r,m,m,k)] = ( ps[mi(mm,r,m,k)] + sqrt( ps[mi(mm,r,m,k)]*ps[mi(mm,r,m,k)]
+ + 4*nY2[mi(mm,r,m,k)] * gam2[r] ) ) / (2*nY2[mi(mm,r,m,k)]);
}
}
- for (mwSize r=0; r<k; r++)
+ for (int r=0; r<k; r++)
{
- for (mwSize j=0; j<p; j++)
+ for (int j=0; j<p; j++)
{
- for (mwSize mm=0; mm<m; mm++)
+ for (int mm=0; mm<m; mm++)
{
- //sum(phi(1:j-1,mm,r).*transpose(Gram2(j,1:j-1,r)))+sum(phi(j+1:p,mm,r).*transpose(Gram2(j,j+1:p,r)))
+ //sum(phi[1:(j-1),mm,r] * Gram2[j,1:(j-1),r])
Real dotPhiGram2 = 0.0;
- for (mwSize u=0; u<j; u++)
- dotPhiGram2 += phi[u*m*k+mm*k+r] * Gram2[j*p*k+u*k+r];
- for (mwSize u=j+1; u<p; u++)
- dotPhiGram2 += phi[u*m*k+mm*k+r] * Gram2[j*p*k+u*k+r];
- //S(j,r,mm)=-rho(mm,mm,r)*ps2(j,mm,r)+sum(phi(1:j-1,mm,r).*transpose(Gram2(j,1:j-1,r)))
- // +sum(phi(j+1:p,mm,r).*transpose(Gram2(j,j+1:p,r)));
- S[j*m*k+mm*k+r] = -rho[mm*m*k+mm*k+r] * ps2[j*m*k+mm*k+r] + dotPhiGram2;
- if (fabs(S[j*m*k+mm*k+r]) <= n*lambda*pow(pi[r],gamma))
- phi[j*m*k+mm*k+r] = 0;
- else if (S[j*m*k+mm*k+r] > n*lambda*pow(pi[r],gamma))
- phi[j*m*k+mm*k+r] = (n*lambda*pow(pi[r],gamma) - S[j*m*k+mm*k+r])
- / Gram2[j*p*k+j*k+r];
+ for (int u=0; u<j; u++)
+ dotPhiGram2 += phi[ai(u,mm,r,p,m,k)] * Gram2[ai(j,u,r,p,p,k)];
+ //sum(phi[(j+1):p,mm,r] * Gram2[j,(j+1):p,r])
+ for (int u=j+1; u<p; u++)
+ dotPhiGram2 += phi[ai(u,mm,r,p,m,k)] * Gram2[ai(j,u,r,p,p,k)];
+ //S[j,mm,r] = -rho[mm,mm,r]*ps2[j,mm,r] +
+ // (if(j>1) sum(phi[1:(j-1),mm,r] * Gram2[j,1:(j-1),r]) else 0) +
+ // (if(j<p) sum(phi[(j+1):p,mm,r] * Gram2[j,(j+1):p,r]) else 0)
+ S[ai(j,mm,r,p,m,k)] = -rho[ai(mm,mm,r,m,m,k)] * ps2[ai(j,mm,r,p,m,k)] + dotPhiGram2;
+ Real pow_pir_gamma = pow(pi[r],gamma);
+ if (fabs(S[ai(j,mm,r,p,m,k)]) <= n*lambda*pow_pir_gamma)
+ phi[ai(j,mm,r,p,m,k)] = 0;
+ else if (S[ai(j,mm,r,p,m,k)] > n*lambda*pow_pir_gamma)
+ {
+ phi[ai(j,mm,r,p,m,k)] = (n*lambda*pow_pir_gamma - S[ai(j,mm,r,p,m,k)])
+ / Gram2[ai(j,j,r,p,p,k)];
+ }
else
- phi[j*m*k+mm*k+r] = -(n*lambda*pow(pi[r],gamma) + S[j*m*k+mm*k+r])
- / Gram2[j*p*k+j*k+r];
+ {
+ phi[ai(j,mm,r,p,m,k)] = -(n*lambda*pow_pir_gamma + S[ai(j,mm,r,p,m,k)])
+ / Gram2[ai(j,j,r,p,p,k)];
+ }
}
}
}
-
+
/////////////
// Etape E //
/////////////
-
+
int signum;
Real sumLogLLF2 = 0.0;
- for (mwSize i=0; i<n; i++)
+ for (int i=0; i<n; i++)
{
- Real sumLLF1 = 0.0;
- Real sumGamI = 0.0;
- Real minDotProduct = INFINITY;
-
- for (mwSize r=0; r<k; r++)
+ Real minSqNorm2 = INFINITY;
+
+ for (int r=0; r<k; r++)
{
- //Compute
- //Gam(i,r) = Pi(r) * det(Rho(:,:,r)) * exp( -1/2 * (Y(i,:)*Rho(:,:,r) - X(i,:)...
- // *phi(:,:,r)) * transpose( Y(i,:)*Rho(:,:,r) - X(i,:)*phi(:,:,r) ) );
- //split in several sub-steps
-
- //compute Y(i,:)*rho(:,:,r)
- for (mwSize u=0; u<m; u++)
+ //compute Y[i,]%*%rho[,,r]
+ for (int u=0; u<m; u++)
{
YiRhoR[u] = 0.0;
- for (mwSize v=0; v<m; v++)
- YiRhoR[u] += Y[i*m+v] * rho[v*m*k+u*k+r];
+ for (int v=0; v<m; v++)
+ YiRhoR[u] += Y[mi(i,v,n,m)] * rho[ai(v,u,r,m,m,k)];
}
-
+
//compute X(i,:)*phi(:,:,r)
- for (mwSize u=0; u<m; u++)
+ for (int u=0; u<m; u++)
{
XiPhiR[u] = 0.0;
- for (mwSize v=0; v<p; v++)
- XiPhiR[u] += X[i*p+v] * phi[v*m*k+u*k+r];
+ for (int v=0; v<p; v++)
+ XiPhiR[u] += X[mi(i,v,n,p)] * phi[ai(v,u,r,p,m,k)];
}
-
- // compute dotProduct < Y(:,i)*rho(:,:,r)-X(i,:)*phi(:,:,r) . Y(:,i)*rho(:,:,r)-X(i,:)*phi(:,:,r) >
- dotProducts[r] = 0.0;
- for (mwSize u=0; u<m; u++)
- dotProducts[r] += (YiRhoR[u]-XiPhiR[u]) * (YiRhoR[u]-XiPhiR[u]);
- if (dotProducts[r] < minDotProduct)
- minDotProduct = dotProducts[r];
+
+ //compute sq norm || Y(:,i)*rho(:,:,r)-X(i,:)*phi(:,:,r) ||_2^2
+ sqNorm2[r] = 0.0;
+ for (int u=0; u<m; u++)
+ sqNorm2[r] += (YiRhoR[u]-XiPhiR[u]) * (YiRhoR[u]-XiPhiR[u]);
+ if (sqNorm2[r] < minSqNorm2)
+ minSqNorm2 = sqNorm2[r];
}
- Real shift = 0.5*minDotProduct;
- for (mwSize r=0; r<k; r++)
+ Real shift = 0.5*minSqNorm2;
+
+ Real sumLLF1 = 0.0;
+ Real sumGamI = 0.0;
+ for (int r=0; r<k; r++)
{
- //compute det(rho(:,:,r)) [TODO: avoid re-computations]
- for (mwSize u=0; u<m; u++)
+ //compute det(rho[,,r]) [TODO: avoid re-computations]
+ for (int u=0; u<m; u++)
{
- for (mwSize v=0; v<m; v++)
- matrix->data[u*m+v] = rho[u*m*k+v*k+r];
+ for (int v=0; v<m; v++)
+ matrix->data[u*m+v] = rho[ai(u,v,r,m,m,k)];
}
gsl_linalg_LU_decomp(matrix, permutation, &signum);
Real detRhoR = gsl_linalg_LU_det(matrix, signum);
-
- Gam[i*k+r] = pi[r] * detRhoR * exp(-0.5*dotProducts[r] + shift);
- sumLLF1 += Gam[i*k+r] / pow(2*M_PI,m/2.0);
- sumGamI += Gam[i*k+r];
+
+ //FIXME: det(rho[,,r]) too small(?!). See EMGLLF.R
+ Gam[mi(i,r,n,k)] = pi[r] * exp(-0.5*sqNorm2[r] + shift) ; //* detRhoR;
+ sumLLF1 += Gam[mi(i,r,n,k)] / gaussConstM;
+ sumGamI += Gam[mi(i,r,n,k)];
}
sumLogLLF2 += log(sumLLF1);
- for (mwSize r=0; r<k; r++)
+ for (int r=0; r<k; r++)
{
- //gam(i,r)=Gam(i,r)/sum(Gam(i,:));
- gam[i*k+r] = sumGamI > EPS
- ? Gam[i*k+r] / sumGamI
- : 0.0;
+ //gam[i,] = Gam[i,] / sumGamI
+ gam[mi(i,r,n,k)] = sumGamI > EPS ? Gam[mi(i,r,n,k)] / sumGamI : 0.;
}
}
-
- //sum(pen(ite,:))
+
+ //sumPen = sum(pi^gamma * b)
Real sumPen = 0.0;
- for (mwSize r=0; r<k; r++)
+ for (int r=0; r<k; r++)
sumPen += pow(pi[r],gamma) * b[r];
- //LLF(ite)=-1/n*sum(log(LLF2(ite,:)))+lambda*sum(pen(ite,:));
+ //LLF[ite] = -sumLogLLF2/n + lambda*sumPen
LLF[ite] = -invN * sumLogLLF2 + lambda * sumPen;
- if (ite == 0)
- dist = LLF[ite];
- else
- dist = (LLF[ite] - LLF[ite-1]) / (1.0 + fabs(LLF[ite]));
-
- //Dist1=max(max((abs(phi-Phi))./(1+abs(phi))));
+ dist = ite==0 ? LLF[ite] : (LLF[ite] - LLF[ite-1]) / (1.0 + fabs(LLF[ite]));
+
+ //Dist1 = max( abs(phi-Phi) / (1+abs(phi)) )
Real Dist1 = 0.0;
- for (mwSize u=0; u<p; u++)
+ for (int u=0; u<p; u++)
{
- for (mwSize v=0; v<m; v++)
+ for (int v=0; v<m; v++)
{
- for (mwSize w=0; w<k; w++)
+ for (int w=0; w<k; w++)
{
- Real tmpDist = fabs(phi[u*m*k+v*k+w]-Phi[u*m*k+v*k+w])
- / (1.0+fabs(phi[u*m*k+v*k+w]));
+ Real tmpDist = fabs(phi[ai(u,v,w,p,m,k)]-Phi[ai(u,v,w,p,m,k)])
+ / (1.0+fabs(phi[ai(u,v,w,p,m,k)]));
if (tmpDist > Dist1)
Dist1 = tmpDist;
}
}
}
- //Dist2=max(max((abs(rho-Rho))./(1+abs(rho))));
+ //Dist2 = max( (abs(rho-Rho)) / (1+abs(rho)) )
Real Dist2 = 0.0;
- for (mwSize u=0; u<m; u++)
+ for (int u=0; u<m; u++)
{
- for (mwSize v=0; v<m; v++)
+ for (int v=0; v<m; v++)
{
- for (mwSize w=0; w<k; w++)
+ for (int w=0; w<k; w++)
{
- Real tmpDist = fabs(rho[u*m*k+v*k+w]-Rho[u*m*k+v*k+w])
- / (1.0+fabs(rho[u*m*k+v*k+w]));
+ Real tmpDist = fabs(rho[ai(u,v,w,m,m,k)]-Rho[ai(u,v,w,m,m,k)])
+ / (1.0+fabs(rho[ai(u,v,w,m,m,k)]));
if (tmpDist > Dist2)
Dist2 = tmpDist;
}
}
}
- //Dist3=max(max((abs(pi-Pi))./(1+abs(Pi))));
+ //Dist3 = max( (abs(pi-Pi)) / (1+abs(Pi)))
Real Dist3 = 0.0;
- for (mwSize u=0; u<n; u++)
+ for (int u=0; u<n; u++)
{
- for (mwSize v=0; v<k; v++)
+ for (int v=0; v<k; v++)
{
Real tmpDist = fabs(pi[v]-Pi[v]) / (1.0+fabs(pi[v]));
if (tmpDist > Dist3)
dist2 = Dist2;
if (Dist3 > dist2)
dist2 = Dist3;
-
+
ite++;
}
-
+
//free memory
free(b);
free(gam);
free(pi2);
free(X2);
free(Y2);
- free(dotProducts);
+ free(sqNorm2);
}