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[morpheus.git] / pkg / src / functions.c
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cbd88fe5
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1#include <stdlib.h>
2
3//index matrix (by columns)
4int mi(int i, int j, int d1, int d2)
5{
6 return j*d1+i;
7}
8
9//index 3-tensor (by columns, matrices ordered by last dim)
10int ti(int i, int j, int k, int d1, int d2, int d3)
11{
12 return k*d1*d2 + j*d1 + i;
13}
14
15// Emprical cross-moment of order 2 between X size nxd and Y size n
16void Moments_M2(double* X, double* Y, int* pn, int* pd, double* M2)
17{
18 int n=*pn, d=*pd;
19 //double* M2 = (double*)calloc(d*d,sizeof(double));
20
21 // M2 = E[Y*X^*2] - E[Y*e^*2] = E[Y (X^*2 - I)]
22 for (int j=0; j<d; j++)
23 {
24 for (int i=0; i<n; i++)
25 {
26 M2[mi(j,j,d,d)] -= Y[i] / n;
27 for (int k=0; k<d; k++)
28 M2[mi(j,k,d,d)] += Y[i] * X[mi(i,j,n,d)]*X[mi(i,k,n,d)] / n;
29 }
30 }
31}
32
33// Emprical cross-moment of order 3 between X size nxd and Y size n
34void Moments_M3(double* X, double* Y, int* pn, int* pd, double* M3)
35{
36 int n=*pn, d=*pd;
37 //double* M3 = (double*)calloc(d*d*d,sizeof(double));
38
39 // M3 = E[Y*X^*3] - E[Y*e*X*e] - E[Y*e*e*X] - E[Y*X*e*e]
40 for (int j=0; j<d; j++)
41 {
42 for (int k=0; k<d; k++)
43 {
44 for (int i=0; i<n; i++)
45 {
46 double tensor_elt = Y[i]*X[mi(i,k,n,d)] / n;
47 M3[ti(j,k,j,d,d,d)] -= tensor_elt;
48 M3[ti(j,j,k,d,d,d)] -= tensor_elt;
49 M3[ti(k,j,j,d,d,d)] -= tensor_elt;
50 for (int o=0; o<d; o++)
51 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;
52 }
53 }
54 }
55}