#include <R.h>
#include <Rdefines.h>
#include "sources/EMGLLF.h"
-#include "sources/utils/io.h"
SEXP EMGLLF(
- SEXP M_,
- SEXP NIix_,
- SEXP alpha_,
- SEXP h_,
- SEXP epsilon_,
- SEXP maxiter_,
- SEXP symmNeighbs_,
- SEXP trace_
+ SEXP phiInit_,
+ SEXP rhoInit_,
+ SEXP piInit_,
+ SEXP gamInit_,
+ SEXP mini_,
+ SEXP maxi_,
+ SEXP gamma_,
+ SEXP lambda_,
+ SEXP X_,
+ SEXP Y_,
+ SEXP tau_
) {
- // get parameters
- double alpha = NUMERIC_VALUE(alpha_);
- double h = NUMERIC_VALUE(h_);
- double epsilon = NUMERIC_VALUE(epsilon_);
- int maxiter = INTEGER_VALUE(maxiter_);
- int symmNeighbs = LOGICAL_VALUE(symmNeighbs_);
- int trace = LOGICAL_VALUE(trace_);
-
- // extract infos from M and get associate pointer
- SEXP dim = getAttrib(M_, R_DimSymbol);
- int nrow = INTEGER(dim)[0];
- int ncol = INTEGER(dim)[1];
- // M is always given by columns: easier to process in rows
- double* pM = transpose(REAL(M_), nrow, ncol);
-
- // extract NIix list vectors in a jagged array
- int* lengthNIix = (int*)malloc(nrow*sizeof(int));
- int** NIix = (int**)malloc(nrow*sizeof(int*));
- for (int i=0; i<nrow; i++)
- {
- lengthNIix[i] = LENGTH(VECTOR_ELT(NIix_,i));
- SEXP tmp;
- PROTECT(tmp = AS_INTEGER(VECTOR_ELT(NIix_,i)));
- NIix[i] = (int*)malloc(lengthNIix[i]*sizeof(int));
- for (int j=0; j<lengthNIix[i]; j++)
- NIix[i][j] = INTEGER(tmp)[j];
- UNPROTECT(1);
- // WARNING: R indices start at 1,
- // so we must lower every index right now to avoid future bug
- for (int j=0; j<lengthNIix[i]; j++)
- NIix[i][j]--;
- }
-
- // Main call to core algorithm
- Parameters params = getVarsWithConvexOptim_core(
- pM, lengthNIix, NIix, nrow, ncol, alpha, h, epsilon, maxiter, symmNeighbs, trace);
-
- // free neighborhoods parameters arrays
- free(lengthNIix);
- for (int i=0; i<nrow; i++)
- free(NIix[i]);
- free(NIix);
-
- // copy matrix F into pF for output to R (1D matrices)
- SEXP f;
- PROTECT(f = allocMatrix(REALSXP, nrow, ncol));
- double* pF = REAL(f);
- for (int i=0; i<nrow; i++)
- {
- for (int j=0; j<ncol; j++)
- pF[i+nrow*j] = params.f[i][j];
- }
- // copy theta into pTheta for output to R
- SEXP theta;
- PROTECT(theta = allocVector(REALSXP, nrow));
- double* pTheta = REAL(theta);
- for (int i=0; i<nrow; i++)
- pTheta[i] = params.theta[i];
-
- // free params.f and params.theta
- free(params.theta);
- for (int i=0; i<nrow; i++)
- free(params.f[i]);
- free(params.f);
-
- // build return list with f and theta
- SEXP listParams, listNames;
- PROTECT(listParams = allocVector(VECSXP, 2));
- char* lnames[2] = {"f", "theta"}; //lists labels
- PROTECT(listNames = allocVector(STRSXP,2));
- for (int i=0; i<2; i++)
- SET_STRING_ELT(listNames,i,mkChar(lnames[i]));
- setAttrib(listParams, R_NamesSymbol, listNames);
- SET_VECTOR_ELT(listParams, 0, f);
- SET_VECTOR_ELT(listParams, 1, theta);
-
- UNPROTECT(4);
- return listParams;
-
-
-
-
-
-
-
-
// Get matrices dimensions
- const mwSize n = mxGetDimensions(prhs[8])[0];
- const mwSize p = mxGetDimensions(prhs[0])[0];
- const mwSize m = mxGetDimensions(prhs[0])[1];
- const mwSize k = mxGetDimensions(prhs[0])[2];
+ int n = INTEGER(getAttrib(X_, R_DimSymbol))[0];
+ SEXP dim = getAttrib(phiInit_, R_DimSymbol)
+ int p = INTEGER(dim)[0];
+ int m = INTEGER(dim)[1];
+ int k = INTEGER(dim)[2];
////////////
// INPUTS //
////////////
- // phiInit
- const mwSize* dimPhiInit = mxGetDimensions(prhs[0]);
- Real* brPhiInit = matlabToBrArray_real(mxGetPr(prhs[0]), dimPhiInit, 3);
-
- // rhoInit
- const mwSize* dimRhoInit = mxGetDimensions(prhs[1]);
- Real* brRhoInit = matlabToBrArray_real(mxGetPr(prhs[1]), dimRhoInit, 3);
-
- // piInit
- Real* piInit = mxGetPr(prhs[2]);
-
- // gamInit
- const mwSize* dimGamInit = mxGetDimensions(prhs[3]);
- Real* brGamInit = matlabToBrArray_real(mxGetPr(prhs[3]), dimGamInit, 2);
-
- // min number of iterations
- Int mini = ((Int*)mxGetData(prhs[4]))[0];
-
- // max number of iterations
- Int maxi = ((Int*)mxGetData(prhs[5]))[0];
-
- // gamma
- Real gamma = mxGetScalar(prhs[6]);
-
- // lambda
- Real lambda = mxGetScalar(prhs[7]);
-
- // X
- const mwSize* dimX = mxGetDimensions(prhs[8]);
- Real* brX = matlabToBrArray_real(mxGetPr(prhs[8]), dimX, 2);
-
- // Y
- const mwSize* dimY = mxGetDimensions(prhs[9]);
- Real* brY = matlabToBrArray_real(mxGetPr(prhs[9]), dimY, 2);
-
- // tau
- Real tau = mxGetScalar(prhs[10]);
+ // get scalar parameters
+ int mini = INTEGER_VALUE(mini_);
+ int maxi = INTEGER_VALUE(maxi_);
+ double gamma = NUMERIC_VALUE(gamma_);
+ double lambda = NUMERIC_VALUE(lambda_);
+ double tau = NUMERIC_VALUE(tau_);
+
+ // Get pointers from SEXP arrays ; WARNING: by columns !
+ double* phiInit = REAL(phiInit_);
+ double* rhoInit = REAL(rhoInit_);
+ double* piInit = REAL(piInit_);
+ double* gamInit = REAL(gamInit_);
+ double* X = REAL(X_);
+ double* Y = REAL(Y_);
/////////////
// OUTPUTS //
/////////////
- // phi
- const mwSize dimPhi[] = {dimPhiInit[0], dimPhiInit[1], dimPhiInit[2]};
- plhs[0] = mxCreateNumericArray(3,dimPhi,mxDOUBLE_CLASS,mxREAL);
- Real* phi = mxGetPr(plhs[0]);
-
- // rho
- const mwSize dimRho[] = {dimRhoInit[0], dimRhoInit[1], dimRhoInit[2]};
- plhs[1] = mxCreateNumericArray(3,dimRho,mxDOUBLE_CLASS,mxREAL);
- Real* rho = mxGetPr(plhs[1]);
-
- // pi
- plhs[2] = mxCreateNumericMatrix(k,1,mxDOUBLE_CLASS,mxREAL);
- Real* pi = mxGetPr(plhs[2]);
-
- // LLF
- plhs[3] = mxCreateNumericMatrix(maxi,1,mxDOUBLE_CLASS,mxREAL);
- Real* LLF = mxGetPr(plhs[3]);
-
- // S
- const mwSize dimS[] = {p, m, k};
- plhs[4] = mxCreateNumericArray(3,dimS,mxDOUBLE_CLASS,mxREAL);
- Real* S = mxGetPr(plhs[4]);
+ SEXP phi, rho, pi, LLF, S, dimPhiS, dimRho;
+ PROTECT(dimPhiS = allocVector(INTSXP, 3));
+ int* pDimPhiS = INTEGER(dimPhiS);
+ pDimPhiS[0] = p; pDimPhiS[1] = m; pDimPhiS[2] = k;
+ PROTECT(dimRho = allocVector(INTSXP, 3));
+ int* pDimRho = INTEGER(dimRho);
+ pDimRho[0] = m; pDimRho[1] = m; pDimRho[2] = k;
+ PROTECT(phi = allocArray(REALSXP, dimPhiS));
+ PROTECT(rho = allocArray(REALSXP, dimRho));
+ PROTECT(pi = allocVector(REALSXP, k));
+ PROTECT(LLF = allocVector(REALSXP, maxi-mini+1));
+ PROTECT(S = allocArray(REALSXP, dimPhiS));
+ double* pPhi=REAL(phi), pRho=REAL(rho), pPi=REAL(pi), pLLF=REAL(LLF), pS=REAL(S);
////////////////////
// Call to EMGLLF //
////////////////////
- EMGLLF(brPhiInit,brRhoInit,piInit,brGamInit,mini,maxi,gamma,lambda,brX,brY,tau,
- phi,rho,pi,LLF,S,
+ EMGLLF(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,tau,
+ pPhi,pRho,pPi,pLLF,pS,
n,p,m,k);
-
- free(brPhiInit);
- free(brRhoInit);
- free(brGamInit);
- free(brX);
- free(brY);
-
-
-
-
-
+ // Build list from OUT params and return it
+ SEXP listParams, listNames;
+ PROTECT(listParams = allocVector(VECSXP, 5));
+ char* lnames[5] = {"phi", "rho", "pi", "LLF", "S"}; //lists labels
+ PROTECT(listNames = allocVector(STRSXP,5));
+ for (int i=0; i<5; i++)
+ SET_STRING_ELT(listNames,i,mkChar(lnames[i]));
+ setAttrib(listParams, R_NamesSymbol, listNames);
+ SET_ARRAY_ELT(listParams, 0, phi);
+ SET_ARRAY_ELT(listParams, 1, rho);
+ SET_MATRIX_ELT(listParams, 2, pi);
+ SET_VECTOR_ELT(listParams, 3, LLF);
+ SET_ARRAY_ELT(listParams, 4, S);
+ UNPROTECT(9);
+ return listParams;
}
#include "EMGLLF.h"
#include <gsl/gsl_linalg.h>
-// TODO: comment on EMGLLF purpose
+// TODO: don't recompute indexes every time......
void EMGLLF(
// 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
- 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 double* phiInit, // parametre initial de moyenne renormalisé
+ const double* rhoInit, // parametre initial de variance renormalisé
+ const double* piInit, // parametre initial des proportions
+ const double* 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
+ double gamma, // valeur de gamma : puissance des proportions dans la pénalisation pour un Lasso adaptatif
+ double lambda, // valeur du paramètre de régularisation du Lasso
+ const double* X, // régresseurs
+ const double* Y, // réponse
+ double 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,
+ double* phi, // parametre de moyenne renormalisé, calculé par l'EM
+ double* rho, // parametre de variance renormalisé, calculé par l'EM
+ double* pi, // parametre des proportions renormalisé, calculé par l'EM
+ double* LLF, // log vraisemblance associé à cet échantillon, pour les valeurs estimées des paramètres
+ double* 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));
+ double* gam = (double*)malloc(n*k*sizeof(double));
copyArray(gamInit, gam, n*k);
- Real* b = (Real*)malloc(k*sizeof(Real));
- Real* Phi = (Real*)malloc(p*m*k*sizeof(Real));
- Real* Rho = (Real*)malloc(m*m*k*sizeof(Real));
- Real* Pi = (Real*)malloc(k*sizeof(Real));
- Real* gam2 = (Real*)malloc(k*sizeof(Real));
- Real* pi2 = (Real*)malloc(k*sizeof(Real));
- Real* Gram2 = (Real*)malloc(p*p*k*sizeof(Real));
- Real* ps = (Real*)malloc(m*k*sizeof(Real));
- Real* nY2 = (Real*)malloc(m*k*sizeof(Real));
- Real* ps1 = (Real*)malloc(n*m*k*sizeof(Real));
- Real* ps2 = (Real*)malloc(p*m*k*sizeof(Real));
- Real* nY21 = (Real*)malloc(n*m*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));
+ double* b = (double*)malloc(k*sizeof(double));
+ double* Phi = (double*)malloc(p*m*k*sizeof(double));
+ double* Rho = (double*)malloc(m*m*k*sizeof(double));
+ double* Pi = (double*)malloc(k*sizeof(double));
+ double* gam2 = (double*)malloc(k*sizeof(double));
+ double* pi2 = (double*)malloc(k*sizeof(double));
+ double* Gram2 = (double*)malloc(p*p*k*sizeof(double));
+ double* ps = (double*)malloc(m*k*sizeof(double));
+ double* nY2 = (double*)malloc(m*k*sizeof(double));
+ double* ps1 = (double*)malloc(n*m*k*sizeof(double));
+ double* ps2 = (double*)malloc(p*m*k*sizeof(double));
+ double* nY21 = (double*)malloc(n*m*k*sizeof(double));
+ double* Gam = (double*)malloc(n*k*sizeof(double));
+ double* X2 = (double*)malloc(n*p*k*sizeof(double));
+ double* Y2 = (double*)malloc(n*m*k*sizeof(double));
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));
-
+ double* YiRhoR = (double*)malloc(m*sizeof(double));
+ double* XiPhiR = (double*)malloc(m*sizeof(double));
+ double dist = 0.;
+ double dist2 = 0.;
+ int ite = 0;
+ double EPS = 1e-15;
+ double* dotProducts = (double*)malloc(k*sizeof(double));
+
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];
+ 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];
+ for (
int u=0; u<p; u++)
+ X2[ai(i,u,r,n,m,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++)
+ 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;
+ double dotProduct = 0.;
+ for (int v=0; v<n; v++)
+ dotProduct += X2[ai(v,u,r,n,m,k)] * Y2[ai(v,mm,r,n,m,k)];
+ ps2[ai(u,mm,r,n,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;
+ double 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]);
+ double 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++)
+ for (int u=0; u<k; u++)
{
- Real sumOnColumn = 0.0;
- for (mwSize v=0; v<n; v++)
- sumOnColumn += gam[v*k+u];
+ double 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++)
+ double 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]);
+ double 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;
+ double invN = 1./n;
while (!pi2AllPositive)
{
//pi2(:)=pi(:)+0.1^kk*(1/n*gam2(:)-pi(:));
- for (mwSize r=0; r<k; r++)
+ for (int r=0; r<k; r++)
pi2[r] = pi[r] + pow(0.1,kk) * (invN*gam2[r] - pi[r]);
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++)
+ double 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++)
+ double 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++)
+ double 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)
{
//pi2=pi+0.1^kk*(1/n*gam2-pi);
- for (mwSize v=0; v<k; v++)
+ for (int v=0; v<k; v++)
pi2[v] = pi[v] + pow(0.1,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);
+ double t = pow(0.1,kk);
//sum(pi+t*(pi2-pi))
- Real sumPiPlusTbyDiff = 0.0;
- for (mwSize v=0; v<k; v++)
+ double 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++)
+ 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];
+ double dotProduct = 0.0;
+ for (
int u=0; u<p; u++)
+ dotProduct += X2[ai(i,u,r,n,p,k)] * phi[ai(u,mm,r,n,m,k)];
//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];
+ 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;
+ double sumPs1 = 0.0;
+ 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 = 0.0;
- for (mwSize u=0; u<n; u++)
- sumNy21 += nY21[u*m*k+mm*k+r];
- nY2[mm*k+r] = sumNy21;
+ double sumNy21 = 0.0;
+ 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[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]);
+ rho[ai(mm,mm,k,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)))
- 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];
+ double dotPhiGram2 = 0.0;
+ for (int u=0; u<j; u++)
+ dotPhiGram2 += phi[ai(u,mm,r,p,m,k)] * Gram2[ai(j,u,r,p,p,k)];
+ 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,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];
+ 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;
+ if (fabs(S[ai(j,mm,r,p,m,k)]) <= n*lambda*pow(pi[r],gamma))
+ phi[ai(j,mm,r,p,m,k)] = 0;
+ else if (S[ai(j,mm,r,p,m,k)] > n*lambda*pow(pi[r],gamma))
+ phi[ai(j,mm,r,p,m,k)] = (n*lambda*pow(pi[r],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(pi[r],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++)
+ double sumLogLLF2 = 0.0;
+ 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++)
+ double sumLLF1 = 0.0;
+ double sumGamI = 0.0;
+ double minDotProduct = 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,:)...
//split in several sub-steps
//compute Y(i,:)*rho(:,:,r)
- for (mwSize u=0; u<m; u++)
+ 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[imi(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++)
+ for (int u=0; u<m; u++)
dotProducts[r] += (YiRhoR[u]-XiPhiR[u]) * (YiRhoR[u]-XiPhiR[u]);
if (dotProducts[r] < minDotProduct)
minDotProduct = dotProducts[r];
}
- Real shift = 0.5*minDotProduct;
- for (mwSize r=0; r<k; r++)
+ double shift = 0.5*minDotProduct;
+ for (int r=0; r<k; r++)
{
//compute det(rho(:,:,r)) [TODO: avoid re-computations]
- for (mwSize u=0; u<m; u++)
+ 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];
+ double detRhoR = gsl_linalg_LU_det(matrix, signum);
+
+ Gam[mi(i,r,n,k)] = pi[r] * detRhoR * exp(-0.5*dotProducts[r] + shift);
+ sumLLF1 += Gam[mi(i,r,n,k)] / pow(2*M_PI,m/2.0);
+ 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
+ gam[mi(i,r,n,k)] = sumGamI > EPS
+ ? Gam[mi(i,r,n,k)] / sumGamI
: 0.0;
}
}
//sum(pen(ite,:))
- Real sumPen = 0.0;
- for (mwSize r=0; r<k; r++)
+ double sumPen = 0.0;
+ 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] = -invN * sumLogLLF2 + lambda * sumPen;
dist = (LLF[ite] - LLF[ite-1]) / (1.0 + fabs(LLF[ite]));
//Dist1=max(max((abs(phi-Phi))./(1+abs(phi))));
- Real Dist1 = 0.0;
- for (
mwSize u=0; u<p; u++)
+ double Dist1 = 0.0;
+ 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]));
+ double 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))));
- Real Dist2 = 0.0;
- for (mwSize u=0; u<m; u++)
+ double Dist2 = 0.0;
+ 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]));
+ double 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))));
- Real Dist3 = 0.0;
- for (mwSize u=0; u<n; u++)
+ double Dist3 = 0.0;
+ 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]));
+ double tmpDist = fabs(pi[v]-Pi[v]) / (1.0+fabs(pi[v]));
if (tmpDist > Dist3)
Dist3 = tmpDist;
}
projects / valse.git / commitdiff