#include <stdlib.h>
// Index matrix (by columns)
-int mi(int i, int j, int d1, int d2)
+int inline mi(int i, int j, int d1, int d2)
{
return j*d1 + i;
}
// Index 3-tensor (by columns, matrices ordered by last dim)
-int ti(int i, int j, int k, int d1, int d2, int d3)
+int inline ti(int i, int j, int k, int d1, int d2, int d3)
{
return k*d1*d2 + j*d1 + i;
}
}
}
-#include <stdio.h>
-
// W = 1/N sum( t(g(Zi,theta)) g(Zi,theta) )
// with g(Zi, theta) = i-th contribution to all moments (size dim) - real moments
-//void Compute_Omega(double* X, int* Y, double* M, int* pn, int* pd, double* W)
-//{
-// int n=*pn, d=*pd;
-// int dim = d + d*d + d*d*d;
-// //double* W = (double*)malloc(dim*dim*sizeof(double));
-//
-// // (Re)Initialize W:
-// for (int j=0; j<dim; j++)
-// {
-// for (int k=0; k<dim; k++)
-// W[j*dim+k] = 0.0;
-// }
-// double* g = (double*)malloc(dim*sizeof(double));
-// for (int i=0; i<n; i++)
-// {
-// // g == gi:
-// for (int j=0; j<d; j++)
-// g[j] = Y[i] * X[mi(i,j,n,d)] - M[j];
-// for (int j=d; j<d+(d*d); j++)
-// {
-// int idx1 = (j-d) % d; //num row
-// int idx2 = ((j-d) - idx1) / d; //num col
-// g[j] = 0.0;
-// if (idx1 == idx2)
-// g[j] -= Y[i];
-// g[j] += Y[i] * X[mi(i,idx1,n,d)]*X[mi(i,idx2,n,d)] - M[j];
-// }
-// for (int j=d+d*d; j<dim; j++)
-// {
-// int idx1 = (j-d-d*d) % d; //num row
-// int idx2 = ((j-d-d*d - idx1) / d) %d; //num col
-// int idx3 = (((j-d-d*d - idx1) / d) - idx2) / d; //num "depth"
-// g[j] = 0.0;
-// if (idx1 == idx2)
-// g[j] -= Y[i] * X[mi(i,idx3,n,d)];
-// if (idx1 == idx3)
-// g[j] -= Y[i] * X[mi(i,idx2,n,d)];
-// if (idx2 == idx3)
-// g[j] -= Y[i] * X[mi(i,idx1,n,d)];
-// g[j] += Y[i] * X[mi(i,idx1,n,d)]*X[mi(i,idx2,n,d)]*X[mi(i,idx3,n,d)] - M[j];
-// }
-// // Add 1/n t(gi) %*% gi to W
-// for (int j=0; j<dim; j++)
-// {
-// for (int k=0; k<dim; k++)
-// W[j*dim+k] += g[j] * g[k] / n;
-// }
-// }
-// free(g);
-//}
-
-// Optimisation attempt:
void Compute_Omega(double* X, int* Y, double* M, int* pn, int* pd, double* W)
{
int n=*pn, d=*pd;
double* g = (double*)malloc(dim*sizeof(double));
for (int i=0; i<n; i++)
{
- printf("i: %i\n",i);
// g == gi:
for (int j=0; j<d; j++)
- g[j] = (Y[i] ? X[mi(i,j,n,d)] - M[j] : 0.0);
+ g[j] = Y[i] * X[mi(i,j,n,d)] - M[j];
for (int j=d; j<d+(d*d); j++)
{
int idx1 = (j-d) % d; //num row
int idx2 = ((j-d) - idx1) / d; //num col
g[j] = 0.0;
- if (Y[i])
- {
- if (idx1 == idx2)
- g[j]--;
- g[j] += X[mi(i,idx1,n,d)]*X[mi(i,idx2,n,d)] - M[j];
- }
+ if (idx1 == idx2)
+ g[j] -= Y[i];
+ g[j] += Y[i] * X[mi(i,idx1,n,d)]*X[mi(i,idx2,n,d)] - M[j];
}
for (int j=d+d*d; j<dim; j++)
{
int idx2 = ((j-d-d*d - idx1) / d) %d; //num col
int idx3 = (((j-d-d*d - idx1) / d) - idx2) / d; //num "depth"
g[j] = 0.0;
- if (Y[i])
- {
- if (idx1 == idx2)
- g[j] -= X[mi(i,idx3,n,d)];
- if (idx1 == idx3)
- g[j] -= X[mi(i,idx2,n,d)];
- if (idx2 == idx3)
- g[j] -= X[mi(i,idx1,n,d)];
- g[j] += X[mi(i,idx1,n,d)]*X[mi(i,idx2,n,d)]*X[mi(i,idx3,n,d)] - M[j];
- }
+ if (idx1 == idx2)
+ g[j] -= Y[i] * X[mi(i,idx3,n,d)];
+ if (idx1 == idx3)
+ g[j] -= Y[i] * X[mi(i,idx2,n,d)];
+ if (idx2 == idx3)
+ g[j] -= Y[i] * X[mi(i,idx1,n,d)];
+ g[j] += Y[i] * X[mi(i,idx1,n,d)]*X[mi(i,idx2,n,d)]*X[mi(i,idx3,n,d)] - M[j];
}
// Add 1/n t(gi) %*% gi to W
for (int j=0; j<dim; j++)