align C version of EMGLLF on R version

diff --git a/pkg/src/sources/EMGLLF.c b/pkg/src/sources/EMGLLF.c
index 86b6060..e41fe3c 100644 (file)
--- a/pkg/src/sources/EMGLLF.c
+++ b/pkg/src/sources/EMGLLF.c
@@ -2,7 +2,7 @@
 #include <stdlib.h>
 #include <gsl/gsl_linalg.h>
 
 #include <stdlib.h>
 #include <gsl/gsl_linalg.h>
 

-// TODO: don't recompute indexes every time......
+// TODO: don't recompute indexes ai(...) and mi(...) when possible

 void EMGLLF_core(
        // IN parameters
        const Real* phiInit, // parametre initial de moyenne renormalisé
 void EMGLLF_core(
        // IN parameters
        const Real* phiInit, // parametre initial de moyenne renormalisé


@@ -35,34 +35,35 @@ void EMGLLF_core(
        zeroArray(LLF, maxi);
        //S is already allocated, and doesn't need to be 'zeroed'
 
        zeroArray(LLF, maxi);
        //S is already allocated, and doesn't need to be 'zeroed'
 

-       //Other local variables
+       //Other local variables: same as in R

        Real* gam = (Real*)malloc(n*k*sizeof(Real));
        copyArray(gamInit, gam, n*k);
        Real* gam = (Real*)malloc(n*k*sizeof(Real));
        copyArray(gamInit, gam, n*k);

+       Real* Gram2 = (Real*)malloc(p*p*k*sizeof(Real));
+       Real* ps2 = (Real*)malloc(p*m*k*sizeof(Real));

        Real* b = (Real*)malloc(k*sizeof(Real));
        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* X2 = (Real*)malloc(n*p*k*sizeof(Real));
+       Real* Y2 = (Real*)malloc(n*m*k*sizeof(Real));
+       Real dist = 0.;
+       Real dist2 = 0.;
+       int ite = 0;

        Real* pi2 = (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* 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* 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));
+       const Real EPS = 1e-15;
+       // Additional (not at this place, in R file)
+       Real* gam2 = (Real*)malloc(k*sizeof(Real));
+       Real* nY21 = (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* 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.;
-       Real dist2 = 0.;
-       int ite = 0;
-       const Real EPS = 1e-15;

        const Real gaussConstM = pow(2.*M_PI,m/2.);
        const Real gaussConstM = pow(2.*M_PI,m/2.);

+       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));

 
        while (ite < mini || (ite < maxi && (dist >= tau || dist2 >= sqrt(tau))))
        {
 
        while (ite < mini || (ite < maxi && (dist >= tau || dist2 >= sqrt(tau))))
        {


@@ -238,16 +239,14 @@ void EMGLLF_core(
                        {
                                for (int mm=0; mm<m; mm++)
                                {
                        {
                                for (int mm=0; mm<m; mm++)
                                {

-                                       //sum(phi[1:(j-1),mm,r] * Gram2[j,1:(j-1),r])
+                                       //sum(phi[-j,mm,r] * Gram2[j, setdiff(1:p,j),r])

                                        Real dotPhiGram2 = 0.0;
                                        Real 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)];
-                                       //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)
+                                       for (int u=0; u<p; u++)
+                                       {
+                                               if (u != j)
+                                                       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] + sum(phi[-j,mm,r] * Gram2[j, setdiff(1:p,j),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;
                                        Real pow_pir_gamma = pow(pi[r],gamma);
                                        if (fabs(S[ai(j,mm,r,p,m,k)]) <= n*lambda*pow_pir_gamma)
                                        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)


@@ -271,17 +270,15 @@ void EMGLLF_core(
                /////////////
 
                int signum;
                /////////////
 
                int signum;

-               Real sumLogLLF2 = 0.0;
+               Real sumLogLLF2 = 0.;

                for (int i=0; i<n; i++)
                {
                for (int i=0; i<n; i++)
                {

-                       Real minSqNorm2 = INFINITY;
-

                        for (int r=0; r<k; r++)
                        {
                                //compute Y[i,]%*%rho[,,r]
                                for (int u=0; u<m; u++)
                                {
                        for (int r=0; r<k; r++)
                        {
                                //compute Y[i,]%*%rho[,,r]
                                for (int u=0; u<m; u++)
                                {

-                                       YiRhoR[u] = 0.0;
+                                       YiRhoR[u] = 0.;

                                        for (int v=0; v<m; v++)
                                                YiRhoR[u] += Y[mi(i,v,n,m)] * rho[ai(v,u,r,m,m,k)];
                                }
                                        for (int v=0; v<m; v++)
                                                YiRhoR[u] += Y[mi(i,v,n,m)] * rho[ai(v,u,r,m,m,k)];
                                }


@@ -289,22 +286,19 @@ void EMGLLF_core(
                                //compute X(i,:)*phi(:,:,r)
                                for (int u=0; u<m; u++)
                                {
                                //compute X(i,:)*phi(:,:,r)
                                for (int u=0; u<m; u++)
                                {

-                                       XiPhiR[u] = 0.0;
+                                       XiPhiR[u] = 0.;

                                        for (int v=0; v<p; v++)
                                                XiPhiR[u] += X[mi(i,v,n,p)] * phi[ai(v,u,r,p,m,k)];
                                }
 
                                //compute sq norm || Y(:,i)*rho(:,:,r)-X(i,:)*phi(:,:,r) ||_2^2
                                        for (int v=0; v<p; v++)
                                                XiPhiR[u] += X[mi(i,v,n,p)] * phi[ai(v,u,r,p,m,k)];
                                }
 
                                //compute sq norm || Y(:,i)*rho(:,:,r)-X(i,:)*phi(:,:,r) ||_2^2

-                               sqNorm2[r] = 0.0;
+                               sqNorm2[r] = 0.;

                                for (int u=0; u<m; u++)
                                        sqNorm2[r] += (YiRhoR[u]-XiPhiR[u]) * (YiRhoR[u]-XiPhiR[u]);
                                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*minSqNorm2;

 
 

-                       Real sumLLF1 = 0.0;
-                       Real sumGamI = 0.0;
+                       Real sumLLF1 = 0.;
+                       Real sumGamI = 0.;

                        for (int r=0; r<k; r++)
                        {
                                //compute det(rho[,,r]) [TODO: avoid re-computations]
                        for (int r=0; r<k; r++)
                        {
                                //compute det(rho[,,r]) [TODO: avoid re-computations]


@@ -315,9 +309,7 @@ void EMGLLF_core(
                                }
                                gsl_linalg_LU_decomp(matrix, permutation, &signum);
                                Real detRhoR = gsl_linalg_LU_det(matrix, signum);
                                }
                                gsl_linalg_LU_decomp(matrix, permutation, &signum);
                                Real detRhoR = gsl_linalg_LU_det(matrix, signum);

-
-                               //FIXME: det(rho[,,r]) too small(?!). See EMGLLF.R
-                               Gam[mi(i,r,n,k)] = pi[r] * exp(-0.5*sqNorm2[r] + shift) ; //* detRhoR;
+                               Gam[mi(i,r,n,k)] = pi[r] * exp(-.5*sqNorm2[r]) * detRhoR;

                                sumLLF1 += Gam[mi(i,r,n,k)] / gaussConstM;
                                sumGamI += Gam[mi(i,r,n,k)];
                        }
                                sumLLF1 += Gam[mi(i,r,n,k)] / gaussConstM;
                                sumGamI += Gam[mi(i,r,n,k)];
                        }


@@ -330,50 +322,50 @@ void EMGLLF_core(
                }
 
                //sumPen = sum(pi^gamma * b)
                }
 
                //sumPen = sum(pi^gamma * b)

-               Real sumPen = 0.0;
+               Real sumPen = 0.;

                for (int r=0; r<k; r++)
                        sumPen += pow(pi[r],gamma) * b[r];
                //LLF[ite] = -sumLogLLF2/n + lambda*sumPen
                LLF[ite] = -invN * sumLogLLF2 + lambda * sumPen;
                for (int r=0; r<k; r++)
                        sumPen += pow(pi[r],gamma) * b[r];
                //LLF[ite] = -sumLogLLF2/n + lambda*sumPen
                LLF[ite] = -invN * sumLogLLF2 + lambda * sumPen;

-               dist = ite==0 ? LLF[ite] : (LLF[ite] - LLF[ite-1]) / (1.0 + fabs(LLF[ite]));
+               dist = ite==0 ? LLF[ite] : (LLF[ite] - LLF[ite-1]) / (1. + fabs(LLF[ite]));

 
                //Dist1 = max( abs(phi-Phi) / (1+abs(phi)) )
 
                //Dist1 = max( abs(phi-Phi) / (1+abs(phi)) )

-               Real Dist1 = 0.0;
+               Real Dist1 = 0.;

                for (int u=0; u<p; u++)
                {
                        for (int v=0; v<m; v++)
                        {
                                for (int w=0; w<k; w++)
                                {
                for (int u=0; u<p; u++)
                {
                        for (int v=0; v<m; v++)
                        {
                                for (int w=0; w<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)]));
+                                       Real tmpDist = fabs(phi[ai(u,v,w,p,m,k)]-Phi[ai(u,v,w,p,m,k)])
+                                               / (1.+fabs(phi[ai(u,v,w,p,m,k)]));

                                        if (tmpDist > Dist1)
                                                Dist1 = tmpDist;
                                }
                        }
                }
                //Dist2 = max( (abs(rho-Rho)) / (1+abs(rho)) )
                                        if (tmpDist > Dist1)
                                                Dist1 = tmpDist;
                                }
                        }
                }
                //Dist2 = max( (abs(rho-Rho)) / (1+abs(rho)) )

-               Real Dist2 = 0.0;
+               Real Dist2 = 0.;

                for (int u=0; u<m; u++)
                {
                        for (int v=0; v<m; v++)
                        {
                                for (int w=0; w<k; w++)
                                {
                for (int u=0; u<m; u++)
                {
                        for (int v=0; v<m; v++)
                        {
                                for (int w=0; w<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)]));
+                                       Real tmpDist = fabs(rho[ai(u,v,w,m,m,k)]-Rho[ai(u,v,w,m,m,k)])
+                                               / (1.+fabs(rho[ai(u,v,w,m,m,k)]));

                                        if (tmpDist > Dist2)
                                                Dist2 = tmpDist;
                                }
                        }
                }
                //Dist3 = max( (abs(pi-Pi)) / (1+abs(Pi)))
                                        if (tmpDist > Dist2)
                                                Dist2 = tmpDist;
                                }
                        }
                }
                //Dist3 = max( (abs(pi-Pi)) / (1+abs(Pi)))

-               Real Dist3 = 0.0;
+               Real Dist3 = 0.;

                for (int u=0; u<n; u++)
                {
                        for (int v=0; v<k; v++)
                        {
                for (int u=0; u<n; u++)
                {
                        for (int v=0; v<k; v++)
                        {

-                               Real tmpDist = fabs(pi[v]-Pi[v]) / (1.0+fabs(pi[v]));
+                               Real tmpDist = fabs(pi[v]-Pi[v]) / (1.+fabs(pi[v]));

                                if (tmpDist > Dist3)
                                        Dist3 = tmpDist;
                        }
                                if (tmpDist > Dist3)
                                        Dist3 = tmpDist;
                        }

diff --git a/test/generate_test_data/EMGLLF.R b/test/generate_test_data/EMGLLF.R
index f1eeffa..673b807 100644 (file)
--- a/test/generate_test_data/EMGLLF.R
+++ b/test/generate_test_data/EMGLLF.R
@@ -17,7 +17,6 @@ EMGLLF_R = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,ta
   Gram2 = array(0, dim=c(p,p,k))
   ps2 = array(0, dim=c(p,m,k))
   b = rep(0, k)
   Gram2 = array(0, dim=c(p,p,k))
   ps2 = array(0, dim=c(p,m,k))
   b = rep(0, k)

-  pen = matrix(0, maxi, k)

   X2 = array(0, dim=c(n,p,k))
   Y2 = array(0, dim=c(n,m,k))
   dist = 0
   X2 = array(0, dim=c(n,p,k))
   Y2 = array(0, dim=c(n,m,k))
   dist = 0


@@ -116,7 +115,8 @@ EMGLLF_R = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,ta
     ##########
     #Etape E #
     ##########
     ##########
     #Etape E #
     ##########

-    sumLogLLF2 = 0
+
+               sumLogLLF2 = 0

     for (i in 1:n)
                {
       #precompute sq norms to numerically adjust their values
     for (i in 1:n)
                {
       #precompute sq norms to numerically adjust their values


@@ -124,11 +124,11 @@ EMGLLF_R = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,ta
       for (r in 1:k){
         sqNorm2[r] = sum( (Y[i,]%*%rho[,,r]-X[i,]%*%phi[,,r])^2 )}
 
       for (r in 1:k){
         sqNorm2[r] = sum( (Y[i,]%*%rho[,,r]-X[i,]%*%phi[,,r])^2 )}
 

-      #compute Gam(:,:) using shift determined above
+      #compute Gam(:,:)

       sumLLF1 = 0.0;
       for (r in 1:k)
                        {
       sumLLF1 = 0.0;
       for (r in 1:k)
                        {

-                               Gam[i,r] = pi[r] * exp(-0.5*sqNorm2[r]) * det(rho[,,r]) #FIXME: still issues here ?!?!
+                               Gam[i,r] = pi[r] * exp(-0.5*sqNorm2[r]) * det(rho[,,r])

         sumLLF1 = sumLLF1 + Gam[i,r] / (2*base::pi)^(m/2)
       }
       sumLogLLF2 = sumLogLLF2 + log(sumLLF1)
         sumLLF1 = sumLLF1 + Gam[i,r] / (2*base::pi)^(m/2)
       }
       sumLogLLF2 = sumLogLLF2 + log(sumLLF1)