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cbd88fe5 BA |
1 | #include <stdlib.h> |
2 | ||
d08fef42 | 3 | // Index matrix (by columns) |
cbd88fe5 BA |
4 | int mi(int i, int j, int d1, int d2) |
5 | { | |
6dd5c2ac | 6 | return j*d1 + i; |
cbd88fe5 BA |
7 | } |
8 | ||
d08fef42 | 9 | // Index 3-tensor (by columns, matrices ordered by last dim) |
cbd88fe5 BA |
10 | int ti(int i, int j, int k, int d1, int d2, int d3) |
11 | { | |
6dd5c2ac | 12 | return k*d1*d2 + j*d1 + i; |
cbd88fe5 BA |
13 | } |
14 | ||
d08fef42 | 15 | // Empirical cross-moment of order 2 between X size nxd and Y size n |
cbd88fe5 BA |
16 | void Moments_M2(double* X, double* Y, int* pn, int* pd, double* M2) |
17 | { | |
6dd5c2ac BA |
18 | int n=*pn, d=*pd; |
19 | //double* M2 = (double*)calloc(d*d,sizeof(double)); | |
cbd88fe5 | 20 | |
6dd5c2ac BA |
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 | } | |
cbd88fe5 BA |
31 | } |
32 | ||
d08fef42 | 33 | // Empirical cross-moment of order 3 between X size nxd and Y size n |
cbd88fe5 BA |
34 | void Moments_M3(double* X, double* Y, int* pn, int* pd, double* M3) |
35 | { | |
6dd5c2ac BA |
36 | int n=*pn, d=*pd; |
37 | //double* M3 = (double*)calloc(d*d*d,sizeof(double)); | |
cbd88fe5 | 38 | |
6dd5c2ac BA |
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 | } | |
cbd88fe5 | 55 | } |
4263503b | 56 | |
9a6881ed BA |
57 | #include <stdio.h> |
58 | ||
d08fef42 BA |
59 | // W = 1/N sum( t(g(Zi,theta)) g(Zi,theta) ) |
60 | // with g(Zi, theta) = i-th contribution to all moments (size dim) - real moments | |
074c721a BA |
61 | //void Compute_Omega(double* X, int* Y, double* M, int* pn, int* pd, double* W) |
62 | //{ | |
63 | // int n=*pn, d=*pd; | |
64 | // int dim = d + d*d + d*d*d; | |
65 | // //double* W = (double*)malloc(dim*dim*sizeof(double)); | |
66 | // | |
67 | // // (Re)Initialize W: | |
68 | // for (int j=0; j<dim; j++) | |
69 | // { | |
70 | // for (int k=0; k<dim; k++) | |
71 | // W[j*dim+k] = 0.0; | |
72 | // } | |
73 | // double* g = (double*)malloc(dim*sizeof(double)); | |
74 | // for (int i=0; i<n; i++) | |
75 | // { | |
76 | // // g == gi: | |
77 | // for (int j=0; j<d; j++) | |
78 | // g[j] = Y[i] * X[mi(i,j,n,d)] - M[j]; | |
79 | // for (int j=d; j<d+(d*d); j++) | |
80 | // { | |
81 | // int idx1 = (j-d) % d; //num row | |
82 | // int idx2 = ((j-d) - idx1) / d; //num col | |
83 | // g[j] = 0.0; | |
84 | // if (idx1 == idx2) | |
85 | // g[j] -= Y[i]; | |
86 | // g[j] += Y[i] * X[mi(i,idx1,n,d)]*X[mi(i,idx2,n,d)] - M[j]; | |
87 | // } | |
88 | // for (int j=d+d*d; j<dim; j++) | |
89 | // { | |
90 | // int idx1 = (j-d-d*d) % d; //num row | |
91 | // int idx2 = ((j-d-d*d - idx1) / d) %d; //num col | |
92 | // int idx3 = (((j-d-d*d - idx1) / d) - idx2) / d; //num "depth" | |
93 | // g[j] = 0.0; | |
94 | // if (idx1 == idx2) | |
95 | // g[j] -= Y[i] * X[mi(i,idx3,n,d)]; | |
96 | // if (idx1 == idx3) | |
97 | // g[j] -= Y[i] * X[mi(i,idx2,n,d)]; | |
98 | // if (idx2 == idx3) | |
99 | // g[j] -= Y[i] * X[mi(i,idx1,n,d)]; | |
100 | // g[j] += Y[i] * X[mi(i,idx1,n,d)]*X[mi(i,idx2,n,d)]*X[mi(i,idx3,n,d)] - M[j]; | |
101 | // } | |
102 | // // Add 1/n t(gi) %*% gi to W | |
103 | // for (int j=0; j<dim; j++) | |
104 | // { | |
105 | // for (int k=0; k<dim; k++) | |
106 | // W[j*dim+k] += g[j] * g[k] / n; | |
107 | // } | |
108 | // } | |
109 | // free(g); | |
110 | //} | |
111 | ||
112 | // Optimisation attempt: | |
113 | void Compute_Omega(double* X, int* Y, double* M, int* pn, int* pd, double* W) | |
4263503b | 114 | { |
6dd5c2ac | 115 | int n=*pn, d=*pd; |
b389a46a | 116 | int dim = d + d*d + d*d*d; |
bbdcfe44 | 117 | //double* W = (double*)malloc(dim*dim*sizeof(double)); |
4bf8494d BA |
118 | |
119 | // (Re)Initialize W: | |
120 | for (int j=0; j<dim; j++) | |
121 | { | |
122 | for (int k=0; k<dim; k++) | |
123 | W[j*dim+k] = 0.0; | |
124 | } | |
4bf8494d | 125 | double* g = (double*)malloc(dim*sizeof(double)); |
7737c2fa BA |
126 | for (int i=0; i<n; i++) |
127 | { | |
074c721a | 128 | printf("i: %i\n",i); |
bbdcfe44 | 129 | // g == gi: |
d08fef42 | 130 | for (int j=0; j<d; j++) |
074c721a | 131 | g[j] = (Y[i] ? X[mi(i,j,n,d)] - M[j] : 0.0); |
d08fef42 BA |
132 | for (int j=d; j<d+(d*d); j++) |
133 | { | |
134 | int idx1 = (j-d) % d; //num row | |
135 | int idx2 = ((j-d) - idx1) / d; //num col | |
136 | g[j] = 0.0; | |
074c721a BA |
137 | if (Y[i]) |
138 | { | |
139 | if (idx1 == idx2) | |
140 | g[j]--; | |
141 | g[j] += X[mi(i,idx1,n,d)]*X[mi(i,idx2,n,d)] - M[j]; | |
142 | } | |
d08fef42 BA |
143 | } |
144 | for (int j=d+d*d; j<dim; j++) | |
145 | { | |
146 | int idx1 = (j-d-d*d) % d; //num row | |
147 | int idx2 = ((j-d-d*d - idx1) / d) %d; //num col | |
148 | int idx3 = (((j-d-d*d - idx1) / d) - idx2) / d; //num "depth" | |
149 | g[j] = 0.0; | |
074c721a BA |
150 | if (Y[i]) |
151 | { | |
152 | if (idx1 == idx2) | |
153 | g[j] -= X[mi(i,idx3,n,d)]; | |
154 | if (idx1 == idx3) | |
155 | g[j] -= X[mi(i,idx2,n,d)]; | |
156 | if (idx2 == idx3) | |
157 | g[j] -= X[mi(i,idx1,n,d)]; | |
158 | g[j] += X[mi(i,idx1,n,d)]*X[mi(i,idx2,n,d)]*X[mi(i,idx3,n,d)] - M[j]; | |
159 | } | |
d08fef42 BA |
160 | } |
161 | // Add 1/n t(gi) %*% gi to W | |
162 | for (int j=0; j<dim; j++) | |
163 | { | |
164 | for (int k=0; k<dim; k++) | |
165 | W[j*dim+k] += g[j] * g[k] / n; | |
166 | } | |
7737c2fa | 167 | } |
d08fef42 | 168 | free(g); |
4263503b | 169 | } |