void checkDenseMatrixEqual(M1 const& m1, M2 const& m2){
BOOST_REQUIRE_EQUAL(m1.size1(),m2.size1());
BOOST_REQUIRE_EQUAL(m1.size2(),m2.size2());
//indexed access
for(std::size_t i = 0; i != m2.size1(); ++i){
for(std::size_t j = 0; j != m2.size2(); ++j){
BOOST_CHECK_EQUAL(m1(i,j),m2(i,j));
}
}
//iterator access rows
for(std::size_t i = 0; i != m2.size1(); ++i){
typedef typename M1::const_row_iterator Iter;
BOOST_REQUIRE_EQUAL(m1.row_end(i)-m1.row_begin(i), m1.size2());
std::size_t k = 0;
for(Iter it = m1.row_begin(i); it != m1.row_end(i); ++it,++k){
BOOST_CHECK_EQUAL(k,it.index());
BOOST_CHECK_EQUAL(*it,m2(i,k));
}
//test that the actual iterated length equals the number of elements
BOOST_CHECK_EQUAL(k, m1.size2());
}
//iterator access columns
for(std::size_t i = 0; i != m2.size2(); ++i){
typedef typename M1::const_column_iterator Iter;
BOOST_REQUIRE_EQUAL(m1.column_end(i)-m1.column_begin(i), m1.size1());
std::size_t k = 0;
for(Iter it = m1.column_begin(i); it != m1.column_end(i); ++it,++k){
BOOST_CHECK_EQUAL(k,it.index());
BOOST_CHECK_EQUAL(*it,m2(k,i));
}
//test that the actual iterated length equals the number of elements
BOOST_CHECK_EQUAL(k, m1.size1());
}
}
void checkMatrixEqual(M1 const& m1, M2 const& m2){
BOOST_REQUIRE_EQUAL(m1.size1(),m2.size1());
BOOST_REQUIRE_EQUAL(m1.size2(),m2.size2());
for(std::size_t i = 0; i != m2.size1(); ++i){
for(std::size_t j = 0; j != m2.size2(); ++j){
BOOST_CHECK_EQUAL(m1(i,j),m2(i,j));
}
}
}
void bi::standardise(const ExpGaussianPdf<V1,M1>& p, M2 X) {
/* pre-condition */
BI_ASSERT(p.size() == X.size2());
typename sim_temp_vector<M2>::type mu(X.size2());
log_columns(X, p.getLogs());
mean(X, mu);
sub_rows(X, mu);
trsm(1.0, p.std(), X, 'R', 'U');
add_rows(X, mu);
sub_rows(X, p.mean());
exp_columns(X, p.getLogs());
}
void bi::cov(const ExpGaussianPdf<V1, M1>& q, M2 Sigma) {
/* pre-condition */
BI_ASSERT(Sigma.size1() == q.size());
BI_ASSERT(Sigma.size2() == q.size());
Sigma = q.cov();
}
void bi::distance(const M1 X, const real h, M2 D) {
/* pre-conditions */
BI_ASSERT(D.size1() == D.size2());
BI_ASSERT(D.size1() == X.size1());
BI_ASSERT(!M2::on_device);
typedef typename M1::value_type T1;
FastGaussianKernel K(X.size2(), h);
typename temp_host_vector<T1>::type d(X.size2());
int i, j;
for (j = 0; j < D.size2(); ++j) {
for (i = 0; i <= j; ++i) {
d = row(X, i);
axpy(-1.0, row(X, j), d);
D(i, j) = K(dot(d));
}
}
}
void bi::cov(const M1 X, const V1 mu, M2 Sigma) {
/* pre-conditions */
BI_ASSERT(X.size2() == mu.size());
BI_ASSERT(Sigma.size1() == mu.size() && Sigma.size2() == mu.size());
const int N = X.size1();
typename sim_temp_matrix<M2>::type Y(X.size1(), X.size2());
Y = X;
sub_rows(Y, mu);
syrk(1.0/(N - 1.0), Y, 0.0, Sigma, 'U', 'T');
}
void bi::cross(const M1 X, const M2 Y, const V1 muX, const V2 muY,
M3 SigmaXY) {
/* pre-conditions */
BI_ASSERT(X.size2() == muX.size());
BI_ASSERT(Y.size2() == muY.size());
BI_ASSERT(X.size1() == Y.size1());
BI_ASSERT(SigmaXY.size1() == muX.size() && SigmaXY.size2() == muY.size());
const int N = X.size1();
gemm(1.0/(N - 1.0), X, Y, 0.0, SigmaXY, 'T', 'N');
ger(-N/(N - 1.0), muX, muY, SigmaXY);
}
void bi::cov(const M1 X, const V1 w, const V2 mu, M2 Sigma) {
/* pre-conditions */
BI_ASSERT(X.size2() == mu.size());
BI_ASSERT(X.size1() == w.size());
BI_ASSERT(Sigma.size1() == mu.size() && Sigma.size2() == mu.size());
typedef typename V1::value_type T;
typename sim_temp_matrix<M2>::type Y(X.size1(), X.size2());
typename sim_temp_matrix<M2>::type Z(X.size1(), X.size2());
typename sim_temp_vector<V2>::type v(w.size());
T Wt = sum_reduce(w);
Y = X;
sub_rows(Y, mu);
sqrt_elements(w, v);
gdmm(1.0, v, Y, 0.0, Z);
syrk(1.0/Wt, Z, 0.0, Sigma, 'U', 'T');
// alternative weight: 1.0/(Wt - W2t/Wt)
}
void bi::cross(const M1 X, const M2 Y, const V1 w, const V2 muX,
const V3 muY, M3 SigmaXY) {
/* pre-conditions */
BI_ASSERT(X.size2() == muX.size());
BI_ASSERT(Y.size2() == muY.size());
BI_ASSERT(X.size1() == Y.size1());
BI_ASSERT(X.size1() == w.size());
BI_ASSERT(Y.size1() == w.size());
BI_ASSERT(SigmaXY.size1() == muX.size() && SigmaXY.size2() == muY.size());
typedef typename V1::value_type T;
typename sim_temp_matrix<M3>::type Z(X.size1(), X.size2());
T Wt = sum_reduce(w);
T Wt2 = std::pow(Wt, 2);
T W2t = sumsq_reduce(w);
gdmm(1.0, w, X, 0.0, Z);
gemm(1.0/Wt, Z, Y, 0.0, SigmaXY, 'T', 'N');
ger(-1.0, muX, muY, SigmaXY);
matrix_scal(1.0/(1.0 - W2t/Wt2), SigmaXY);
}
