/**
* Description not yet available.
* \param
*/
double max(const dmatrix& m)
{
double tmp=max(m(m.rowmin()));
for (int i=m.rowmin()+1;i<=m.rowmax();i++)
{
double tmp1=max(m(i));
if (tmp<tmp1) tmp=tmp1;
}
return tmp;
}
/**
* Description not yet available.
* \param
*/
dmatrix_position::dmatrix_position(const dmatrix& m)
: lb(m.rowmin(),m.rowmax()), ub(m.rowmin(),m.rowmax()),
ptr(m.rowmin(),m.rowmax())
{
row_min=m.rowmin();
row_max=m.rowmax();
for (int i=row_min;i<=row_max;i++)
{
lb(i)=m(i).indexmin();
ub(i)=m(i).indexmax();
ptr(i)=m(i).get_v();
}
}
/*
Returns dmatrix with pow of each element in m raised to the exponent e.
\param m dmatrix
\param e floating point exponent
*/
dmatrix pow(const dmatrix& m, const double e)
{
ivector cmin(m.rowmin(), m.rowmax());
ivector cmax(m.rowmin(), m.rowmax());
for (int i = m.rowmin(); i <= m.rowmax(); ++i)
{
cmin(i) = m(i).indexmin();
cmax(i) = m(i).indexmax();
}
dmatrix tmp(m.rowmin(), m.rowmax(), cmin, cmax);
for (int i = m.rowmin(); i <= m.rowmax(); ++i)
{
tmp(i) = pow(m(i), e);
}
return tmp;
}
/**
Returns dmatrix with each of element in m is squared.
\param m dmatrix
*/
dmatrix sqr(const dmatrix& m)
{
ivector cmin(m.rowmin(), m.rowmax());
ivector cmax(m.rowmin(), m.rowmax());
for (int i = m.rowmin(); i <= m.rowmax(); ++i)
{
cmin(i) = m(i).indexmin();
cmax(i) = m(i).indexmax();
}
dmatrix tmp(m.rowmin(), m.rowmax(), cmin, cmax);
for (int i = m.rowmin(); i <= m.rowmax(); ++i)
{
tmp(i) = sqr(m(i));
}
return tmp;
}
/**
* Description not yet available.
* \param
*/
dmatrix elem_div(const dmatrix& m, const dmatrix& m2)
{
ivector cmin(m.rowmin(),m.rowmax());
ivector cmax(m.rowmin(),m.rowmax());
int i;
for (i=m.rowmin();i<=m.rowmax();i++)
{
cmin(i)=m(i).indexmin();
cmax(i)=m(i).indexmax();
}
dmatrix tmp(m.rowmin(),m.rowmax(),cmin,cmax);
for (i=m.rowmin();i<=m.rowmax();i++)
{
tmp(i)=elem_div(m(i),m2(i));
}
return tmp;
}
/**
* Description not yet available.
* \param
*/
dmatrix log(const dmatrix& m)
{
ivector cmin(m.rowmin(),m.rowmax());
ivector cmax(m.rowmin(),m.rowmax());
int i;
for (i=m.rowmin();i<=m.rowmax();i++)
{
cmin(i)=m(i).indexmin();
cmax(i)=m(i).indexmax();
}
dmatrix tmp(m.rowmin(),m.rowmax(),cmin,cmax);
for (i=m.rowmin();i<=m.rowmax();i++)
{
tmp(i)=log(m(i));
}
return tmp;
}
/**
Return total sum of all elements in matrix.
\param matrix dmatrix
*/
double sum(const dmatrix& matrix)
{
double total = 0.0;
for (int i = matrix.rowmin(); i <= matrix.rowmax(); ++i)
{
total += sum(matrix.elem(i));
}
return total;
}
/**
Returns dvector where each element contains the sum total of each row
in matrix.
\param matrix dmatrix
*/
dvector rowsum(const dmatrix& matrix)
{
int min = matrix.rowmin();
int max = matrix.rowmax();
dvector sums(min, max);
for (int i = min; i <= max; ++i)
{
sums(i) = sum(matrix(i));
}
return sums;
}
/**
* Description not yet available.
* \param
*/
dmatrix symmetrize(const dmatrix& m)
{
if (m.rowmin() != m.colmin() || m.rowmax() != m.colmax() )
{
cerr << " Non square matrix passed to dmatrix symmetrize\n";
ad_exit(1);
}
int rmin=m.rowmin();
int rmax=m.rowmax();
dmatrix s(rmin,rmax,rmin,rmax);
for (int i=rmin; i<=rmax; i++)
{
s(i,i)=m(i,i);
for (int j=rmin; j<i; j++)
{
s(i,j)=(m(i,j)+m(j,i))/2.;
s(j,i)=s(i,j);
}
}
return s;
}
/**
Return the sum of the diagonal of a square matrix mat.
\param mat is a square scalar matrix
*/
double trace(const dmatrix& mat)
{
if (mat.colmin() != mat.rowmin() || mat.colmax() != mat.rowmax() )
{
cerr << "Matrix not square in trace\n";
ad_exit(1);
}
double sum = 0.0;
for (int i = mat.colmin(); i <= mat.colmax(); ++i)
{
sum += mat.elem(i, i);
}
return sum;
}
/**
Return computed column(col) sum for dmatrix m.
*/
double colsum(const dmatrix& m, int col)
{
int mmin = m.rowmin();
int mmax = m.rowmax();
if (col < mmin || col > mmax)
{
cerr << "Row out of bounds in function"
" colsum(const imatrix& m,int col)" << endl;
ad_exit(1);
}
double sum = 0;
for (int i = mmin; i <= mmax; ++i)
{
sum += m(i, col);
}
return sum;
}
/**
Returns dvector where each element contains the sum total of each column
in matrix.
\param matrix dmatrix
*/
dvector colsum(const dmatrix& matrix)
{
int cmin = matrix.colmin();
int cmax = matrix.colmax();
int rmin = matrix.rowmin();
int rmax = matrix.rowmax();
dvector sums(cmin, cmax);
sums.initialize();
for (int j=cmin; j<=cmax; ++j)
{
for (int i=rmin; i<=rmax; ++i)
{
sums(j) += matrix(i, j);
}
}
return sums;
}
/**
* \ingroup eigen
* Eigenvectors
* \param m \f$m\f$
* \return a variable matrix with the
* eigenvectors of \f$m\f$ stored in its columns.
*/
dmatrix eigenvectors(const dmatrix &m)
{
if (m.rowsize() != m.colsize())
{
cerr <<
"error -- non square matrix passed to dmatrix eigenvectors(const dmatrix& m)\n";
ad_exit(1);
}
int rmin = m.rowmin();
int rmax = m.rowmax();
dmatrix evecs(rmin, rmax, rmin, rmax);
dvector evals(rmin, rmax);
eigens(m, evecs, evals);
return evecs;
}
dvariable mult_likelihood(const dmatrix &o, const dvar_matrix &p, dvar_matrix &nu,
const dvariable &log_vn)
{
// kludge to ensure observed and predicted matrixes are the same size
if(o.colsize()!=p.colsize() || o.rowsize()!=p.rowsize())
{
cerr<<"Error in multivariate_t_likelihood, observed and predicted matrixes"
" are not the same size\n";
ad_exit(1);
}
dvariable vn = mfexp(log_vn);
dvariable ff = 0.0;
int r1 = o.rowmin();
int r2 = o.rowmax();
int c1 = o.colmin();
int c2 = o.colmax();
for(int i = r1; i <= r2; i++ )
{
dvar_vector sobs = vn * o(i)/sum(o(i)); //scale observed numbers by effective sample size.
ff -= gammln(vn);
for(int j = c1; j <= c2; j++ )
{
if( value(sobs(j)) > 0.0 )
ff += gammln(sobs(j));
}
ff -= sobs * log(TINY + p(i));
dvar_vector o1=o(i)/sum(o(i));
dvar_vector p1=p(i)/sum(p(i));
nu(i) = elem_div(o1-p1,sqrt(elem_prod(p1,1.-p1)/vn));
}
// exit(1);
return ff;
}
/**
* Description not yet available.
* \param
*/
void dmatrix::allocate(const dmatrix& dm)
{
int nrl=dm.rowmin();
int nrh=dm.rowmax();
index_min=nrl;
index_max=nrh;
if ( (m = new dvector [rowsize()]) == 0)
{
cerr << " Error allocating memory in dmatrix contructor" << endl;
ad_exit(21);
}
if ( (shape = new mat_shapex(m))== 0)
{
cerr << " Error allocating memory in dmatrix contructor" << endl;
ad_exit(21);
}
m -= rowmin();
for (int i=rowmin(); i<=rowmax(); i++)
{
m[i].allocate(dm(i));
}
}
/**
* Description not yet available.
* \param
*/
dvar_matrix operator*(const dvar_matrix& m1, const dmatrix& cm2)
{
if (m1.colmin() != cm2.rowmin() || m1.colmax() != cm2.rowmax())
{
cerr << " Incompatible array bounds in "
"dmatrix operator*(const dvar_matrix& x, const dmatrix& m)\n";
ad_exit(21);
}
dmatrix cm1=value(m1);
//dmatrix cm2=value(m2);
dmatrix tmp(m1.rowmin(),m1.rowmax(), cm2.colmin(), cm2.colmax());
#ifdef OPT_LIB
const size_t rowsize = (size_t)cm2.rowsize();
#else
const int _rowsize = cm2.rowsize();
assert(_rowsize > 0);
const size_t rowsize = (size_t)_rowsize;
#endif
try
{
double* temp_col = new double[rowsize];
temp_col-=cm2.rowmin();
for (int j=cm2.colmin(); j<=cm2.colmax(); j++)
{
for (int k=cm2.rowmin(); k<=cm2.rowmax(); k++)
{
temp_col[k] = cm2.elem(k,j);
}
for (int i=cm1.rowmin(); i<=cm1.rowmax(); i++)
{
double sum=0.0;
dvector& temp_row = cm1(i);
for (int k=cm1.colmin(); k<=cm1.colmax(); k++)
{
sum+=temp_row(k) * (temp_col[k]);
// sum+=temp_row(k) * cm2(k,j);
}
tmp(i,j)=sum;
}
}
temp_col+=cm2.rowmin();
delete [] temp_col;
temp_col = 0;
}
catch (std::bad_alloc& e)
{
cerr << "Error[" << __FILE__ << ':' << __LINE__
<< "]: Unable to allocate array.\n";
//ad_exit(21);
throw e;
}
dvar_matrix vtmp=nograd_assign(tmp);
save_identifier_string("TEST1");
//m1.save_dvar_matrix_value();
m1.save_dvar_matrix_position();
cm2.save_dmatrix_value();
cm2.save_dmatrix_position();
vtmp.save_dvar_matrix_position();
save_identifier_string("TEST6");
gradient_structure::GRAD_STACK1->
set_gradient_stack(dmcm_prod);
return vtmp;
}