END_TEST
START_TEST(test_vector_mean) {
u32 i, t;
seed_rng();
for (t = 0; t < LINALG_NUM; t++) {
u32 n = sizerand(MSIZE_MAX);
double A[n];
double test = mrand/1e22;
for (i = 0; i < n; i++)
A[i] = test + i;
double mean = vector_mean(n, A);
double expect = test + (n - 1.0) / 2.0;
fail_unless(fabs(mean - expect)
< LINALG_TOL,
"Mean differs from expected %lf: %lf (%lf)",
expect, mean, fabs(mean - expect));
}
}
void separation(double * input_1, double * input_2, double * output_1, double * output_2, int nb, int time_delay) {
// Initialize vectors
Vector* v_s1 = malloc(sizeof(Vector));
Vector* v_s2 = malloc(sizeof(Vector));
v_s1->elems = input_1;
v_s2->elems = input_2;
v_s1->L = nb;
v_s2->L = nb;
// Center mixes
vector_substract_scalar_inplace(v_s1, vector_mean(v_s1));
vector_substract_scalar_inplace(v_s2, vector_mean(v_s2));
// Normalize
double normalisation = sqrt(2 / (vector_std(v_s1) * vector_std(v_s1) + vector_std(v_s2) * vector_std(v_s2)));
for (int i = 0; i < v_s1->L; i++) {
v_s1->elems[i] *= normalisation;
v_s2->elems[i] *= normalisation;
}
// Estimate covariance
int M = time_delay; // Number of time delays for correlation
int N = v_s1->L / M; // We assume s1 and s2 are the same length
/// Reshape 1xL to M*(L/M)
Matrix* m_x1 = reshape(v_s1, M, N);
Matrix* m_x2 = reshape(v_s2, M, N);
/// Covariance estimation
Matrix* m_x1t = transpose(m_x1);
Matrix* m_x2t = transpose(m_x2);
Matrix* m_r11 = multiply(m_x1, m_x1t);
matrix_multiply_scalar_inplace(m_r11, (1.0f / N));
Matrix* m_r12 = multiply(m_x1, m_x2t);
matrix_multiply_scalar_inplace(m_r12, (1.0f / N));
Matrix* m_r22 = multiply(m_x2, m_x2t);
matrix_multiply_scalar_inplace(m_r22, (1.0f / N));
///Compute coefficients
double s_f1 = off(m_r11);
double s_f2 = off(m_r22);
double s_f12 = off(m_r12);
double s_t1 = tr(m_r11);
double s_t2 = tr(m_r22);
double s_t12 = tr(m_r12);
double sigma2 = 0;
double alpha = (2 * s_f12 * s_t12) - (s_f1 * (s_t2 - sigma2) + s_f2 * (s_t1 - sigma2));
double beta = 2 * (pow(s_t12, 2) - (s_t1 - sigma2) * (s_t2 - sigma2));
double gamma2 = pow((s_f1*(s_t2 - sigma2) - s_f2*(s_t1 - sigma2)), 2)
+ 4 * (s_f12*(s_t2 - sigma2) - s_t12*s_f2) * (s_f12*(s_t1 - sigma2) - s_t12*s_f1);
double s_d1 = alpha - sqrt(gamma2);
double s_d2 = alpha + sqrt(gamma2);
// Generate matrix
Matrix* m_est = allocate_matrix(2, 2);
m_est->elems[0][0] = beta * s_f1 - s_t1 * s_d1;
m_est->elems[0][1] = beta * s_f12 - s_t12 * s_d2;
m_est->elems[1][0] = beta * s_f12 - s_t12 * s_d1;
m_est->elems[1][1] = beta * s_f2 - s_t2 * s_d2;
// Invert matrix
double det = (m_est->elems[0][0]* m_est->elems[1][1]) - (m_est->elems[0][1]* m_est->elems[1][0]);
Matrix* m_est_inv = allocate_matrix(2, 2);
m_est_inv->elems[0][0] = m_est->elems[1][1];
m_est_inv->elems[0][1] = -m_est->elems[0][1];
m_est_inv->elems[1][0] = -m_est->elems[1][0];
m_est_inv->elems[1][1] = m_est->elems[0][0];
matrix_multiply_scalar_inplace(m_est_inv, 1 / det);
printf("\nEstimated mixing matrix\n");
debug_matrix(m_est, 2, 2);
printf("\nEstimated invert mixing matrix\n");
debug_matrix(m_est_inv, 2, 2);
det = (m_est_inv->elems[0][0]* m_est_inv->elems[1][1]) - (m_est_inv->elems[0][1]* m_est_inv->elems[1][0]);
// Sources separation
for (int i = 0; i < v_s1->L; i++) {
output_1[i] = (m_est_inv->elems[0][0]*v_s1->elems[i] + m_est_inv->elems[0][1]*v_s2->elems[i]) / det;
output_2[i] = (m_est_inv->elems[1][0]*v_s1->elems[i] + m_est_inv->elems[1][1]*v_s2->elems[i]) / det;
}
}
float64 vector_vqgen (float32 **data, int32 rows, int32 cols, int32 vqrows,
float64 epsilon, int32 maxiter,
float32 **mean, int32 *map)
{
int32 i, j, r, it;
static uint32 seed = 1;
float64 sqerr, prev_sqerr=0, t;
bitvec_t sel;
int32 *count;
float32 *gmean;
ptmr_t tm;
assert ((rows >= vqrows) && (maxiter >= 0) && (epsilon > 0.0));
sel = bitvec_alloc (rows);
ptmr_init (&tm);
ptmr_start (&tm);
/* Pick a random initial set of centroids */
#ifndef WIN32 /* RAH */
srandom (seed);
seed ^= random();
#else /* RAH */
srand ((unsigned) time(NULL)); /* RAH */
#endif
for (i = 0; i < vqrows; i++) {
/* Find r = a random, previously unselected row from the input */
#ifndef WIN32 /* RAH */
r = (random() & (int32)0x7fffffff) % rows;
#else /* RAH */
r = (rand() & (int32)0x7fffffff) % rows; /* RAH */
#endif /* RAH */
while (bitvec_is_set (sel, r)) { /* BUG: possible infinite loop!! */
if (++r >= rows)
r = 0;
}
bitvec_set (sel, r);
memcpy ((void *)(mean[i]), (void *)(data[r]), cols * sizeof(float32));
/* BUG: What if two randomly selected rows are identical in content?? */
}
bitvec_free (sel);
count = (int32 *) ckd_calloc (vqrows, sizeof(int32));
/* In k-means, unmapped means in any iteration are a problem. Replace them with gmean */
gmean = (float32 *) ckd_calloc (cols, sizeof(float32));
vector_mean (gmean, mean, vqrows, cols);
for (it = 0;; it++) { /* Iterations of k-means algorithm */
/* Find the current data->mean mappings (labels) */
sqerr = 0.0;
for (i = 0; i < rows; i++) {
map[i] = vector_vqlabel (data[i], mean, vqrows, cols, &t);
sqerr += t;
}
ptmr_stop(&tm);
if (it == 0)
E_INFO("Iter %4d: %.1fs CPU; sqerr= %e\n", it, tm.t_cpu, sqerr);
else
E_INFO("Iter %4d: %.1fs CPU; sqerr= %e; delta= %e\n",
it, tm.t_cpu, sqerr, (prev_sqerr-sqerr)/prev_sqerr);
/* Check if exit condition satisfied */
if ((sqerr == 0.0) || (it >= maxiter-1) ||
((it > 0) && ( ((prev_sqerr - sqerr) / prev_sqerr) < epsilon )) )
break;
prev_sqerr = sqerr;
ptmr_start(&tm);
/* Update (reestimate) means */
for (i = 0; i < vqrows; i++) {
for (j = 0; j < cols; j++)
mean[i][j] = 0.0;
count[i] = 0;
}
for (i = 0; i < rows; i++) {
vector_accum (mean[map[i]], data[i], cols);
count[map[i]]++;
}
for (i = 0; i < vqrows; i++) {
if (count[i] > 1) {
t = 1.0 / (float64)(count[i]);
for (j = 0; j < cols; j++)
/* mean[i][j] *= t; */ /* RAH, compiler was complaining about this, */
mean[i][j] = (float32) ((float64) mean[i][j] * (float64) t); /* */
} else if (count[i] == 0) {
E_ERROR("Iter %d: mean[%d] unmapped\n", it, i);
memcpy (mean[i], gmean, cols * sizeof(float32));
}
}
}
ckd_free (count);
ckd_free (gmean);
return sqerr;
}