/**
* rescale this->upper, this->lower, and set this->cor
*/
int makeCov(const Eigen::MatrixXf cov) {
if (cov.rows() != cov.cols()) return -1;
if (cov.rows() != (int)upper.size()) return -1;
if (cov.rows() != (int)lower.size()) return -1;
for (size_t i = 0; i < upper.size(); ++i) {
upper[i] /= sqrt(cov(i, i));
lower[i] /= sqrt(cov(i, i));
}
cov2cor(cov, &this->cor);
return 0;
}
/*
* Creates the nE by nV (num edges by num vertices/tasks) fusion penalty
* matrix
*
* pairs is an nE * 2 matrix of which tasks are in which pair
*/
int gennetwork(double *y, int n, int K,
double corthresh, int cortype, double *C, int *pairs, int *edges)
{
int i, j, k, e,
nE = K * (K - 1) / 2;
double *S = NULL,
*R = NULL,
*W = NULL;
int *eFrom = NULL,
*eTo = NULL;
CALLOCTEST(S, K * K, sizeof(double));
CALLOCTEST(R, K * K, sizeof(double));
CALLOCTEST(W, K * K, sizeof(double));
CALLOCTEST(eFrom, nE, sizeof(int));
CALLOCTEST(eTo, nE, sizeof(int));
cov2(y, S, n, K);
cov2cor(S, R, K);
#ifdef DEBUG
if(!writematrixf(S, K, K, "S.txt"))
return FAILURE;
if(!writematrixf(R, K, K, "R.txt"))
return FAILURE;
#endif
for(i = 0 ; i < K ; i++)
{
for(j = 0 ; j < K ; j++)
{
k = i * K + j;
R[k] = fabs(R[k]) < corthresh ? 0 : R[k];
if(cortype == CORTYPE_IND)
W[k] = fabs(R[k]) > corthresh;
else if(cortype == CORTYPE_ABS)
W[k] = fabs(R[k]);
else if(cortype == CORTYPE_SQR)
W[k] = R[k] * R[k];
}
}
e = 0;
for(j = 0 ; j < K ; j++)
{
for(i = 0 ; i < K ; i++)
{
if(i < j && R[i * K + j] != 0)
{
eFrom[e] = i;
eTo[e] = j;
pairs[e] = i;
pairs[e + nE] = j;
e++;
}
}
}
for(e = 0 ; e < nE ; e++)
{
i = eFrom[e];
j = eTo[e];
C[e + nE * i] = W[i * K + j];
C[e + nE * j] = -W[i * K + j] * sign(R[i * K + j]);
}
/* make the (K-1) by K edges matrix */
for(j = 0 ; j < K ; j++)
{
e = 0;
for(i = 0 ; i < nE ; i++)
{
if(C[i + nE * j] != 0)
{
edges[e + (K - 1) * j] = i;
e++;
}
}
}
FREENULL(S);
FREENULL(R);
FREENULL(W);
FREENULL(eFrom);
FREENULL(eTo);
return SUCCESS;
}