IMPISD_BEGIN_NAMESPACE
MultivariateFNormalSufficientSparse::MultivariateFNormalSufficientSparse(
const MatrixXd& FX, double JF, const VectorXd& FM,
const SparseMatrix<double>& Sigma, cholmod_common *c, double cutoff) :
Object("Multivariate Normal distribution %1%")
{
c_ = c;
W_=nullptr;
Sigma_=nullptr;
P_=nullptr;
PW_=nullptr;
epsilon_=nullptr;
L_=nullptr;
N_=FX.rows();
M_=FX.cols();
IMP_LOG(TERSE, "MVNsparse: direct init with N=" << N_
<< " and M=" << M_ << std::endl);
IMP_USAGE_CHECK( N_ > 0,
"please provide at least one observation per dimension");
IMP_USAGE_CHECK( M_ > 0,
"please provide at least one variable");
FM_=FM;
set_FX(FX,cutoff); //also computes W, Fbar and epsilon.
set_JF(JF);
set_Sigma(Sigma); //computes the Cholesky decomp.
}
MultivariateFNormalSufficient::MultivariateFNormalSufficient(
const MatrixXd& FX, double JF, const VectorXd& FM,
const MatrixXd& Sigma, double factor)
{
//O(1)
reset_flags();
N_=FX.rows();
M_=FX.cols();
LOG( "MVN: direct init with N=" << N_
<< " and M=" << M_ << std::endl);
CHECK( N_ > 0,
"please provide at least one observation per dimension");
CHECK( M_ > 0,
"please provide at least one variable");
set_factor(factor);
set_FM(FM);
set_FX(FX);
set_jacobian(JF);
set_Sigma(Sigma);
}
MultivariateFNormalSufficient::MultivariateFNormalSufficient(
const MatrixXd& FX, double JF, const VectorXd& FM,
const MatrixXd& Sigma, double factor) :
base::Object("Multivariate Normal distribution %1%")
{
//O(1)
reset_flags();
N_=FX.rows();
M_=FX.cols();
IMP_LOG_TERSE( "MVN: direct init with N=" << N_
<< " and M=" << M_ << std::endl);
IMP_USAGE_CHECK( N_ > 0,
"please provide at least one observation per dimension");
IMP_USAGE_CHECK( M_ > 0,
"please provide at least one variable");
set_factor(factor);
set_FM(FM);
set_FX(FX);
set_jacobian(JF);
set_Sigma(Sigma);
use_cg_=false;
}