Particles ResamplingMultinomialCUDA::resample(Particles* particles){
Particles resampledSet;
resampledSet.samples = fmat(particles->samples.n_rows,particles->samples.n_cols);
resampledSet.weights = frowvec(particles->weights.n_cols);
fvec cumsum = zeros<fvec>(particles->weights.n_cols);
fvec random = randu<fvec>(particles->weights.n_cols);
for (unsigned int i=1; i < particles->weights.n_cols;++i){
cumsum(i) = cumsum(i-1) + particles->weights(i);
}
random=random * cumsum(cumsum.n_rows-1);
// sort random
random = sort(random);
for (unsigned int j=0; j < random.n_rows; ++j){
for (unsigned int i=0 ; i < cumsum.n_rows; ++i){
if (random(j) <= cumsum(i)){
if(i > 0){
if(random(j) >= cumsum(i-1)) {
for (unsigned int k=0;k<particles->samples.n_rows;++k){
resampledSet.samples(k,j) = particles->samples(k,i);
}
break;
}
}
else {
for (unsigned int k=0;k<particles->samples.n_rows;++k){
resampledSet.samples(k,j) = particles->samples(k,i);
}
break;
}
}
// Normalize weights
resampledSet.weights(j) = 1.0f/particles->weights.n_cols;
}
}
return resampledSet;
}
Particles ResamplingResidual::resample(Particles* particles){
Particles resampledSet;
Particles stage1;
int count = 0;
resampledSet.samples = fmat(particles->samples.n_rows,particles->samples.n_cols);
resampledSet.weights = frowvec(particles->weights.n_cols);
fvec cumsum;
fvec random;
unsigned int number = particles->samples.n_cols;
unsigned int numberOfStage1 = 0;
// Generating copie information of every particle
ivec copies = zeros<ivec>(particles->samples.n_cols);
for (unsigned int i=0;i<particles->samples.n_cols;++i){
copies = (int) floor(number*particles->weights(i));
}
numberOfStage1 = sum(copies);
stage1.samples = fmat(particles->samples.n_rows,numberOfStage1);
stage1.weights = frowvec(numberOfStage1);
//Picking N_i = N*w_i copies of i-th particle
for (unsigned int i=1; i < copies.n_rows;++i){
for (int j=0;j<copies(i);++j){
for (unsigned int k=0;k<particles->samples.n_rows;++k){
stage1.samples(k,count) = particles->samples(k,i);
}
stage1.weights(count) = particles->weights(i) - (float)copies(i)/number;
count++;
}
}
// multinomial resampling with residuum weights w_i = w_i - N_i/N
cumsum = zeros<fvec>(numberOfStage1);
for (unsigned int i=1; i < stage1.weights.n_cols;++i){
cumsum(i) = cumsum(i-1) + stage1.weights(i);
}
// generate sorted random set
random = randu<fvec>(numberOfStage1);
random=random*cumsum(cumsum.n_rows-1);
random = sort(random);
for (unsigned int j=0; j < random.n_rows; ++j){
for (unsigned int i=0 ; i < cumsum.n_rows; ++i){
if (random(j) <= cumsum(i)){
if(i > 0){
if(random(j) >= cumsum(i-1)) {
for (unsigned int k=0;k<stage1.samples.n_rows;++k){
resampledSet.samples(k,j) = stage1.samples(k,i);
assignmentVec.push_back(i);
}
break;
}
}
else {
for (unsigned int k=0; k<stage1.samples.n_rows; ++k){
resampledSet.samples(k,j) = stage1.samples(k,i);
assignmentVec.push_back(i);
}
break;
}
}
// Normalize weights
resampledSet.weights(j) = 1.0f/particles->weights.n_cols;
}
}
return resampledSet;
}