void Jade(
/* Input. Number of samples */
double *B, /* Output. Separating matrix. nbc*nbc */
double *X, /* Input. Data set nbc x nbs */
int nbc, /* Input. Number of sensors */
int nbs
)
{
double threshold_JD = RELATIVE_JD_THRESHOLD / sqrt((double)nbs);
int rots = 1;
int i;
double *Transf = (double *)calloc(nbc*nbc, sizeof(double));
double *CumTens = (double *)calloc(nbc*nbc*nbc*nbc, sizeof(double));
if (Transf == NULL || CumTens == NULL) OutOfMemory();
/*
printf("teste \n");
for (i = 0; i < nbc*nbs; i++){
if (X[i] == X[i]){
printf("teste %lf", X[i]);
}
}*/
/* Init */
Message0(2, "Init...\n");
Identity(B, nbc);
MeanRemoval(X, nbc, nbs);
Message0(2, "Whitening...\n");
ComputeWhitener(Transf, X, nbc, nbs);
Transform(X, Transf, nbc, nbs);
Transform(B, Transf, nbc, nbc);
Message0(2, "Estimating the cumulant tensor...\n");
EstCumTens(CumTens, X, nbc, nbs);
Message0(2, "Joint diagonalization...\n");
rots = JointDiago(CumTens, Transf, nbc, nbc*nbc, threshold_JD);
MessageI(3, "Total number of plane rotations: %6i.\n", rots);
MessageF(3, "Size of the total rotation: %10.7e\n", NonIdentity(Transf, nbc));
Message0(2, "Updating...\n");
Transform(X, Transf, nbc, nbs);
Transform(B, Transf, nbc, nbc);
free(Transf);
free(CumTens);
}
void Shibbs(double *B, /* Output. Separating matrix. nbc*nbc */
double *X, /* Input. Data set nbc x nbs */
int nbc, /* Input. Number of sensors */
int nbs /* Input. Number of samples */
)
{
double threshold_JD = RELATIVE_JD_THRESHOLD / sqrt((double)nbs);
int rots = 1;
double *Transf = (double *)calloc(nbc*nbc, sizeof(double));
double *CumMats = (double *)calloc(nbc*nbc*nbc, sizeof(double));
if (Transf == NULL || CumMats == NULL) OutOfMemory();
/* Init */
Message0(2, "Init...\n");
Identity(B, nbc);
MeanRemoval(X, nbc, nbs);
Message0(2, "Whitening...\n");
ComputeWhitener(Transf, X, nbc, nbs);
Transform(X, Transf, nbc, nbs);
Transform(B, Transf, nbc, nbc);
while (rots>0)
{
Message0(2, "Computing cumulant matrices...\n");
EstCumMats(CumMats, X, nbc, nbs);
Message0(2, "Joint diagonalization...\n");
rots = JointDiago(CumMats, Transf, nbc, nbc, threshold_JD);
MessageI(3, "Total number of plane rotations: %6i.\n", rots);
MessageF(3, "Size of the total rotation: %10.7e\n", NonIdentity(Transf, nbc));
Message0(2, "Updating...\n");
Transform(X, Transf, nbc, nbs);
Transform(B, Transf, nbc, nbc);
}
free(Transf);
free(CumMats);
}
/* X: nxT, C: nxnxn. Computes a stack of n cumulant matrices. */
void EstCumMats(double *C, double *X, int n, int T)
{
double *x; /* pointer to a data vector in the data matrix */
double *tm; /* temp matrix */
double *R; /* EXX' : WE DO NOT ASSUME WHITE DATA */
double xk2, xijkk, xij;
double ust = 1.0 / (float)T;
int n2 = n*n;
int n3 = n*n*n;
int i, j, k, t, kdec, index;
Message0(3, "Memory allocation and reset...\n");
tm = (double *)calloc(n*n, sizeof(double));
R = (double *)calloc(n*n, sizeof(double));
if (tm == NULL || R == NULL) OutOfMemory();
for (i = 0; i<n3; i++) C[i] = 0.0;
for (i = 0; i<n2; i++) R[i] = 0.0;
Message0(3, "Computing some moments...\n");
for (t = 0, x = X; t<T; t++, x += n)
{
for (i = 0; i<n; i++) /* External product (and accumulate for the covariance) */
for (j = i; j<n; j++) /* We do not set the symmetric parts yet */
{
xij = x[i] * x[j];
tm[i + j*n] = xij;
R[i + j*n] += xij;
}
/* Accumulate */
for (k = 0; k<n; k++)
{
xk2 = tm[k + k*n]; /* x_k^2 */
kdec = k*n2; /* pre_computed shift to address the k-th matrx */
for (i = 0; i<n; i++)
for (j = i, index = i + i*n; j<n; j++, index += n)
C[index + kdec] += xk2 * tm[index]; /* filling the lower part is postponed */
}
}
Message0(3, "From moments to cumulants...\n");
/* Normalize and symmetrize the 2th-order moments*/
for (i = 0; i<n; i++)
for (j = i; j<n; j++)
{
xij = ust * R[i + j*n];
R[i + j*n] = xij;
R[j + i*n] = xij;
}
/* from moments to cumulants and symmetrization */
for (k = 0, kdec = 0; k<n; k++, kdec += n2)
for (i = 0; i<n; i++)
for (j = i; j<n; j++) {
xijkk
= ust * C[i + j*n + kdec] /* normalization */
- R[i + j*n] * R[k + k*n] /* cumulant correction */
- 2.0 * R[i + k*n] * R[j + k*n];
C[i + j*n + kdec] = xijkk;
C[j + i*n + kdec] = xijkk;
}
free(tm);
free(R);
}
/* X: nxT, C: nxnxnxn. Computes the cumulant tensor. */
void EstCumTens(double *C, double *X, int n, int T)
{
int n2 = n*n;
int n3 = n*n*n;
int n4 = n*n*n*n;
int i, j, k, l, t;
double Cijkl, xi, xij, xijk, *x;
double ust = 1.0 / (float)T;
double *R = (double *)calloc(n*n, sizeof(double));
/* To store Cov(x). Recomputed: no whiteness assumption here*/
if (R == NULL) OutOfMemory();
for (i = 0; i<n4; i++) C[i] = 0.0;
for (i = 0; i<n2; i++) R[i] = 0.0;
Message0(3, "Computing 2nd order cumulants...\n");
/* accumulation */
for (t = 0, x = X; t<T; t++, x += n)
for (i = 0; i<n; i++)
for (j = i; j<n; j++)
R[i + j*n] += x[i] * x[j];
/* normalization and symmetrization */
for (i = 0; i<n; i++)
for (j = i; j<n; j++) {
R[i + j*n] = ust * R[i + j*n];
R[j + i*n] = R[i + j*n];
}
Message0(3, "Computing 4th order cumulants...\n");
/* accumulation */
for (t = 0, x = X; t<T; t++, x += n)
for (i = 0; i<n; i++) {
xi = x[i];
for (j = i; j<n; j++) {
xij = xi *x[j];
for (k = j; k<n; k++) {
xijk = xij*x[k];
for (l = k; l<n; l++)
MC(i, j, k, l) += xijk*x[l];
}
}
}
/* normalization, mom2cum, and symmetrization */
for (i = 0; i<n; i++)
for (j = i; j<n; j++)
for (k = j; k<n; k++)
for (l = k; l<n; l++) {
Cijkl = ust * MC(i, j, k, l)
- R[i + j*n] * R[k + l*n]
- R[i + k*n] * R[j + l*n]
- R[i + l*n] * R[j + k*n];
MC(i, j, k, l) = Cijkl; MC(i, j, l, k) = Cijkl; MC(j, i, k, l) = Cijkl; MC(j, i, l, k) = Cijkl; /* ijxx */
MC(i, k, j, l) = Cijkl; MC(i, k, l, j) = Cijkl; MC(k, i, j, l) = Cijkl; MC(k, i, l, j) = Cijkl; /* ikxx */
MC(i, l, j, k) = Cijkl; MC(i, l, k, j) = Cijkl; MC(l, i, j, k) = Cijkl; MC(l, i, k, j) = Cijkl; /* ilxx */
MC(j, k, i, l) = Cijkl; MC(j, k, l, i) = Cijkl; MC(k, j, i, l) = Cijkl; MC(k, j, l, i) = Cijkl; /* jkxx */
MC(j, l, i, k) = Cijkl; MC(j, l, k, i) = Cijkl; MC(l, j, i, k) = Cijkl; MC(l, j, k, i) = Cijkl; /* jlxx */
MC(k, l, i, j) = Cijkl; MC(k, l, j, i) = Cijkl; MC(l, k, i, j) = Cijkl; MC(l, k, j, i) = Cijkl; /* klxx */
}
free(R);
}
void Jade (
double *B, /* Output. Separating matrix. nbc*nbc */
double *X, /* Input. Data set nbc x nbs */
int nbc, /* Input. Number of sensors */
int nbs /* Input. Number of samples */
)
{
double threshold_JD = RELATIVE_JD_THRESHOLD / sqrt((double)nbs) ;
int rots = 1 ;
double *Transf = (double *) calloc(nbc*nbc, sizeof(double)) ;
double *CumTens = (double *) calloc(nbc*nbc*nbc*nbc, sizeof(double)) ;
if ( Transf == NULL || CumTens == NULL ) OutOfMemory() ;
/* Init */
Message0(2, "Init...\n") ;
Identity(B, nbc);
MeanRemoval(X, nbc, nbs) ;
printf ("mean\n");
PrintMat (X, nbc, nbs) ;
printf ("\n");
Message0(2, "Whitening...\n") ;
ComputeWhitener(Transf, X, nbc, nbs) ;
printf ("Whitener:\n");
PrintMat (Transf, nbc, nbc) ;
printf ("\n");
Transform (X, Transf, nbc, nbs) ;
printf ("Trans X\n");
PrintMat (X, nbc, nbs) ;
printf ("\n");
Transform (B, Transf, nbc, nbc) ;
Message0(2, "Estimating the cumulant tensor...\n") ;
EstCumTens (CumTens, X, nbc, nbs) ;
printf ("cum tens \n");
PrintMat (CumTens, nbc*nbc, nbc*nbc) ;
printf ("\n");
Message0(2, "Joint diagonalization...\n") ;
rots = JointDiago (CumTens, Transf, nbc, nbc*nbc, threshold_JD) ;
MessageI(3, "Total number of plane rotations: %6i.\n", rots) ;
MessageF(3, "Size of the total rotation: %10.7e\n", NonIdentity(Transf,nbc) ) ;
printf ("Trans mat\n");
PrintMat (Transf, nbc, nbc) ;
printf ("\n");
Message0(2, "Updating...\n") ;
Transform (X, Transf, nbc, nbs ) ;
Transform (B, Transf, nbc, nbc ) ;
printf ("resultant \n");
PrintMat (X, nbc, nbs) ;
printf ("\n");
printf ("estimated mix \n");
PrintMat (B, nbc, nbc) ;
printf ("\n");
free(Transf) ;
free(CumTens) ;
}
