void gmm_compute_p (int n, const float * v,
const gmm_t * g,
float * p,
int flags)
{
if(n==0) return; /* sgemm doesn't like empty matrices */
long i, j, l;
double dtmp;
long d=g->d, k=g->k;
/* p_i(x|\lambda)'s denominator, eq (7) */
float * logdetnr = fvec_new(k);
for (j = 0 ; j < k ; j++) {
logdetnr[j] = -d / 2.0 * log (2 * M_PI);
for (i = 0 ; i < d ; i++)
logdetnr[j] -= 0.5 * log (g->sigma[j * d + i]);
}
/* compute all probabilities in log domain */
/* compute squared Mahalanobis distances (result in p), log of numerator eq (7) */
if(0) { /* simple & slow */
for (i = 0 ; i < n ; i++) {
for (j = 0 ; j < k ; j++) {
dtmp = 0;
for (l = 0 ; l < d ; l++) {
dtmp += sqr (v[i * d + l] - g->mu[j * d + l]) / g->sigma[j * d + l];
}
p[i * k + j] = dtmp;
}
}
} else { /* complicated & fast */
compute_mahalanobis_sqr(n,k,d,g->mu,g->sigma,v,p);
}
float *lg = (float*)malloc(sizeof(float) * k);
if(flags & GMM_FLAGS_W) {
for (j = 0 ; j < k ; j++)
lg[j] = log(g->w[j]);
} else
memset(lg, 0, sizeof(float) * k);
for (i = 0 ; i < n ; i++) {
/* p contains log(p_j(x|\lambda)) eq (7) */
for (j = 0 ; j < k ; j++) {
p[i * k + j] = logdetnr[j] - 0.5 * p[i * k + j] + lg[j];
}
}
free(lg);
softmax_ref(k, n, p, p, NULL);
free(logdetnr);
}
void gmm_compute_p (int n, const float * v,
const gmm_t * g,
float * p,
int flags)
{
if(n==0) return; /* sgemm doesn't like empty matrices */
long i, j, l;
double dtmp;
long d=g->d, k=g->k;
float * logdetnr = fvec_new(k);
for (j = 0 ; j < k ; j++) {
logdetnr[j] = -d / 2.0 * log (2 * M_PI);
for (i = 0 ; i < d ; i++)
logdetnr[j] -= 0.5 * log (g->sigma[j * d + i]);
}
/* compute all probabilities in log domain */
/* compute squared Mahalanobis distances (result in p) */
if(0) { /* simple & slow */
for (i = 0 ; i < n ; i++) {
for (j = 0 ; j < k ; j++) {
dtmp = 0;
for (l = 0 ; l < d ; l++) {
dtmp += sqr (v[i * d + l] - g->mu[j * d + l]) / g->sigma[j * d + l];
}
p[i * k + j] = dtmp;
}
}
} else { /* complicated & fast */
compute_mahalanobis_sqr(n,k,d,g->mu,g->sigma,v,p);
}
/* convert distances to probabilities, staying in the log domain
until the very end */
for (i = 0 ; i < n ; i++) {
for (j = 0 ; j < k ; j++) {
p[i * k + j] = logdetnr[j] - 0.5 * p[i * k + j];
CHECKFINITE(p[i * k + j]);
}
/* at this point, we have p(x|ci) -> we want p(ci|x) */
if(flags & GMM_FLAGS_NO_NORM) { /* compute the normalization factor */
dtmp=0;
} else {
dtmp = p[i * k + 0];
if(flags & GMM_FLAGS_W)
dtmp+=log(g->w[0]);
for (j = 1 ; j < k ; j++) {
double log_p=p[i * k + j];
if(flags & GMM_FLAGS_W)
log_p+=log(g->w[j]);
dtmp = log_sum (dtmp, log_p);
}
/* now dtmp contains the log of sums */
}
for (j = 0 ; j < k ; j++) {
double log_norm=0;
if(flags & GMM_FLAGS_W)
log_norm=log(g->w[j])-dtmp;
else
log_norm=-dtmp;
p[i * k + j] = exp (p[i * k + j] + log_norm);
CHECKFINITE(p[i * k + j]);
}
// printf ("p[%d] = ", i);
// fvec_print (p + i * k, k);
}
free(logdetnr);
}
