/*!
Inverts an n by n matrix.
*/
int
invertMatrix(int n,double *A,double *INVA)
{
double *work;
int *ipiv;
int lwork = n;
int info;
if (A && INVA) {
work = new double[n]; // should we optimize work size?
ipiv = new int[n];
dcopy(n*n,A,1,INVA,1);
dgetrf(n,n,INVA,n,ipiv,&info);
dgetri(n,INVA,n,ipiv,work,lwork,&info);
delete [] work;
delete [] ipiv;
}
else {
printf("One or both matricies in InvertMatrix are NULL\n");
info = -1;
}
return info;
}
void mexFunction(
int nlhs, mxArray *plhs[],
int nrhs, const mxArray *prhs[])
{
// ovals - struct, the structure containing the ovals
if(nlhs != 0 || nrhs != 0)
mexErrMsgTxt("Error this function takes and returns no arguments");
const mxArray* pmxBeta = mexGetArrayPtr("BETA", "global");
double* beta = mxGetPr(pmxBeta);
const mxArray* pmxNdata = mexGetArrayPtr("NDATA", "global");
int nData = (int)*mxGetPr(pmxNdata);
const mxArray* pmxDataDim = mexGetArrayPtr("DATADIM", "global");
int dataDim = (int)*mxGetPr(pmxDataDim);
const mxArray* pmxLatentDim = mexGetArrayPtr("LATENTDIM", "global");
int latentDim = (int)*mxGetPr(pmxLatentDim);
const mxArray* pmxX = mexGetArrayPtr("X", "global");
double* X = mxGetPr(pmxX);
const mxArray* pmxA = mexGetArrayPtr("A", "global");
double* A = mxGetPr(pmxA);
const mxArray* pmxSBar = mexGetArrayPtr("SBAR", "global");
double* sBar = mxGetPr(pmxSBar);
const mxArray* pmxSigma_s = mexGetArrayPtr("SIGMA_S", "global");
double* Sigma_s = mxGetPr(pmxSigma_s);
const mxArray* pmxFANoise = mexGetArrayPtr("FANOISE", "global");
int FANoise = (int)*mxGetPr(pmxFANoise);
const mxArray* pmxTau = mexGetArrayPtr("TAU", "global");
double* tau = mxGetPr(pmxTau);
//for n = 1:NDATA
//end
int lda = latentDim;
int length = latentDim;
int info = 0;
int* ipiv = (int*)mxMalloc(length*sizeof(int));
int order = latentDim;
int lwork = order*16;
double* work = (double*)mxMalloc(lwork*sizeof(double));
for(int n = 0; n < nData; n++) {
// invSigma_s = diag(TAU(n, :)) + ATBA;
for(int j = 0; j < latentDim; j++) {
for(int j2 = 0; j2 < latentDim; j2++) {
if(j2==j) {
// Add the diagonal term
Sigma_s[j + j2*latentDim + n*latentDim*latentDim] = tau[n + j*nData];
}
else {
Sigma_s[j + j2*latentDim + n*latentDim*latentDim] = 0;
}
double temp = 0;
if (FANoise != 0){
for(int i = 0; i < dataDim; i++) {
temp += A[i + j2*dataDim]*A[i + j*dataDim]*beta[i];
}
}
else {
for(int i = 0; i < dataDim; i++) {
temp += A[i + j2*dataDim]*A[i + j*dataDim];
}
temp *= beta[0];
}
// This is really inv(Sigma_s) but it is stored here for convenience
Sigma_s[j + j2*latentDim + n*latentDim*latentDim] += temp;
}
}
// It is not being done by cholesky decomposition in the c++ code
// but it should be
// C = chol(invSigma_s);
// Cinv = eye(LATENTDIM)/C;
// SIGMA_S(:, :, n) = Cinv*Cinv';
// create inverse first by lu decomposition of input
// call lapack
dgetrf(latentDim, latentDim,
Sigma_s+n*latentDim*latentDim, lda, ipiv, info);
if(info != 0)
mexErrMsgTxt("Problems in lu factorisation of matrix");
info = 0;
// peform the matrix inversion.
dgetri(order, Sigma_s+n*latentDim*latentDim, lda,
ipiv, work, lwork, info);
// check for successfull inverse
if(info > 0)
mexErrMsgTxt("Matrix is singular");
else if(info < 0)
mexErrMsgTxt("Problem in matrix inverse");
// SBAR(n, :) = (X(n, :).*BETA)*A*SIGMA_S(:, :, n);
if(FANoise != 0) {
for(int j = 0; j < latentDim; j++) {
sBar[n + j*nData] = 0;
for(int j2 = 0; j2 < latentDim; j2++) {
for(int i = 0; i < dataDim; i++) {
sBar[n + j*nData] += X[n + i*nData]*beta[i]*A[i + j2*dataDim]*Sigma_s[j + j2*latentDim + n*latentDim*latentDim];
}
}
}
}
else {
for(int j = 0; j < latentDim; j++) {
sBar[n + j*nData] = 0;
for(int j2 = 0; j2 < latentDim; j2++) {
for(int i = 0; i < dataDim; i++) {
sBar[n + j*nData] += X[n + i*nData]*beta[0]*A[i + j2*dataDim]*Sigma_s[j + j2*latentDim + n*latentDim*latentDim];
}
}
}
}
}
mxFree(work);
mxFree(ipiv);
}
void mexFunction(
int nlhs, mxArray *plhs[],
int nrhs, const mxArray *prhs[])
{
// ovals - struct, the structure containing the ovals
if(nrhs != 2)
mexErrMsgTxt("Error this function takes two arguments");
if(nlhs != 2)
mexErrMsgTxt("Error this function returns two arguments");
if(mxGetClassID(prhs[0]) != mxSTRUCT_CLASS)
mexErrMsgTxt("Error model should be a structure");
double* A = mxGetPr(mxGetField(prhs[0], 0, "A"));
double* beta = mxGetPr(mxGetField(prhs[0], 0, "beta"));
double* tau = mxGetPr(mxGetField(prhs[0], 0, "tau"));
int nData = (int)*mxGetPr(mxGetField(prhs[0], 0, "numData"));
int dataDim = (int)*mxGetPr(mxGetField(prhs[0], 0, "dataDim"));
int latentDim = (int)*mxGetPr(mxGetField(prhs[0], 0, "latentDim"));
int FANoise = (int)*mxGetPr(mxGetField(prhs[0], 0, "FANoise"));
if(mxGetClassID(prhs[1]) != mxDOUBLE_CLASS)
mexErrMsgTxt("Error X should be DOUBLE");
double* X = mxGetPr(prhs[1]);
int dims[3];
dims[0] = nData;
dims[1] = latentDim;
plhs[0] = mxCreateNumericArray(2, dims, mxDOUBLE_CLASS, mxREAL);
double* sBar = mxGetPr(plhs[0]);
dims[0] = latentDim;
dims[1] = latentDim;
dims[2] = nData;
plhs[1] = mxCreateNumericArray(3, dims, mxDOUBLE_CLASS, mxREAL);
double* Sigma_s = mxGetPr(plhs[1]);
//for n = 1:NDATA
//end
int lda = latentDim;
int length = latentDim;
int info = 0;
int* ipiv = (int*)mxMalloc(length*sizeof(int));
int order = latentDim;
int lwork = order*16;
double* work = (double*)mxMalloc(lwork*sizeof(double));
for(int n = 0; n < nData; n++) {
// invSigma_s = diag(TAU(n, :)) + ATBA;
for(int j = 0; j < latentDim; j++) {
for(int j2 = 0; j2 < latentDim; j2++) {
if(j2==j) {
// Add the diagonal term
Sigma_s[j + j2*latentDim + n*latentDim*latentDim] = tau[n + j*nData];
}
else {
Sigma_s[j + j2*latentDim + n*latentDim*latentDim] = 0;
}
double temp = 0;
if (FANoise != 0){
for(int i = 0; i < dataDim; i++) {
temp += A[i + j2*dataDim]*A[i + j*dataDim]*beta[i];
}
}
else {
for(int i = 0; i < dataDim; i++) {
temp += A[i + j2*dataDim]*A[i + j*dataDim];
}
temp *= beta[0];
}
// This is really inv(Sigma_s) but it is stored here for convenience
Sigma_s[j + j2*latentDim + n*latentDim*latentDim] += temp;
}
}
// It is not being done by cholesky decomposition in the c++ code
// but it should be
// C = chol(invSigma_s);
// Cinv = eye(LATENTDIM)/C;
// SIGMA_S(:, :, n) = Cinv*Cinv';
// create inverse first by lu decomposition of input
// call lapack
dgetrf(latentDim, latentDim,
Sigma_s+n*latentDim*latentDim, lda, ipiv, info);
if(info != 0)
mexErrMsgTxt("Problems in lu factorisation of matrix");
info = 0;
// peform the matrix inversion.
dgetri(order, Sigma_s+n*latentDim*latentDim, lda,
ipiv, work, lwork, info);
// check for successfull inverse
if(info > 0)
mexErrMsgTxt("Matrix is singular");
else if(info < 0)
mexErrMsgTxt("Problem in matrix inverse");
// SBAR(n, :) = (X(n, :).*BETA)*A*SIGMA_S(:, :, n);
if(FANoise != 0) {
for(int j = 0; j < latentDim; j++) {
sBar[n + j*nData] = 0;
for(int j2 = 0; j2 < latentDim; j2++) {
for(int i = 0; i < dataDim; i++) {
sBar[n + j*nData] += X[n + i*nData]*beta[i]*A[i + j2*dataDim]*Sigma_s[j + j2*latentDim + n*latentDim*latentDim];
}
}
}
}
else {
for(int j = 0; j < latentDim; j++) {
sBar[n + j*nData] = 0;
for(int j2 = 0; j2 < latentDim; j2++) {
for(int i = 0; i < dataDim; i++) {
sBar[n + j*nData] += X[n + i*nData]*beta[0]*A[i + j2*dataDim]*Sigma_s[j + j2*latentDim + n*latentDim*latentDim];
}
}
}
}
}
mxFree(work);
mxFree(ipiv);
}
int la_main(){
int i, j, inf, size;
double *A, *w, determinant=1;
long *ip;
FILE *input, *output;
input = fopen("origMatrix.txt", "r");
fscanf(input, "%d", &size);
A = (double *) malloc(size*size*sizeof(double));
for(i=0;i<size*size;i++)fscanf(input, "%lf", &A[i]);
w = (double *) malloc(size*sizeof(double));
ip = (long *) malloc(size*sizeof(long));
inf = dgetrf(size,size,A,size,ip);
if (inf != 0) fprintf(stderr, "failure with error %d\n", inf); //LU decomposition
for(i=0;i<size;i++)determinant*=A[i*size+i]; //determinant of A
inf = dgetri(size, A, size, ip, w, size);
if (inf != 0) fprintf(stderr, "failure with error %d\n", inf);//inverse from LU
output = fopen("invMatrix.txt","w");
fprintf(output,"%lf\n",determinant);//determinant of A
for (i=0; i<size; ++i){
for(j=0; j<size; j++)fprintf(output,"%5.9lf ", A[i*size+j]);
fprintf(output,"\n");
}
fclose(output);
fclose(input);
// printf("optimal Lw = %lf\n",w[0]);
return 0;
}
double la(int size, double *A){
int i, inf;
double *w, determinant = 1;
long *ip;
w = (double *) malloc(size*sizeof(double));
ip = (long *) malloc(size*sizeof(long));
inf = dgetrf(size, size, A, size, ip);
if (inf != 0) fprintf(stderr, "failure with error %d\n", inf); //LU decomposition
for(i = 0; i < size; i++) determinant *= A[i*size+i]; //determinant of A
inf = dgetri(size, A, size, ip, w, size);
if (inf != 0) fprintf(stderr, "failure with error %d\n", inf);//inverse from LU
return determinant;
}