static void
closePersVar(char *var_name)
{
int idx_ps;
int m,n,mn;
mxArrayIn *pm_ws;
/*
* get variable reference from caller's workspace
*/
if ( !( pm_ws = mexGetArrayPtr(var_name, "caller") ) ) {
mexErrMsgTxt("Variable to make persistent does not exist.\n");
}
m = mxGetM(pm_ws);
n = mxGetN(pm_ws);
mn = m * n;
if ( mn == 0 ) {
/*
* variable in workspace is a empty matrix
*/
if ( ( idx_ps=findVarInPS(var_name) ) >= 0 ) {
/*
* remove it from persistent space
*/
removeVarFromPS(idx_ps);
}
}
else {
/*
* variable in workspace is a non-empty matrix
*/
if ( ( idx_ps=findVarInPS(var_name) ) >= 0 ) {
/*
* update variable in persistent space
*/
updateVarInPS(idx_ps,pm_ws,m,n,mn);
}
else {
/*
* create new variable in persistent space
*/
if ( ( idx_ps=findEmptyIdxInPS() ) < 0 ) {
mexErrMsgTxt("Can't make variable persistent. "
"Maximum number reached.\n");
}
createVarInPS(idx_ps,pm_ws,m,n,mn,var_name);
}
}
return;
}
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);
}