BUGFIX end solution initialization in the Normal Eigen sampler ; much more asserts
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4 changed files with 37 additions and 7 deletions
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@ -202,6 +202,8 @@ public:
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// division by n
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_mean /= p_size;
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assert(_mean.innerSize()==2);
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}
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const Matrix& get_varcovar() const {return _varcovar;}
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@ -218,14 +220,19 @@ public:
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edoNormalMulti< EOT > operator()(eoPop<EOT>& pop)
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{
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unsigned int popsize = pop.size();
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assert(popsize > 0);
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unsigned int p_size = pop.size();
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assert(p_size > 0);
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unsigned int dimsize = pop[0].size();
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assert(dimsize > 0);
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unsigned int s_size = pop[0].size();
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assert(s_size > 0);
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CovMatrix cov( pop );
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assert( cov.get_mean().innerSize() == s_size );
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assert( cov.get_mean().outerSize() == 1 );
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assert( cov.get_varcovar().innerSize() == s_size );
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assert( cov.get_varcovar().outerSize() == s_size );
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return edoNormalMulti< EOT >( cov.get_mean(), cov.get_varcovar() );
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}
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};
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@ -62,7 +62,10 @@ public:
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void operator() ( edoNormalMulti< EOT >& distrib, EOT& mass )
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{
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assert( distrib.size() == mass.innerSize() );
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Vector mean( mass );
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Vector mean( distrib.size() );
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for( unsigned int i=0; i < distrib.size(); i++ ) {
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mean(i) = mass[i];
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}
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distrib.mean() = mean;
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}
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};
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@ -115,33 +115,53 @@ public:
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// Computes L and D such as V = L D L^T
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Eigen::LDLT<Matrix> cholesky( distrib.varcovar() );
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Matrix L = cholesky.matrixL();
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assert(L.innerSize() == size);
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assert(L.outerSize() == size);
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Matrix D = cholesky.vectorD().asDiagonal();
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assert(D.innerSize() == size);
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assert(D.outerSize() == size);
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// now compute the final symetric matrix: LsD = L D^1/2
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// remember that V = ( L D^1/2) ( L D^1/2)^T
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// fortunately, the square root of a diagonal matrix is the square
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// root of all its elements
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Matrix sqrtD = D.cwiseSqrt();
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assert(sqrtD.innerSize() == size);
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assert(sqrtD.outerSize() == size);
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Matrix LsD = L * sqrtD;
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assert(LsD.innerSize() == size);
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assert(LsD.outerSize() == size);
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// T = vector of size elements drawn in N(0,1)
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Vector T( size );
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for ( unsigned int i = 0; i < size; ++i ) {
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T( i ) = rng.normal();
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}
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assert(T.innerSize() == size);
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assert(T.outerSize() == 1);
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// LDT = (L D^1/2) * T
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Vector LDT = LsD * T;
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assert(LDT.innerSize() == size);
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assert(LDT.outerSize() == 1);
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// solution = means + LDT
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Vector mean = distrib.mean();
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assert(mean.innerSize() == size);
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assert(mean.outerSize() == 1);
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Vector typed_solution = mean + LDT;
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assert(typed_solution.innerSize() == size);
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assert(typed_solution.outerSize() == 1);
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// copy in the EOT structure (more probably a vector)
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EOT solution( size );
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for( unsigned int i = 0; i < mean.innerSize(); i++ ) {
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solution.push_back( typed_solution(i) );
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solution[i]= typed_solution(i);
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}
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assert( solution.size() == size );
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return solution;
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}
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@ -64,7 +64,7 @@ public:
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std::ostringstream os;
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os << distrib.mean() << " " << distrib.varcovar() << std::endl;
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os << distrib.mean() << std::endl << std::endl << distrib.varcovar() << std::endl;
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// ublas::vector< AtomType > mean = distrib.mean();
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// std::copy(mean.begin(), mean.end(), std::ostream_iterator< std::string >( os, " " ));
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