BUGFIX end solution initialization in the Normal Eigen sampler ; much more asserts

This commit is contained in:
Johann Dreo 2012-07-10 15:19:55 +02:00
commit 6cdf848f26
4 changed files with 37 additions and 7 deletions

View file

@ -202,6 +202,8 @@ public:
// division by n
_mean /= p_size;
assert(_mean.innerSize()==2);
}
const Matrix& get_varcovar() const {return _varcovar;}
@ -218,14 +220,19 @@ public:
edoNormalMulti< EOT > operator()(eoPop<EOT>& pop)
{
unsigned int popsize = pop.size();
assert(popsize > 0);
unsigned int p_size = pop.size();
assert(p_size > 0);
unsigned int dimsize = pop[0].size();
assert(dimsize > 0);
unsigned int s_size = pop[0].size();
assert(s_size > 0);
CovMatrix cov( pop );
assert( cov.get_mean().innerSize() == s_size );
assert( cov.get_mean().outerSize() == 1 );
assert( cov.get_varcovar().innerSize() == s_size );
assert( cov.get_varcovar().outerSize() == s_size );
return edoNormalMulti< EOT >( cov.get_mean(), cov.get_varcovar() );
}
};

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@ -62,7 +62,10 @@ public:
void operator() ( edoNormalMulti< EOT >& distrib, EOT& mass )
{
assert( distrib.size() == mass.innerSize() );
Vector mean( mass );
Vector mean( distrib.size() );
for( unsigned int i=0; i < distrib.size(); i++ ) {
mean(i) = mass[i];
}
distrib.mean() = mean;
}
};

View file

@ -115,33 +115,53 @@ public:
// Computes L and D such as V = L D L^T
Eigen::LDLT<Matrix> cholesky( distrib.varcovar() );
Matrix L = cholesky.matrixL();
assert(L.innerSize() == size);
assert(L.outerSize() == size);
Matrix D = cholesky.vectorD().asDiagonal();
assert(D.innerSize() == size);
assert(D.outerSize() == size);
// now compute the final symetric matrix: LsD = L D^1/2
// remember that V = ( L D^1/2) ( L D^1/2)^T
// fortunately, the square root of a diagonal matrix is the square
// root of all its elements
Matrix sqrtD = D.cwiseSqrt();
assert(sqrtD.innerSize() == size);
assert(sqrtD.outerSize() == size);
Matrix LsD = L * sqrtD;
assert(LsD.innerSize() == size);
assert(LsD.outerSize() == size);
// T = vector of size elements drawn in N(0,1)
Vector T( size );
for ( unsigned int i = 0; i < size; ++i ) {
T( i ) = rng.normal();
}
assert(T.innerSize() == size);
assert(T.outerSize() == 1);
// LDT = (L D^1/2) * T
Vector LDT = LsD * T;
assert(LDT.innerSize() == size);
assert(LDT.outerSize() == 1);
// solution = means + LDT
Vector mean = distrib.mean();
assert(mean.innerSize() == size);
assert(mean.outerSize() == 1);
Vector typed_solution = mean + LDT;
assert(typed_solution.innerSize() == size);
assert(typed_solution.outerSize() == 1);
// copy in the EOT structure (more probably a vector)
EOT solution( size );
for( unsigned int i = 0; i < mean.innerSize(); i++ ) {
solution.push_back( typed_solution(i) );
solution[i]= typed_solution(i);
}
assert( solution.size() == size );
return solution;
}

View file

@ -64,7 +64,7 @@ public:
std::ostringstream os;
os << distrib.mean() << " " << distrib.varcovar() << std::endl;
os << distrib.mean() << std::endl << std::endl << distrib.varcovar() << std::endl;
// ublas::vector< AtomType > mean = distrib.mean();
// std::copy(mean.begin(), mean.end(), std::ostream_iterator< std::string >( os, " " ));