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bug fixed

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This commit is contained in:
Caner Candan 2010-08-17 17:44:53 +02:00
commit fd41360304
2 changed files with 29 additions and 19 deletions
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41
src/doEstimatorNormalMulti.h
View file

@ -13,7 +13,7 @@ public:
public:
typedef typename EOT::AtomType AtomType;
void update( const eoPop< EOT >& pop )
CovMatrix( const eoPop< EOT >& pop )
{
unsigned int p_size = pop.size(); // population size
@ -41,7 +41,7 @@ public:
// positive), thus a triangular storage is sufficient
//-------------------------------------------------------------
ublas::symmetric_matrix< AtomType, ublas::lower > var(s_size, s_size);
//ublas::symmetric_matrix< AtomType, ublas::lower > var; //(s_size, s_size);
//-------------------------------------------------------------
@ -50,20 +50,33 @@ public:
// variance-covariance matrix computation : A * transpose(A)
//-------------------------------------------------------------
var = ublas::prod( sample, ublas::trans( sample ) );
//ublas::matrix< AtomType > var = ublas::prod( sample, ublas::trans( sample ) );
//ublas::symmetric_matrix< AtomType, ublas::lower > var = ublas::prod( sample, ublas::trans( sample ) );
ublas::symmetric_matrix< AtomType, ublas::lower > var = ublas::prod( ublas::trans( sample ), sample );
assert(var.size1() == s_size);
assert(var.size2() == s_size);
assert(var.size1() == _varcovar.size1());
assert(var.size2() == _varcovar.size2());
std::cout << "_varcovar: " << _varcovar << std::endl;
std::cout << "var: " << var << std::endl;
//-------------------------------------------------------------
for (unsigned int i = 0; i < s_size; ++i)
{
// triangular LOWER matrix, thus j is not going further than i
for (unsigned int j = 0; j <= i; ++j)
{
// we want a reducted covariance matrix
_varcovar(i, j) = var(i, j) / p_size;
}
}
// for (unsigned int i = 0; i < s_size; ++i)
// {
// // triangular LOWER matrix, thus j is not going further than i
// for (unsigned int j = 0; j <= i; ++j)
// {
// // we want a reducted covariance matrix
// std::cout << "i " << i << " j " << j << std::endl;
// _varcovar(i, j) = var(i, j) / p_size;
// }
// }
_varcovar = var / p_size;
_mean.resize(s_size);
@ -97,9 +110,7 @@ public:
unsigned int dimsize = pop[0].size();
assert(dimsize > 0);
CovMatrix cov;
cov.update(pop);
CovMatrix cov( pop );
return doNormalMulti< EOT >( cov.get_mean(), cov.get_varcovar() );
}

7
src/doSamplerNormalMulti.h
View file

@ -25,7 +25,7 @@ public:
class Cholesky
{
public:
void update( const ublas::symmetric_matrix< AtomType, ublas::lower >& V)
Cholesky( const ublas::symmetric_matrix< AtomType, ublas::lower >& V)
{
unsigned int Vl = V.size1();
@ -66,7 +66,7 @@ public:
sum += _L(i, k) * _L(i, k);
}
assert( ( V(i, i) - sum ) > 0 );
// assert( ( V(i, i) - sum ) > 0 );
//_L(i, i) = sqrt( V(i, i) - sum );
@ -112,8 +112,7 @@ public:
// L = cholesky decomposition of varcovar
//-------------------------------------------------------------
Cholesky cholesky;
cholesky.update( distrib.varcovar() );
Cholesky cholesky( distrib.varcovar() );
ublas::symmetric_matrix< AtomType, ublas::lower > L = cholesky.get_L();
//-------------------------------------------------------------