| 67 | | int len = length(in.d); |
| 68 | | int p1 = in.posit1 - 1; |
| 69 | | |
| 70 | | double i1 = -0.5*in.nu *log(in.d(p1)) -0.5*sum(log(in.d.right(len - p1 -1))); |
| 71 | | double i0 = -0.5*in.nu0*log(in.d0(p1)) -0.5*sum(log(in.d0.right(len - p1 -1))); |
| 72 | | return i1-i0; |
| 73 | | //DEBUGGing print: |
| 74 | | //fprintf('SELOGLIK1: str=%s loglik=%g\n', strPrintstr(in), l);*/ |
| 75 | | |
| 76 | | } |
| 77 | | |
| 78 | | |
| 79 | | void sedydr(mat &r,mat &f,double &Dr,double &Df,int R/*,int jl,int jh ,mat &rout, mat &fout, double &Drout, double &Dfoutint &kr*/){ |
| 80 | | /*SEDYDR dyadic reduction, performs transformation of sum of 2 dyads |
| 81 | | % |
| 82 | | % [rout, fout, Drout, Dfout, kr] = sedydr(r,f,Dr,Df,R,jl,jh); |
| 83 | | % [rout, fout, Drout, Dfout] = sedydr(r,f,Dr,Df,R); |
| 84 | | % |
| 85 | | % Description: dyadic reduction, performs transformation of sum of |
| 86 | | % 2 dyads r*Dr*r'+ f*Df*f' so that the element of r pointed by R is zeroed |
| 87 | | % |
| 88 | | % r : column vector of reduced dyad |
| 89 | | % f : column vector of reducing dyad |
| 90 | | % Dr : scalar with weight of reduced dyad |
| 91 | | % Df : scalar with weight of reducing dyad |
| 92 | | % R : scalar number giving 1 based index to the element of r, |
| 93 | | % which is to be reduced to |
| 94 | | % zero; the corresponding element of f is assumed to be 1. |
| 95 | | % jl : lower index of the range within which the dyads are |
| 96 | | % modified (can be omitted, then everything is updated) |
| 97 | | % jh : upper index of the range within which the dyads are |
| 98 | | % modified (can be omitted then everything is updated) |
| 99 | | % rout,fout,Drout,dfout : resulting two dyads |
| 100 | | % kr : coefficient used in the transformation of r |
| 101 | | % rnew = r + kr*f |
| 102 | | % |
| 103 | | % Description: dyadic reduction, performs transformation of sum of |
| 104 | | % 2 dyads r*Dr*r'+ f*Df*f' so that the element of r indexed by R is zeroed |
| 105 | | % Remark1: Constant mzero means machine zero and should be modified |
| 106 | | % according to the precision of particular machine |
| 107 | | % Remark2: jl and jh are, in fact, obsolete. It takes longer time to |
| 108 | | % compute them compared to plain version. The reason is that we |
| 109 | | % are doing vector operations in m-file. Other reason is that |
| 110 | | % we need to copy whole vector anyway. It can save half of time for |
| 111 | | % c-file, if you use it correctly. (please do tests) |
| 112 | | % |
| 113 | | % Note: naming: |
| 114 | | % se = structure estimation |
| 115 | | % dydr = dyadic reduction |
| 116 | | % |
| 117 | | % Original Fortran design: V. Peterka 17-7-89 |
| 118 | | % Modified for c-language: probably R. Kulhavy |
| 119 | | % Modified for m-language: L. Tesar 2/2003 |
| 120 | | % Updated: Feb 2003 |
| 121 | | % Project: post-ProDaCTool |
| 122 | | % Reference: none*/ |
| 123 | | |
| 124 | | /*if nargin<6; |
| 125 | | update_whole=1; |
| 126 | | else |
| 127 | | update_whole=0; |
| 128 | | end;*/ |
| 129 | | |
| 130 | | double mzero = 1e-32; |
| 131 | | |
| 132 | | if (Dr<mzero){ |
| 133 | | Dr=0; |
| 134 | | } |
| 135 | | |
| 136 | | double r0 = r(R,0); |
| 137 | | double kD = Df; |
| 138 | | double kr = r0 * Dr; |
| 139 | | |
| 140 | | |
| 141 | | Df = kD + r0 * kr; |
| 142 | | |
| 143 | | if (Df > mzero){ |
| 144 | | kD = kD / Df; |
| 145 | | kr = kr / Df; |
| 146 | | }else{ |
| 147 | | kD = 1; |
| 148 | | kr = 0; |
| 149 | | } |
| 150 | | |
| 151 | | Dr = Dr * kD; |
| 152 | | |
| | 21 | int len = length ( in.d ); |
| | 22 | int p1 = in.posit1 - 1; |
| | 23 | |
| | 24 | double i1 = -0.5 * in.nu * log ( in.d ( p1 ) ) - 0.5 * sum ( log ( in.d.right ( len - p1 - 1 ) ) ); |
| | 25 | double i0 = -0.5 * in.nu0 * log ( in.d0 ( p1 ) ) - 0.5 * sum ( log ( in.d0.right ( len - p1 - 1 ) ) ); |
| | 26 | return i1 - i0; |
| | 27 | //DEBUGGing print: |
| | 28 | //fprintf('SELOGLIK1: str=%s loglik=%g\n', strPrintstr(in), l);*/ |
| | 29 | } |
| | 30 | |
| | 31 | |
| | 32 | void sedydr ( mat &r, mat &f, double &Dr, double &Df, int R/*,int jl,int jh ,mat &rout, mat &fout, double &Drout, double &Dfoutint &kr*/ ) { |
| | 33 | /*SEDYDR dyadic reduction, performs transformation of sum of 2 dyads |
| | 34 | % |
| | 35 | % [rout, fout, Drout, Dfout, kr] = sedydr(r,f,Dr,Df,R,jl,jh); |
| | 36 | % [rout, fout, Drout, Dfout] = sedydr(r,f,Dr,Df,R); |
| | 37 | % |
| | 38 | % Description: dyadic reduction, performs transformation of sum of |
| | 39 | % 2 dyads r*Dr*r'+ f*Df*f' so that the element of r pointed by R is zeroed |
| | 40 | % |
| | 41 | % r : column vector of reduced dyad |
| | 42 | % f : column vector of reducing dyad |
| | 43 | % Dr : scalar with weight of reduced dyad |
| | 44 | % Df : scalar with weight of reducing dyad |
| | 45 | % R : scalar number giving 1 based index to the element of r, |
| | 46 | % which is to be reduced to |
| | 47 | % zero; the corresponding element of f is assumed to be 1. |
| | 48 | % jl : lower index of the range within which the dyads are |
| | 49 | % modified (can be omitted, then everything is updated) |
| | 50 | % jh : upper index of the range within which the dyads are |
| | 51 | % modified (can be omitted then everything is updated) |
| | 52 | % rout,fout,Drout,dfout : resulting two dyads |
| | 53 | % kr : coefficient used in the transformation of r |
| | 54 | % rnew = r + kr*f |
| | 55 | % |
| | 56 | % Description: dyadic reduction, performs transformation of sum of |
| | 57 | % 2 dyads r*Dr*r'+ f*Df*f' so that the element of r indexed by R is zeroed |
| | 58 | % Remark1: Constant mzero means machine zero and should be modified |
| | 59 | % according to the precision of particular machine |
| | 60 | % Remark2: jl and jh are, in fact, obsolete. It takes longer time to |
| | 61 | % compute them compared to plain version. The reason is that we |
| | 62 | % are doing vector operations in m-file. Other reason is that |
| | 63 | % we need to copy whole vector anyway. It can save half of time for |
| | 64 | % c-file, if you use it correctly. (please do tests) |
| | 65 | % |
| | 66 | % Note: naming: |
| | 67 | % se = structure estimation |
| | 68 | % dydr = dyadic reduction |
| | 69 | % |
| | 70 | % Original Fortran design: V. Peterka 17-7-89 |
| | 71 | % Modified for c-language: probably R. Kulhavy |
| | 72 | % Modified for m-language: L. Tesar 2/2003 |
| | 73 | % Updated: Feb 2003 |
| | 74 | % Project: post-ProDaCTool |
| | 75 | % Reference: none*/ |
| | 76 | |
| | 77 | /*if nargin<6; |
| | 78 | update_whole=1; |
| | 79 | else |
| | 80 | update_whole=0; |
| | 81 | end;*/ |
| | 82 | |
| | 83 | double mzero = 1e-32; |
| | 84 | |
| | 85 | if ( Dr < mzero ) { |
| | 86 | Dr = 0; |
| | 87 | } |
| | 88 | |
| | 89 | double r0 = r ( R, 0 ); |
| | 90 | double kD = Df; |
| | 91 | double kr = r0 * Dr; |
| | 92 | |
| | 93 | |
| | 94 | Df = kD + r0 * kr; |
| | 95 | |
| | 96 | if ( Df > mzero ) { |
| | 97 | kD = kD / Df; |
| | 98 | kr = kr / Df; |
| | 99 | } else { |
| | 100 | kD = 1; |
| | 101 | kr = 0; |
| | 102 | } |
| | 103 | |
| | 104 | Dr = Dr * kD; |
| | 105 | |
| 160 | | /*else; |
| 161 | | rout = r; |
| 162 | | fout = f; |
| 163 | | rout(jl:jh) = r(jl:jh) - r0 * f(jl:jh); |
| 164 | | rout(R) = 0; |
| 165 | | fout(jl:jh) = f(jl:jh) + kr * rout(jl:jh); |
| 166 | | end;*/ |
| 167 | | } |
| 168 | | |
| 169 | | |
| 170 | | |
| 171 | | /*mat*/ void seswapudl(mat &L, vec &d , int i/*, vec &dout*/){ |
| 172 | | /*%SESWAPUDL swaps information matrix in decomposition V=L^T diag(d) L |
| 173 | | % |
| 174 | | % [Lout, dout] = seswapudl(L,d,i); |
| 175 | | % |
| 176 | | % L : lower triangular matrix with 1's on diagonal of the decomposistion |
| 177 | | % d : diagonal vector of diagonal matrix of the decomposition |
| 178 | | % i : index of line to be swapped with the next one |
| 179 | | % Lout : output lower triangular matrix |
| 180 | | % dout : output diagional vector of diagonal matrix D |
| 181 | | % |
| 182 | | % Description: |
| 183 | | % Lout' * diag(dout) * Lout = P(i,i+1) * L' * diag(d) * L * P(i,i+1); |
| 184 | | % |
| 185 | | % Where permutation matrix P(i,j) permutates columns if applied from the |
| 186 | | % right and line if applied from the left. |
| 187 | | % |
| 188 | | % Note: naming: |
| 189 | | % se = structure estimation |
| 190 | | % lite = light, simple |
| 191 | | % udl = U*D*L, or more precisely, L'*D*L, also called as ld |
| 192 | | % |
| 193 | | % Design : L. Tesar |
| 194 | | % Updated : Feb 2003 |
| 195 | | % Project : post-ProDaCTool |
| 196 | | % Reference: sedydr*/ |
| 197 | | |
| 198 | | int j = i+1; |
| 199 | | |
| 200 | | double pomd = d(i); |
| 201 | | d(i) = d(j); |
| 202 | | d(j) = pomd; |
| 203 | | |
| 204 | | /*vec pomL = L.get_row(i); |
| 205 | | L.set_row(i, L.get_row(j)); |
| 206 | | L.set_row(j,pomL);*/ |
| 207 | | |
| 208 | | L.swap_rows(i,j); |
| 209 | | L.swap_cols(i,j); |
| 210 | | |
| 211 | | /*pomL = L.get_col(i); |
| 212 | | L.set_col(i, L.get_col(j)); |
| 213 | | L.set_col(j,pomL);*/ |
| 214 | | |
| | 113 | /*else; |
| | 114 | rout = r; |
| | 115 | fout = f; |
| | 116 | rout(jl:jh) = r(jl:jh) - r0 * f(jl:jh); |
| | 117 | rout(R) = 0; |
| | 118 | fout(jl:jh) = f(jl:jh) + kr * rout(jl:jh); |
| | 119 | end;*/ |
| | 120 | } |
| | 121 | |
| | 122 | |
| | 123 | |
| | 124 | /*mat*/ void seswapudl ( mat &L, vec &d , int i/*, vec &dout*/ ) { |
| | 125 | /*%SESWAPUDL swaps information matrix in decomposition V=L^T diag(d) L |
| | 126 | % |
| | 127 | % [Lout, dout] = seswapudl(L,d,i); |
| | 128 | % |
| | 129 | % L : lower triangular matrix with 1's on diagonal of the decomposistion |
| | 130 | % d : diagonal vector of diagonal matrix of the decomposition |
| | 131 | % i : index of line to be swapped with the next one |
| | 132 | % Lout : output lower triangular matrix |
| | 133 | % dout : output diagional vector of diagonal matrix D |
| | 134 | % |
| | 135 | % Description: |
| | 136 | % Lout' * diag(dout) * Lout = P(i,i+1) * L' * diag(d) * L * P(i,i+1); |
| | 137 | % |
| | 138 | % Where permutation matrix P(i,j) permutates columns if applied from the |
| | 139 | % right and line if applied from the left. |
| | 140 | % |
| | 141 | % Note: naming: |
| | 142 | % se = structure estimation |
| | 143 | % lite = light, simple |
| | 144 | % udl = U*D*L, or more precisely, L'*D*L, also called as ld |
| | 145 | % |
| | 146 | % Design : L. Tesar |
| | 147 | % Updated : Feb 2003 |
| | 148 | % Project : post-ProDaCTool |
| | 149 | % Reference: sedydr*/ |
| | 150 | |
| | 151 | int j = i + 1; |
| | 152 | |
| | 153 | double pomd = d ( i ); |
| | 154 | d ( i ) = d ( j ); |
| | 155 | d ( j ) = pomd; |
| | 156 | |
| | 157 | L.swap_rows ( i, j ); |
| | 158 | L.swap_cols ( i, j ); |
| | 159 | |
| | 160 | |
| 270 | | int n_strL = length(in.strL); |
| 271 | | str_aux out = in; |
| 272 | | for (int i = 0; i < removed_elements.length();i++){ |
| 273 | | |
| 274 | | int f = removed_elements(i); |
| 275 | | int posit1 = (find(out.strL==1))(0); |
| 276 | | int positf = (find(out.strL==f))(0); |
| 277 | | int pom_strL; |
| 278 | | for (int g = positf-1; g >posit1 -1; g--) { |
| 279 | | //% BEGIN: We are swapping g and g+1 NOW!!!! |
| 280 | | seswapudl(out.L, out.d, g); |
| 281 | | seswapudl(out.L0, out.d0, g); |
| 282 | | |
| 283 | | pom_strL = out.strL(g); |
| 284 | | out.strL(g)= out.strL(g+1); |
| 285 | | out.strL(g+1) = pom_strL; |
| 286 | | |
| 287 | | //% END |
| 288 | | } |
| 289 | | } |
| 290 | | out.posit1 = (find(out.strL==1))(0)+1; |
| 291 | | out.strRgr = out.strL.right(n_strL - out.posit1); |
| 292 | | out.strMis = out.strL.left(out.posit1-1); |
| 293 | | str_bitres(out.bitstr,removed_elements,out.nbits); |
| 294 | | out.loglik = seloglik1(out); |
| 295 | | |
| 296 | | return out; |
| 297 | | } |
| 298 | | |
| 299 | | |
| 300 | | ivec setdiff(ivec a, ivec b){ |
| 301 | | ivec pos; |
| 302 | | |
| 303 | | for (int i = 0; i < b.length(); i++){ |
| 304 | | pos = find(a==b(i)); |
| 305 | | for (int j = 0; j < pos.length(); j++){ |
| 306 | | a.del(pos(j)-j); |
| 307 | | } |
| 308 | | } |
| 309 | | return a; |
| 310 | | } |
| 311 | | |
| 312 | | |
| 313 | | |
| 314 | | /* |
| 315 | | |
| 316 | | Array<str_aux> add_new(Array<str_aux> global_best,str_aux newone,int nbest){ |
| | 199 | |
| | 200 | int n_strL = length ( in.strL ); |
| | 201 | str_aux out = in; |
| | 202 | |
| | 203 | for ( int i = 0; i < removed_elements.length(); i++ ) { |
| | 204 | |
| | 205 | int f = removed_elements ( i ); |
| | 206 | int posit1 = ( find ( out.strL == 1 ) ) ( 0 ); |
| | 207 | int positf = ( find ( out.strL == f ) ) ( 0 ); |
| | 208 | for ( int g = positf - 1; g > posit1 - 1; g-- ) { |
| | 209 | //% BEGIN: We are swapping g and g+1 NOW!!!! |
| | 210 | seswapudl ( out.L, out.d, g ); |
| | 211 | seswapudl ( out.L0, out.d0, g ); |
| | 212 | |
| | 213 | int pom_strL = out.strL ( g ); |
| | 214 | out.strL ( g ) = out.strL ( g + 1 ); |
| | 215 | out.strL ( g + 1 ) = pom_strL; |
| | 216 | //% END |
| | 217 | } |
| | 218 | |
| | 219 | |
| | 220 | } |
| | 221 | out.posit1 = ( find ( out.strL == 1 ) ) ( 0 ) + 1; |
| | 222 | out.strRgr = out.strL.right ( n_strL - out.posit1 ); |
| | 223 | out.strMis = out.strL.left ( out.posit1 - 1 ); |
| | 224 | str_bitres ( out.bitstr, removed_elements, out.nbits ); |
| | 225 | out.loglik = seloglik1 ( out ); |
| | 226 | |
| | 227 | return out; |
| | 228 | } |
| | 229 | |
| | 230 | |
| | 231 | ivec setdiff ( ivec a, ivec b ) { |
| | 232 | ivec pos; |
| | 233 | |
| | 234 | for ( int i = 0; i < b.length(); i++ ) { |
| | 235 | pos = find ( a == b ( i ) ); |
| | 236 | for ( int j = 0; j < pos.length(); j++ ) { |
| | 237 | a.del ( pos ( j ) - j ); |
| | 238 | } |
| | 239 | } |
| | 240 | return a; |
| | 241 | } |
| | 242 | |
| | 243 | |
| | 244 | |
| | 245 | |
| | 246 | void add_new ( Array<str_aux> &global_best, str_aux newone, int nbest ) { |
| 319 | | |
| 320 | | Array<str_aux> global_best_out; |
| 321 | | if (global_best.length() >= nbest){ |
| 322 | | //logliks = [global_best.loglik]; |
| 323 | | |
| 324 | | vec logliks(1); |
| 325 | | logliks(0) = global_best(0).loglik; |
| 326 | | for (int j = 1; j < global_best.length(); j++) |
| 327 | | logliks = concat(logliks, global_best(j).loglik); |
| 328 | | |
| 329 | | int i, addit; |
| 330 | | double loglik = min(logliks, i); |
| 331 | | global_best_out = global_best; |
| 332 | | if (loglik < newone.loglik){ |
| 333 | | // if ~any(logliks == new.loglik); |
| 334 | | addit=1; |
| 335 | | |
| 336 | | |
| 337 | | |
| 338 | | if (newone.bitstr.length() == 1) { |
| 339 | | for (int j = 0; j < global_best.length(); j++){ |
| 340 | | for(int i = 0; i < global_best(j).bitstr.length(); i++){ |
| 341 | | |
| 342 | | if (newone.bitstr(0) == global_best(j).bitstr(i)){ |
| 343 | | addit = 0; |
| 344 | | break; |
| 345 | | } |
| 346 | | } |
| 347 | | } |
| 348 | | } |
| 349 | | if (addit){ |
| 350 | | global_best_out(i) = newone; |
| 351 | | // DEBUGging print: |
| 352 | | // fprintf('ADDED structure, add_new: %s, loglik=%g\n', strPrintstr(new), new.loglik); |
| 353 | | } |
| 354 | | } |
| 355 | | } |
| 356 | | else |
| 357 | | global_best_out = concat(global_best, newone); |
| 358 | | |
| 359 | | return global_best_out; |
| 360 | | |
| 361 | | } |
| 362 | | |
| 363 | | */ |
| 364 | | |
| 365 | | void add_new(Array<str_aux> &global_best,str_aux newone,int nbest){ |
| 366 | | // Eventually add to global best, but do not go over nbest values |
| 367 | | // Also avoids repeating things, which makes this function awfully slow |
| 368 | | |
| 369 | | int addit, i = 0; |
| 370 | | if (global_best.length() >= nbest){ |
| 371 | | //logliks = [global_best.loglik]; |
| 372 | | |
| 373 | | |
| 374 | | for (int j = 1; j < global_best.length(); j++){ |
| 375 | | if (global_best(j).loglik < global_best(i).loglik) { |
| 376 | | i = j; |
| 377 | | } |
| 378 | | } |
| 379 | | |
| 380 | | if (global_best(i).loglik < newone.loglik){ |
| 381 | | // if ~any(logliks == new.loglik); |
| 382 | | addit=1; |
| 383 | | |
| 384 | | |
| 385 | | //???????????????????????????????????????????? |
| 386 | | if (newone.bitstr.length() == 1) { |
| 387 | | for (int j = 0; j < global_best.length(); j++){ |
| 388 | | for(int i = 0; i < global_best(j).bitstr.length(); i++){ |
| 389 | | |
| 390 | | if (newone.bitstr(0) == global_best(j).bitstr(i)){ |
| 391 | | addit = 0; |
| 392 | | break; |
| 393 | | } |
| 394 | | } |
| 395 | | } |
| 396 | | } |
| 397 | | |
| 398 | | |
| 399 | | //????????????????????????????????????????????????? |
| 400 | | |
| 401 | | if (addit){ |
| 402 | | global_best(i) = newone; |
| 403 | | // DEBUGging print: |
| 404 | | // fprintf('ADDED structure, add_new: %s, loglik=%g\n', strPrintstr(new), new.loglik); |
| 405 | | } |
| 406 | | } |
| 407 | | } |
| 408 | | else |
| 409 | | global_best = concat(global_best, newone); |
| 410 | | |
| 411 | | } |
| 412 | | |
| 413 | | |
| 414 | | |
| 415 | | |
| 416 | | |
| 417 | | |
| 418 | | str_aux sestrinsert(str_aux in,ivec inserted_elements){ |
| | 249 | |
| | 250 | int addit, i = 0; |
| | 251 | if ( global_best.length() >= nbest ) { |
| | 252 | //logliks = [global_best.loglik]; |
| | 253 | |
| | 254 | for ( int j = 1; j < global_best.length(); j++ ) { |
| | 255 | if ( global_best ( j ).loglik < global_best ( i ).loglik ) { |
| | 256 | i = j; |
| | 257 | } |
| | 258 | } |
| | 259 | if ( global_best ( i ).loglik < newone.loglik ) { |
| | 260 | // if ~any(logliks == new.loglik); |
| | 261 | addit = 1; |
| | 262 | |
| | 263 | |
| | 264 | for (int j = 0; j < global_best.length(); j++){ |
| | 265 | if (newone.bitstr == global_best(j).bitstr){ |
| | 266 | addit = 0; |
| | 267 | break; |
| | 268 | } |
| | 269 | } |
| | 270 | if ( addit ) { |
| | 271 | global_best ( i ) = newone; |
| | 272 | // DEBUGging print: |
| | 273 | // fprintf('ADDED structure, add_new: %s, loglik=%g\n', strPrintstr(new), new.loglik); |
| | 274 | } |
| | 275 | } |
| | 276 | } else |
| | 277 | global_best = concat ( global_best, newone ); |
| | 278 | |
| | 279 | } |
| | 280 | |
| | 281 | |
| | 282 | |
| | 283 | |
| | 284 | |
| | 285 | |
| | 286 | str_aux sestrinsert ( str_aux in, ivec inserted_elements ) { |
| 420 | | int n_strL = in.strL.length(); |
| 421 | | str_aux out = in; |
| 422 | | for (int j = 0;j < inserted_elements.length(); j++){ |
| 423 | | int f = inserted_elements(j); |
| 424 | | int posit1 = (find(out.strL==1))(0); |
| 425 | | int positf = (find(out.strL==f))(0); |
| 426 | | for (int g = positf; g <= posit1-1; g++ ){ |
| 427 | | |
| 428 | | // BEGIN: We are swapping g and g+1 NOW!!!! |
| 429 | | seswapudl(out.L, out.d, g); |
| 430 | | seswapudl(out.L0, out.d0, g); |
| 431 | | |
| 432 | | |
| 433 | | int pom_strL = out.strL(g); |
| 434 | | out.strL(g)= out.strL(g+1); |
| 435 | | out.strL(g+1) = pom_strL; |
| 436 | | |
| 437 | | // END |
| 438 | | } |
| 439 | | } |
| 440 | | |
| 441 | | out.posit1 = (find(out.strL==1))(0)+1; |
| 442 | | out.strRgr = out.strL.right(n_strL - out.posit1); |
| 443 | | out.strMis = out.strL.left(out.posit1-1); |
| 444 | | str_bitset(out.bitstr,inserted_elements,out.nbits); |
| 445 | | |
| 446 | | out.loglik = seloglik1(out); |
| 447 | | |
| 448 | | |
| 449 | | |
| 450 | | return out; |
| 451 | | |
| 452 | | } |
| 453 | | |
| 454 | | double seloglik2(str_aux in){ |
| | 288 | int n_strL = in.strL.length(); |
| | 289 | str_aux out = in; |
| | 290 | for ( int j = 0; j < inserted_elements.length(); j++ ) { |
| | 291 | int f = inserted_elements ( j ); |
| | 292 | int posit1 = ( find ( out.strL == 1 ) ) ( 0 ); |
| | 293 | int positf = ( find ( out.strL == f ) ) ( 0 ); |
| | 294 | for ( int g = positf; g <= posit1 - 1; g++ ) { |
| | 295 | |
| | 296 | // BEGIN: We are swapping g and g+1 NOW!!!! |
| | 297 | seswapudl ( out.L, out.d, g ); |
| | 298 | seswapudl ( out.L0, out.d0, g ); |
| | 299 | |
| | 300 | int pom_strL = out.strL ( g ); |
| | 301 | out.strL ( g ) = out.strL ( g + 1 ); |
| | 302 | out.strL ( g + 1 ) = pom_strL; |
| | 303 | |
| | 304 | // END |
| | 305 | } |
| | 306 | } |
| | 307 | |
| | 308 | out.posit1 = ( find ( out.strL == 1 ) ) ( 0 ) + 1; |
| | 309 | out.strRgr = out.strL.right ( n_strL - out.posit1 ); |
| | 310 | out.strMis = out.strL.left ( out.posit1 - 1 ); |
| | 311 | str_bitset ( out.bitstr, inserted_elements, out.nbits ); |
| | 312 | out.loglik = seloglik1 ( out ); |
| | 313 | |
| | 314 | return out; |
| | 315 | } |
| | 316 | |
| | 317 | double seloglik2 ( str_aux in ) { |
| 471 | | const mat &L = Ld._L(); |
| 472 | | const vec &d = Ld._D(); |
| 473 | | |
| 474 | | const mat &L0 = Ld0._L(); |
| 475 | | const vec &d0 = Ld0._D(); |
| 476 | | |
| 477 | | int n_data = d.length(); |
| 478 | | |
| 479 | | ivec belief_out = find(belief==4)+2; // we are avoiding to put this into regressor |
| 480 | | ivec belief_in = find(belief==1)+2; // we are instantly keeping this in regressor |
| 481 | | |
| 482 | | |
| 483 | | str_aux full; |
| 484 | | |
| 485 | | full.d0 = d0; |
| 486 | | full.nu0 = nu0; |
| 487 | | full.L0 = L0; |
| 488 | | full.L = L; |
| 489 | | full.d = d; |
| 490 | | |
| 491 | | |
| 492 | | |
| 493 | | /*full.d0 = "0.012360650875200 0.975779169502626 1.209840558439000"; |
| 494 | | |
| 495 | | full.L0 = "1.0000 0 0;" |
| 496 | | "0.999427690134298 1.0000 0;" |
| 497 | | "0.546994424043659 0.534335486953833 1.0000"; |
| 498 | | |
| 499 | | |
| 500 | | full.L = "1.0000 0 0;" |
| 501 | | "0.364376353850780 1.0000 0;" |
| 502 | | "1.222141096674815 1.286534510946323 1.0000"; |
| 503 | | |
| 504 | | full.d = "0.001610356837691 3.497566869589465 3.236640487818002"; |
| 505 | | */ |
| 506 | | |
| 507 | | fstream F; |
| 508 | | |
| 509 | | |
| 510 | | |
| 511 | | |
| 512 | | F.open("soubor3.txt", ios::in); |
| 513 | | F << setiosflags(ios::scientific); |
| 514 | | F << setprecision(16); |
| 515 | | F.flags(0x1); |
| 516 | | |
| 517 | | |
| 518 | | for (int i = 0; i < n_data ; i++){ |
| 519 | | F >> full.d0(i); |
| 520 | | } |
| 521 | | |
| 522 | | |
| 523 | | |
| 524 | | for (int i =0; i < n_data; i++){ |
| 525 | | for (int j = 0 ; j < n_data ; j++){ |
| 526 | | F >> full.L0(j,i); |
| 527 | | } |
| 528 | | } |
| 529 | | |
| 530 | | for (int i = 0; i < n_data ; i++){ |
| 531 | | F >> full.d(i); |
| 532 | | } |
| 533 | | |
| 534 | | |
| 535 | | for (int i =0; i < n_data; i++){ |
| 536 | | for (int j = 0 ; j < n_data ; j++){ |
| 537 | | F >> full.L(j,i); |
| 538 | | } |
| 539 | | } |
| 540 | | |
| 541 | | |
| 542 | | full.nu0 = nu0; |
| 543 | | full.nu = nu; |
| 544 | | full.strL = linspace(1,n_data); |
| 545 | | full.strRgr = linspace(2,n_data); |
| 546 | | full.strMis = ivec(0); |
| 547 | | full.posit1 = 1; |
| 548 | | full.bitstr.set_size(n_data-1); |
| 549 | | full.bitstr.clear(); |
| 550 | | str_bitset(full.bitstr,full.strRgr,full.nbits); |
| 551 | | //full.nbits = std::numeric_lim its<double>::digits-1; // number of bits available in double |
| 552 | | /*bvec in(n_data-1); |
| 553 | | in.clear(); |
| 554 | | full.bitstr = str_bitset(in,full.strRgr,full.nbits);*/ |
| 555 | | |
| 556 | | |
| 557 | | |
| 558 | | |
| 559 | | full.loglik = seloglik1(full); // % loglikelihood |
| 560 | | |
| 561 | | |
| 562 | | |
| | 334 | const mat &L = Ld._L(); |
| | 335 | const vec &d = Ld._D(); |
| | 336 | |
| | 337 | const mat &L0 = Ld0._L(); |
| | 338 | const vec &d0 = Ld0._D(); |
| | 339 | |
| | 340 | int n_data = d.length(); |
| | 341 | |
| | 342 | ivec belief_out = find ( belief == 4 ) + 2; // we are avoiding to put this into regressor |
| | 343 | ivec belief_in = find ( belief == 1 ) + 2; // we are instantly keeping this in regressor |
| | 344 | |
| | 345 | str_aux full; |
| | 346 | |
| | 347 | full.d0 = d0; |
| | 348 | full.nu0 = nu0; |
| | 349 | full.L0 = L0; |
| | 350 | full.L = L; |
| | 351 | full.d = d; |
| | 352 | full.nu0 = nu0; |
| | 353 | full.nu = nu; |
| | 354 | full.strL = linspace ( 1, n_data ); |
| | 355 | full.strRgr = linspace ( 2, n_data ); |
| | 356 | full.strMis = ivec ( 0 ); |
| | 357 | full.posit1 = 1; |
| | 358 | full.bitstr.set_size ( n_data - 1 ); |
| | 359 | full.bitstr.clear(); |
| | 360 | str_bitset ( full.bitstr, full.strRgr, full.nbits ); |
| | 361 | full.loglik = seloglik1 ( full ); // % loglikelihood |
| 605 | | str_aux best; |
| 606 | | for (int n_start = -1; n_start <= max_nrep; n_start++){ |
| 607 | | str_aux last,best; |
| 608 | | |
| 609 | | to = n_start+2; |
| 610 | | |
| 611 | | if (n_start == -1){ |
| 612 | | //% start from the full structure |
| 613 | | last = full; |
| 614 | | } |
| 615 | | else {if (n_start == 0) |
| 616 | | //% start from the empty structure |
| 617 | | last = empty; |
| 618 | | |
| 619 | | else{ |
| 620 | | //% start from random structure |
| 621 | | |
| 622 | | ivec last_str = find(to_bvec<int>(::concat<int>(0,floor_i(2*randu(n_data-1)))));// this creates random vector consisting of indexes, and sorted |
| 623 | | last = sestrremove(full,setdiff(all_str,::concat<int>(::concat<int>(1 ,last_str), empty.strRgr))); |
| 624 | | |
| 625 | | } |
| 626 | | } |
| 627 | | //% DEBUGging print: |
| 628 | | //%fprintf('STRUCTURE generated in loop %2i was %s\n', n_start, strPrintstr(last)); |
| 629 | | |
| 630 | | //% The loop is repeated until likelihood stops growing (break condition |
| 631 | | //% used at the end; |
| 632 | | |
| 633 | | |
| 634 | | while (1){ |
| 635 | | //% This structure is going to hold the best elements |
| 636 | | best = last; |
| 637 | | //% Nesting by removing elements (enpoorment) |
| 638 | | ivec removed_items = setdiff(last.strRgr,belief_in); |
| 639 | | |
| 640 | | ivec removed_item; |
| 641 | | str_aux newone; |
| 642 | | |
| 643 | | for (int i = 0; i < removed_items.length(); i++){ |
| 644 | | removed_item = vec_1(removed_items(i)); |
| 645 | | newone = sestrremove(last,removed_item);//????????????????????????????? |
| 646 | | if (nbest>1){ |
| 647 | | add_new(global_best,newone,nbest); |
| 648 | | } |
| 649 | | if (newone.loglik>best.loglik){ |
| 650 | | best = newone; |
| 651 | | } |
| 652 | | } |
| 653 | | //% Nesting by adding elements (enrichment) |
| 654 | | ivec added_items = setdiff(last.strMis,belief_out); |
| 655 | | ivec added_item; |
| 656 | | |
| 657 | | for (int j = 0; j < added_items.length(); j++){ |
| 658 | | added_item = vec_1(added_items(j)); |
| 659 | | newone = sestrinsert(last,added_item); |
| 660 | | if (nbest>1){ |
| 661 | | add_new(global_best,newone,nbest); |
| 662 | | } |
| 663 | | if (newone.loglik>best.loglik){ |
| 664 | | best = newone; |
| 665 | | } |
| 666 | | } |
| 667 | | |
| 668 | | |
| 669 | | |
| 670 | | |
| 671 | | |
| 672 | | //% Break condition if likelihood does not change. |
| 673 | | if (best.loglik <= last.loglik) |
| 674 | | break; |
| 675 | | else |
| 676 | | //% Making best structure last structure. |
| 677 | | last = best; |
| 678 | | |
| 679 | | |
| 680 | | } |
| 681 | | |
| 682 | | |
| 683 | | |
| 684 | | |
| 685 | | |
| 686 | | // % DEBUGging print: |
| 687 | | //%fprintf('STRUCTURE found (local maxima) in loop %2i was %s randun_seed=%11lu randun_counter=%4lu\n', n_start, strPrintstr(best), randn('seed'), RANDUN_COUNTER); |
| 688 | | |
| 689 | | //% Collecting of the best structure in case we don't need the second parameter |
| 690 | | if (nbest<=1){ |
| 691 | | if (best.loglik > global_best(0).loglik){ |
| 692 | | global_best = best; |
| 693 | | } |
| 694 | | } |
| 695 | | |
| 696 | | //% uniqueness of the structure found |
| 697 | | int append = 1; |
| 698 | | |
| 699 | | |
| 700 | | for(int j = 0; j < local_max.rows() ; j++){ |
| 701 | | if (best.bitstr == local_max.get_row(j)){ |
| 702 | | append = 0; |
| 703 | | break; |
| 704 | | } |
| 705 | | } |
| 706 | | |
| 707 | | |
| 708 | | if (append){ |
| 709 | | local_max.append_row(best.bitstr); |
| 710 | | muto = muto + 1; |
| 711 | | } |
| 712 | | |
| 713 | | //% stopping rule: |
| 714 | | double maxmuto = (to-order_k-1)/lambda-to+1; |
| 715 | | if (to>2){ |
| 716 | | if (maxmuto>=muto){ |
| 717 | | //% fprintf('*'); |
| 718 | | break; |
| 719 | | } |
| 720 | | } |
| 721 | | |
| 722 | | // do statistics if necessary: |
| 723 | | //if (nargout>=3){ |
| 724 | | mutos(to-1) = muto; |
| 725 | | maxmutos(to-1) = maxmuto; |
| 726 | | //} |
| 727 | | } |
| 728 | | |
| | 399 | str_aux best; |
| | 400 | for ( int n_start = -1; n_start <= max_nrep; n_start++ ) { |
| | 401 | str_aux last, best; |
| | 402 | |
| | 403 | to = n_start + 2; |
| | 404 | |
| | 405 | if ( n_start == -1 ) { |
| | 406 | //% start from the full structure |
| | 407 | last = full; |
| | 408 | } else { |
| | 409 | if ( n_start == 0 ) |
| | 410 | //% start from the empty structure |
| | 411 | last = empty; |
| | 412 | |
| | 413 | else { |
| | 414 | //% start from random structure |
| | 415 | |
| | 416 | |
| | 417 | |
| | 418 | ivec last_str = find ( to_bvec( concat( 0, floor_i ( 2 * randun ( n_data - 1 )) ) ) ) + 1;// this creates random vector consisting of indexes, and sorted |
| | 419 | last = sestrremove ( full, setdiff ( all_str, concat( concat( 1 , last_str ), empty.strRgr ) ) ); |
| | 420 | |
| | 421 | } |
| | 422 | } |
| | 423 | //% DEBUGging print: |
| | 424 | //%fprintf('STRUCTURE generated in loop %2i was %s\n', n_start, strPrintstr(last)); |
| | 425 | |
| | 426 | //% The loop is repeated until likelihood stops growing (break condition |
| | 427 | //% used at the end; |
| | 428 | |
| | 429 | |
| | 430 | while ( 1 ) { |
| | 431 | //% This structure is going to hold the best elements |
| | 432 | best = last; |
| | 433 | //% Nesting by removing elements (enpoorment) |
| | 434 | ivec removed_items = setdiff ( last.strRgr, belief_in ); |
| | 435 | |
| | 436 | ivec removed_item; |
| | 437 | str_aux newone; |
| | 438 | |
| | 439 | for ( int i = 0; i < removed_items.length(); i++ ) { |
| | 440 | removed_item = vec_1 ( removed_items ( i ) ); |
| | 441 | newone = sestrremove ( last, removed_item ); |
| | 442 | if ( nbest > 1 ) { |
| | 443 | add_new ( global_best, newone, nbest ); |
| | 444 | } |
| | 445 | if ( newone.loglik > best.loglik ) { |
| | 446 | best = newone; |
| | 447 | } |
| | 448 | } |
| | 449 | //% Nesting by adding elements (enrichment) |
| | 450 | ivec added_items = setdiff( last.strMis, belief_out ); |
| | 451 | ivec added_item; |
| | 452 | |
| | 453 | for ( int j = 0; j < added_items.length(); j++ ) { |
| | 454 | added_item = vec_1 ( added_items ( j ) ); |
| | 455 | newone = sestrinsert ( last, added_item ); |
| | 456 | if ( nbest > 1 ) { |
| | 457 | add_new ( global_best, newone, nbest ); |
| | 458 | } |
| | 459 | if ( newone.loglik > best.loglik ) { |
| | 460 | best = newone; |
| | 461 | } |
| | 462 | } |
| | 463 | |
| | 464 | |
| | 465 | //% Break condition if likelihood does not change. |
| | 466 | if ( best.loglik <= last.loglik ) |
| | 467 | break; |
| | 468 | else |
| | 469 | //% Making best structure last structure. |
| | 470 | last = best; |
| | 471 | } |
| | 472 | |
| | 473 | |
| | 474 | // % DEBUGging print: |
| | 475 | //%fprintf('STRUCTURE found (local maxima) in loop %2i was %s randun_seed=%11lu randun_counter=%4lu\n', n_start, strPrintstr(best), randn('seed'), RANDUN_COUNTER); |
| | 476 | |
| | 477 | //% Collecting of the best structure in case we don't need the second parameter |
| | 478 | if ( nbest <= 1 ) { |
| | 479 | if ( best.loglik > global_best ( 0 ).loglik ) { |
| | 480 | global_best = best; |
| | 481 | } |
| | 482 | } |
| | 483 | |
| | 484 | //% uniqueness of the structure found |
| | 485 | int append = 1; |
| | 486 | |
| | 487 | for ( int j = 0; j < local_max.rows() ; j++ ) { |
| | 488 | if ( best.bitstr == local_max.get_row ( j ) ) { |
| | 489 | append = 0; |
| | 490 | break; |
| | 491 | } |
| | 492 | } |
| | 493 | |
| | 494 | |
| | 495 | if ( append ) { |
| | 496 | local_max.append_row ( best.bitstr ); |
| | 497 | muto = muto + 1; |
| | 498 | } |
| | 499 | |
| | 500 | //% stopping rule: |
| | 501 | double maxmuto = ( to - order_k - 1 ) / lambda - to + 1; |
| | 502 | if ( to > 2 ) { |
| | 503 | if ( maxmuto >= muto ) { |
| | 504 | //% fprintf('*'); |
| | 505 | break; |
| | 506 | } |
| | 507 | } |
| | 508 | |
| | 509 | // do statistics if necessary: |
| | 510 | //if (nargout>=3){ |
| | 511 | mutos ( to - 1 ) = muto; |
| | 512 | maxmutos ( to - 1 ) = maxmuto; |
| | 513 | //} |
| | 514 | } |
| | 515 | |
| 781 | | return best.strRgr; |
| 782 | | |
| 783 | | } |
| 784 | | |
| 785 | | #ifdef LADIM |
| 786 | | //% randun seed stuff: |
| 787 | | //%randn('seed',SEED); |
| 788 | | |
| 789 | | //% --------------------- END of MAIN program -------------------- |
| 790 | | |
| 791 | | % This is needed for bitstr manipulations |
| 792 | | /*function out = str_bitset(in,ns,nbits) |
| 793 | | out = in; |
| 794 | | for n = ns; |
| 795 | | index = 1+floor((n-2)/nbits); |
| 796 | | bitindex = 1+rem(n-2,nbits); |
| 797 | | out(index) = bitset(out(index),bitindex); |
| 798 | | end; |
| 799 | | function out = str_bitres(in,ns,nbits) |
| 800 | | out = in; |
| 801 | | for n = ns; |
| 802 | | index = 1+floor((n-2)/nbits); |
| 803 | | bitindex = 1+rem(n-2,nbits); |
| 804 | | mask = bitset(0,bitindex); |
| 805 | | out(index) = bitxor(bitor(out(index),mask),mask); |
| 806 | | end;*/ |
| 807 | | |
| 808 | | function out = strPrintstr(in) |
| 809 | | out = '0'; |
| 810 | | nbits = in.nbits; |
| 811 | | for f = 2:length(in.d0); |
| 812 | | index = 1+floor((f-2)/nbits); |
| 813 | | bitindex = 1+rem(f-2,nbits); |
| 814 | | if bitget(in.bitstr(index),bitindex); |
| 815 | | out(f) = '1'; |
| 816 | | else; |
| 817 | | out(f) = '0'; |
| 818 | | end; |
| 819 | | end; |
| 820 | | |
| 821 | | /*function global_best_out = add_new(global_best,new,nbest) |
| 822 | | % Eventually add to global best, but do not go over nbest values |
| 823 | | % Also avoids repeating things, which makes this function awfully slow |
| 824 | | if length(global_best)>=nbest; |
| 825 | | logliks = [global_best.loglik]; |
| 826 | | [loglik i] = min(logliks); |
| 827 | | global_best_out = global_best; |
| 828 | | if loglik<new.loglik; |
| 829 | | % if ~any(logliks == new.loglik); |
| 830 | | addit=1; |
| 831 | | for f = [global_best.bitstr]; |
| 832 | | if f == new.bitstr; |
| 833 | | addit = 0; |
| 834 | | break; |
| 835 | | end; |
| 836 | | end; |
| 837 | | if addit; |
| 838 | | global_best_out(i) = new; |
| 839 | | % DEBUGging print: |
| 840 | | % fprintf('ADDED structure, add_new: %s, loglik=%g\n', strPrintstr(new), new.loglik); |
| 841 | | end; |
| 842 | | end; |
| 843 | | else; |
| 844 | | global_best_out = [global_best new]; |
| 845 | | end;*/ |
| 846 | | |
| 847 | | /*function out = sestrremove(in,removed_elements); |
| 848 | | % Removes elements from regressor |
| 849 | | n_strL = length(in.strL); |
| 850 | | out = in; |
| 851 | | for f=removed_elements; |
| 852 | | posit1 = find(out.strL==1); |
| 853 | | positf = find(out.strL==f); |
| 854 | | for g=(positf-1):-1:posit1; |
| 855 | | % BEGIN: We are swapping g and g+1 NOW!!!! |
| 856 | | [out.L, out.d] = seswapudl(out.L, out.d, g); |
| 857 | | [out.L0, out.d0] = seswapudl(out.L0, out.d0, g); |
| 858 | | out.strL([g g+1]) = [out.strL(g+1) out.strL(g)]; |
| 859 | | % END |
| 860 | | end; |
| 861 | | end; |
| 862 | | out.posit1 = find(out.strL==1); |
| 863 | | out.strRgr = out.strL((out.posit1+1):n_strL); |
| 864 | | out.strMis = out.strL(1:(out.posit1-1)); |
| 865 | | out.bitstr = str_bitres(out.bitstr,removed_elements,out.nbits); |
| 866 | | out.loglik = seloglik1(out);*/ |
| 867 | | |
| 868 | | /*function out = sestrinsert(in,inserted_elements); |
| 869 | | % Moves elements into regressor |
| 870 | | n_strL = length(in.strL); |
| 871 | | out = in; |
| 872 | | for f=inserted_elements; |
| 873 | | posit1 = find(out.strL==1); |
| 874 | | positf = find(out.strL==f); |
| 875 | | for g=positf:(posit1-1); |
| 876 | | % BEGIN: We are swapping g and g+1 NOW!!!! |
| 877 | | [out.L, out.d] = seswapudl(out.L, out.d, g); |
| 878 | | [out.L0, out.d0] = seswapudl(out.L0, out.d0, g); |
| 879 | | out.strL([g g+1]) = [out.strL(g+1) out.strL(g)]; |
| 880 | | % END |
| 881 | | end; |
| 882 | | end; |
| 883 | | out.posit1 = find(out.strL==1); |
| 884 | | out.strRgr = out.strL((out.posit1+1):n_strL); |
| 885 | | out.strMis = out.strL(1:(out.posit1-1)); |
| 886 | | out.bitstr = str_bitset(out.bitstr,inserted_elements,out.nbits); |
| 887 | | out.loglik = seloglik1(out);*/ |
| 888 | | |
| 889 | | % |
| 890 | | % seloglik_real = seloglik1 + seloglik2 |
| 891 | | % |
| 892 | | |
| 893 | | /*function l = seloglik1(in) |
| 894 | | % This is the loglikelihood (non-constant part) - this should be used in |
| 895 | | % frequent computation |
| 896 | | len = length(in.d); |
| 897 | | p1 = in.posit1; |
| 898 | | |
| 899 | | i1 = -0.5*in.nu *log(in.d (p1)) -0.5*sum(log(in.d ((p1+1):len))); |
| 900 | | i0 = -0.5*in.nu0*log(in.d0(p1)) -0.5*sum(log(in.d0((p1+1):len))); |
| 901 | | l = i1-i0; |
| 902 | | |
| 903 | | % DEBUGGing print: |
| 904 | | % fprintf('SELOGLIK1: str=%s loglik=%g\n', strPrintstr(in), l);*/ |
| 905 | | |
| 906 | | |
| 907 | | function l = seloglik2(in) |
| 908 | | % This is the loglikelihood (constant part) - this should be added to |
| 909 | | % everything at the end. It needs some computation, so it is useless to |
| 910 | | % make it for all the stuff |
| 911 | | logpi = log(pi); |
| 912 | | |
| 913 | | i1 = gammaln(in.nu /2) - 0.5*in.nu *logpi; |
| 914 | | i0 = gammaln(in.nu0/2) - 0.5*in.nu0*logpi; |
| 915 | | l = i1-i0; |
| 916 | | |
| 917 | | |
| 918 | | /*function [Lout, dout] = seswapudl(L,d,i); |
| 919 | | %SESWAPUDL swaps information matrix in decomposition V=L^T diag(d) L |
| 920 | | % |
| 921 | | % [Lout, dout] = seswapudl(L,d,i); |
| 922 | | % |
| 923 | | % L : lower triangular matrix with 1's on diagonal of the decomposistion |
| 924 | | % d : diagonal vector of diagonal matrix of the decomposition |
| 925 | | % i : index of line to be swapped with the next one |
| 926 | | % Lout : output lower triangular matrix |
| 927 | | % dout : output diagional vector of diagonal matrix D |
| 928 | | % |
| 929 | | % Description: |
| 930 | | % Lout' * diag(dout) * Lout = P(i,i+1) * L' * diag(d) * L * P(i,i+1); |
| 931 | | % |
| 932 | | % Where permutation matrix P(i,j) permutates columns if applied from the |
| 933 | | % right and line if applied from the left. |
| 934 | | % |
| 935 | | % Note: naming: |
| 936 | | % se = structure estimation |
| 937 | | % lite = light, simple |
| 938 | | % udl = U*D*L, or more precisely, L'*D*L, also called as ld |
| 939 | | % |
| 940 | | % Design : L. Tesar |
| 941 | | % Updated : Feb 2003 |
| 942 | | % Project : post-ProDaCTool |
| 943 | | % Reference: sedydr |
| 944 | | |
| 945 | | j = i+1; |
| 946 | | |
| 947 | | pomd = d(i); |
| 948 | | d(i) = d(j); |
| 949 | | d(j) = pomd; |
| 950 | | |
| 951 | | pomL = L(i,:); |
| 952 | | L(i,:) = L(j,:); |
| 953 | | L(j,:) = pomL; |
| 954 | | |
| 955 | | pomL = L(:,i); |
| 956 | | L(:,i) = L(:,j); |
| 957 | | L(:,j) = pomL; |
| 958 | | |
| 959 | | % We must be working with LINES of matrix L ! |
| 960 | | |
| 961 | | r = L(i,:)'; |
| 962 | | f = L(j,:)'; |
| 963 | | Dr = d(i); |
| 964 | | Df = d(j); |
| 965 | | |
| 966 | | [r, f, Dr, Df] = sedydr(r, f, Dr, Df, j); |
| 967 | | |
| 968 | | r0 = r(i); |
| 969 | | Dr = Dr*r0*r0; |
| 970 | | r = r/r0; |
| 971 | | |
| 972 | | L(i,:) = r'; |
| 973 | | L(j,:) = f'; |
| 974 | | d(i) = Dr; |
| 975 | | d(j) = Df; |
| 976 | | |
| 977 | | L(i,i) = 1; |
| 978 | | L(j,j) = 1; |
| 979 | | |
| 980 | | Lout = L; |
| 981 | | dout = d;*/ |
| 982 | | |
| 983 | | /*function [rout, fout, Drout, Dfout, kr] = sedydr(r,f,Dr,Df,R,jl,jh); |
| 984 | | %SEDYDR dyadic reduction, performs transformation of sum of 2 dyads |
| 985 | | % |
| 986 | | % [rout, fout, Drout, Dfout, kr] = sedydr(r,f,Dr,Df,R,jl,jh); |
| 987 | | % [rout, fout, Drout, Dfout] = sedydr(r,f,Dr,Df,R); |
| 988 | | % |
| 989 | | % Description: dyadic reduction, performs transformation of sum of |
| 990 | | % 2 dyads r*Dr*r'+ f*Df*f' so that the element of r pointed by R is zeroed |
| 991 | | % |
| 992 | | % r : column vector of reduced dyad |
| 993 | | % f : column vector of reducing dyad |
| 994 | | % Dr : scalar with weight of reduced dyad |
| 995 | | % Df : scalar with weight of reducing dyad |
| 996 | | % R : scalar number giving 1 based index to the element of r, |
| 997 | | % which is to be reduced to |
| 998 | | % zero; the corresponding element of f is assumed to be 1. |
| 999 | | % jl : lower index of the range within which the dyads are |
| 1000 | | % modified (can be omitted, then everything is updated) |
| 1001 | | % jh : upper index of the range within which the dyads are |
| 1002 | | % modified (can be omitted then everything is updated) |
| 1003 | | % rout,fout,Drout,dfout : resulting two dyads |
| 1004 | | % kr : coefficient used in the transformation of r |
| 1005 | | % rnew = r + kr*f |
| 1006 | | % |
| 1007 | | % Description: dyadic reduction, performs transformation of sum of |
| 1008 | | % 2 dyads r*Dr*r'+ f*Df*f' so that the element of r indexed by R is zeroed |
| 1009 | | % Remark1: Constant mzero means machine zero and should be modified |
| 1010 | | % according to the precision of particular machine |
| 1011 | | % Remark2: jl and jh are, in fact, obsolete. It takes longer time to |
| 1012 | | % compute them compared to plain version. The reason is that we |
| 1013 | | % are doing vector operations in m-file. Other reason is that |
| 1014 | | % we need to copy whole vector anyway. It can save half of time for |
| 1015 | | % c-file, if you use it correctly. (please do tests) |
| 1016 | | % |
| 1017 | | % Note: naming: |
| 1018 | | % se = structure estimation |
| 1019 | | % dydr = dyadic reduction |
| 1020 | | % |
| 1021 | | % Original Fortran design: V. Peterka 17-7-89 |
| 1022 | | % Modified for c-language: probably R. Kulhavy |
| 1023 | | % Modified for m-language: L. Tesar 2/2003 |
| 1024 | | % Updated: Feb 2003 |
| 1025 | | % Project: post-ProDaCTool |
| 1026 | | % Reference: none |
| 1027 | | |
| 1028 | | if nargin<6; |
| 1029 | | update_whole=1; |
| 1030 | | else |
| 1031 | | update_whole=0; |
| 1032 | | end; |
| 1033 | | |
| 1034 | | mzero = 1e-32; |
| 1035 | | |
| 1036 | | if Dr<mzero; |
| 1037 | | Dr=0; |
| 1038 | | end; |
| 1039 | | |
| 1040 | | r0 = r(R); |
| 1041 | | kD = Df; |
| 1042 | | kr = r0 * Dr; |
| 1043 | | Dfout = kD + r0 * kr; |
| 1044 | | |
| 1045 | | if Dfout > mzero; |
| 1046 | | kD = kD / Dfout; |
| 1047 | | kr = kr / Dfout; |
| 1048 | | else; |
| 1049 | | kD = 1; |
| 1050 | | kr = 0; |
| 1051 | | end; |
| 1052 | | |
| 1053 | | Drout = Dr * kD; |
| 1054 | | |
| 1055 | | % Try to uncomment marked stuff (*) if in numerical problems, but I don't |
| 1056 | | % think it can make any difference for normal healthy floating-point unit |
| 1057 | | if update_whole; |
| 1058 | | rout = r - r0*f; |
| 1059 | | % rout(R) = 0; % * could be needed for some nonsense cases(or numeric reasons?), normally not |
| 1060 | | fout = f + kr*rout; |
| 1061 | | % fout(R) = 1; % * could be needed for some nonsense cases(or numeric reasons?), normally not |
| 1062 | | else; |
| 1063 | | rout = r; |
| 1064 | | fout = f; |
| 1065 | | rout(jl:jh) = r(jl:jh) - r0 * f(jl:jh); |
| 1066 | | rout(R) = 0; |
| 1067 | | fout(jl:jh) = f(jl:jh) + kr * rout(jl:jh); |
| 1068 | | end;*/ |
| 1069 | | |
| 1070 | | |
| 1071 | | |
| 1072 | | #endif |
| 1073 | | |
| 1074 | | |
| 1075 | | } |
| 1076 | | |
| | 559 | return best.strRgr; |
| | 560 | |
| | 561 | } |
| | 562 | |
| | 563 | |
| | 564 | |
| | 565 | |
| | 566 | |
| | 567 | |
| | 568 | } |
| | 569 | |