Changeset 77

Timestamp:

04/18/08 14:02:01 (17 years ago)

Author:

smidl

Message:

odstraneni inverze z enorm

Files:

• bdm/stat/libEF.h (modified) (8 diffs)

bdm/stat/libEF.h

@@ -74 +74 @@
         //! Covariance matrix in decomposed form
         sq_T R;
-        //! Cache:  _iR = inv(R);
-        sq_T _iR;
-        //! indicator if \c _iR is chached
-        bool cached;
         //! dimension (redundant from rv.count() for easier coding )
         int dim;
@@ -100 +96 @@
 //Access methods
         //! returns a pointer to the internal mean value. Use with Care!
-        vec* _mu() {return μ}
+        vec& _mu() {return mu;}
         
         //! access function
@@ -106 +102 @@
 
         //! returns pointers to the internal variance and its inverse. Use with Care!
-        void _R ( sq_T* &pR, sq_T* &piR ) {
-                pR=&R;
-                piR=&_iR;
-        }
-
-        //! set cache as inconsistent
-        void _cached ( bool what ) {cached=what;}
-        //! access mthod
+        sq_T& _R() {return R;}
+
+        //! access method
         mat getR () {return R.to_mat();}
 };
@@ -206 +197 @@
         //! Internal epdf that arise by conditioning on \c rvc
         enorm<sq_T> epdf;
-        vec* _mu; //cached epdf.mu;
+        vec& _mu; //cached epdf.mu;
         mat A;
 public:
@@ -319 +310 @@
 
 template<class sq_T>
-enorm<sq_T>::enorm ( RV &rv ) :eEF ( rv ), mu ( rv.count() ),R ( rv.count() ),_iR ( rv.count() ),cached ( false ),dim ( rv.count() ) {};
+enorm<sq_T>::enorm ( RV &rv ) :eEF ( rv ), mu ( rv.count() ),R ( rv.count() ),dim ( rv.count() ) {};
 
 template<class sq_T>
@@ -326 +317 @@
         mu = mu0;
         R = R0;
-        if ( _iR.rows() !=R.rows() ) _iR=R; // memory allocation!
-        R.inv ( _iR ); //update cache
-        cached=true;
 };
 
@@ -378 +366 @@
 template<class sq_T>
 double enorm<sq_T>::evalpdflog ( const vec &val ) const {
-        if ( !cached ) {it_error ( "this should not happen, see cached" );}
-
         // 1.83787706640935 = log(2pi)
-        return -0.5* ( R.cols() * 1.83787706640935 +R.logdet() +_iR.qform ( mu-val ) );
-};
-
-
-template<class sq_T>
-mlnorm<sq_T>::mlnorm ( RV &rv0,RV &rvc0 ) :mEF ( rv0,rvc0 ),epdf ( rv ),A ( rv0.count(),rv0.count() ) {
-        _mu = epdf._mu();
+        return -0.5* ( R.cols() * 1.83787706640935 +R.logdet() +R.invqform ( mu-val ) );
+};
+
+
+template<class sq_T>
+mlnorm<sq_T>::mlnorm ( RV &rv0,RV &rvc0 ) :mEF ( rv0,rvc0 ),epdf ( rv ),A ( rv0.count(),rv0.count() ),_mu(epdf._mu()) {
 }
 
@@ -423 +408 @@
 template<class sq_T>
 void mlnorm<sq_T>::condition ( vec &cond ) {
-        *_mu = A*cond;
+        _mu = A*cond;
 //R is already assigned;
 }