Changeset 787 for library

Timestamp:

01/14/10 21:37:57 (14 years ago)

Author:

smidl

Message:

arena experiment + numerical fixes

Location:

library/bdm

Files:

• itpp_ext.cpp (modified) (1 diff)
• mpdm/arx_agent.h (modified) (3 diffs)
• stat/merger.cpp (modified) (2 diffs)

library/bdm/itpp_ext.cpp

@@ -390 +390 @@
 void triu ( mat &A ) {
         for ( int i = 1; i < A.rows(); i++ ) { // row cycle
-                for ( int j = 0; j < i; j++ ) {
+                for ( int j = 0; (j < i) && (j<A.cols()); j++ ) {
                         A ( i, j ) = 0;
                 }

library/bdm/mpdm/arx_agent.h

@@ -65 +65 @@
                 }
                 void adapt(const vec &glob_dt){                 
-                        dlDt.filldown(glob_dt, dt);
+                        dlDt.filldown(glob_dt, dt); 
+                        dlDt.store_data(glob_dt); // do not ever use dlDt again! 
+                        
                         lqg_arx->adapt(dt);
                         // remove old predictors
@@ -80 +82 @@
                                 merger->merge();
                                 enorm<chmat> joint_pred; 
-                                joint_pred.set_parameters(merger->mean(), merger->covariance());
+                                mat Cov=merger->covariance();
+                                if (sumsum(Cov)==0.0){
+                                        bdm_error("merging failed");
+                                }
+                                joint_pred.set_parameters(merger->mean(), Cov);
                                 joint_pred.set_rv(merger->_rv());
                                 
@@ -96 +102 @@
                         ut=lqg_arx->ctrlaction(dt);
                         dlU.filldown(ut,glob_ut);
-                        // save dat for next time
-                        dlDt.store_data(dt);
                 }
                 virtual void ds_register(const DS &ds){

library/bdm/stat/merger.cpp

@@ -163 +163 @@
         mat Tmp = zeros ( dim, dim );
         for ( int i = 0; i < Npoints; i++ ) {
-                Tmp += w ( i ) * outer_product ( S ( i ), S ( i ) );
-        }
-        return Tmp - outer_product ( mea, mea );
+                vec tmp=S ( i )-mea; //inefficient but numerically stable
+                Tmp += w ( i ) * outer_product (tmp , tmp );
+        }
+        return Tmp;
 }
 
@@ -174 +175 @@
 void merger_mix::merge ( ) {
         if(Npoints<1){
-                set_support(enorm<fsqmat>(zeros(dim), eye(dim)), 100);
+                set_support(enorm<fsqmat>(zeros(dim), eye(dim)), 1000);
         }