Doxygen Source Code Documentation
3dbetafit2.c File Reference
#include "mrilib.h"#include "betafit.c"Go to the source code of this file.
Data Structures | |
| struct | covmat |
| struct | spanfit |
Defines | |
| #define | IFREE(x) do{if((x)!=NULL)free(x);}while(0) |
| #define | FREE_COVMAT(cc) |
| #define | CM(i, j) cmat[(i)+(j)*ndim] |
| #define | CH(i, j) cfac[(i)+(j)*ndim] |
| #define | CCUT 3.5 |
| #define | EPS 1.e-4 |
| #define | DDD csum |
| #define | OUT_THR 1 |
| #define | OUT_BBB 2 |
| #define | OUT_AAA 3 |
Functions | |
| void | forward_solve_inplace (covmat *cv, float *vec) |
| void | compute_choleski (covmat *cv) |
| covmat * | robust_covar (int ndim, int nvec, float **vec) |
| float | evaluate_span (int ndim, int nvec, int bot, int top, float *cvec, float **bvec) |
| spanfit | find_best_span (int ndim, int nvec, int minspan, float *cvec, float **bvec) |
| float | process_sample (float pcut, BFIT_data *bfd) |
| int | main (int argc, char *argv[]) |
Variables | |
| int | nran = 1000 |
| float | abot = 0.5 |
| float | atop = 4.0 |
| float | bbot = 10.0 |
| float | btop = 200.0 |
| float | pbot = 50.0 |
| float | ptop = 80.0 |
| double | pthr = 1.e-4 |
| int | sqr = 0 |
| int | outmode = OUT_THR |
Define Documentation
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Definition at line 95 of file 3dbetafit2.c. Referenced by robust_covar(). |
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Definition at line 30 of file 3dbetafit2.c. Referenced by backward_solve_inplace(), compute_choleski(), and forward_solve_inplace(). |
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Definition at line 29 of file 3dbetafit2.c. Referenced by compute_choleski(). |
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Definition at line 96 of file 3dbetafit2.c. |
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Value: Definition at line 24 of file 3dbetafit2.c. Referenced by evaluate_span(). |
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Definition at line 22 of file 3dbetafit2.c. |
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Definition at line 452 of file 3dbetafit2.c. Referenced by main(), and process_sample(). |
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Definition at line 451 of file 3dbetafit2.c. Referenced by main(), and process_sample(). |
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Definition at line 450 of file 3dbetafit2.c. Referenced by process_sample(). |
Function Documentation
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Definition at line 66 of file 3dbetafit2.c. References covmat::cfac, CH, CM, covmat::cmat, free, malloc, and covmat::ndim.
00067 {
00068 register int ndim=cv->ndim , ii,jj,kk ;
00069 register float * cmat=cv->cmat , * cfac , sum ;
00070
00071 if( ndim < 2 || cmat == NULL ) return ;
00072
00073 if( cv->cfac == NULL )
00074 cv->cfac = (float *) malloc(sizeof(float)*ndim*ndim) ;
00075
00076 cfac = cv->cfac ;
00077
00078 for( ii=0 ; ii < ndim ; ii++ ){
00079 for( jj=0 ; jj < ii ; jj++ ){
00080 sum = CM(ii,jj) ;
00081 for( kk=0 ; kk < jj ; kk++ ) sum -= CH(ii,kk) * CH(jj,kk) ;
00082 CH(ii,jj) = sum / CH(jj,jj) ;
00083 }
00084 sum = CM(ii,ii) ;
00085 for( kk=0 ; kk < ii ; kk++ ) sum -= CH(ii,kk) * CH(ii,kk) ;
00086 if( sum <= 0.0 ){ free(cv->cfac); cv->cfac = NULL; return; }
00087 CH(ii,ii) = sqrt(sum) ;
00088 for( jj=ii+1 ; jj < ndim ; jj++ ) CH(ii,jj) = 0.0 ;
00089 }
00090 return ;
00091 }
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Definition at line 337 of file 3dbetafit2.c. References forward_solve_inplace(), free, FREE_COVMAT, malloc, robust_covar(), and top.
00339 {
00340 int ii,kk , npt=top-bot+1 , nbd ;
00341 float ** svec , *ee,*xx,s,t,xd,tinv , bd ;
00342 covmat * cv ;
00343
00344 /* make pointers to subvectors */
00345
00346 svec = (float **) malloc(sizeof(float *)*nvec) ;
00347 for( kk=0 ; kk < nvec ; kk++ ) svec[kk] = bvec[kk] + bot ;
00348
00349 /* estimate covariance of subvectors */
00350
00351 cv = robust_covar( npt , nvec , svec ) ;
00352 free(svec) ;
00353 if( cv == NULL ) return 0.0 ; /* shouldn't happen */
00354
00355 /* compute normalized cvec and e into xx, ee */
00356
00357 ee = (float *) malloc(sizeof(float)*npt) ;
00358 xx = (float *) malloc(sizeof(float)*npt) ;
00359 for( ii=0 ; ii < npt ; ii++ ){
00360 ee[ii] = 1.0 ; /* e = vector of all 1s */
00361 xx[ii] = cvec[ii+bot] ;
00362 }
00363 forward_solve_inplace( cv , ee ) ; /* normalization */
00364 forward_solve_inplace( cv , xx ) ;
00365
00366 /* compute optimal s, then xx-s*ee */
00367
00368 s = t = 0.0 ;
00369 for( ii=0 ; ii < npt ; ii++ ){
00370 s += ee[ii] * xx[ii] ;
00371 t += ee[ii] * ee[ii] ;
00372 }
00373 if( t == 0.0 ){ free(ee); free(xx); FREE_COVMAT(cv); return 0.0; } /* err */
00374 s = s / t ;
00375
00376 for( ii=0 ; ii < npt ; ii++ ) xx[ii] -= s * ee[ii] ;
00377
00378 /* normalize each bvec, then compute dot product with xx;
00379 negative values are bvec's on the other side of the line s*ee */
00380
00381 nbd = 0 ;
00382 for( kk=0 ; kk < nvec ; kk++ ){
00383 memcpy( ee , bvec[kk]+bot , sizeof(float)*npt ) ; /* bvec */
00384 forward_solve_inplace( cv , ee ) ; /* normalized */
00385 bd = 0.0 ;
00386 for( ii=0 ; ii < npt ; ii++ ) bd += ee[ii] * xx[ii] ;
00387 if( bd <= 0.0 ) nbd++ ;
00388 #if 0
00389 fprintf(stderr," %12.4g",bd);
00390 #endif
00391 }
00392 s = (float)nbd / (float)nvec ;
00393 #if 0
00394 fprintf(stderr," => nbd=%d\n",nbd) ;
00395 #endif
00396
00397 free(ee); free(xx); FREE_COVMAT(cv) ;
00398 return s ;
00399 }
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Definition at line 404 of file 3dbetafit2.c. References spanfit::bot, evaluate_span(), spanfit::pval, spanfit::top, and top.
00406 {
00407 spanfit result = {0,0,0.0} ;
00408 int ii,kk , bot,top , bot_best,top_best ;
00409 float val , val_best ;
00410
00411 if( minspan < 3 || ndim < minspan || nvec < 100 ) return result ;
00412 if( cvec == NULL || bvec == NULL ) return result ;
00413
00414 val_best = -1.0 ;
00415 for( bot=0 ; bot < ndim+1-minspan ; bot++ ){
00416
00417 for( top=0 ; top < bot+minspan-1 ; top++ ) printf(" 0") ;
00418
00419 for( top=bot+minspan-1 ; top < ndim ; top++ ){
00420 val = evaluate_span( ndim,nvec , bot,top , cvec,bvec ) ;
00421
00422 printf(" %g",val) ;
00423
00424 if( val > val_best ){
00425 val_best = val ; bot_best = bot ; top_best = top ;
00426 }
00427 #if 1
00428 if( val >= 0.10 ) fprintf(stderr,"bot=%2d top=%2d: %.4f\n",bot,top,val) ;
00429 #endif
00430 }
00431
00432 printf("\n") ;
00433 }
00434
00435 evaluate_span( 0,0,0,0,NULL,NULL ) ;
00436
00437 result.bot = bot_best; result.top = top_best; result.pval = val_best;
00438 return result ;
00439 }
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Definition at line 34 of file 3dbetafit2.c. References covmat::cfac, CH, covmat::ndim, and vec.
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compute the overall minimum and maximum voxel values for a dataset Definition at line 507 of file 3dbetafit2.c. References abot, argc, atop, bbot, BFIT_bootstrap_sample(), BFIT_free_data(), BFIT_prepare_dataset(), spanfit::bot, btop, DSET_BRICK_STATCODE, DSET_BRICK_TYPE, DSET_delete, DSET_load, DSET_LOADED, DSET_NVOX, evaluate_span(), find_best_span(), malloc, mmm, OUT_AAA, OUT_BBB, outmode, pbot, process_sample(), pthr, ptop, spanfit::pval, SQR, sqr, strtod(), THD_open_dataset(), spanfit::top, and xc.
00508 {
00509 BFIT_data * bfd , * nfd ;
00510 float * bf_tvec , ** boot_tvec ;
00511 int ndim , nvec ;
00512
00513 int nvals,ival , nvox , nbin , miv ;
00514 float pcut , eps,eps1 ;
00515 float *bval , *cval ;
00516 double aa,bb,xc,xth ;
00517
00518 int mcount,mgood , ii , jj , kk , ibot,itop ;
00519
00520 int narg=1 ;
00521 int nboot=0 ;
00522 double aboot,bboot,tboot , pthr=1.e-4 ;
00523 float asig , bsig , tsig , abcor ;
00524
00525 THD_3dim_dataset * input_dset , * mask_dset=NULL ;
00526 float mask_bot=666.0 , mask_top=-666.0 ;
00527 byte * mmm=NULL ;
00528
00529 if( argc < 2 || strcmp(argv[1],"-help") == 0 ){
00530 fprintf(stderr,"Usage: 3dbetafit2 [options] dataset\n"
00531 "Fits a beta distribution to the values in a brick.\n"
00532 "\n"
00533 "Options:\n"
00534 " -arange abot atop = Sets the search range for parameter\n"
00535 " 'a' to abot..atop.\n"
00536 " [default is 0.5 .. 4.0]\n"
00537 "\n"
00538 " -brange bbot btop = Sets the search range for parameter\n"
00539 " 'b' to bbot..btop\n"
00540 " [default is 10 .. 200]\n"
00541 "\n"
00542 " -prange pbot ptop = Will evaluate for percent cutoffs\n"
00543 " from pbot to ptop (steps of 1%%)\n"
00544 " [default is 50 .. 80]\n"
00545 "\n"
00546 " -bootstrap N = Does N bootstrap evaluations\n"
00547 "\n"
00548 " -mask mset = A mask dataset to indicate which\n"
00549 " voxels are to be used\n"
00550 " -mrange b t = Use only mask values in range from\n"
00551 " 'b' to 't' (inclusive)\n"
00552 "\n"
00553 " -sqr = Flag to square the data from the dataset\n"
00554 " -pthr p = Sets p-value of cutoff for threshold evaluation\n"
00555 " [default = 1.e-4]\n"
00556 " -bout = Use 'b' for the output, instead of thr\n"
00557 " -aout = Use 'a' for the output, instead of thr\n"
00558 ) ;
00559 exit(0) ;
00560 }
00561
00562 /* scan command-line args */
00563
00564 while( narg < argc && argv[narg][0] == '-' ){
00565
00566 if( strcmp(argv[narg],"-aout") == 0 ){
00567 outmode = OUT_AAA ; narg++ ; continue ;
00568 }
00569
00570 if( strcmp(argv[narg],"-bout") == 0 ){
00571 outmode = OUT_BBB ; narg++ ; continue ;
00572 }
00573
00574 if( strcmp(argv[narg],"-pthr") == 0 ){
00575 pthr = strtod(argv[++narg],NULL) ;
00576 if( pthr <= 0.0 || pthr >= 1.0 ){
00577 fprintf(stderr,"*** Illegal value after -pthr!\n");exit(1);
00578 }
00579 narg++ ; continue;
00580 }
00581
00582 if( strcmp(argv[narg],"-sqr") == 0 ){
00583 sqr = 1 ; narg++ ; continue;
00584 }
00585
00586 if( strcmp(argv[narg],"-arange") == 0 ){
00587 abot = strtod(argv[++narg],NULL) ;
00588 atop = strtod(argv[++narg],NULL) ;
00589 if( abot < 0.1 || abot > atop ){
00590 fprintf(stderr,"*** Illegal value after -arange!\n");exit(1);
00591 }
00592 narg++ ; continue;
00593 }
00594
00595 if( strcmp(argv[narg],"-brange") == 0 ){
00596 bbot = strtod(argv[++narg],NULL) ;
00597 btop = strtod(argv[++narg],NULL) ;
00598 if( bbot < 0.1 || bbot > btop ){
00599 fprintf(stderr,"*** Illegal value after -brange!\n");exit(1);
00600 }
00601 narg++ ; continue;
00602 }
00603
00604 if( strcmp(argv[narg],"-prange") == 0 ){
00605 pbot = (int) strtod(argv[++narg],NULL) ;
00606 ptop = (int) strtod(argv[++narg],NULL) ;
00607 if( pbot < 30.0 || pbot > ptop || ptop > 99.0 ){
00608 fprintf(stderr,"*** Illegal value after -prange!\n");exit(1);
00609 }
00610 narg++ ; continue;
00611 }
00612
00613 if( strcmp(argv[narg],"-bootstrap") == 0 ){
00614 nboot = (int) strtod(argv[++narg],NULL) ;
00615 if( nboot < 100 ){
00616 fprintf(stderr,"*** Illegal value after -bootstrap!\n");exit(1);
00617 }
00618 narg++ ; continue;
00619 }
00620
00621 if( strncmp(argv[narg],"-mask",5) == 0 ){
00622 if( mask_dset != NULL ){
00623 fprintf(stderr,"*** Cannot have two -mask options!\n") ; exit(1) ;
00624 }
00625 if( narg+1 >= argc ){
00626 fprintf(stderr,"*** -mask option requires a following argument!\n");
00627 exit(1) ;
00628 }
00629 mask_dset = THD_open_dataset( argv[++narg] ) ;
00630 if( mask_dset == NULL ){
00631 fprintf(stderr,"*** Cannot open mask dataset!\n") ; exit(1) ;
00632 }
00633 if( DSET_BRICK_TYPE(mask_dset,0) == MRI_complex ){
00634 fprintf(stderr,"*** Cannot deal with complex-valued mask dataset!\n");
00635 exit(1) ;
00636 }
00637 narg++ ; continue ;
00638 }
00639
00640 if( strncmp(argv[narg],"-mrange",5) == 0 ){
00641 if( narg+2 >= argc ){
00642 fprintf(stderr,"*** -mrange option requires 2 following arguments!\n") ;
00643 exit(1) ;
00644 }
00645 mask_bot = strtod( argv[++narg] , NULL ) ;
00646 mask_top = strtod( argv[++narg] , NULL ) ;
00647 if( mask_top < mask_top ){
00648 fprintf(stderr,"*** -mrange inputs are illegal!\n") ; exit(1) ;
00649 }
00650 narg++ ; continue ;
00651 }
00652
00653 fprintf(stderr,"*** Illegal option: %s\n",argv[narg]) ; exit(1) ;
00654 }
00655
00656 if( nboot < 100 ){
00657 fprintf(stderr,"*** Must use -bootstrap 'option'!\n"); exit(1);
00658 }
00659
00660 if( narg >= argc ){
00661 fprintf(stderr,"*** No dataset argument on command line!?\n"); exit(1);
00662 }
00663
00664 input_dset = THD_open_dataset( argv[narg] ) ;
00665 if( input_dset == NULL ){
00666 fprintf(stderr,"*** Can't open dataset %s\n",argv[narg]); exit(1);
00667 }
00668
00669 nvox = DSET_NVOX(input_dset) ;
00670
00671 /* load data from dataset */
00672
00673 DSET_load(input_dset) ;
00674 if( !DSET_LOADED(input_dset) ){
00675 fprintf(stderr,"*** Couldn't load dataset brick!\n");exit(1);
00676 }
00677
00678 if( DSET_BRICK_STATCODE(input_dset,0) == FUNC_COR_TYPE ) sqr = 1 ;
00679
00680 bfd = BFIT_prepare_dataset( input_dset , 0 , sqr ,
00681 mask_dset , 0 , mask_bot , mask_top ) ;
00682
00683 if( bfd == NULL ){
00684 fprintf(stderr,"*** Couldn't prepare data from input dataset!\n");
00685 exit(1) ;
00686 }
00687
00688 DSET_delete(mask_dset) ; DSET_delete(input_dset) ;
00689
00690 /*--*/
00691
00692 fprintf(stderr,"Computing bootstrap") ;
00693
00694 ndim = ptop - pbot + 1.0 ;
00695 bf_tvec = (float *) malloc(sizeof(float)*ndim) ;
00696 for( pcut=pbot ; pcut <= ptop ; pcut += 1.0 )
00697 bf_tvec[(int)(pcut-pbot)] = process_sample( pcut , bfd ) ;
00698
00699 nvec = nboot ;
00700 boot_tvec = (float **) malloc(sizeof(float *)*nvec) ;
00701 for( jj=0 ; jj < nboot ; jj++ ){
00702 boot_tvec[jj] = (float *) malloc(sizeof(float)*ndim) ;
00703 nfd = BFIT_bootstrap_sample( bfd ) ;
00704 for( pcut=pbot ; pcut <= ptop ; pcut += 1.0 )
00705 boot_tvec[jj][(int)(pcut-pbot)] = process_sample( pcut , nfd ) ;
00706 BFIT_free_data(nfd) ;
00707 if( jj%10 == 0 ) fprintf(stderr,".") ;
00708 }
00709 fprintf(stderr,"\n") ;
00710 BFIT_free_data(bfd) ;
00711
00712 #ifdef SINGLET
00713 while(1){
00714 fprintf(stderr,"Enter ibot itop [ndim=%d]: ",ndim) ;
00715 ibot = itop = 0 ;
00716 fscanf(stdin,"%d%d",&ibot,&itop) ;
00717 if( itop < 0 || itop-ibot+1 < 3 || itop >= ndim ) break ;
00718
00719 eps = evaluate_span( ndim,nvec , ibot,itop , bf_tvec , boot_tvec ) ;
00720 fprintf(stderr,"Evaluate = %f\n\n",eps) ;
00721 }
00722 #else
00723 { spanfit sf = find_best_span( ndim,nvec , 10 , bf_tvec,boot_tvec ) ;
00724 float tbar = 0.0 ;
00725 for( ii=sf.bot ; ii <= sf.top ; ii++ ) tbar += bf_tvec[ii] ;
00726 tbar /= (sf.top-sf.bot+1.0) ;
00727 fprintf(stderr,"\nBEST bot=%2d top=%2d: %.4f %12.4g\n",sf.bot,sf.top,sf.pval,tbar) ;
00728 }
00729 #endif
00730
00731 #if 1
00732 { float xx,ss ;
00733 for( pcut=pbot ; pcut <= ptop ; pcut += 1.0 ){
00734 kk = (int)(pcut-pbot) ;
00735 xx = bf_tvec[kk] ;
00736 ss = 0.0 ;
00737 for( jj=0 ; jj < nboot ; jj++ ) ss += SQR((boot_tvec[jj][kk]-xx)) ;
00738 ss = sqrt(ss/nboot) ;
00739 printf("%.1f %12.4g %12.4g\n",pcut,xx,ss) ;
00740 }
00741 }
00742 #endif
00743
00744 exit(0) ;
00745 }
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Definition at line 458 of file 3dbetafit2.c. References BFIT_result::a, abot, atop, BFIT_result::b, bbot, beta_init(), beta_p2t(), BFIT_compute(), BFIT_free_result(), btop, nran, OUT_AAA, OUT_BBB, OUT_THR, and pthr.
00459 {
00460 BFIT_result * bfr ;
00461 double xth ;
00462
00463 static double aold,bold ;
00464 static BFIT_data * bfdold=NULL ;
00465
00466 #if 1
00467 if( bfd == bfdold ){
00468 beta_init( aold , bold ) ;
00469 nran = 400 ;
00470 abot = aold*0.5 ; atop = aold*2.0 ; if( abot <= 0.1 ) abot = 0.101 ;
00471 bbot = bold*0.5 ; btop = bold*2.0 ; if( bbot <= 9.9 ) bbot = 9.999 ;
00472 } else {
00473 beta_init( 0.0 , 0.0 ) ;
00474 bfdold = bfd ;
00475 nran = 1000 ;
00476 abot = 0.5 ; atop = 4.0 ;
00477 bbot = 10.0 ; btop =200.0 ;
00478 }
00479 #endif
00480
00481 bfr = BFIT_compute( bfd , pcut , abot,atop , bbot,btop , nran,0 ) ;
00482 if( bfr == NULL ){
00483 fprintf(stderr,"*** Can't compute betafit at pcut=%f\n",pcut) ;
00484 exit(1) ;
00485 }
00486
00487 aold = bfr->a ; bold = bfr->b ;
00488
00489 switch( outmode ){
00490
00491 default:
00492 case OUT_THR: /* use the threshold as the output parameter */
00493 xth = beta_p2t( pthr , bfr->a,bfr->b ) ;
00494 if( sqr ) xth = sqrt(xth) ;
00495 break ;
00496
00497 case OUT_BBB: xth = bold ; break ;
00498 case OUT_AAA: xth = aold ; break ;
00499 }
00500
00501 BFIT_free_result(bfr) ;
00502 return (float) xth ;
00503 }
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Definition at line 98 of file 3dbetafit2.c. References CCUT, covmat::cfac, covmat::cmat, compute_choleski(), forward_solve_inplace(), free, malloc, covmat::mvec, covmat::ndim, and vec.
00099 {
00100 covmat * cv ;
00101 float *nmat, *cmat , fnvec,fndim,cnorm,csum , *tv , *vv , *mv , *wv ;
00102 int ii , jj , kk , nite ;
00103 float bcut , cwt ;
00104
00105 #ifdef SINGLET
00106 fprintf(stderr,"Enter robust_covar: ndim=%d nvec=%d\n",ndim,nvec) ;
00107 #endif
00108
00109 if( ndim < 2 || nvec < ndim || vec == NULL ) return NULL ;
00110
00111 cv = (covmat *) malloc(sizeof(covmat)) ;
00112 cv->ndim = ndim ;
00113 cv->cmat = NULL ;
00114 cv->cfac = NULL ;
00115 cv->mvec = NULL ;
00116
00117 nmat = (float *) malloc(sizeof(float)*ndim*ndim) ; /* matrix */
00118 tv = (float *) malloc(sizeof(float)*ndim) ; /* temp vector */
00119 mv = (float *) malloc(sizeof(float)*ndim) ; /* mean vector */
00120 wv = (float *) malloc(sizeof(float)*nvec) ; /* weight vector */
00121
00122 fnvec = 1.0/nvec ; fndim = 1.0/ndim ;
00123 bcut = 1.0 + CCUT*sqrt(fndim) ;
00124
00125 /* compute initial mean & covariance matrix with all weights = 1 */
00126
00127 for( jj=0 ; jj < ndim ; jj++ ) mv[jj] = 0.0 ;
00128
00129 for( kk=0 ; kk < nvec ; kk++ ){ /* mean vector sum */
00130 vv = vec[kk] ;
00131 for( jj=0 ; jj < ndim ; jj++ ) mv[jj] += vv[jj] ;
00132 }
00133 for( jj=0 ; jj < ndim ; jj++ ) mv[jj] *= fnvec ; /* scale mean vector */
00134
00135 for( jj=0 ; jj < ndim ; jj++ )
00136 for( ii=0 ; ii < ndim ; ii++ ) nmat[ii+jj*ndim] = 0.0 ;
00137
00138 for( kk=0 ; kk < nvec ; kk++ ){ /* covariance matrix sum */
00139 vv = vec[kk] ;
00140 for( jj=0 ; jj < ndim ; jj++ ){
00141 for( ii=0 ; ii <= jj ; ii++ )
00142 nmat[ii+jj*ndim] += (vv[ii]-mv[ii])*(vv[jj]-mv[jj]) ;
00143 }
00144 }
00145 for( jj=0 ; jj < ndim ; jj++ ){ /* scale covariance matrix */
00146 for( ii=0 ; ii < jj ; ii++ )
00147 nmat[jj+ii*ndim] = (nmat[ii+jj*ndim] *= fnvec) ;
00148 nmat[jj+jj*ndim] *= fnvec ;
00149 }
00150
00151 /* now iterate until convergence, or something */
00152
00153 nite = 0 ;
00154
00155 while(1){
00156
00157 nite++ ;
00158
00159 #ifdef SINGLET
00160 fprintf(stderr,"\niteration %2d:\n",nite) ;
00161 #endif
00162
00163 cmat = cv->cmat = nmat ; /* put old matrix into cv */
00164 cv->mvec = mv ; /* and old mean vector */
00165 compute_choleski(cv) ; /* decompose matrix */
00166
00167 if( cv->cfac == NULL ){
00168 free(cv->cmat); free(cv->mvec); free(cv); free(tv); free(wv);
00169 return NULL ;
00170 }
00171
00172 nmat = (float *) malloc(sizeof(float)*ndim*ndim) ; /* new matrix */
00173 mv = (float *) malloc(sizeof(float)*ndim) ; /* new mean vector */
00174
00175 for( jj=0 ; jj < ndim ; jj++ ){ /* initialize new things to zero */
00176 mv[jj] = 0.0 ;
00177 for( ii=0 ; ii < ndim ; ii++ ) nmat[ii+jj*ndim] = 0.0 ;
00178 }
00179
00180 /* update mean */
00181
00182 csum = 0.0 ;
00183 for( kk=0 ; kk < nvec ; kk++ ){
00184 vv = vec[kk] ;
00185
00186 /* -1/2 */
00187 /* compute tv = [cmat] (vv-mvec) */
00188
00189 for( jj=0 ; jj < ndim ; jj++ ) tv[jj] = vv[jj] - cv->mvec[jj] ;
00190 forward_solve_inplace(cv,tv) ;
00191
00192 /* compute norm of tv, then weighting factor for this vector */
00193
00194 cnorm = 0.0 ; for( ii=0 ; ii < ndim ; ii++ ) cnorm += tv[ii]*tv[ii] ;
00195 cnorm = cnorm*fndim ;
00196 cnorm = (cnorm <= bcut) ? 1.0 : bcut/cnorm ;
00197 wv[kk] = cnorm ; csum += cnorm ;
00198
00199 /* add vv into accumulating mean, with weight cnorm */
00200
00201 for( jj=0 ; jj < ndim ; jj++ ) mv[jj] += cnorm*vv[jj] ;
00202 }
00203 csum = 1.0 / csum ; cwt = nvec*csum ;
00204 for( jj=0 ; jj < ndim ; jj++ ) mv[jj] *= csum ; /* scale new mean */
00205
00206 /* update covariance */
00207
00208 for( kk=0 ; kk < nvec ; kk++ ){
00209 vv = vec[kk] ; cnorm = wv[kk] ;
00210 for( jj=0 ; jj < ndim ; jj++ ){
00211 for( ii=0 ; ii <= jj ; ii++ )
00212 nmat[ii+jj*ndim] +=
00213 cnorm*(vv[ii]-cv->mvec[ii])*(vv[jj]-cv->mvec[jj]) ;
00214 }
00215 }
00216 #define DDD csum
00217 for( jj=0 ; jj < ndim ; jj++ ){
00218 for( ii=0 ; ii < jj ; ii++ )
00219 nmat[jj+ii*ndim] = (nmat[ii+jj*ndim] *= DDD) ;
00220 nmat[jj+jj*ndim] *= DDD ;
00221 }
00222
00223 /* check for convergence - L1 norm */
00224
00225 cnorm = csum = 0.0 ;
00226 for( jj=0 ; jj < ndim ; jj++ ){
00227 for( ii=0 ; ii <= jj ; ii++ ){
00228 cnorm += fabs( nmat[ii+jj*ndim] - cmat[ii+jj*ndim] ) ;
00229 csum += fabs( nmat[ii+jj*ndim] ) ;
00230 }
00231 }
00232
00233 #ifdef SINGLET
00234 fprintf(stderr," |dif|=%12.4g |mat|=%12.4g cwt=%12.4g\n",cnorm,csum,cwt) ;
00235 fprintf(stderr," matrix:\n") ;
00236 for( ii=0 ; ii < ndim ; ii++ ){
00237 fprintf(stderr," Row%2d: %12.4g ",ii,mv[ii]) ;
00238 for( jj=0 ; jj < ndim ; jj++ )
00239 fprintf(stderr," %12.4g",
00240 (jj<=ii) ? nmat[ii+jj*ndim] :
00241 nmat[ii+jj*ndim]/sqrt(nmat[ii+ii*ndim]*nmat[jj+jj*ndim]) );
00242 fprintf(stderr,"\n") ;
00243 }
00244 #endif
00245
00246 free(cv->cmat) ; free(cv->mvec) ;
00247 if( cnorm <= EPS*csum || nite > 3*ndim ){
00248 cv->cmat = nmat; cv->mvec = mv; break; /* exit loop */
00249 }
00250 }
00251
00252 free(wv) ; free(tv) ; compute_choleski(cv) ; return cv ;
00253 }
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Variable Documentation
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Definition at line 444 of file 3dbetafit2.c. Referenced by main(), and process_sample(). |
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Definition at line 444 of file 3dbetafit2.c. Referenced by main(), and process_sample(). |
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Definition at line 445 of file 3dbetafit2.c. Referenced by main(), and process_sample(). |
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Definition at line 445 of file 3dbetafit2.c. Referenced by main(), and process_sample(). |
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Definition at line 443 of file 3dbetafit2.c. Referenced by process_sample(). |
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Definition at line 454 of file 3dbetafit2.c. Referenced by main(). |
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Definition at line 446 of file 3dbetafit2.c. Referenced by main(). |
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Definition at line 447 of file 3dbetafit2.c. Referenced by main(), and process_sample(). |
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Definition at line 446 of file 3dbetafit2.c. Referenced by main(). |
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Definition at line 448 of file 3dbetafit2.c. Referenced by main(). |