Changeset 37f35e3 in tol

Timestamp:

May 10, 2010, 12:49:21 PM (16 years ago)

Author:

Víctor de Buen <vdebuen@…>

Branches:

1941-docker-image-to-test, devel, master

Children:

c2d5affd

Parents:

00672de

Message:

Refs #902
Checked multivariant linear model wit known covariance matrix

git-svn-id: ​https://www.tol-project.org/svn/tolp/trunk@2143 be4846ae-f051-483a-831f-b64e7d08527f

File:

• tol_pkg/BysVecLinReg/Multivariant.tol (modified) (7 diffs)

tol_pkg/BysVecLinReg/Multivariant.tol

@@ -73 +73 @@
   VMatrix _.VxIm.Lf = Rand(0,0,0,0);
   //Choleski decomposition of VxIm as sparse explicit((d*m)x(d*m))
-  VMatrix _.VxIm.Ls = Rand(0,0,0,0);
+  VMatrix _.VxIm.Le = Rand(0,0,0,0);
  
   ////////////////////////////////////////////////////////////////////////////
-  VMatrix vmatrix2vec(VMatrix M)
+  Static VMatrix vmatrix2vec(VMatrix M)
   ////////////////////////////////////////////////////////////////////////////
   {
@@ -84 +84 @@
 
   ////////////////////////////////////////////////////////////////////////////
-  VMatrix vec2vmatrix(VMatrix vec, VMatrix M)
+  Static VMatrix vec2vmatrix(VMatrix vec, VMatrix M)
   ////////////////////////////////////////////////////////////////////////////
   {
     Matrix Mt = VMat2Mat(M,True);
-    Mat2VMat(DeepCopy([[Mt]],vec)[1])
+    Mat2VMat(DeepCopy([[Mt]],VMat2Mat(vec))[1],True)
   };
 
@@ -177 +177 @@
       VMatrix _.X.Le := CholeskiSolve(_.X.Lf,
         Convert(_.X.Lf, "Cholmod.R.Sparse"),"P");
-      VMatrix _.X.Li := CholeskiSolve(_.X.Lf,Eye(_.m),"PtLLtP");
+      VMatrix _.X.Li := CholeskiSolve(_.X.Lf,Eye(_.m),"PtL");
       VMatrix _.IdxXL := KroneckerProduct(Eye(_.d),_.X.Le);
       VMatrix _.IdxXLi := KroneckerProduct(Eye(_.d),_.X.Li);
@@ -194 +194 @@
       VMatrix XYt =_.X*Tra(_.Y);
       VMatrix _.nu:=Tra(CholeskiSolve(_.X.Lf,XYt,"PtLLtP"));
-      VMatrix _.nuXYt = _.nu*XYt;
-      VMatrix _.vec.nu:=vmatrix2vec(_.nu);
+      VMatrix _.nuXYt := _.nu*XYt;
+      VMatrix _.vec.nu:=@Multivariant::vmatrix2vec(_.nu);
       True
     })
@@ -212 +212 @@
     {
       Real _.alpha := alpha;
-      VMatrix _.Sy.x = _.YYt - _.nuXYt/(1+_.alpha);
+      VMatrix _.Sy.x := _.YYt - _.nuXYt/(1+_.alpha);
       True
     })
@@ -225 +225 @@
       VMatrix _.V := Copy(V); 
       VMatrix _.VxIm := KroneckerProduct(_.V, Eye(_.m));
-      VMatrix _.VxIm.Lf := CholeskiSolve(_.VxIm,"X");
+      VMatrix _.VxIm.Lf := CholeskiFactor(_.VxIm,"X");
       VMatrix _.VxIm.Le := CholeskiSolve(_.VxIm.Lf,
         Convert(_.VxIm.Lf, "Cholmod.R.Sparse"),"P");
-      VMatrix _.VxIm.Lf := CholeskiSolve(_.VxIm,"X");
+      VMatrix _.VxIm.Lf := CholeskiFactor(_.VxIm,"X");
       VMatrix _.VxIm.Le := CholeskiSolve(_.VxIm.Lf,
         Convert(_.VxIm.Lf, "Cholmod.R.Sparse"),"P");
@@ -255 +255 @@
 
   ////////////////////////////////////////////////////////////////////////////
+  VMatrix gibbs.draw.vec.A(Real numSim)
+  ////////////////////////////////////////////////////////////////////////////
+  {
+    VMatrix e = Gaussian(_.d*_.m,1,0,1);
+    VMatrix e.1 = _.VxIm.Le*e;
+    VMatrix e.2 = Tra(Tra(e.1)*_.IdxXLi);
+    VMatrix _.vec.A := (_.vec.nu + e.2)/(1+_.alpha);
+    _.vec.A
+  };
+
+  ////////////////////////////////////////////////////////////////////////////
   VMatrix gibbs.draw.A(Real numSim)
   ////////////////////////////////////////////////////////////////////////////
   {
-    VMatrix e = Gaussian(_.d*_.m_,1,0,1);
-    VMatrix e.1 = _.VxIm.Le*e;
-    VMatrix e.2 = _.IdxXLi*e.1;
-    VMatrix _.vec.A := (_.vec.nu + e.2)/(1+_.alpha);
-    VMatrix _.A := vec2vmatrix(_.vec.a);
+    VMatrix gibbs.draw.vec.A(numSim);
+    VMatrix _.A := @Multivariant::vec2vmatrix(_.vec.a);
     Copy(_.A)
-  };
-
-  ////////////////////////////////////////////////////////////////////////////
-  VMatrix gibbs.draw(Real numSim)
-  ////////////////////////////////////////////////////////////////////////////
-  {
-    _.vec.A
   }
+
 }