This class is a Stiefel Gaussian Law. More...

#include <MMSD_StiefelGaussianLaw.h>

Inheritance diagram for MMSD_StiefelGaussianLaw:

Collaboration diagram for MMSD_StiefelGaussianLaw:

Public Member Functions
void	setMaxIterationsNumber (const int &n)
	set the max iterations number for the optimizer algorithm More...

int	getMaxIterationsNumber () const
	get the max iterations number for the optimizer algorithm More...

virtual void	restore (const MMSD_DoubleFullMatrix &properties)
	restore the unstored values after a backup see MMSD_Law::restore() More...

virtual void	initialize (const int &clusterIndex, const int &samplesNumber, const MMSD_IntegerVector &clustersIndex, const MMSD_DoubleFullMatrix &Y)
	initialization of the parameters opf the law More...

virtual tString	toString () const
	turn the class into string More...

MMSD_DoubleVector &	getWork ()
	get work vector More...

const MMSD_DoubleFullMatrix &	getPropertiesMatrixMultByCovarianceDecompositionMatrix () const
	get the properties matrix multiplied by covariance matrix decomposition matrix More...

const MMSD_DoubleFullMatrix &	getCovarianceDecompositionMatrix () const
	get the covariance matrix decomposition matrix More...

const MMSD_DoubleVector &	getCovarianceDecompositionDiagonal () const
	get the covariance matrix decomposition diagonal More...

const MMSD_DoubleVector &	getMean () const
	get the mean of the law More...

void	setMinEigenValue (const double &v)
	set the min eigen value available be default 1.e-16 see MMSD_Law::initialize() More...

double	getMinEigenValue () const
	get the min eigen value available More...

virtual tBoolean	isOutOfBounds () const
	test if the parameters of law are out of bounds ie if (D[i] < mMinEigenValue[i]) More...

virtual void	optimizeParameters (const MMSD_DoubleFullMatrix &weights, const MMSD_DoubleVector &probs, const MMSD_DoubleFullMatrix &Y)
	optimizes the parameters of the law More...

void	sort (MMSD_DoubleVector &nus)
	sorts the law parameters & the array in argument in order to be to the same order than the D diagonal matrix of Y eigen value decomposition More...

void	setHasBeenLoaded (const tBoolean &v)
	set the if the object has completely been loaded More...

tBoolean	hasBeenLoaded () const
	return true if the object has completely been loaded More...

void	getSharedPointer (SP::CORE_Object &p)
	get the shared pointer of this class into p More...

void	getSharedPointer (SPC::CORE_Object &p) const
	get the shared pointer of this class into p More...

tString	getClassName () const
	return the class name of the object More...

tString	getIdentityString () const
	return the identity string of the object of the form className_at_address More...

tString	getPointerAddress () const
	return the identity string of the object More...

template<class T >
tBoolean	isInstanceOf () const
	return true if the object is an instance of T More...

virtual void	print ()
	print the class More...

virtual ostream &	print (ostream &out) const
	print the class More...

virtual void	print (const tString &message)
	print the class More...

virtual void	print (const tInteger &str)
	print More...

virtual void	print (const tRelativeInteger &str)
	print More...

virtual void	print (const tReal &str)
	print More...

virtual void	print (const int &str)
	print More...

Static Public Member Functions
static SP::MMSD_StiefelGaussianLaw	New ()
	create an instance of Stiefel Gaussian law More...

static SP::MMSD_StiefelGaussianLaw	New (const int &nIterations, const double &minEigenValue)
	create an instance of Stiefel Gaussian law More...

static void	initSeed (const long int &v)
	init the seed with v value More...

static void	initSeed ()
	init the seed More...

static tString	getClassName (const tString &identityString)
	return the class name of the object using only the identity string More...

template<class T >
static tString	getTypeName ()
	get type name More...

static tBoolean	is64Architecture ()
	return true if the machine is a 64 bits machine More...

static tBoolean	is32Architecture ()
	return true if the machine is a 32 bits machine More...

static tString	pointer2String (const void *obj)
	return the string represantation of a pointer More...

static void	setOutput (ostream &out)
	set output More...

static ostream &	getOutput ()
	get output More...

static void	printObjectsInMemory ()
	print object in memory More...

static ostream &	print (ostream &out, const tString &message)
	print the class More...

static void	outputPrint (const tString &message)

Static Public Attributes
static tBoolean	mIsMemoryTesting =false
	indicator to store all classes created and deleted only for debuging version More...

Protected Member Functions
	MMSD_StiefelGaussianLaw (void)
	create an object More...

virtual	~MMSD_StiefelGaussianLaw (void)
	destroy an object. More...

virtual void	updateCovarianceDecompositionMatrix (const MMSD_DoubleFullMatrix &Y, const MMSD_DoubleVector &Diag, const MMSD_DoubleVector &mean, const MMSD_DoubleFullMatrix &W, const MMSD_DoubleVector &probs, MMSD_DoubleFullMatrix &P, MMSD_DoubleFullMatrix &YP)
	pdate the decomposition matrix of the covariance parameters More...

virtual void	updateMean (const MMSD_DoubleFullMatrix &P, const MMSD_DoubleFullMatrix &YP, const MMSD_DoubleFullMatrix &W, const MMSD_DoubleVector &probs, MMSD_DoubleVector &mean)
	update the mean parameters More...

virtual void	updateCovarianceDecompositionDiagonal (const MMSD_DoubleFullMatrix &P, const MMSD_DoubleFullMatrix &YP, const MMSD_DoubleVector &mean, const MMSD_DoubleFullMatrix &W, const MMSD_DoubleVector &probs, MMSD_DoubleVector &D)
	pdate the decomposition diagonal of the covariance parameters More...

virtual void	saveToUIClass (UI_Class &mclass) const
	how to save the object from a mate model class More...

virtual void	loadFromUIClass (const UI_Class &mclass)
	how to load the object from a Meta Model class More...

void	setThis (SP::CORE_Object p)
	set this weak shared pointer called toDoAfterThis setting method More...

virtual void	setType (tString type)
	set the type of the object More...

virtual void	toDoAfterThisSetting ()
	method called after setThis() method this method can oly be called once. More...

Detailed Description

This class is a Stiefel Gaussian Law.

Gaussian law where covariance matrix are updated by Stiefel Algorithm

Author: Stéphane Despréaux

Version: 1.0

Constructor & Destructor Documentation

MMSD_StiefelGaussianLaw::MMSD_StiefelGaussianLaw ( void )

protected

create an object

References MMSD_StiefelFunction::New(), MATH_StiefelOptimizer::New(), and CORE_Object::setType().

Referenced by New().

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MMSD_StiefelGaussianLaw::~MMSD_StiefelGaussianLaw ( void )

protectedvirtual

destroy an object.

Member Function Documentation

static tString CORE_Object::getClassName ( const tString & identityString )

inlinestaticinherited

return the class name of the object using only the identity string

Referenced by UI_Class::createVector2D(), LAP_DoublePackedUpperMatrix::matrixProduct(), LAP_DoubleBandedUpperMatrix::matrixProduct(), LAP_DoubleFullUpperMatrix::matrixProduct(), and CORE_Object::printObjectsInMemory().

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tString CORE_Object::getClassName ( ) const

inherited

return the class name of the object

Returns: the class name of the object

References tString.

Referenced by CORE_Object::getIdentityString().

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const MMSD_DoubleVector& MMSD_Law::getCovarianceDecompositionDiagonal ( ) const

inlineinherited

get the covariance matrix decomposition diagonal

Referenced by testGaussianLaw11N(), testGaussianLaw1PN(), and testGaussianLaw2PN().

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const MMSD_DoubleFullMatrix& MMSD_Law::getCovarianceDecompositionMatrix ( ) const

inlineinherited

get the covariance matrix decomposition matrix

Referenced by testGaussianLaw11N(), testGaussianLaw1PN(), and testGaussianLaw2PN().

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tString CORE_Object::getIdentityString ( ) const

inlineinherited

return the identity string of the object of the form className_at_address

Returns: the identity string of the object

References CORE_Object::getClassName(), CORE_Object::pointer2String(), and tString.

Referenced by UI_Class::createPrimitiveMap(), UI_Class::saveAssociation(), UI_Class::saveClass(), UI_ClassFactory::saveIntoClass(), MATH_StiefelFunction::toString(), LAP_2DView::toString(), CORE_Object::toString(), MATH_StiefelOptimizer::toString(), and MM_Class::toString().

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int MMSD_StiefelGaussianLaw::getMaxIterationsNumber ( ) const

inline

get the max iterations number for the optimizer algorithm

const MMSD_DoubleVector& MMSD_Law::getMean ( ) const

inlineinherited

get the mean of the law

Referenced by testGaussianLaw11N(), testGaussianLaw1PN(), and testGaussianLaw2PN().

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double MMSD_Law::getMinEigenValue ( ) const

inlineinherited

get the min eigen value available

see MMSD_Law::initialize()

Referenced by MMSD_GaussianLaw::updateCovarianceDecompositionDiagonal().

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static ostream& CORE_Object::getOutput ( )

inlinestaticinherited

get output

tString CORE_Object::getPointerAddress ( ) const

inlineinherited

return the identity string of the object

Returns: the identity string of the object

References CORE_Object::pointer2String().

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const MMSD_DoubleFullMatrix& MMSD_Law::getPropertiesMatrixMultByCovarianceDecompositionMatrix ( ) const

inlineinherited

get the properties matrix multiplied by covariance matrix decomposition matrix

Referenced by testGaussianLaw11N(), and testGaussianLaw1PN().

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void CORE_Object::getSharedPointer ( SP::CORE_Object & p )

inlineinherited

get the shared pointer of this class into p

Referenced by CORE_Map< Key, Value >::getSharedPointer(), CORE_Array< tFlag >::getSharedPointer(), LAP_ConstVector< lapack_real >::getSharedPointer(), STAT_Combinatorial< T >::getSharedPointer(), LAP_Vector< lapack_int >::getSharedPointer(), CORE_Vector< T >::getSharedPointer(), CORE_Matrix< T >::getSharedPointer(), and CORE_Object::printObjectsInMemory().

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void CORE_Object::getSharedPointer ( SPC::CORE_Object & p ) const

inlineinherited

get the shared pointer of this class into p

template<class T >

static tString CORE_Object::getTypeName ( )

inlinestaticinherited

get type name

References tString.

MMSD_DoubleVector& MMSD_GaussianLaw::getWork ( )

inlineinherited

get work vector

Referenced by MMSD_FluryGautschiGaussianLaw::updateCovarianceDecompositionMatrix().

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tBoolean UI_Object::hasBeenLoaded ( ) const

inlineinherited

return true if the object has completely been loaded

Referenced by UI_Class::loadAssociation().

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virtual void MMSD_StiefelGaussianLaw::initialize	(	const int &	clusterIndex,
		const int &	samplesNumber,
		const MMSD_IntegerVector &	clustersIndex,
		const MMSD_DoubleFullMatrix &	Y
	)

inlinevirtual

initialization of the parameters opf the law

Parameters

clusterIndex:index	of the cluster of which belongs the law
samplesNumber	number of samples in cluster clusterIndex
clustersIndex	cluster index of samples
properties	: properties matrix

ù see MMSD_Law::initialize()

Reimplemented from MMSD_Law.

References MMSD_Law::initialize().

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void MMSD_Object::initSeed ( const long int & v )

staticinherited

init the seed with v value

References STAT_Distribution::initSeed().

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void MMSD_Object::initSeed ( )

staticinherited

init the seed

References CORE_Time::getTime().

Referenced by MMSD_Object::MMSD_Object(), testGaussianLaw11N(), testGaussianLaw1PN(), and testGaussianLaw2PN().

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static tBoolean CORE_Object::is32Architecture ( )

inlinestaticinherited

return true if the machine is a 32 bits machine

References CORE_Object::is64Architecture().

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tBoolean CORE_Object::is64Architecture ( )

staticinherited

return true if the machine is a 64 bits machine

Referenced by CORE_Object::is32Architecture().

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template<class T >

tBoolean CORE_Object::isInstanceOf ( ) const

inlineinherited

return true if the object is an instance of T

References null.

tBoolean MMSD_Law::isOutOfBounds ( ) const

virtualinherited

test if the parameters of law are out of bounds ie if (D[i] < mMinEigenValue[i])

References LAP_Vector< T >::getSize().

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void MMSD_Law::loadFromUIClass ( const UI_Class & mclass )

protectedvirtualinherited

how to load the object from a Meta Model class

Reimplemented from UI_Object.

References UI_Class::loadField(), UI_Class::loadFullMatrixField(), LAP_DoubleFullGeneralMatrix::setValues(), LAP_Vector< T >::setValues(), and tBoolean.

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static SP::MMSD_StiefelGaussianLaw MMSD_StiefelGaussianLaw::New ( )

inlinestatic

create an instance of Stiefel Gaussian law

Referenced by MMSD_ModelClassFactory::NewInstance(), and MMSD_GaussianModel::NewLawInstance().

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static SP::MMSD_StiefelGaussianLaw MMSD_StiefelGaussianLaw::New	(	const int &	nIterations,
		const double &	minEigenValue
	)

inlinestatic

create an instance of Stiefel Gaussian law

References MMSD_StiefelGaussianLaw().

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virtual void MMSD_Law::optimizeParameters	(	const MMSD_DoubleFullMatrix &	weights,
		const MMSD_DoubleVector &	probs,
		const MMSD_DoubleFullMatrix &	Y
	)

inlinevirtualinherited

optimizes the parameters of the law

call successivly:

MMSD_Law::updateMean() to update mMean of size P
MMSD_Law::updateCovarianceDecompositionDiagonal() to update mD of size P
MMSD_Law::updateCovarianceDecompositionMatrix() to update mP of size PxP & mYP of size NxP

References MMSD_Law::updateCovarianceDecompositionDiagonal(), MMSD_Law::updateCovarianceDecompositionMatrix(), and MMSD_Law::updateMean().

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void CORE_Object::outputPrint ( const tString & message )

staticinherited

print on output

References null, and CORE_Object::print().

Referenced by CORE_Exception::CORE_Exception().

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tString CORE_Object::pointer2String ( const void * obj )

staticinherited

return the string represantation of a pointer

References tString.

Referenced by CORE_Object::CORE_Object(), CORE_Object::getIdentityString(), CORE_Object::getPointerAddress(), and CORE_Object::~CORE_Object().

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virtual void CORE_Object::print ( )

inlinevirtualinherited

print the class

References CORE_Object::toString().

Referenced by CORE_Object::outputPrint(), CORE_Out::print(), CORE_Object::print(), CORE_Out::printInt(), CORE_Out::println(), CORE_Out::printReal(), CORE_Out::printString(), and CORE_Out::setAction().

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virtual ostream& CORE_Object::print ( ostream & out ) const

inlinevirtualinherited

print the class

References CORE_Object::print(), and CORE_Object::toString().

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void CORE_Object::print ( const tString & message )

virtualinherited

print the class

Reimplemented in CORE_Out.

References null, and CORE_Object::print().

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void CORE_Object::print ( const tInteger & str )

virtualinherited

print

References null.

void CORE_Object::print ( const tRelativeInteger & str )

virtualinherited

print

References null.

void CORE_Object::print ( const tReal & str )

virtualinherited

print

References null.

void CORE_Object::print ( const int & str )

virtualinherited

print

References null.

static ostream& CORE_Object::print	(	ostream &	out,
		const tString &	message
	)

inlinestaticinherited

print the class

void CORE_Object::printObjectsInMemory ( )

staticinherited

print object in memory

References CORE_Object::getClassName(), CORE_Object::getSharedPointer(), and CORE_Object::mIsMemoryTesting.

Referenced by main().

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virtual void MMSD_StiefelGaussianLaw::restore ( const MMSD_DoubleFullMatrix & properties )

inlinevirtual

restore the unstored values after a backup see MMSD_Law::restore()

Reimplemented from MMSD_Law.

References MMSD_Law::restore().

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void MMSD_Law::saveToUIClass ( UI_Class & mclass ) const

protectedvirtualinherited

how to save the object from a mate model class

Reimplemented from UI_Object.

References LAP_DoubleFullGeneralMatrix::getColumnsNumber(), LAP_DoubleFullGeneralMatrix::getRowsNumber(), LAP_Vector< T >::getSize(), LAP_DoubleMatrix::getStorage(), LAP_DoubleMatrixStorage::getValues(), LAP_Vector< T >::getValues(), UI_Class::saveField(), and UI_Class::saveFullMatrixField().

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void UI_Object::setHasBeenLoaded ( const tBoolean & v )

inlineinherited

set the if the object has completely been loaded

Referenced by UI_Class::loadAssociation().

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void MMSD_StiefelGaussianLaw::setMaxIterationsNumber ( const int & n )

inline

set the max iterations number for the optimizer algorithm

void MMSD_Law::setMinEigenValue ( const double & v )

inlineinherited

set the min eigen value available be default 1.e-16 see MMSD_Law::initialize()

static void CORE_Object::setOutput ( ostream & out )

inlinestaticinherited

set output

void CORE_Object::setThis ( SP::CORE_Object p )

inlineprotectedinherited

set this weak shared pointer called toDoAfterThis setting method

References CORE_Object::toDoAfterThisSetting().

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virtual void CORE_Object::setType ( tString type )

inlineprotectedvirtualinherited

set the type of the object

Referenced by LAP_IntegerVector::LAP_IntegerVector(), MATH_BetaFunction::MATH_BetaFunction(), MATH_C1Function::MATH_C1Function(), MATH_DigammaFunction::MATH_DigammaFunction(), MATH_EigenFunction::MATH_EigenFunction(), MATH_Equation::MATH_Equation(), MATH_Function::MATH_Function(), MATH_GammaFunction::MATH_GammaFunction(), MATH_KeplerFunction::MATH_KeplerFunction(), MATH_LogGammaFunction::MATH_LogGammaFunction(), MATH_NewtonEquation::MATH_NewtonEquation(), MATH_StiefelFunction::MATH_StiefelFunction(), MATH_StiefelOptimizer::MATH_StiefelOptimizer(), MATH_TranscendentEquation::MATH_TranscendentEquation(), MATH_TrigammaFunction::MATH_TrigammaFunction(), MATH_ZeroEquation::MATH_ZeroEquation(), MATH_ZKeplerFunction::MATH_ZKeplerFunction(), MM_Attribute::MM_Attribute(), MM_Class::MM_Class(), MM_ClassFactory::MM_ClassFactory(), MM_Data::MM_Data(), MM_Structure::MM_Structure(), MMSD_ClassFactory::MMSD_ClassFactory(), MMSD_Cluster::MMSD_Cluster(), MMSD_ConstDoubleVector::MMSD_ConstDoubleVector(), MMSD_ConstraintGaussianCluster::MMSD_ConstraintGaussianCluster(), MMSD_ConstraintGaussianModel::MMSD_ConstraintGaussianModel(), MMSD_DataSet::MMSD_DataSet(), MMSD_DataSetClassFactory::MMSD_DataSetClassFactory(), MMSD_DoubleFullMatrix::MMSD_DoubleFullMatrix(), MMSD_DoubleSymmetricMatrix::MMSD_DoubleSymmetricMatrix(), MMSD_DoubleVector::MMSD_DoubleVector(), MMSD_FluryGautschiGaussianLaw::MMSD_FluryGautschiGaussianLaw(), MMSD_GaussianCluster::MMSD_GaussianCluster(), MMSD_GaussianFDFunction::MMSD_GaussianFDFunction(), MMSD_GaussianLaw::MMSD_GaussianLaw(), MMSD_GaussianModel::MMSD_GaussianModel(), MMSD_Law::MMSD_Law(), MMSD_Model::MMSD_Model(), MMSD_ModelClassFactory::MMSD_ModelClassFactory(), MMSD_Object::MMSD_Object(), MMSD_StiefelFunction::MMSD_StiefelFunction(), MMSD_StiefelGaussianLaw(), STAT_BernoulliDistribution::STAT_BernoulliDistribution(), STAT_BinomialDistribution::STAT_BinomialDistribution(), STAT_Combinatorial< T >::STAT_Combinatorial(), STAT_DiracDistribution::STAT_DiracDistribution(), STAT_Distribution::STAT_Distribution(), STAT_ExponentialDistribution::STAT_ExponentialDistribution(), STAT_GammaDistribution::STAT_GammaDistribution(), STAT_GeometricDistribution::STAT_GeometricDistribution(), STAT_InverseNormalDistribution::STAT_InverseNormalDistribution(), STAT_NormalDistribution::STAT_NormalDistribution(), STAT_Object::STAT_Object(), STAT_PoissonDistribution::STAT_PoissonDistribution(), STAT_UniformDistribution::STAT_UniformDistribution(), and STAT_UniformLaplaceTransform::STAT_UniformLaplaceTransform().

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void MMSD_Law::sort ( MMSD_DoubleVector & nus )

inherited

sorts the law parameters & the array in argument in order to be to the same order than the D diagonal matrix of Y eigen value decomposition

see MMSD_Law::initialization()

References LAP_Vector< T >::getSize(), and tBoolean.

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virtual void CORE_Object::toDoAfterThisSetting ( )

inlineprotectedvirtualinherited

method called after setThis() method this method can oly be called once.

Reimplemented in STAT_UniformLaplaceTransform.

Referenced by CORE_Object::setThis(), and STAT_UniformLaplaceTransform::toDoAfterThisSetting().

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virtual tString MMSD_StiefelGaussianLaw::toString ( ) const

inlinevirtual

turn the class into string

Reimplemented from MMSD_GaussianLaw.

References MMSD_GaussianLaw::toString(), and tString.

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virtual void MMSD_GaussianLaw::updateCovarianceDecompositionDiagonal	(	const MMSD_DoubleFullMatrix &	P,
		const MMSD_DoubleFullMatrix &	YP,
		const MMSD_DoubleVector &	mean,
		const MMSD_DoubleFullMatrix &	W,
		const MMSD_DoubleVector &	probs,
		MMSD_DoubleVector &	D
	)

inlineprotectedvirtualinherited

pdate the decomposition diagonal of the covariance parameters

Parameters

P	:eigen value matrix decomposition of cov(Y)
YP	: matrix vector product Y.P of size NxP
mean	: mean vector of size P
W	: Weight matrix of size NxP
probs	: probability vector of size N
D	: output eigen value diagonal matrix decomposition of cov(Y)

minValue = MMSDD_law::setminEigenValue() ) work=P.mMean for i in [0,P[

s=<W[.][i],probs>
D[i]= [ <YP[.][i],YP[.][i],W[.][i],probs>-2*work[i]*<YP[.][i],W[.][i],probs>+(work[i]^2)*s ] / s (see MMSD_DoubleVector::quadProduct(),MMSD_DoubleVector::triProduct() )
if (D[i]<minValue) D[i]=minValue

Implements MMSD_Law.

References MMSD_Law::getMinEigenValue().

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void MMSD_StiefelGaussianLaw::updateCovarianceDecompositionMatrix	(	const MMSD_DoubleFullMatrix &	Y,
		const MMSD_DoubleVector &	Diag,
		const MMSD_DoubleVector &	mean,
		const MMSD_DoubleFullMatrix &	W,
		const MMSD_DoubleVector &	probs,
		MMSD_DoubleFullMatrix &	P,
		MMSD_DoubleFullMatrix &	YP
	)

protectedvirtual

pdate the decomposition matrix of the covariance parameters

Parameters

Y	: properties matrix of size NxP
Diag	: eigen value diagonal matrix decomposition of cov(Y)
mean	: mean vector of size P
W	: Weight matrix of size NxP
probs	: probability vector of size N
P	: output eigen value matrix decomposition of cov(Y) of size PxP
YP	: output matrix vector product Y.P of size NxP

minimise the function MMSD_StiefelFunction with optimizer MMSD_StiefelOptimizer

Implements MMSD_Law.

References LAP_DoubleFullGeneralMatrix::matrixProduct().

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void MMSD_GaussianLaw::updateMean	(	const MMSD_DoubleFullMatrix &	P,
		const MMSD_DoubleFullMatrix &	YP,
		const MMSD_DoubleFullMatrix &	W,
		const MMSD_DoubleVector &	probs,
		MMSD_DoubleVector &	mean
	)

protectedvirtualinherited

update the mean parameters

Parameters

P	: eigen value matrix decomposition of cov(Y)
YP	: matrix vector product Y.P of size NxP
W	: Weight matrix of size NxP
probs	: probability vector of size N
mean	: output mean vector of size P