X-Git-Url: https://pintos-os.org/cgi-bin/gitweb.cgi?a=blobdiff_plain;f=src%2Fmath%2Fcovariance.c;h=61f54f50752704e7e9717378574930f3a01b4752;hb=51356a3a547f953fdfe710aae94b72ac9e40e562;hp=dbcf4f65efb8d8b5c586c3e90afb61b73327da33;hpb=d06112af3e59338577515f98ec929454d608db71;p=pspp diff --git a/src/math/covariance.c b/src/math/covariance.c index dbcf4f65ef..61f54f5075 100644 --- a/src/math/covariance.c +++ b/src/math/covariance.c @@ -135,7 +135,7 @@ covariance_1pass_create (size_t n_vars, const struct variable **vars, const struct variable *weight, enum mv_class exclude) { size_t i; - struct covariance *cov = xmalloc (sizeof *cov); + struct covariance *cov = xzalloc (sizeof *cov); cov->passes = 1; cov->state = 0; @@ -156,7 +156,9 @@ covariance_1pass_create (size_t n_vars, const struct variable **vars, cov->n_cm = (n_vars * (n_vars - 1) ) / 2; - cov->cm = xcalloc (sizeof *cov->cm, cov->n_cm); + if (cov->n_cm > 0) + cov->cm = xcalloc (sizeof *cov->cm, cov->n_cm); + cov->categoricals = NULL; return cov; } @@ -192,7 +194,7 @@ covariance_2pass_create (size_t n_vars, const struct variable **vars, cov->exclude = exclude; - cov->n_cm = - 1; + cov->n_cm = -1; cov->cm = NULL; cov->categoricals = categoricals_create (catvars, n_catvars, wv, exclude); @@ -265,7 +267,8 @@ get_val (const struct covariance *cov, int i, const struct ccase *c) return categoricals_get_binary_by_subscript (cov->categoricals, i - cov->n_vars, c); } -static void +#if 0 +void dump_matrix (const gsl_matrix *m) { size_t i, j; @@ -277,6 +280,7 @@ dump_matrix (const gsl_matrix *m) printf ("\n"); } } +#endif /* Call this function for every case in the data set */ void @@ -334,10 +338,13 @@ covariance_accumulate_pass2 (struct covariance *cov, const struct ccase *c) if (! cov->pass_two_first_case_seen) { + size_t m; assert (cov->state == 1); cov->state = 2; - cov->dim = cov->n_vars + categoricals_total (cov->categoricals); + cov->dim = cov->n_vars + + categoricals_total (cov->categoricals) - categoricals_get_n_variables (cov->categoricals); + cov->n_cm = (cov->dim * (cov->dim - 1) ) / 2; cov->cm = xcalloc (sizeof *cov->cm, cov->n_cm); @@ -350,10 +357,39 @@ covariance_accumulate_pass2 (struct covariance *cov, const struct ccase *c) categoricals_done (cov->categoricals); + /* Populate the moments matrices with the categorical value elements */ + for (i = cov->n_vars; i < cov->dim; ++i) + { + for (j = 0 ; j < cov->dim ; ++j) /* FIXME: This is WRONG !!! */ + { + double w = categoricals_get_weight_by_subscript (cov->categoricals, i - cov->n_vars); + + gsl_matrix_set (cov->moments[MOMENT_NONE], i, j, w); + + w = categoricals_get_sum_by_subscript (cov->categoricals, i - cov->n_vars); + + gsl_matrix_set (cov->moments[MOMENT_MEAN], i, j, w); + } + } + + /* FIXME: This is WRONG!! It must be fixed to properly handle missing values. For + now it assumes there are none */ + for (m = 0 ; m < n_MOMENTS; ++m) + { + for (i = 0 ; i < cov->dim ; ++i) + { + double x = gsl_matrix_get (cov->moments[m], i, cov->n_vars -1); + for (j = cov->n_vars; j < cov->dim; ++j) + { + gsl_matrix_set (cov->moments[m], i, j, x); + } + } + } + /* Divide the means by the number of samples */ - for (i = 0; i < cov->n_vars; ++i) + for (i = 0; i < cov->dim; ++i) { - for (j = 0; j < cov->n_vars; ++j) + for (j = 0; j < cov->dim; ++j) { double *x = gsl_matrix_ptr (cov->moments[MOMENT_MEAN], i, j); *x /= gsl_matrix_get (cov->moments[MOMENT_NONE], i, j); @@ -396,7 +432,6 @@ covariance_accumulate_pass2 (struct covariance *cov, const struct ccase *c) { cov->cm [idx] += ss; } - } } @@ -558,7 +593,6 @@ covariance_calculate_single_pass (struct covariance *cov) } - /* Return a pointer to gsl_matrix containing the pairwise covariances. The matrix remains owned by the COV object, and must not be freed. @@ -582,6 +616,85 @@ covariance_calculate (struct covariance *cov) } } +/* + Covariance computed without dividing by the sample size. + */ +static const gsl_matrix * +covariance_calculate_double_pass_unnormalized (struct covariance *cov) +{ + size_t i, j; + for (i = 0 ; i < cov->dim; ++i) + { + for (j = 0 ; j < cov->dim; ++j) + { + int idx; + double *x = gsl_matrix_ptr (cov->moments[MOMENT_VARIANCE], i, j); + + idx = cm_idx (cov, i, j); + if ( idx >= 0) + { + x = &cov->cm [idx]; + } + } + } + + return cm_to_gsl (cov); +} + +static const gsl_matrix * +covariance_calculate_single_pass_unnormalized (struct covariance *cov) +{ + size_t i, j; + + for (i = 0 ; i < cov->dim; ++i) + { + for (j = 0 ; j < cov->dim; ++j) + { + double *x = gsl_matrix_ptr (cov->moments[MOMENT_VARIANCE], i, j); + *x -= pow2 (gsl_matrix_get (cov->moments[MOMENT_MEAN], i, j)) + / gsl_matrix_get (cov->moments[MOMENT_NONE], i, j); + } + } + for ( j = 0 ; j < cov->dim - 1; ++j) + { + for (i = j + 1 ; i < cov->dim; ++i) + { + double *x = &cov->cm [cm_idx (cov, i, j)]; + + *x -= + gsl_matrix_get (cov->moments[MOMENT_MEAN], i, j) + * + gsl_matrix_get (cov->moments[MOMENT_MEAN], j, i) + / gsl_matrix_get (cov->moments[MOMENT_NONE], i, j); + } + } + + return cm_to_gsl (cov); +} + + +/* + Return a pointer to gsl_matrix containing the pairwise covariances. + The matrix remains owned by the COV object, and must not be freed. + Call this function only after all data have been accumulated. +*/ +const gsl_matrix * +covariance_calculate_unnormalized (struct covariance *cov) +{ + assert ( cov->state > 0 ); + + switch (cov->passes) + { + case 1: + return covariance_calculate_single_pass_unnormalized (cov); + break; + case 2: + return covariance_calculate_double_pass_unnormalized (cov); + break; + default: + NOT_REACHED (); + } +} @@ -590,7 +703,7 @@ void covariance_destroy (struct covariance *cov) { size_t i; - free (cov->vars); + categoricals_destroy (cov->categoricals); for (i = 0; i < n_MOMENTS; ++i)