X-Git-Url: https://pintos-os.org/cgi-bin/gitweb.cgi?a=blobdiff_plain;f=src%2Fmath%2Fcovariance.c;h=66b44c12c10859cd5a882db66e7c22407ce47d84;hb=642d7c051ec7a5254737108f2967942a0125663f;hp=3ec90efbba05188c68bddd54ce53bc2a8e7a5d0f;hpb=0df9cdd3df66caf4353128feff3008289cda8115;p=pspp diff --git a/src/math/covariance.c b/src/math/covariance.c index 3ec90efbba..66b44c12c1 100644 --- a/src/math/covariance.c +++ b/src/math/covariance.c @@ -62,7 +62,7 @@ resize_matrix (gsl_matrix *in, size_t new_size) gsl_matrix_set (out, i, j, x); } } - + gsl_matrix_free (in); return out; @@ -70,6 +70,9 @@ resize_matrix (gsl_matrix *in, size_t new_size) struct covariance { + /* True if the covariances are centerered. (ie Real covariances) */ + bool centered; + /* The variables for which the covariance matrix is to be calculated. */ size_t n_vars; const struct variable *const *vars; @@ -97,7 +100,7 @@ struct covariance double *cm; int n_cm; - /* 1 for single pass algorithm; + /* 1 for single pass algorithm; 2 for double pass algorithm */ short passes; @@ -105,8 +108,8 @@ struct covariance /* 0 : No pass has been made 1 : First pass has been started - 2 : Second pass has been - + 2 : Second pass has been + IE: How many passes have been (partially) made. */ short state; @@ -138,15 +141,17 @@ covariance_moments (const struct covariance *cov, int m) */ struct covariance * covariance_1pass_create (size_t n_vars, const struct variable *const *vars, - const struct variable *weight, enum mv_class exclude) + const struct variable *weight, enum mv_class exclude, + bool centered) { size_t i; struct covariance *cov = xzalloc (sizeof *cov); + cov->centered = centered; cov->passes = 1; cov->state = 0; cov->pass_one_first_case_seen = cov->pass_two_first_case_seen = false; - + cov->vars = vars; cov->wv = weight; @@ -154,7 +159,7 @@ covariance_1pass_create (size_t n_vars, const struct variable *const *vars, cov->dim = n_vars; cov->moments = xmalloc (sizeof *cov->moments * n_MOMENTS); - + for (i = 0; i < n_MOMENTS; ++i) cov->moments[i] = gsl_matrix_calloc (n_vars, n_vars); @@ -178,15 +183,17 @@ covariance_1pass_create (size_t n_vars, const struct variable *const *vars, struct covariance * covariance_2pass_create (size_t n_vars, const struct variable *const *vars, struct categoricals *cats, - const struct variable *wv, enum mv_class exclude) + const struct variable *wv, enum mv_class exclude, + bool centered) { size_t i; struct covariance *cov = xmalloc (sizeof *cov); + cov->centered = centered; cov->passes = 2; cov->state = 0; cov->pass_one_first_case_seen = cov->pass_two_first_case_seen = false; - + cov->vars = vars; cov->wv = wv; @@ -194,7 +201,7 @@ covariance_2pass_create (size_t n_vars, const struct variable *const *vars, cov->dim = n_vars; cov->moments = xmalloc (sizeof *cov->moments * n_MOMENTS); - + for (i = 0; i < n_MOMENTS; ++i) cov->moments[i] = gsl_matrix_calloc (n_vars, n_vars); @@ -209,7 +216,7 @@ covariance_2pass_create (size_t n_vars, const struct variable *const *vars, return cov; } -/* Return an integer, which can be used to index +/* Return an integer, which can be used to index into COV->cm, to obtain the I, J th element of the covariance matrix. If COV->cm does not contain that element, then a negative value @@ -221,7 +228,7 @@ cm_idx (const struct covariance *cov, int i, int j) int as; const int n2j = cov->dim - 2 - j; const int nj = cov->dim - 2 ; - + assert (i >= 0); assert (j < cov->dim); @@ -231,11 +238,11 @@ cm_idx (const struct covariance *cov, int i, int j) if (j >= cov->dim - 1) return -1; - if ( i <= j) + if ( i <= j) return -1 ; as = nj * (nj + 1) ; - as -= n2j * (n2j + 1) ; + as -= n2j * (n2j + 1) ; as /= 2; return i - 1 + as; @@ -243,14 +250,14 @@ cm_idx (const struct covariance *cov, int i, int j) /* - Returns true iff the variable corresponding to the Ith element of the covariance matrix + Returns true iff the variable corresponding to the Ith element of the covariance matrix has a missing value for case C */ static bool is_missing (const struct covariance *cov, int i, const struct ccase *c) { const struct variable *var = i < cov->n_vars ? - cov->vars[i] : + cov->vars[i] : categoricals_get_interaction_by_subscript (cov->categoricals, i - cov->n_vars)->vars[0]; const union value *val = case_data (c, var); @@ -354,7 +361,7 @@ covariance_accumulate_pass2 (struct covariance *cov, const struct ccase *c) categoricals_done (cov->categoricals); cov->dim = cov->n_vars; - + if (cov->categoricals) cov->dim += categoricals_df_total (cov->categoricals); @@ -431,9 +438,9 @@ covariance_accumulate_pass2 (struct covariance *cov, const struct ccase *c) *x += s; } - ss = + ss = (v1 - gsl_matrix_get (cov->moments[MOMENT_MEAN], i, j)) - * + * (v2 - gsl_matrix_get (cov->moments[MOMENT_MEAN], i, j)) * weight ; @@ -503,7 +510,7 @@ covariance_accumulate (struct covariance *cov, const struct ccase *c) } -/* +/* Allocate and return a gsl_matrix containing the covariances of the data. */ @@ -584,19 +591,22 @@ covariance_calculate_single_pass (struct covariance *cov) } } - /* Centre the moments */ - for ( j = 0 ; j < cov->dim - 1; ++j) + if (cov->centered) { - for (i = j + 1 ; i < cov->dim; ++i) + /* Centre the moments */ + for ( j = 0 ; j < cov->dim - 1; ++j) { - double *x = &cov->cm [cm_idx (cov, i, j)]; - - *x /= gsl_matrix_get (cov->moments[0], i, 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); + *x /= gsl_matrix_get (cov->moments[0], i, j); + + *x -= + gsl_matrix_get (cov->moments[MOMENT_MEAN], i, j) + * + gsl_matrix_get (cov->moments[MOMENT_MEAN], j, i); + } } } @@ -618,10 +628,10 @@ covariance_calculate (struct covariance *cov) switch (cov->passes) { case 1: - return covariance_calculate_single_pass (cov); + return covariance_calculate_single_pass (cov); break; case 2: - return covariance_calculate_double_pass (cov); + return covariance_calculate_double_pass (cov); break; default: NOT_REACHED (); @@ -642,29 +652,33 @@ covariance_calculate_single_pass_unnormalized (struct covariance *cov) { size_t i, j; - for (i = 0 ; i < cov->dim; ++i) + if (cov->centered) { - for (j = 0 ; j < cov->dim; ++j) + for (i = 0 ; i < cov->dim; ++i) { - 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; ++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) + + for ( j = 0 ; j < cov->dim - 1; ++j) { - 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); + 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); } @@ -685,10 +699,10 @@ covariance_calculate_unnormalized (struct covariance *cov) switch (cov->passes) { case 1: - cov->unnormalised = covariance_calculate_single_pass_unnormalized (cov); + cov->unnormalised = covariance_calculate_single_pass_unnormalized (cov); break; case 2: - cov->unnormalised = covariance_calculate_double_pass_unnormalized (cov); + cov->unnormalised = covariance_calculate_double_pass_unnormalized (cov); break; default: NOT_REACHED (); @@ -755,7 +769,7 @@ covariance_dump_enc_header (const struct covariance *cov, int length) tab_title (t, "Covariance Encoding"); - tab_box (t, + tab_box (t, TAL_2, TAL_2, 0, 0, 0, 0, tab_nc (t) - 1, tab_nr (t) - 1);