/******************************************************************************* * Copyright 2012-2014 Analog Devices, Inc. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. ********************************************************************************/ package com.analog.lyric.dimple.solvers.sumproduct.customFactors; import java.util.List; import com.analog.lyric.collect.ArrayUtil; import com.analog.lyric.dimple.model.factors.Factor; import com.analog.lyric.dimple.model.values.Value; import com.analog.lyric.dimple.model.variables.VariablePredicates; import com.analog.lyric.dimple.solvers.core.parameterizedMessages.MultivariateNormalParameters; import com.analog.lyric.dimple.solvers.sumproduct.SumProductSolverGraph; import com.google.common.collect.Iterables; public class CustomMultivariateGaussianSum extends MultivariateGaussianFactorBase { protected int _sumIndex; private int _sumPort; private double[] _constantSum = ArrayUtil.EMPTY_DOUBLE_ARRAY; public CustomMultivariateGaussianSum(Factor factor, SumProductSolverGraph parent) { super(factor, parent); assertUnboundedRealJoint(factor); _sumIndex = 0; // Index that is the sum of all the others } @Override public void doUpdateEdge(int outPortNum) { MultivariateNormalParameters outMsg = getSiblingEdgeState(outPortNum).factorToVarMsg; int size = outMsg.getMean().length; double [] mean = new double[size]; double [][] covariance = new double[size][]; for (int i = 0; i < covariance.length; i++) covariance[i] = new double[size]; // Initialize mean with sum of constants if (outPortNum == _sumPort) for (int i = 0; i < size; i++) mean[i] = _constantSum[i]; // For the sum, use constant sum directly else for (int i = 0; i < size; i++) mean[i] = -_constantSum[i]; // For summands, use negative of constant sum for (int i = 0, end = _model.getSiblingCount(); i < end; i++ ) { if (i != outPortNum) { MultivariateNormalParameters inMsg = getSiblingEdgeState(i).varToFactorMsg; if (inMsg.isNull()) { // If any input is null, then no information is provided to the other variables. outMsg.setNull(); return; } double [] inMsgMean = inMsg.getMean(); if (outPortNum != _sumPort && i != _sumPort) { for (int j = size; --j>=0;) mean[j] -= inMsgMean[j]; } else { for (int j = size; --j>=0;) mean[j] += inMsgMean[j]; } double [][] inMsgCovariance = inMsg.getCovariance(); for (int j = inMsgCovariance.length; --j>=0;) { final double[] row = covariance[j], inrow = inMsgCovariance[j]; for (int k = row.length; --k>=0;) row[k] += inrow[k]; } } } outMsg.setMeanAndCovariance(mean, covariance); } @Override public void initialize() { super.initialize(); // Pre-compute sum associated with any constant edges final Factor factor = _model; _sumPort = factor.hasConstantAtIndex(_sumIndex) ? -1 : _sumIndex; // If sum isn't a variable, then set port to invalid value int dimension = getSiblingEdgeState(0).varToFactorMsg.getVectorLength(); _constantSum = new double[dimension]; // Assume all zero if (_model.hasConstants()) { final List<Value> constantValues = factor.getConstantValues(); int[] constantIndices = factor.getConstantIndices(); for (int i = 0, n = constantValues.size(); i < n; i++) { double[] constantValue = constantValues.get(i).getDoubleArray(); if (constantIndices[i] == _sumIndex) for (int v = 0; v < dimension; v++) _constantSum[v] -= constantValue[v]; // Constant sum value counts as negative else for (int v = 0; v < dimension; v++) _constantSum[v] += constantValue[v]; // Constant summand value counts as positive } } } /** * Utility to indicate whether or not a factor is compatible with the requirements of this custom factor * @deprecated as of release 0.08 */ @Deprecated public static boolean isFactorCompatible(Factor factor) { return Iterables.all(factor.getSiblings(), VariablePredicates.isUnboundedRealJoint()); } }