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/*****************************************************************************
* *
* Small (Matlab/Octave) Toolbox for Kriging *
* *
* Copyright Notice *
* *
* Copyright (C) 2015 CentraleSupelec *
* Copyright (C) 2013 SUPELEC *
* *
* Author: Julien Bect <julien.bect@centralesupelec.fr> *
* *
* Copying Permission Statement *
* *
* This file is part of *
* *
* STK: a Small (Matlab/Octave) Toolbox for Kriging *
* (https://github.com/stk-kriging/stk/) *
* *
* STK is free software: you can redistribute it and/or modify it under *
* the terms of the GNU General Public License as published by the Free *
* Software Foundation, either version 3 of the License, or (at your *
* option) any later version. *
* *
* STK is distributed in the hope that it will be useful, but WITHOUT *
* ANY WARRANTY; without even the implied warranty of MERCHANTABILITY *
* or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public *
* License for more details. *
* *
* You should have received a copy of the GNU General Public License *
* along with STK. If not, see <http://www.gnu.org/licenses/>. *
* *
****************************************************************************/
#include "stk_mex.h"
static void gpquadform_matrixx
(
double* x, double* rx2, double* h, size_t n, size_t dim
)
{
size_t i, j, k1, k2;
double diff, lambda;
for (i = 0; i < (n - 1); i++)
{
/* put a zero on the diagonal */
h[i * (n + 1)] = 0.0;
for (j = (i + 1); j < n; j++)
{
/* compute distance between x[i,:] and x[j,:] */
lambda = 0.0;
for (k1 = i, k2 = j; k1 < dim * n; k1 += n, k2 += n)
{
diff = x[k1] - x[k2];
lambda += (diff * diff) / (rx2[k1] + rx2[k2]);
}
/* store the result in h */
h[i + n * j] = lambda;
h[j + n * i] = lambda;
}
}
}
mxArray* compute_gpquadform_matrixx
(
const mxArray* x,
const mxArray* rx
)
{
size_t k, d, mx;
double u, *p, *rx2;
mxArray *h;
if((!stk_is_realmatrix(x)) || (!stk_is_realmatrix(rx)))
mexErrMsgTxt("Input arguments should be real-valued double-precision array.");
d = mxGetN(x);
mx = mxGetM(x);
/* Check that the all input arguments have the same number of columns */
if ((mxGetM(rx) != mx) || (mxGetN(rx) != d))
mexErrMsgTxt("x and rx should have the same size.");
/* Compute rx^2 */
rx2 = mxCalloc(mx * d, sizeof(double)); p = mxGetPr(rx);
for(k = 0; k < mx * d; k++)
{
u = p[k];
if(u <= 0)
mexErrMsgTxt("rx should have (strictly) positive entries.");
rx2[k] = u * u;
}
/* Create a matrix for the return argument */
h = mxCreateDoubleMatrix(mx, mx, mxREAL);
/* Do the actual computations in a subroutine */
gpquadform_matrixx(mxGetPr(x), rx2, mxGetPr(h), mx, d);
/* Free allocated memory */
mxFree(rx2);
return h;
}
void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray*prhs[])
{
if (nlhs > 1) /* Check number of output arguments */
mexErrMsgTxt("Too many output arguments.");
if (nrhs != 2) /* Check number of input arguments */
mexErrMsgTxt("Incorrect number of input arguments.");
plhs[0] = compute_gpquadform_matrixx(prhs[0], prhs[1]);
}
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