public double GetSDNLL_MDF(ILArray <double> mdfVector)
{
double firstPart = 0;
double secondPart = 0;
double thirdPart = 0;
if (this.items.Count < 2)
{
this.covarianceMatrixMDF = this.GetVarianceMatrix_MDF();
}
int q = this.meanMDF.Length;
// get matrix W
ILArray <double> W = this.GetMatrixW_MDF();
ILArray <double> WInverse = this.GetInverseMatrixOfMatrix(W, q);
/*if (Double.IsNaN(WInverse.ToArray()[0]))
* {
* //throw new InvalidDataException("inverse of covariance matrix MDF is NaN");
* WInverse = ILMath.eye(this.parent.VarianceMDF.Length, this.parent.VarianceMDF.Length);
* Debug.Assert(true, "Problem with covariance gaussian matrix.");
* }*/
ILArray <double> vector1 = mdfVector - this.meanMDF;
ILArray <double> tmpArray = ILMath.multiply(WInverse, vector1);
firstPart = 0.5 * ILMath.multiply(vector1.T, tmpArray).ToArray()[0];
secondPart = q / 2 * ILMath.log(2 * Math.PI).ToArray()[0];
thirdPart = 0.5 * ILMath.log(ILMath.det(W)).ToArray()[0];
return(firstPart + secondPart + thirdPart);
}
