/// <summary>
/// See <see cref="IVectorView.DotProduct(IVectorView)"/>.
/// </summary>
public double DotProduct(IVectorView vector)
{
Preconditions.CheckVectorDimensions(this, vector);
if (vector is Vector dense)
{
return(SparseBlas.Ddoti(values.Length, values, indices, 0, dense.RawData, 0));
}
else if ((vector is SparseVector sparse) && HasSameIndexer(sparse))
{
return(Blas.Ddot(values.Length, this.values, 0, 1, sparse.values, 0, 1));
}
double sum = 0;
for (int i = 0; i < values.Length; ++i)
{
sum += values[i] * vector[indices[i]];
}
return(sum);
}
/// <summary>
/// Calculates the dot (or inner/scalar) product of this vector with <paramref name="vector"/>:
/// result = sum over all i of this[i] * <paramref name="vector"/>[i]).
/// </summary>
/// <param name="vector">A vector with the same <see cref="Length"/> as this.</param>
public double DotProduct(Vector vector)
{
Preconditions.CheckVectorDimensions(this, vector);
return(Blas.Ddot(Length, this.data, 0, 1, vector.data, 0, 1));
}
/// <summary> /// See https://software.intel.com/en-us/mkl-developer-reference-fortran-dot#D4E53C70-D8FA-4095-A800-4203CAFE64FE /// </summary> public double Ddot(int n, double[] x, int offsetX, int incX, double[] y, int offsetY, int incY) => Blas.Ddot(ref n, ref x[offsetX], ref incX, ref y[offsetY], ref incY);
public double Emstep(SRMData data)
{
int dsize = data.Size;
double[] time = data.Time;
int[] num = data.Fault;
int[] type = data.Type;
int x;
double t, llf, tmpv;
int right = PoiDist.GetRightBound(param.Lambda * NMath.Max(time), epsi);
double[] prob = new double[right + 2];
double[][] vc = Array2.Create(right + 2, ndim);
// initialize for estep
eno = 0.0;
Blas.Fill(ndim, eb, 0.0);
Blas.Fill(ndim, eb2, 0.0);
Blas.Fill(ndim * 2, en, 0.0);
// backward: compute eb
Blas.Fill(ndim, vb[0], 1.0);
Blas.Fill(ndim, vb2[0], 0.0);
vb2[0][ndim - 1] = param.Rate[ndim - 1];
llf = 0.0;
for (int k = 1; k <= dsize; k++)
{
t = time[k - 1]; // dat.getTime(k);
x = num[k - 1]; // dat.getNumber(k);
Blas.Dcopy(ndim, vb[k - 1], vb[k]);
cuni.DoBackward(t, vb[k], right, prob);
if (x != 0)
{
Blas.Dcopy(ndim, vb[k - 1], tmp);
Blas.Daxpy(ndim, -1.0, vb[k], tmp);
blf[k] = Blas.Ddot(ndim, param.Alpha, tmp);
llf += x * NMath.Log(param.Omega * blf[k]) - NMath.Lgamma(x + 1);
eno += x;
Blas.Daxpy(ndim, x / blf[k], tmp, eb);
}
else
{
blf[k] = 1.0; // to avoid NaN
}
Blas.Dcopy(ndim, vb2[k - 1], vb2[k]);
cuni.DoBackward(t, vb2[k], right, prob);
if (type[k - 1] == 1) // (dat.getType(k) == 1)
{
blf2[k] = Blas.Ddot(ndim, param.Alpha, vb2[k]);
llf += NMath.Log(param.Omega * blf2[k]);
eno += 1.0;
Blas.Daxpy(ndim, 1.0 / blf2[k], vb2[k], eb2);
}
}
barblf = Blas.Ddot(ndim, param.Alpha, vb[dsize]);
llf += -param.Omega * (1.0 - barblf);
Blas.Daxpy(ndim, param.Omega, vb[dsize], eb);
// compute pi2
tmpv = 0.0;
for (int i = 0; i < ndim - 1; i++)
{
tmpv += param.Alpha[i];
pi2[i] = tmpv / param.Rate[i];
}
pi2[ndim - 1] = 1.0 / param.Rate[ndim - 1];
// sojourn:
Blas.Fill(ndim, tmp, 0.0);
Blas.Daxpy(ndim, -num[dsize - 1] / blf[dsize] + param.Omega, pi2, tmp);
if (type[dsize - 1] == 1)
{
Blas.Daxpy(ndim, 1.0 / blf2[dsize], param.Alpha, tmp);
}
cuni.DoSojournForward(time[dsize - 1], tmp, vb2[dsize - 1], h0, right, prob, vc);
Blas.Daxpy(ndim * 2, 1.0, h0, en);
for (int k = dsize - 1; k >= 1; k--)
{
Blas.Daxpy(ndim, num[k] / blf[k + 1] - num[k - 1] / blf[k], pi2, tmp);
if (type[k - 1] == 1)
{
Blas.Daxpy(ndim, 1.0 / blf2[k], param.Alpha, tmp);
}
cuni.DoSojournForward(time[k - 1], tmp, vb2[k - 1], h0, right, prob, vc);
Blas.Daxpy(ndim * 2, 1.0, h0, en);
}
/* concrete algorithm: M-step */
for (int i = 0; i < ndim - 1; i++)
{ // <-- not <=ndim!
ey[i] = param.Rate[i]
* (en[2 * i + 1] + eb[i + 1] * pi2[i])
/ (en[2 * i] + eb[i] * pi2[i]);
}
tmpv = en[2 * (ndim - 1)] + eb[ndim - 1] * pi2[ndim - 1];
double sum = 0.0;
for (int i = 0; i < ndim; i++)
{
eb[i] = param.Alpha[i] * (eb[i] + eb2[i]);
sum += eb[i];
}
ey[ndim - 1] = sum / tmpv;
for (int i = 0; i < ndim; i++)
{
eb[i] /= sum;
}
param.Update(eno + param.Omega * barblf, eb, ey);
return(llf);
}
