public void UpdateCovarianceMatrixMDF(ILArray <double> vector)
{
// newCov = t-1/t * cov(t-1) + 1/t * (newVector - mean(t)) * (newVector - mean(t))T
// oldPart = t-1/t * cov(t-1)
// incrementalPart = 1/t * (newVector - mean(t)) * (newVector - mean(t))T
// vector1 = (newVector - mean(t))
// vector2 = (newVector - mean(t))T
// newCovPart = vector1 * vector2
//newVector - mean(t)
//Vector v1 = new Vector(vector.ToArray());
//v1.Subtract(this.meanMD);
ILArray <double> vector1 = (vector - this.meanMDF).ToArray();
ILArray <double> vector2 = vector1.ToArray();
// transpone
vector2 = vector2.T;
double t = (double)this.items.Count;
//double fragment1 = (t - 2) / (t - 1);
//double fragment2 = t / (Math.Pow((t - 1), 2));
double fragment1 = (t - 1 - this.GetAmnesicParameter(t)) / t;
double fragment2 = (1 + this.GetAmnesicParameter(t)) / t;
try
{
this.covarianceMatrixMDF = (this.covarianceMatrixMDF * fragment1) + (fragment2 * ILMath.multiply(vector1, vector2));
}
catch (Exception ee)
{
throw new InvalidCastException();
}
}
public complex[] ILArray2Values(ILArray <complex> il, int width)
{
complex[] result = new complex[width];
complex[] ila = il.ToArray();
for (int i = 0; i < width; i++)
{
result[i] = ila[i * width + i];
}
return(result);
}
public complex[,] ILArray2Array(ILArray <complex> il, int width)
{
complex[,] result = new complex[width, width];
complex[] ila = il.ToArray();
for (int i = 0; i < width; i++)
{
for (int j = 0; j < width; j++)
{
result[i, j] = ila[i * width + j];
}
}
return(result);
}
/// <summary>
/// Update MDF mean with amnesic average
/// </summary>
/// <param name="vector">Vector, which should be add to mean</param>
protected void UpdateMeanMDF(ILArray <double> vector)
{
double t = (double)this.items.Count;
//double multiplier1 = (t - 1) / t;
//double multiplier2 = 1 / t;
double multiplier1 = (t - 1 - this.GetAmnesicParameter(t)) / t;
double multiplier2 = (1 + this.GetAmnesicParameter(t)) / t;
Vector incrementPart = new Vector(vector.ToArray());
this.meanMDF = (this.meanMDF * multiplier1) + (vector * multiplier2);
}
private double[,] GetTwoDimensionalArray(ILArray <double> array, int dimensionX, int dimensionY)
{
double[,] result = new double[dimensionX, dimensionY];
double[] source = array.ToArray();
for (int i = 0; i < dimensionX; i++)
{
for (int j = 0; j < dimensionY; j++)
{
result[i, j] = source[i * dimensionX + j];
}
}
return(result);
}
public void UpdateCovarianceMatrixMDF_NonParametric(ILArray <double> vector)
{
#warning this must be remake according to F. Amnesic average with parameters t1, t2
// newCov = t-1/t * cov(t-1) + 1/t * (newVector - mean(t)) * (newVector - mean(t))T
// oldPart = t-1/t * cov(t-1)
// incrementalPart = 1/t * (newVector - mean(t)) * (newVector - mean(t))T
// vector1 = (newVector - mean(t))
// vector2 = (newVector - mean(t))T
// newCovPart = vector1 * vector2
//newVector - mean(t)
//Vector v1 = new Vector(vector.ToArray());
//v1.Subtract(this.meanMD);
ILArray <double> vector1 = (vector - this.meanMDF).ToArray();
ILArray <double> vector2 = vector1.ToArray();
// transpone
vector2 = vector2.T;
#warning need to edit update covariance matrix
double t = (double)this.items.Count;
double fragment1 = (t - 2) / (t - 1);
double fragment2 = t / (Math.Pow((t - 1), 2));
//DenseMatrix oldPart = fragment1 * this.covarianceMatrix;
//DenseMatrix newCovPart = vector1 * vector2;
try
{
//DenseMatrix incrementalPart = newCovPart * fragment2;
this.covarianceMatrixMDF = (this.covarianceMatrixMDF * fragment1) + (ILMath.multiply(vector1, vector2) * fragment2);
}
catch (Exception ee)
{
throw new InvalidCastException();
}
}
private double[,] GetTwoDimensionalArray(ILArray<double> array, int dimensionX, int dimensionY)
{
double[,] result = new double[dimensionX, dimensionY];
double[] source = array.ToArray();
for (int i = 0; i < dimensionX; i++)
{
for (int j = 0; j < dimensionY; j++)
{
result[i, j] = source[i * dimensionX + j];
}
}
return result;
}
/// <summary>
/// Update MDF mean with amnesic average
/// </summary>
/// <param name="vector">Vector, which should be add to mean</param>
protected void UpdateMeanMDF(ILArray<double> vector)
{
double t = (double)this.items.Count;
//double multiplier1 = (t - 1) / t;
//double multiplier2 = 1 / t;
double multiplier1 = (t - 1 - this.GetAmnesicParameter(t)) / t;
double multiplier2 = (1 + this.GetAmnesicParameter(t)) / t;
Vector incrementPart = new Vector(vector.ToArray());
this.meanMDF = (this.meanMDF * multiplier1) + (vector * multiplier2);
}
