camir-aes2014: toolboxes/FullBNT-1.0.7/bnt/potentials/@cpot/marginalize

first hg version after svn

rev	line source
wolffd@0	1 function smallpot = marginalize_pot(bigpot, keep, maximize, useC)
wolffd@0	2 % MARGINALIZE_POT Marginalize a cpot onto a smaller domain.
wolffd@0	3 % smallpot = marginalize_pot(bigpot, keep, maximize, useC)
wolffd@0	4 %
wolffd@0	5 % The maximize argument is ignored - maxing out a Gaussian is the same as summing it out,
wolffd@0	6 % since the mode and mean are equal.
wolffd@0	7 % The useC argument is ignored.
wolffd@0	8
wolffd@0	9 node_sizes = sparse(1, max(bigpot.domain));
wolffd@0	10 node_sizes(bigpot.domain) = bigpot.sizes;
wolffd@0	11 sum_over = mysetdiff(bigpot.domain, keep);
wolffd@0	12
wolffd@0	13 if sum(node_sizes(sum_over))==0 % isempty(sum_over)
wolffd@0	14 %smallpot = bigpot;
wolffd@0	15 smallpot = cpot(keep, node_sizes(keep), bigpot.g, bigpot.h, bigpot.K);
wolffd@0	16 else
wolffd@0	17 [h1, h2, K11, K12, K21, K22] = partition_matrix_vec(bigpot.h, bigpot.K, sum_over, keep, node_sizes);
wolffd@0	18 n = length(h1);
wolffd@0	19 K11inv = inv(K11);
wolffd@0	20 g = bigpot.g + 0.5(nlog(2pi) - log(det(K11)) + h1'K11inv*h1);
wolffd@0	21 if length(h2) > 0 % ~isempty(keep) % we are are actually keeping something
wolffd@0	22 A = K21*K11inv;
wolffd@0	23 h = h2 - A*h1;
wolffd@0	24 K = K22 - A*K12;
wolffd@0	25 else
wolffd@0	26 h = [];
wolffd@0	27 K = [];
wolffd@0	28 end
wolffd@0	29 smallpot = cpot(keep, node_sizes(keep), g, h, K);
wolffd@0	30 end
wolffd@0	31

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