diff toolboxes/FullBNT-1.0.7/bnt/potentials/@cpot/marginalize_pot.m @ 0:cc4b1211e677 tip

initial commit to HG from
Changeset:
646 (e263d8a21543) added further path and more save "camirversion.m"

--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/toolboxes/FullBNT-1.0.7/bnt/potentials/@cpot/marginalize_pot.m	Fri Aug 19 13:07:06 2016 +0200
@@ -0,0 +1,31 @@
+function smallpot = marginalize_pot(bigpot, keep, maximize, useC)
+% MARGINALIZE_POT Marginalize a cpot onto a smaller domain.
+% smallpot = marginalize_pot(bigpot, keep, maximize, useC)
+%
+% The maximize argument is ignored - maxing out a Gaussian is the same as summing it out,
+% since the mode and mean are equal.
+% The useC argument is ignored.
+
+node_sizes = sparse(1, max(bigpot.domain));
+node_sizes(bigpot.domain) = bigpot.sizes;
+sum_over = mysetdiff(bigpot.domain, keep);
+
+if sum(node_sizes(sum_over))==0 % isempty(sum_over)
+  %smallpot = bigpot;
+  smallpot = cpot(keep, node_sizes(keep), bigpot.g, bigpot.h, bigpot.K);
+else
+  [h1, h2, K11, K12, K21, K22] = partition_matrix_vec(bigpot.h, bigpot.K, sum_over, keep, node_sizes);
+  n = length(h1);
+  K11inv = inv(K11);
+  g = bigpot.g + 0.5*(n*log(2*pi) - log(det(K11)) + h1'*K11inv*h1);
+  if length(h2) > 0 % ~isempty(keep) % we are are actually keeping something
+    A = K21*K11inv;
+    h = h2 - A*h1;
+    K = K22 - A*K12;
+  else
+    h = [];
+    K = [];
+  end
+  smallpot = cpot(keep, node_sizes(keep), g, h, K);
+end
+