cannam@31: /* -*- c-basic-offset: 4 indent-tabs-mode: nil -*-  vi:set ts=8 sts=4 sw=4: */
cannam@31: 
cannam@31: /*
cannam@31:     QM DSP Library
cannam@31: 
cannam@31:     Centre for Digital Music, Queen Mary, University of London.
cannam@31:     This file copyright 2008 QMUL
cannam@31:     All rights reserved.
cannam@31: */
cannam@31: 
cannam@31: #include "KLDivergence.h"
cannam@31: 
cannam@31: double KLDivergence::distance(const vector<double> &m1,
cannam@31: 			      const vector<double> &v1,
cannam@31: 			      const vector<double> &m2,
cannam@31: 			      const vector<double> &v2)
cannam@31: {
cannam@31:     int sz = m1.size();
cannam@31: 
cannam@31:     double d = -2.0 * sz;
cannam@31: 
cannam@31:     for (int k = 0; k < sz; ++k) {
cannam@31:         d += v1[k] / v2[k] + v2[k] / v1[k];
cannam@31:         d += (m1[k] - m2[k]) * (1.0 / v1[k] + 1.0 / v2[k]) * (m1[k] - m2[k]);
cannam@31:     }
cannam@31: 
cannam@31:     d /= 2.0;
cannam@31: 
cannam@31:     return d;
cannam@31: }