SHOGUN  6.1.3
VarianceH0.h
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4  * Written (w) 2014 - 2017 Soumyajit De
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31 
32 #ifndef VARIANCE_H0__H_
33 #define VARIANCE_H0__H_
34 
35 #include <shogun/lib/common.h>
36 #include <shogun/lib/SGMatrix.h>
39 
40 namespace shogun
41 {
42 
43 template <typename T> class SGMatrix;
44 
45 namespace internal
46 {
47 
48 namespace mmd
49 {
50 #ifndef DOXYGEN_SHOULD_SKIP_THIS
51 struct VarianceH0
52 {
53  template <typename T>
54  T operator()(const SGMatrix<T>& kernel_matrix)
55  {
57  typedef Eigen::Matrix<T, Eigen::Dynamic, 1> VectorXt;
58 
59  Eigen::Map<MatrixXt> map(kernel_matrix.matrix, kernel_matrix.num_rows, kernel_matrix.num_cols);
60  index_t B=map.rows();
61 
62  VectorXt diag=map.diagonal();
63  map.diagonal().setZero();
64 
65  auto term_1=CMath::sq(map.array().sum()/B/(B-1));
66  auto term_2=map.array().square().sum()/B/(B-1);
67  auto term_3=(map.colwise().sum()/(B-1)).array().square().sum()/B;
68 
69  map.diagonal()=diag;
70 
71  auto variance_estimate=2*(term_1+term_2-2*term_3);
72  return variance_estimate;
73  }
74 };
75 #endif // DOXYGEN_SHOULD_SKIP_THIS
76 }
77 
78 }
79 
80 }
81 
82 #endif // VARIANCE_H0__H_
int32_t index_t
Definition: common.h:72
static T sq(T x)
Definition: Math.h:418
all of classes and functions are contained in the shogun namespace
Definition: class_list.h:18

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