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VGMM.c
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VGMM.c
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/*System includes*/
#include <stdlib.h>
#include <stdio.h>
#include <math.h>
#include <string.h>
#include <sys/stat.h>
#include <float.h>
/*GSL includes*/
#include <gsl/gsl_vector.h>
#include <gsl/gsl_matrix.h>
#include <gsl/gsl_rng.h>
#include <gsl/gsl_randist.h>
#include <gsl/gsl_math.h>
#include <gsl/gsl_sf.h>
#include <gsl/gsl_integration.h>
#include <gsl/gsl_errno.h>
#include <gsl/gsl_roots.h>
#include <gsl/gsl_linalg.h>
#include <gsl/gsl_statistics_double.h>
#include <gsl/gsl_fft_complex.h>
#include <gsl/gsl_complex_math.h>
#include <gsl/gsl_multimin.h>
#include <gsl/gsl_deriv.h>
#include <gsl/gsl_randist.h>
#include <gsl/gsl_cblas.h>
#include <pthread.h>
/*User includes*/
#include "VGMM.h"
static char *usage[] = {"VGMM - Fits Gaussian mixture model using variational Bayes algorithm (Cordenau + Bishop 2001)\n",
"Required parameters:\n",
"\t-in\tfilename\tpca transformed data csv file\n",
"\t-pin\tfilename\tpca transformation matrix\n",
"\t-out\toutfilestub\n",
"Optional:\n",
"\t-l\tinteger\tseed\n",
"\t-lm\tinteger\tmin contig length\n",
"\t-ks\tinteger\tstart cluster number k>=ks\n",
"\t-ke\tinteger\tend cluster number k>=ke\n",
"\t-v\t\tverbose\n"};
static int nLines = 11;
static int bVerbose = FALSE;
int main(int argc, char* argv[])
{
t_Params tParams;
t_Data tData;
gsl_rng *ptGSLRNG = NULL;
const gsl_rng_type *ptGSLRNGType = NULL;
int i = 0, j = 0, k = 0, r = 0, nK = 0, nD = 0, nN = 0;
char szOFile[MAX_LINE_LENGTH];
FILE *ofp = NULL;
double dBestVBL = -DBL_MAX;
int nKBest = -1;
t_VBParams tVBParams;
double dRD = 1.0;
gsl_matrix *ptTMatrix = NULL;
t_Cluster *ptBestCluster = NULL;
t_Cluster *ptPolishCluster = NULL;
/*initialise GSL RNG*/
gsl_rng_env_setup();
gsl_set_error_handler_off();
ptGSLRNGType = gsl_rng_default;
ptGSLRNG = gsl_rng_alloc(ptGSLRNGType);
/*get command line params*/
getCommandLineParams(&tParams, argc, argv);
/*read in input data*/
readInputData(tParams.szInputFile, &tData);
readPInputData(tParams.szPInputFile, &tData);
nD = tData.nD;
nN = tData.nN;
tVBParams.dBeta0 = 1.0e-3;
tVBParams.dNu0 = (double) nD;
tVBParams.ptInvW0 = gsl_matrix_alloc(nD,nD);
if(1){
double adVar[nD], adMu[nD];
calcSampleVar(&tData,adVar, adMu);
gsl_matrix_set_zero (tVBParams.ptInvW0);
for(i = 0; i < nD; i++){
dRD = adVar[i]*((double) nD);
printf("%d %f %f %f\n",i,adMu[i],adVar[i],dRD);
gsl_matrix_set(tVBParams.ptInvW0,i,i,dRD);
}
}
tVBParams.dLogWishartB = dLogWishartB(tVBParams.ptInvW0, nD, tVBParams.dNu0, TRUE);
ptBestCluster = (t_Cluster *) malloc(sizeof(t_Cluster));
ptBestCluster->nN = nN;
ptBestCluster->nK = tParams.nKStart;
ptBestCluster->nD = nD;
ptBestCluster->ptData = &tData;
ptBestCluster->ptVBParams = &tVBParams;
ptBestCluster->lSeed = tParams.lSeed;
runRThreads((void *) &ptBestCluster);
compressCluster(ptBestCluster);
if(tParams.bPolish == TRUE){
ptPolishCluster = (t_Cluster *) malloc(sizeof(t_Cluster));
ptPolishCluster->nN = nN;
ptPolishCluster->nK = ptBestCluster->nK;
ptPolishCluster->nD = nD;
ptPolishCluster->ptData = &tData;
ptPolishCluster->ptVBParams = &tVBParams;
ptPolishCluster->lSeed = tParams.lSeed;
runRThreads((void *) &ptPolishCluster);
compressCluster(ptPolishCluster);
if(ptPolishCluster->dVBL > ptBestCluster->dVBL){
destroyCluster(ptBestCluster);
free(ptBestCluster);
ptBestCluster = ptPolishCluster;
}
else{
destroyCluster(ptPolishCluster);
free(ptPolishCluster);
}
}
mkdir(tParams.szOutFileStub,S_IRWXU);
calcCovarMatrices(ptBestCluster,&tData);
sprintf(szOFile,"%s/%s_clustering_gt%d.csv",tParams.szOutFileStub,tParams.szOutFileStub,tParams.nLMin);
writeClusters(szOFile,ptBestCluster,&tData);
sprintf(szOFile,"%s/%s_pca_means_gt%d.csv",tParams.szOutFileStub,tParams.szOutFileStub,tParams.nLMin);
writeMeans(szOFile,ptBestCluster);
sprintf(szOFile,"%s/%s_pca_tmeans_gt%d.csv",tParams.szOutFileStub,tParams.szOutFileStub,tParams.nLMin);
writeTMeans(szOFile,ptBestCluster,&tData);
for(k = 0; k < ptBestCluster->nK; k++){
sprintf(szOFile,"%s/%s_pca_variances_gt%d_dim%d.csv",tParams.szOutFileStub,tParams.szOutFileStub,tParams.nLMin,k);
writeSquareMatrix(szOFile, ptBestCluster->aptSigma[k], nD);
}
sprintf(szOFile,"%s/%s_bic.csv",tParams.szOutFileStub,tParams.szOutFileStub,tParams.szOutFileStub);
ofp = fopen(szOFile,"w");
if(ofp){
fprintf(ofp,"%d,%f\n",ptBestCluster->nK,ptBestCluster->dVBL);
fclose(ofp);
}
else{
fprintf(stderr,"Failed openining %s in main\n", szOFile);
fflush(stderr);
}
/*free up memory in data object*/
destroyData(&tData);
/*free up best BIC clusters*/
destroyCluster(ptBestCluster);
free(ptBestCluster);
exit(EXIT_SUCCESS);
memoryError:
fprintf(stderr, "Failed allocating memory in main\n");
fflush(stderr);
exit(EXIT_FAILURE);
}
void writeUsage(FILE* ofp)
{
int i = 0;
char *line;
for(i = 0; i < nLines; i++){
line = usage[i];
fputs(line,ofp);
}
}
char *extractParameter(int argc, char **argv, char *param,int when)
{
int i = 0;
while((i < argc) && (strcmp(param,argv[i]))){
i++;
}
if(i < argc - 1){
return(argv[i + 1]);
}
if((i == argc - 1) && (when == OPTION)){
return "";
}
if(when == ALWAYS){
fprintf(stdout,"Can't find asked option %s\n",param);
}
return (char *) NULL;
}
void getCommandLineParams(t_Params *ptParams,int argc,char *argv[])
{
char *szTemp = NULL;
char *cError = NULL;
/*get parameter file name*/
ptParams->szInputFile = extractParameter(argc,argv, INPUT_FILE,ALWAYS);
if(ptParams->szInputFile == NULL)
goto error;
ptParams->szPInputFile = extractParameter(argc,argv,PINPUT_FILE,ALWAYS);
if(ptParams->szPInputFile == NULL)
goto error;
/*get parameter file name*/
ptParams->szOutFileStub = extractParameter(argc,argv,OUT_FILE_STUB,ALWAYS);
if(ptParams->szOutFileStub == NULL)
goto error;
szTemp = extractParameter(argc,argv,VERBOSE,OPTION);
if(szTemp != NULL){
bVerbose=TRUE;
}
szTemp = extractParameter(argc,argv,POLISH,OPTION);
if(szTemp != NULL){
ptParams->bPolish = TRUE;
}
else{
ptParams->bPolish = FALSE;
}
szTemp = extractParameter(argc,argv,SEED,OPTION);
if(szTemp != NULL){
ptParams->lSeed = (unsigned long int) strtol(szTemp,&cError,10);
if(*cError != '\0'){
goto error;
}
}
else{
ptParams->lSeed = (unsigned long int) DEF_SEED;
}
szTemp = extractParameter(argc,argv,LMIN,OPTION);
if(szTemp != NULL){
ptParams->nLMin = (int) strtol(szTemp,&cError,10);
if(*cError != '\0'){
goto error;
}
}
else{
ptParams->nLMin = DEF_LMIN;
}
szTemp = extractParameter(argc,argv,KSTART,OPTION);
if(szTemp != NULL){
ptParams->nKStart = strtol(szTemp,&cError,10);
if(*cError != '\0'){
goto error;
}
}
else{
ptParams->nKStart = DEF_KSTART;
}
return;
error:
writeUsage(stdout);
exit(EXIT_FAILURE);
}
void readInputData(const char *szFile, t_Data *ptData)
{
double **aadX = NULL;
int i = 0, j = 0, nD = 0, nN = 0;
char szLine[MAX_LINE_LENGTH];
FILE* ifp = NULL;
ifp = fopen(szFile, "r");
if(ifp){
char* szTok = NULL;
char* pcError = NULL;
fgets(szLine, MAX_LINE_LENGTH, ifp);
szTok = strtok(szLine, DELIM);
/*count dimensions*/
while(strtok(NULL, DELIM) != NULL){
nD++;
}
/*count data points*/
while(fgets(szLine, MAX_LINE_LENGTH, ifp) != NULL){
nN++;
}
fclose(ifp);
/*reopen input file*/
ifp = fopen(szFile, "r");
fgets(szLine, MAX_LINE_LENGTH, ifp);
/*allocate memory for dimension names*/
ptData->aszDimNames = (char **) malloc(nD*sizeof(char*));
if(!ptData->aszDimNames)
goto memoryError;
szTok = strtok(szLine, DELIM);
/*read in dim names*/
for(i = 0; i < nD; i++){
szTok = strtok(NULL, DELIM);
ptData->aszDimNames[i] = strdup(szTok);
}
/*allocate memory for data matrix*/
aadX = (double **) malloc(nN*sizeof(double*));
if(!aadX)
goto memoryError;
for(i = 0; i < nN; i++){
aadX[i] = (double *) malloc(nD*sizeof(double));
if(!aadX[i])
goto memoryError;
}
/*read in input data*/
ptData->aszSampleNames = (char **) malloc(nN*sizeof(char*));
if(!ptData->aszSampleNames)
goto memoryError;
for(i = 0; i < nN; i++){
fgets(szLine, MAX_LINE_LENGTH, ifp);
szTok = strtok(szLine, DELIM);
ptData->aszSampleNames[i] = strdup(szTok);
for(j = 0; j < nD; j++){
szTok = strtok(NULL, DELIM);
aadX[i][j] = strtod(szTok,&pcError);
if(*pcError != '\0'){
goto formatError;
}
}
}
}
else{
fprintf(stderr, "Failed to open abundance data file %s aborting\n", szFile);
fflush(stderr);
exit(EXIT_FAILURE);
}
ptData->nD = nD;
ptData->nN = nN;
ptData->aadX = aadX;
return;
memoryError:
fprintf(stderr, "Failed allocating memory in readInputData\n");
fflush(stderr);
exit(EXIT_FAILURE);
formatError:
fprintf(stderr, "Incorrectly formatted abundance data file\n");
fflush(stderr);
exit(EXIT_FAILURE);
}
void readPInputData(const char *szFile, t_Data *ptData)
{
int i = 0, j = 0, nD = ptData->nD, nT = 0;
char szLine[MAX_LINE_LENGTH];
FILE* ifp = NULL;
ifp = fopen(szFile, "r");
if(ifp){
char* szTok = NULL;
char* pcError = NULL;
nT = 1;
fgets(szLine, MAX_LINE_LENGTH, ifp);
szTok = strtok(szLine, DELIM);
/*count dimensions*/
while(strtok(NULL, DELIM) != NULL){
nT++;
}
ptData->ptTMatrix = gsl_matrix_alloc(nT,nD);
fclose(ifp);
/*reopen input file*/
ifp = fopen(szFile, "r");
for(i = 0; i < nD; i++){
double dTemp = 0.0;
fgets(szLine, MAX_LINE_LENGTH, ifp);
szTok = strtok(szLine, DELIM);
dTemp = strtod(szTok,&pcError);
if(*pcError != '\0'){
goto formatError;
}
gsl_matrix_set(ptData->ptTMatrix,0,i,dTemp);
for(j = 1; j < nT; j++){
szTok = strtok(NULL, DELIM);
dTemp = strtod(szTok,&pcError);
if(*pcError != '\0'){
goto formatError;
}
gsl_matrix_set(ptData->ptTMatrix,j,i,dTemp);
}
}
}
else{
fprintf(stderr, "Failed to open abundance data file %s aborting\n", szFile);
fflush(stderr);
exit(EXIT_FAILURE);
}
ptData->nT = nT;
return;
memoryError:
fprintf(stderr, "Failed allocating memory in readInputData\n");
fflush(stderr);
exit(EXIT_FAILURE);
formatError:
fprintf(stderr, "Incorrectly formatted abundance data file\n");
fflush(stderr);
exit(EXIT_FAILURE);
}
void destroyData(t_Data *ptData)
{
int nN = ptData->nN, nD = ptData->nD;
int i = 0;
gsl_matrix_free(ptData->ptTMatrix);
for(i = 0; i < nD; i++){
free(ptData->aszDimNames[i]);
}
free(ptData->aszDimNames);
for(i = 0; i < nN; i++){
free(ptData->aadX[i]);
}
free(ptData->aadX);
for(i = 0; i < nN; i++){
free(ptData->aszSampleNames[i]);
}
free(ptData->aszSampleNames);
return;
}
void destroyCluster(t_Cluster* ptCluster)
{
int i = 0, nN = ptCluster->nN, nK = ptCluster->nK;
free(ptCluster->anMaxZ);
free(ptCluster->anW);
for(i = 0; i < nN; i++){
free(ptCluster->aadZ[i]);
}
free(ptCluster->aadZ);
free(ptCluster->adLDet);
free(ptCluster->adPi);
free(ptCluster->adBeta);
free(ptCluster->adNu);
for(i = 0; i < nK; i++){
free(ptCluster->aadMu[i]);
free(ptCluster->aadM[i]);
}
free(ptCluster->aadMu);
free(ptCluster->aadM);
for(i = 0; i < nK ; i++){
gsl_matrix_free(ptCluster->aptSigma[i]);
gsl_matrix_free(ptCluster->aptCovar[i]);
}
free(ptCluster->aptSigma);
return;
memoryError:
fprintf(stderr, "Failed allocating memory in allocateCluster\n");
fflush(stderr);
exit(EXIT_FAILURE);
}
void allocateCluster(t_Cluster *ptCluster, int nN, int nK, int nD, t_Data *ptData, long lSeed)
{
int i = 0, j = 0, k = 0;
ptCluster->ptVBParams = NULL;
ptCluster->lSeed = lSeed;
ptCluster->ptData = ptData;
ptCluster->nN = nN;
ptCluster->nK = nK;
ptCluster->nD = nD;
ptCluster->dVBL = 0.0;
ptCluster->anMaxZ = (int *) malloc(nN*sizeof(int));
if(!ptCluster->anMaxZ)
goto memoryError;
ptCluster->anW = (int *) malloc(nN*sizeof(int));
if(!ptCluster->anW)
goto memoryError;
for(i = 0; i < nN; i++){
ptCluster->anMaxZ[i] = NOT_SET;
}
for(i = 0; i < nK; i++){
ptCluster->anW[i] = 0;
}
ptCluster->aadZ = (double **) malloc(nN*sizeof(double *));
if(!ptCluster->aadZ)
goto memoryError;
for(i = 0; i < nN; i++){
ptCluster->aadZ[i] = (double *) malloc(nK*sizeof(double));
if(!ptCluster->aadZ[i])
goto memoryError;
for(j = 0; j < nK; j++){
ptCluster->aadZ[i][j] = 0.0;
}
}
ptCluster->adLDet = (double *) malloc(nK*sizeof(double));
ptCluster->adPi = (double *) malloc(nK*sizeof(double));
ptCluster->adBeta = (double *) malloc(nK*sizeof(double));
ptCluster->adNu = (double *) malloc(nK*sizeof(double));
if(!ptCluster->adLDet || !ptCluster->adPi)
goto memoryError;
if(!ptCluster->adBeta || !ptCluster->adNu)
goto memoryError;
for(k = 0; k < nK; k++){
ptCluster->adLDet[k] = 0.0;
ptCluster->adPi[k] = 0.0;
ptCluster->adBeta[k] = 0.0;
ptCluster->adNu[k] = 0.0;
}
ptCluster->aadMu = (double **) malloc(nK*sizeof(double *));
if(!ptCluster->aadMu)
goto memoryError;
ptCluster->aadM = (double **) malloc(nK*sizeof(double *));
if(!ptCluster->aadM)
goto memoryError;
for(i = 0; i < nK; i++){
ptCluster->aadM[i] = (double*) malloc (nD*sizeof(double));
if(!ptCluster->aadM[i])
goto memoryError;
ptCluster->aadMu[i] = (double*) malloc (nD*sizeof(double));
if(!ptCluster->aadMu[i])
goto memoryError;
}
ptCluster->aptSigma = (gsl_matrix **) malloc(nK*sizeof(gsl_matrix *));
if(!ptCluster->aptSigma)
goto memoryError;
for(i = 0; i < nK ; i++){
ptCluster->aptSigma[i] = (gsl_matrix*) gsl_matrix_alloc (nD, nD);
}
ptCluster->aptCovar = (gsl_matrix **) malloc(nK*sizeof(gsl_matrix *));
if(!ptCluster->aptCovar)
goto memoryError;
for(i = 0; i < nK ; i++){
ptCluster->aptCovar[i] = (gsl_matrix*) gsl_matrix_alloc (nD, nD);
}
return;
memoryError:
fprintf(stderr, "Failed allocating memory in allocateCluster\n");
fflush(stderr);
exit(EXIT_FAILURE);
}
void writeSquareMatrix(char*szFile, gsl_matrix *ptMatrix, int nD)
{
int i = 0, j = 0;
FILE* ofp = fopen(szFile,"w");
if(ofp){
for(i = 0; i < nD; i++){
for(j = 0; j < nD - 1; j++){
fprintf(ofp,"%f,",gsl_matrix_get(ptMatrix,i,j));
}
fprintf(ofp,"%f\n",gsl_matrix_get(ptMatrix,i,j));
}
}
else{
fprintf(stderr,"Failed to open %s for writing in writeSquareMatrix\n", szFile);
fflush(stderr);
}
}
double decomposeMatrix(gsl_matrix *ptSigmaMatrix, int nD)
{
double dDet = 0.0;
int status;
int l = 0;
status = gsl_linalg_cholesky_decomp(ptSigmaMatrix);
if(status == GSL_EDOM){
fprintf(stderr,"Failed Cholesky decomposition in decomposeMatrix\n");
fflush(stderr);
exit(EXIT_FAILURE);
}
else{
for(l = 0; l < nD; l++){
double dT = gsl_matrix_get(ptSigmaMatrix,l,l);
dDet += 2.0*log(dT);
}
gsl_linalg_cholesky_invert(ptSigmaMatrix);
return dDet;
}
}
void performMStep(t_Cluster *ptCluster, t_Data *ptData){
int i = 0, j = 0, k = 0, l = 0, m = 0;
int nN = ptData->nN, nK = ptCluster->nK, nD = ptData->nD;
double **aadZ = ptCluster->aadZ,**aadX = ptData->aadX;
double *adLDet = ptCluster->adLDet, *adPi = ptCluster->adPi;
double **aadCovar = NULL, **aadInvWK = NULL;
double dN = (double) nN;
int status;
t_VBParams *ptVBParams = ptCluster->ptVBParams;
//gsl_matrix* ptSigmaMatrix = gsl_matrix_alloc(nD,nD);
aadCovar = (double **) malloc(nD*sizeof(double*));
if(!aadCovar)
goto memoryError;
for(i = 0; i < nD; i++){
aadCovar[i] = (double *) malloc(nD*sizeof(double));
if(!aadCovar[i])
goto memoryError;
}
aadInvWK = (double **) malloc(nD*sizeof(double*));
if(!aadInvWK)
goto memoryError;
for(i = 0; i < nD; i++){
aadInvWK[i] = (double *) malloc(nD*sizeof(double));
if(!aadInvWK[i])
goto memoryError;
}
/*perform M step*/
for(k = 0; k < nK; k++){ /*loop components*/
double* adMu = ptCluster->aadMu[k];
gsl_matrix *ptSigmaMatrix = ptCluster->aptSigma[k];
double dF = 0.0;
/*recompute mixture weights and means*/
for(j = 0; j < nD; j++){
adMu[j] = 0.0;
for(l = 0; l < nD; l++){
aadCovar[j][l] = 0.0;
}
}
/* compute weight associated with component k*/
adPi[k] = 0.0;
for(i = 0; i < nN; i++){
adPi[k] += aadZ[i][k];
for(j = 0; j < nD; j++){
adMu[j] += aadZ[i][k]*aadX[i][j];
}
}
/*normalise means*/
if(adPi[k] > MIN_PI){
/*Equation 10.60*/
ptCluster->adBeta[k] = ptVBParams->dBeta0 + adPi[k];
for(j = 0; j < nD; j++){
/*Equation 10.61*/
ptCluster->aadM[k][j] = adMu[j]/ptCluster->adBeta[k];
adMu[j] /= adPi[k];
}
ptCluster->adNu[k] = ptVBParams->dNu0 + adPi[k];
/*calculate covariance matrices*/
for(i = 0; i < nN; i++){
double adDiff[nD];
for(j = 0; j < nD; j++){
adDiff[j] = aadX[i][j] - adMu[j];
}
for(l = 0; l < nD; l++){
for(m = 0; m <=l ; m++){
aadCovar[l][m] += aadZ[i][k]*adDiff[l]*adDiff[m];
}
}
}
for(l = 0; l < nD; l++){
for(m = l + 1; m < nD; m++){
aadCovar[l][m] = aadCovar[m][l];
}
}
/*save sample covariances for later use*/
for(l = 0; l < nD; l++){
for(m = 0; m < nD; m++){
double dC = aadCovar[l][m] / adPi[k];
gsl_matrix_set(ptCluster->aptCovar[k],l,m,dC);
}
}
/*Now perform equation 10.62*/
dF = (ptVBParams->dBeta0*adPi[k])/ptCluster->adBeta[k];
for(l = 0; l < nD; l++){
for(m = 0; m <= l; m++){
aadInvWK[l][m] = gsl_matrix_get(ptVBParams->ptInvW0, l,m) + aadCovar[l][m] + dF*adMu[l]*adMu[m];
}
}
for(l = 0; l < nD; l++){
for(m = 0; m <= l ; m++){
//aadCovar[l][m] /= adPi[k];
gsl_matrix_set(ptSigmaMatrix, l, m, aadInvWK[l][m]);
gsl_matrix_set(ptSigmaMatrix, m, l, aadInvWK[l][m]);
}
}
//printf("zik = %f\n",adPi[k]);
/*Implement Equation 10.65*/
adLDet[k] = ((double) nD)*log(2.0);
for(l = 0; l < nD; l++){
double dX = 0.5*(ptCluster->adNu[k] - (double) l);
adLDet[k] += gsl_sf_psi (dX);
}
adLDet[k] -= decomposeMatrix(ptSigmaMatrix,nD);
}
else{
/*Equation 10.60*/
adPi[k] = 0.0;
ptCluster->adBeta[k] = ptVBParams->dBeta0;
for(j = 0; j < nD; j++){
/*Equation 10.61*/
ptCluster->aadM[k][j] = 0.0;
adMu[j] = 0.0;
}
ptCluster->adNu[k] = ptVBParams->dNu0;
for(l = 0; l < nD; l++){
for(m = 0; m <= l; m++){
aadInvWK[l][m] = gsl_matrix_get(ptVBParams->ptInvW0, l,m);
}
}
for(l = 0; l < nD; l++){
for(m = 0; m <= l ; m++){
//aadCovar[l][m] /= adPi[k];
gsl_matrix_set(ptSigmaMatrix, l, m, aadInvWK[l][m]);
gsl_matrix_set(ptSigmaMatrix, m, l, aadInvWK[l][m]);
}
}
/*Implement Equation 10.65*/
adLDet[k] = ((double) nD)*log(2.0);
for(l = 0; l < nD; l++){
double dX = 0.5*(ptCluster->adNu[k] - (double) l);
adLDet[k] += gsl_sf_psi (dX);
}
adLDet[k] -= decomposeMatrix(ptSigmaMatrix,nD);
}
}
/*Normalise pi*/
if(1){
double dNP = 0.0;
for(k = 0; k < nK; k++){
dNP += adPi[k];
}
for(k = 0; k < nK; k++){
adPi[k] /= dNP;
}
}
/*free up memory*/
for(i = 0; i < nD; i++){
free(aadCovar[i]);
free(aadInvWK[i]);
}
//gsl_matrix_free(ptSigmaMatrix);
free(aadCovar);
free(aadInvWK);
return;
memoryError:
fprintf(stderr, "Failed allocating memory in performMStep\n");
fflush(stderr);
exit(EXIT_FAILURE);
}
void calcCovarMatrices(t_Cluster *ptCluster, t_Data *ptData)
{
int i = 0, j = 0, k = 0, l = 0, m = 0;
int nN = ptData->nN, nK = ptCluster->nK, nD = ptData->nD;
double **aadZ = ptCluster->aadZ,**aadX = ptData->aadX;
double *adLDet = ptCluster->adLDet, *adPi = ptCluster->adPi;
double **aadCovar = NULL;
double dN = (double) nN;
int status;
//gsl_matrix* ptSigmaMatrix = gsl_matrix_alloc(nD,nD);
aadCovar = (double **) malloc(nD*sizeof(double*));
if(!aadCovar)
goto memoryError;
for(i = 0; i < nD; i++){
aadCovar[i] = (double *) malloc(nD*sizeof(double));
if(!aadCovar[i])
goto memoryError;
}
for(k = 0; k < nK; k++){ /*loop components*/
double* adMu = ptCluster->aadMu[k];
gsl_matrix *ptSigmaMatrix = ptCluster->aptSigma[k];
/*recompute mixture weights and means*/
for(j = 0; j < nD; j++){
adMu[j] = 0.0;
for(l = 0; l < nD; l++){
aadCovar[j][l] = 0.0;
}
/*prevents singularities*/
aadCovar[j][j] = MIN_COVAR;
}
/* compute weight associated with component k*/
adPi[k] = 0.0;
for(i = 0; i < nN; i++){
adPi[k] += aadZ[i][k];
for(j = 0; j < nD; j++){
adMu[j] += aadZ[i][k]*aadX[i][j];
}
}
/*normalise means*/
for(j = 0; j < nD; j++){
adMu[j] /= adPi[k];
}
/*calculate covariance matrices*/
for(i = 0; i < nN; i++){
double adDiff[nD];
for(j = 0; j < nD; j++){
adDiff[j] = aadX[i][j] - adMu[j];
}
for(l = 0; l < nD; l++){
for(m = 0; m <=l ; m++){
aadCovar[l][m] += aadZ[i][k]*adDiff[l]*adDiff[m];
}
}
}
for(l = 0; l < nD; l++){
for(m = l + 1; m < nD; m++){
aadCovar[l][m] = aadCovar[m][l];
}
}
for(l = 0; l < nD; l++){
for(m = 0; m < nD; m++){
aadCovar[l][m] /= adPi[k];
gsl_matrix_set(ptSigmaMatrix, l, m, aadCovar[l][m]);
}
}
adPi[k] /= dN; /*normalise weights*/
}
/*free up memory*/
for(i = 0; i < nD; i++){
free(aadCovar[i]);
}
//gsl_matrix_free(ptSigmaMatrix);
free(aadCovar);
return;
memoryError:
fprintf(stderr, "Failed allocating memory in performMStep\n");
fflush(stderr);
exit(EXIT_FAILURE);
}
void calcCovarMatricesVB(t_Cluster *ptCluster, t_Data *ptData){
int i = 0, j = 0, k = 0, l = 0, m = 0;
int nN = ptData->nN, nK = ptCluster->nK, nD = ptData->nD;
double **aadZ = ptCluster->aadZ,**aadX = ptData->aadX;
double *adLDet = ptCluster->adLDet, *adPi = ptCluster->adPi;
double **aadCovar = NULL, **aadInvWK = NULL;
double dN = (double) nN;
int status;
t_VBParams *ptVBParams = ptCluster->ptVBParams;
aadCovar = (double **) malloc(nD*sizeof(double*));
if(!aadCovar)
goto memoryError;
for(i = 0; i < nD; i++){
aadCovar[i] = (double *) malloc(nD*sizeof(double));
if(!aadCovar[i])
goto memoryError;
}
aadInvWK = (double **) malloc(nD*sizeof(double*));
if(!aadInvWK)
goto memoryError;
for(i = 0; i < nD; i++){
aadInvWK[i] = (double *) malloc(nD*sizeof(double));
if(!aadInvWK[i])
goto memoryError;
}
/*perform M step*/
for(k = 0; k < nK; k++){ /*loop components*/