Feature/symmetric correlation matrix #321
Conversation
| @@ -36,6 +36,21 @@ MT rebuildMatrix(const VT &xvector, const unsigned int n){ | |||
| return mat; | |||
| } | |||
|
|
|||
| template<typename NT, typename MT> | |||
| Eigen::Matrix<NT, Eigen::Dynamic, 1> getCoefficientsFromMatrix(const MT& mat) { | |||
There was a problem hiding this comment.
why do you need this function? Notice that the class CorreMatrix includes this representation. Look at the member function getCoefficients().
However, it's not clear why this function is needed. Can you comment on this?
There was a problem hiding this comment.
here in the uniform_correlation_sampling_MT() function
for(const auto&p : randPoints){
MT final_cor_mat = p.mat + p.mat.transpose() - MT::Identity(n, n);
randCorMatrices.push_back(final_cor_mat);
}
p.mat, etc. return type MT, so I'm actually storing MT and not CorreMatrix in std::list<MT> randCorMatrices.
but getCoefficients() is a member function of the CorreMatrix class, so in the testing function in the loop
for(const auto& mat : randCorMatrices){
samples.col(jj) = getCoefficientsFromMatrix<NT, MT>(mat);
jj++;
}
since every member of randCorMatrices is MT, I couldn't call the getCoefficients() function which is why I wrote the separate function to get the coefficients
I thought we need this loop for populating the samples variable
There was a problem hiding this comment.
ic, then let's keep it in the test folder
| Eigen::LDLT<MT> A_ldlt; | ||
| for(auto& mat : randCorMatrices){ | ||
| auto coeffs = getCoefficientsFromMatrix<NT, MT>(mat); | ||
| A = rebuildMatrix<NT, MT>(coeffs, n); |
There was a problem hiding this comment.
A should be equal to mat here, isn't it?
I don't see any reason for getCoefficientsFromMatrix() and rebuildMatrix() since you want to check if mat is positive definite.
There was a problem hiding this comment.
Yes, I'm sorry that was a mistake i'll delete the two lines
| MT samples(d, num_points); | ||
| unsigned int jj = 0; | ||
| for(const auto& mat : randCorMatrices){ | ||
| samples.col(jj) = getCoefficientsFromMatrix<NT, MT>(mat); |
There was a problem hiding this comment.
Plz use mat.getCoefficients()
atrayees
force-pushed
the
feature/symmetric-correlation-matrix
branch
from
1d9e8c6 to
7a0be2d
Compare
| const unsigned int &walkL, | ||
| const unsigned int &num_points, | ||
| const NT &a, | ||
| unsigned int const& nburns = 0){ | ||
| using PointList = std::vector<PointType>; |
| const unsigned int &walkL, | ||
| const unsigned int &num_points, | ||
| unsigned int const& nburns){ | ||
| using PointList = std::vector<PointType>; |
| const unsigned int &walkL, | ||
| const unsigned int &num_points, | ||
| const VT &c, | ||
| const NT &T, | ||
| unsigned int const& nburns = 0){ | ||
| using PointList = std::vector<PointType>; |
| @@ -64,6 +79,33 @@ void check_output(PointList &randPoints, int num_points, int n){ | |||
| CHECK(score.maxCoeff() < 1.1); | |||
| } | |||
|
|
|||
| template<typename NT, typename VT, typename MT> | |||
| void check_output_MT(std::list<MT> &randCorMatrices, int num_points, int n){ | |||
There was a problem hiding this comment.
plz fix indentation in this function
There was a problem hiding this comment.
really sorry for overlooking this. i fixed it
modified the
uniform_correlation_sampling_MT()function to make the correlation matrix symmetric- in the process, I also modified some functions in test/sampling_correlation_matrices_test.cpp