Java Code Examples for org.ejml.ops.CommonOps#multAdd()

The following examples show how to use org.ejml.ops.CommonOps#multAdd() . You can vote up the ones you like or vote down the ones you don't like, and go to the original project or source file by following the links above each example. You may check out the related API usage on the sidebar.

Example 1

Source File: SafeMultivariateActualizedWithDriftIntegrator.java From beast-mcmc with GNU Lesser General Public License v2.1

5 votes

@Override
void computeOUVarianceBranch(final int sourceOffset,
                             final int destinationOffset,
                             final int destinationOffsetDiagonal,
                             final double edgeLength) {
    DenseMatrix64F actualization = wrap(actualizations, destinationOffset, dimProcess, dimProcess);
    DenseMatrix64F variance = wrap(stationaryVariances, sourceOffset, dimProcess, dimProcess);
    DenseMatrix64F temp = new DenseMatrix64F(dimProcess, dimProcess);

    CommonOps.multTransB(variance, actualization, temp);
    CommonOps.multAdd(-1.0, actualization, temp, variance);

    unwrap(variance, variances, destinationOffset);
}

Example 2

Source File: SafeMultivariateActualizedWithDriftIntegrator.java From beast-mcmc with GNU Lesser General Public License v2.1

4 votes

private void computeIOUVarianceBranch(final int sourceOffset,
                                      final int destinationOffset,
                                      double branchLength,
                                      DenseMatrix64F inverseSelectionStrength) {
    DenseMatrix64F actualization = wrap(actualizations, destinationOffset, dimProcess, dimProcess);
    DenseMatrix64F stationaryVariance = wrap(stationaryVariances, sourceOffset, dimProcess, dimProcess);

    DenseMatrix64F invAS = new DenseMatrix64F(dimProcess, dimProcess);
    CommonOps.mult(inverseSelectionStrength, stationaryVariance, invAS);

    //// Variance YY
    DenseMatrix64F varianceYY = wrap(variances, destinationOffset, dimProcess, dimProcess);

    //// Variance XX
    DenseMatrix64F varianceXX = new DenseMatrix64F(dimProcess, dimProcess);
    // Variance 1
    CommonOps.multTransB(invAS, inverseSelectionStrength, varianceXX);
    DenseMatrix64F temp = new DenseMatrix64F(dimProcess, dimProcess);
    CommonOps.multTransB(varianceXX, actualization, temp);
    CommonOps.multAdd(-1.0, actualization, temp, varianceXX);
    // Delta
    DenseMatrix64F delta = new DenseMatrix64F(dimProcess, dimProcess);
    addTrans(invAS, delta);
    // Variance 2
    CommonOps.addEquals(varianceXX, branchLength, delta);
    // Variance 3
    DenseMatrix64F temp2 = CommonOps.identity(dimProcess);
    CommonOps.addEquals(temp2, -1.0, actualization);
    DenseMatrix64F temp3 = new DenseMatrix64F(dimProcess, dimProcess);
    CommonOps.mult(temp2, inverseSelectionStrength, temp3);
    CommonOps.mult(temp3, delta, temp2);
    addTrans(temp2, temp);
    // All
    CommonOps.addEquals(varianceXX, -1.0, temp);

    //// Variance XY
    DenseMatrix64F varianceXY = new DenseMatrix64F(dimProcess, dimProcess);
    // Variance 1
    CommonOps.multTransB(stationaryVariance, temp3, varianceXY);
    // Variance 2
    CommonOps.mult(temp3, stationaryVariance, temp);
    CommonOps.multTransB(temp, actualization, temp2);
    // All
    CommonOps.addEquals(varianceXY, -1.0, temp2);

    //// Variance YX
    DenseMatrix64F varianceYX = new DenseMatrix64F(dimProcess, dimProcess);
    CommonOps.transpose(varianceXY, varianceYX);

    blockUnwrap(varianceYY, varianceXX, varianceXY, varianceYX, variances, destinationOffset);
    schurComplementInverse(varianceYY, varianceXX, varianceXY, varianceYX, precisions, destinationOffset);
}