diff options
| author | leochanj105 <leochanj@live.unc.edu> | 2020-10-19 23:09:30 -0400 |
|---|---|---|
| committer | leochanj105 <leochanj@live.unc.edu> | 2020-10-20 02:40:39 -0400 |
| commit | f618466c25d43f3bae9e40920273bf77de1e1149 (patch) | |
| tree | 460e739e2165b8a9c37a9c7ab1b60f5874903543 /SD-VBS/common/toolbox/MultiNcut/gaussian.m | |
| parent | 47ced4e96bbb782b9e780e8f2cfc637b2c21ff44 (diff) | |
initial sd-vbs
initial sd-vbs
add sd-vbs
sd-vbs
Diffstat (limited to 'SD-VBS/common/toolbox/MultiNcut/gaussian.m')
| -rwxr-xr-x | SD-VBS/common/toolbox/MultiNcut/gaussian.m | 31 |
1 files changed, 31 insertions, 0 deletions
diff --git a/SD-VBS/common/toolbox/MultiNcut/gaussian.m b/SD-VBS/common/toolbox/MultiNcut/gaussian.m new file mode 100755 index 0000000..509b129 --- /dev/null +++ b/SD-VBS/common/toolbox/MultiNcut/gaussian.m | |||
| @@ -0,0 +1,31 @@ | |||
| 1 | function p=gaussian(x,m,C); | ||
| 2 | % p=gaussian(x,m,C); | ||
| 3 | % | ||
| 4 | % Evaluate the multi-variate density with mean vector m and covariance | ||
| 5 | % matrix C for the input vector x. | ||
| 6 | % | ||
| 7 | % p=gaussian(X,m,C); | ||
| 8 | % | ||
| 9 | % Vectorized version: Here X is a matrix of column vectors, and p is | ||
| 10 | % a vector of probabilities for each vector. | ||
| 11 | |||
| 12 | d=length(m); | ||
| 13 | |||
| 14 | if size(x,1)~=d | ||
| 15 | x=x'; | ||
| 16 | end | ||
| 17 | N=size(x,2); | ||
| 18 | |||
| 19 | detC = det(C); | ||
| 20 | if rcond(C)<eps | ||
| 21 | % fprintf(1,'Covariance matrix close to singular. (gaussian.m)\n'); | ||
| 22 | p = zeros(N,1); | ||
| 23 | else | ||
| 24 | m=m(:); | ||
| 25 | M=m*ones(1,N); | ||
| 26 | denom=(2*pi)^(d/2)*sqrt(abs(detC)); | ||
| 27 | mahal=sum(((x-M)'*inv(C)).*(x-M)',2); % Chris Bregler's trick | ||
| 28 | numer=exp(-0.5*mahal); | ||
| 29 | p=numer/denom; | ||
| 30 | end | ||
| 31 | |||
