Feature/symmetric correlation matrix #321
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| @@ -36,6 +36,21 @@ MT rebuildMatrix(const VT &xvector, const unsigned int n){ | |||
| return mat; | |||
| } | |||
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| template<typename NT, typename MT> | |||
| Eigen::Matrix<NT, Eigen::Dynamic, 1> getCoefficientsFromMatrix(const MT& mat) { | |||
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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?
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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
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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); |
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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.
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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); |
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Plz use mat.getCoefficients()
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| 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); | |||
| } | |||
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| template<typename NT, typename VT, typename MT> | |||
| void check_output_MT(std::list<MT> &randCorMatrices, int num_points, int n){ | |||
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plz fix indentation in this function
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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