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authorNao Pross <np@0hm.ch>2024-02-12 14:52:43 +0100
committerNao Pross <np@0hm.ch>2024-02-12 14:52:43 +0100
commiteda5bc26f44ee9a6f83dcf8c91f17296d7fc509d (patch)
treebc2efa38ff4e350f9a111ac87065cd7ae9a911c7 /src/armadillo/include/armadillo_bits/fn_normpdf.hpp
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Move into version control
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diff --git a/src/armadillo/include/armadillo_bits/fn_normpdf.hpp b/src/armadillo/include/armadillo_bits/fn_normpdf.hpp
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+// SPDX-License-Identifier: Apache-2.0
+//
+// Copyright 2008-2016 Conrad Sanderson (http://conradsanderson.id.au)
+// Copyright 2008-2016 National ICT Australia (NICTA)
+//
+// Licensed under the Apache License, Version 2.0 (the "License");
+// you may not use this file except in compliance with the License.
+// You may obtain a copy of the License at
+// http://www.apache.org/licenses/LICENSE-2.0
+//
+// Unless required by applicable law or agreed to in writing, software
+// distributed under the License is distributed on an "AS IS" BASIS,
+// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+// See the License for the specific language governing permissions and
+// limitations under the License.
+// ------------------------------------------------------------------------
+
+
+//! \addtogroup fn_normpdf
+//! @{
+
+
+
+template<typename T1, typename T2, typename T3>
+inline
+typename enable_if2< (is_real<typename T1::elem_type>::value), void >::result
+normpdf_helper(Mat<typename T1::elem_type>& out, const Base<typename T1::elem_type, T1>& X_expr, const Base<typename T1::elem_type, T2>& M_expr, const Base<typename T1::elem_type, T3>& S_expr)
+ {
+ arma_extra_debug_sigprint();
+
+ typedef typename T1::elem_type eT;
+
+ if(Proxy<T1>::use_at || Proxy<T2>::use_at || Proxy<T3>::use_at)
+ {
+ const quasi_unwrap<T1> UX(X_expr.get_ref());
+ const quasi_unwrap<T2> UM(M_expr.get_ref());
+ const quasi_unwrap<T3> US(S_expr.get_ref());
+
+ normpdf_helper(out, UX.M, UM.M, US.M);
+
+ return;
+ }
+
+ const Proxy<T1> PX(X_expr.get_ref());
+ const Proxy<T2> PM(M_expr.get_ref());
+ const Proxy<T3> PS(S_expr.get_ref());
+
+ arma_debug_check( ( (PX.get_n_rows() != PM.get_n_rows()) || (PX.get_n_cols() != PM.get_n_cols()) || (PM.get_n_rows() != PS.get_n_rows()) || (PM.get_n_cols() != PS.get_n_cols()) ), "normpdf(): size mismatch" );
+
+ out.set_size(PX.get_n_rows(), PX.get_n_cols());
+
+ eT* out_mem = out.memptr();
+
+ const uword N = PX.get_n_elem();
+
+ typename Proxy<T1>::ea_type X_ea = PX.get_ea();
+ typename Proxy<T2>::ea_type M_ea = PM.get_ea();
+ typename Proxy<T3>::ea_type S_ea = PS.get_ea();
+
+ const bool use_mp = arma_config::openmp && mp_gate<eT,true>::eval(N);
+
+ if(use_mp)
+ {
+ #if defined(ARMA_USE_OPENMP)
+ {
+ const int n_threads = mp_thread_limit::get();
+ #pragma omp parallel for schedule(static) num_threads(n_threads)
+ for(uword i=0; i<N; ++i)
+ {
+ const eT sigma = S_ea[i];
+
+ const eT tmp = (X_ea[i] - M_ea[i]) / sigma;
+
+ out_mem[i] = std::exp(eT(-0.5) * (tmp*tmp)) / (sigma * Datum<eT>::sqrt2pi);
+ }
+ }
+ #endif
+ }
+ else
+ {
+ for(uword i=0; i<N; ++i)
+ {
+ const eT sigma = S_ea[i];
+
+ const eT tmp = (X_ea[i] - M_ea[i]) / sigma;
+
+ out_mem[i] = std::exp(eT(-0.5) * (tmp*tmp)) / (sigma * Datum<eT>::sqrt2pi);
+ }
+ }
+ }
+
+
+
+template<typename eT>
+arma_warn_unused
+inline
+typename enable_if2< (is_real<eT>::value), eT >::result
+normpdf(const eT x)
+ {
+ const eT out = std::exp(eT(-0.5) * (x*x)) / Datum<eT>::sqrt2pi;
+
+ return out;
+ }
+
+
+
+template<typename eT>
+arma_warn_unused
+inline
+typename enable_if2< (is_real<eT>::value), eT >::result
+normpdf(const eT x, const eT mu, const eT sigma)
+ {
+ const eT tmp = (x - mu) / sigma;
+
+ const eT out = std::exp(eT(-0.5) * (tmp*tmp)) / (sigma * Datum<eT>::sqrt2pi);
+
+ return out;
+ }
+
+
+
+template<typename eT, typename T2, typename T3>
+arma_warn_unused
+inline
+typename enable_if2< (is_real<eT>::value), Mat<eT> >::result
+normpdf(const eT x, const Base<eT, T2>& M_expr, const Base<eT, T3>& S_expr)
+ {
+ arma_extra_debug_sigprint();
+
+ const quasi_unwrap<T2> UM(M_expr.get_ref());
+ const Mat<eT>& M = UM.M;
+
+ Mat<eT> out;
+
+ normpdf_helper(out, x*ones< Mat<eT> >(arma::size(M)), M, S_expr.get_ref());
+
+ return out;
+ }
+
+
+
+template<typename T1>
+arma_warn_unused
+inline
+typename enable_if2< (is_real<typename T1::elem_type>::value), Mat<typename T1::elem_type> >::result
+normpdf(const Base<typename T1::elem_type, T1>& X_expr)
+ {
+ arma_extra_debug_sigprint();
+
+ typedef typename T1::elem_type eT;
+
+ const quasi_unwrap<T1> UX(X_expr.get_ref());
+ const Mat<eT>& X = UX.M;
+
+ Mat<eT> out;
+
+ normpdf_helper(out, X, zeros< Mat<eT> >(arma::size(X)), ones< Mat<eT> >(arma::size(X)));
+
+ return out;
+ }
+
+
+
+template<typename T1>
+arma_warn_unused
+inline
+typename enable_if2< (is_real<typename T1::elem_type>::value), Mat<typename T1::elem_type> >::result
+normpdf(const Base<typename T1::elem_type, T1>& X_expr, const typename T1::elem_type mu, const typename T1::elem_type sigma)
+ {
+ arma_extra_debug_sigprint();
+
+ typedef typename T1::elem_type eT;
+
+ const quasi_unwrap<T1> UX(X_expr.get_ref());
+ const Mat<eT>& X = UX.M;
+
+ Mat<eT> out;
+
+ normpdf_helper(out, X, mu*ones< Mat<eT> >(arma::size(X)), sigma*ones< Mat<eT> >(arma::size(X)));
+
+ return out;
+ }
+
+
+
+template<typename T1, typename T2, typename T3>
+arma_warn_unused
+inline
+typename enable_if2< (is_real<typename T1::elem_type>::value), Mat<typename T1::elem_type> >::result
+normpdf(const Base<typename T1::elem_type, T1>& X_expr, const Base<typename T1::elem_type, T2>& M_expr, const Base<typename T1::elem_type, T3>& S_expr)
+ {
+ arma_extra_debug_sigprint();
+
+ typedef typename T1::elem_type eT;
+
+ Mat<eT> out;
+
+ normpdf_helper(out, X_expr.get_ref(), M_expr.get_ref(), S_expr.get_ref());
+
+ return out;
+ }
+
+
+
+//! @}