[Toon-members] TooN wls.h

[Edward Rosten]

CVSROOT:        /cvsroot/toon
Module name:    TooN
Changes by:     Edward Rosten <edrosten>        09/05/18 15:00:50

Modified files:
        .              : wls.h 

Log message:
        Compute only the upper right triangle of my_C_inv.

CVSWeb URLs:
http://cvs.savannah.gnu.org/viewcvs/TooN/wls.h?cvsroot=toon&r1=1.17&r2=1.18

Patches:
Index: wls.h
===================================================================
RCS file: /cvsroot/toon/TooN/wls.h,v
retrieving revision 1.17
retrieving revision 1.18
diff -u -b -r1.17 -r1.18
--- wls.h       27 Apr 2009 13:36:33 -0000      1.17
+++ wls.h       18 May 2009 15:00:49 -0000      1.18
@@ -100,9 +100,16 @@
        /// @param weight The inverse variance of the measurement (default = 1)
        template<class B2>
        inline void add_mJ(Precision m, const Vector<Size, Precision, B2>& J, 
Precision weight = 1) {
-               Vector<Size,Precision> Jw = J*weight;
-               my_C_inv += Jw.as_col() * J.as_row();
-               my_vector+= m*Jw;
+               const int size = my_C_inv.num_rows();
+               //Compute only the upper-right triangle of my_C_inv
+               for(int r=0; r < size; r++)
+               {
+                       double Jw = J[r] * weight;
+                       for(int c=r; c < size; c++)
+                               my_C_inv[r][c] += Jw * J[c];
+                       my_vector[r] += m * Jw;
+
+               }
        }
 
        /// Add multiple measurements at once (much more efficiently)
@@ -114,8 +121,13 @@
        inline void add_mJ(const Vector<N,Precision,B1>& m,
                                           const Matrix<Size,N,Precision,B2>& J,
                                           const Matrix<N,N,Precision,B3>& 
invcov){
+               const int size = my_C_inv.num_rows();
                Matrix<Size,N,Precision> temp =  J * invcov;
-               my_C_inv += temp * J.T();
+
+               for(int r=0; r < size; r++)
+                       for(int c=r; c < size; c++)
+                               my_C_inv[r][c] += temp[r] * J[r]; // 
J.T().T()[r]
+
                my_vector += temp * m;
        }
 
@@ -123,6 +135,12 @@
        /// Process all the measurements and compute the weighted least squares 
set of parameter values
        /// stores the result internally which can then be accessed by calling 
get_mu()
        void compute(){
+               //Symmetrize my_C_inv
+               const int size = my_C_inv.num_rows();
+               for(int r=1; r < size; r++)
+                       for(int c=r+1; c < size; c++)
+                               my_C_inv[c][r] = my_C_inv[r][c];
+
                my_decomposition.compute(my_C_inv);
                my_mu=my_decomposition.backsub(my_vector);
        }