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use crate::{DistributionError, EllipticalError, EllipticalParams, RandomVariable};
use opensrdk_linear_algebra::{pp::trf::PPTRF, *};
#[derive(Clone, Debug)]
pub struct ExactEllipticalParams {
mu: Vec<f64>,
lsigma: PPTRF,
}
impl ExactEllipticalParams {
pub fn new(mu: Vec<f64>, lsigma: PPTRF) -> Result<Self, DistributionError> {
let p = mu.len();
if p != lsigma.0.dim() {
return Err(DistributionError::InvalidParameters(
EllipticalError::DimensionMismatch.into(),
));
}
Ok(Self { mu, lsigma })
}
pub fn mu(&self) -> &Vec<f64> {
&self.mu
}
pub fn lsigma(&self) -> &PPTRF {
&self.lsigma
}
pub fn eject(self) -> (Vec<f64>, PPTRF) {
(self.mu, self.lsigma)
}
}
impl RandomVariable for ExactEllipticalParams {
type RestoreInfo = usize;
fn transform_vec(&self) -> (Vec<f64>, Self::RestoreInfo) {
let n = self.mu.len();
([self.mu(), self.lsigma.0.elems()].concat(), n)
}
fn len(&self) -> usize {
let t = self.lsigma.0.elems().len();
t + self.mu.len()
}
fn restore(v: &[f64], info: &Self::RestoreInfo) -> Result<Self, DistributionError> {
if v.len() != info + info * (info + 1) / 2 {
return Err(DistributionError::InvalidRestoreVector);
}
let n = *info;
let mu = v[0..n].to_vec();
let lsigma = PPTRF(SymmetricPackedMatrix::from(n, v[n..v.len()].to_vec()).unwrap());
Self::new(mu, lsigma)
}
}
impl EllipticalParams for ExactEllipticalParams {
fn mu(&self) -> &Vec<f64> {
self.mu()
}
fn sigma_inv_mul(&self, v: Matrix) -> Result<Matrix, DistributionError> {
Ok(self.lsigma.pptrs(v)?)
}
fn lsigma_cols(&self) -> usize {
self.lsigma.0.dim()
}
fn sample(&self, z: Vec<f64>) -> Result<Vec<f64>, DistributionError> {
Ok(self
.mu
.clone()
.col_mat()
.gemm(&self.lsigma.0.to_mat(), &z.col_mat(), 1.0, 1.0)?
.vec())
}
}