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Merge pull request #7077 from LaurentBerger:I7063

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Maksim Shabunin
2016-08-15 09:08:44 +00:00
parent b9ea59df35 b75bac7975
commit 031076ab93
4 changed files with 32 additions and 33 deletions
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35
modules/ml/src/inner_functions.cpp
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@@ -116,35 +116,12 @@ static void Cholesky( const Mat& A, Mat& S )
{
CV_Assert(A.type() == CV_32F);
int dim = A.rows;
S.create(dim, dim, CV_32F);
int i, j, k;
for( i = 0; i < dim; i++ )
{
for( j = 0; j < i; j++ )
S.at<float>(i,j) = 0.f;
float sum = 0.f;
for( k = 0; k < i; k++ )
{
float val = S.at<float>(k,i);
sum += val*val;
}
S.at<float>(i,i) = std::sqrt(std::max(A.at<float>(i,i) - sum, 0.f));
float ival = 1.f/S.at<float>(i, i);
for( j = i + 1; j < dim; j++ )
{
sum = 0;
for( k = 0; k < i; k++ )
sum += S.at<float>(k, i) * S.at<float>(k, j);
S.at<float>(i, j) = (A.at<float>(i, j) - sum)*ival;
}
}
S = A.clone();
cv::Cholesky ((float*)S.ptr(),S.step, S.rows,NULL, 0, 0);
S = S.t();
for (int i=1;i<S.rows;i++)
for (int j=0;j<i;j++)
S.at<float>(i,j)=0;
}
/* Generates <sample> from multivariate normal distribution, where <mean> - is an