approx_for_gpc.rar_类概率_高斯过程 matlab

/* sq_dist - a mex function to compute a matrix of all pairwise squared distances between two sets of vectors, stored in the columns of the two matrices that are arguments to the function. The length of the vectors must agree. If only a single argument is given, the missing argument is taken to be identical to the first. If an optional third matrix argument Q is given, it must be of the same size as the output, but in this case a vector of the traces of the product of Q and the coordinatewise squared distances is returned. Copyright (c) 2003, 2004 Carl Edward Rasmussen. 2003-04-22. */ #include "mex.h" #include <math.h> void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[]) { double *a, *b, *C, *Q, z, t; int D, n, m, i, j, k; if (nrhs < 1 || nrhs > 3 || nlhs > 1) mexErrMsgTxt("Usage: C = sq_dist(a,b)\n or: C = sq_dist(a)\n or: c = sq_dist(a,b,Q)\nwhere the b matrix may be empty."); a = mxGetPr(prhs[0]); m = mxGetN(prhs[0]); D = mxGetM(prhs[0]); if (nrhs == 1 || mxIsEmpty(prhs[1])) { b = a; n = m; } else { b = mxGetPr(prhs[1]); n = mxGetN(prhs[1]); if (D != mxGetM(prhs[1])) mexErrMsgTxt("Error: column lengths must agree"); } if (nrhs < 3) { plhs[0] = mxCreateDoubleMatrix(m, n, mxREAL); C = mxGetPr(plhs[0]); for (i=0; i<m; i++) for (j=0; j<n; j++) { z = 0.0; for (k=0; k<D; k++) { t = a[D*i+k] - b[D*j+k]; z += t*t; } C[i+j*m] = z; } } else { Q = mxGetPr(prhs[2]); if (mxGetN(prhs[2]) != n || mxGetM(prhs[2]) != m) mexErrMsgTxt("Error: 3rd matrix argument has wrong dimensions"); plhs[0] = mxCreateDoubleMatrix(D, 1, mxREAL); C = mxGetPr(plhs[0]); for (k=0; k<D; k++) C[k] = 0.0; for (i=0; i<m; i++) for (j=0; j<n; j++) { t = Q[i+j*m]; for (k=0; k<D; k++) { z = a[i*D+k] - b[j*D+k]; C[k] += t*z*z; } } } }