-
Notifications
You must be signed in to change notification settings - Fork 8
/
lmvnpdf.m
48 lines (41 loc) · 1.83 KB
/
lmvnpdf.m
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
% Copyright ©2013. The Regents of the University of California (Regents).
% All Rights Reserved. Permission to use, copy, modify, and distribute
% this software and its documentation for educational, research, and
% not-for-profit purposes, without fee and without a signed licensing
% agreement, is hereby granted, provided that the above copyright notice,
% this paragraph and the following two paragraphs appear in all copies,
% modifications, and distributions. Contact The Office of Technology
% Licensing, UC Berkeley, 2150 Shattuck Avenue, Suite 510, Berkeley, CA
% 94720-1620, (510) 643-7201, for commercial licensing opportunities.
%
% Created by Jonathan T Barron and Jitendra Malik, Electrical Engineering
% and Computer Science, University of California, Berkeley.
%
% IN NO EVENT SHALL REGENTS BE LIABLE TO ANY PARTY FOR DIRECT, INDIRECT,
% SPECIAL, INCIDENTAL, OR CONSEQUENTIAL DAMAGES, INCLUDING LOST PROFITS,
% ARISING OUT OF THE USE OF THIS SOFTWARE AND ITS DOCUMENTATION, EVEN IF
% REGENTS HAS BEEN ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
%
% REGENTS SPECIFICALLY DISCLAIMS ANY WARRANTIES, INCLUDING, BUT NOT
% LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A
% PARTICULAR PURPOSE. THE SOFTWARE AND ACCOMPANYING DOCUMENTATION, IF ANY,
% PROVIDED HEREUNDER IS PROVIDED "AS IS". REGENTS HAS NO OBLIGATION TO
% PROVIDE MAINTENANCE, SUPPORT, UPDATES, ENHANCEMENTS, OR MODIFICATIONS.
function [LL, dLL] = lmvnpdf2(X, mu, Sigma, LOSS_MODE)
if nargin < 4
LOSS_MODE = 0;
end
if all(mu == 0)
X_norm = X;
else
X_norm = X - repmat(mu, size(X,1), 1);
end
X_norm_iSigma = X_norm * inv(Sigma);
if LOSS_MODE
LL = 0.5 * sum((X_norm_iSigma) .* X_norm,2);
dLL = X_norm_iSigma;
else
logZ = 0.5*(log((2*pi).^size(X,2)) + log(det(Sigma)));
LL = -logZ - 0.5 * sum((X_norm_iSigma) .* X_norm,2);
dLL = -X_norm_iSigma;
end