Description of slgaussinv

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slgaussinv

PURPOSE

SLGAUSSINV Computes the inverse of variance/covariance in Gaussian model

SYNOPSIS

function R = slgaussinv(GS, fn, invparams)

DESCRIPTION

SLGAUSSINV Computes the inverse of variance/covariance in Gaussian model

 $ Syntax $
   - R = slgaussinv(GS, fn, invparams)

 $ Arguments $
   - GS:           The Gaussian struct
   - fn:           the fieldname representing thr variance: 'vars'|'covs'
   - invparams:    the cell array of parameters for computing inverses
   - R:            the computed result

 $ Description $
   - R = slgaussinv(GS, fn, invparams) computes the inverse of variances or 
     covariances for Gaussian models. 

 $ Remarks $
   - For vars, the inverses will be computed using slinvevals, while
     for covs, the inverses will be computed using slinvcov.

 $ History $
   - Created by Dahua Lin, on Aug 26, 2006

CROSS-REFERENCE INFORMATION

This function calls:

• slinvcov SLINVCOV Compute the inverse of an covariance matrix
• slinvevals SLINVEVALS Compute the reciprocals of eigenvalues in a robust way
• raise_lackinput RAISE_LACKINPUT Raises an error indicating lack of input argument

This function is called by:

• slgausscomb SLGAUSSCOMB Collects the means and variances/covariances to form GS
• slgaussest SLGAUSSEST Estimates the Gaussian models from samples

SOURCE CODE

0001 function R = slgaussinv(GS, fn, invparams)
0002 %SLGAUSSINV Computes the inverse of variance/covariance in Gaussian model
0003 %
0004 % $ Syntax $
0005 %   - R = slgaussinv(GS, fn, invparams)
0006 %
0007 % $ Arguments $
0008 %   - GS:           The Gaussian struct
0009 %   - fn:           the fieldname representing thr variance: 'vars'|'covs'
0010 %   - invparams:    the cell array of parameters for computing inverses
0011 %   - R:            the computed result
0012 %
0013 % $ Description $
0014 %   - R = slgaussinv(GS, fn, invparams) computes the inverse of variances or
0015 %     covariances for Gaussian models.
0016 %
0017 % $ Remarks $
0018 %   - For vars, the inverses will be computed using slinvevals, while
0019 %     for covs, the inverses will be computed using slinvcov.
0020 %
0021 % $ History $
0022 %   - Created by Dahua Lin, on Aug 26, 2006
0023 %
0024 
0025 %% parse and verify input arguments
0026 
0027 if nargin < 3
0028     raise_lackinput('slgaussinv', 3);
0029 end
0030 
0031 if ~isstruct(GS)
0032     error('sltoolbox:invalidarg', ...
0033         'GS should be a struct');
0034 end
0035 
0036 if ~isfield(GS, fn)
0037     error('sltoolbox:invalidarg', ...
0038         '%s should be a field of GS', fn);
0039 end
0040 
0041 %% computation
0042 
0043 switch fn
0044     case 'vars'
0045         vars = GS.vars;
0046         [dv, kv] = size(vars);
0047         if dv == 1
0048             if kv == 1
0049                 invvars = 1 / vars;
0050             else
0051                 invvars = 1 ./ vars;
0052             end
0053         else
0054             if kv == 1
0055                 invvars = slinvevals(vars, invparams{:});
0056             else
0057                 invvars = zeros(dv, kv);
0058                 for i = 1 : kv
0059                     invvars(:,i) = slinvevals(vars(:,i), invparams{:});
0060                 end
0061             end
0062         end
0063         R = invvars;
0064         
0065     case 'covs'
0066         covs = GS.covs;
0067         invcovs = slinvcov(covs, invparams{:});
0068         R = invcovs;
0069         
0070     otherwise
0071         error('sltoolbox:invalidarg', ...
0072             'Invalid variance/covariance fieldname %s', fn);
0073 end
0074         
0075         
0076         
0077

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