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Anton Andriyenko

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03 Aug 2010 Multivariate Gaussian Mixture Model Optimization by Cross Entropy Stochastic multi-extremum optimization. Author: Sebastien PARIS

Thanks for the reply. So, changing "unsigned long" to "int" in all files seems to have solved both problems. Probably not the cleanest solution but it works for now :-)

02 Aug 2010 Multivariate Gaussian Mixture Model Optimization by Cross Entropy Stochastic multi-extremum optimization. Author: Sebastien PARIS

02 Aug 2010 Multivariate Gaussian Mixture Model Optimization by Cross Entropy Stochastic multi-extremum optimization. Author: Sebastien PARIS

Very nice piece of software!
Have you tried to run it on Linux? Something seems to be wrong and I am not sure whether it is the compiler or something else. Basically sample_mvgm doesn't seem to work properly. The simple call
Z=sample_mvgm;
generates numbers in the range -10^10 to 10^10. Have you experienced something like that? Also the optimization runs much much slower (ca. 3x) than on Windows. According to the Matlab-profiler the bottleneck is in the last line of sample_gaussian_mixture when dirirnd is called.

I am running ubuntu 10.04 64bit on a i7 quad core
tried Matlab 2009b and 2010a
tried gcc-4.1 and gcc-4.4
always same behavior

Thanks for you help!

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