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Corrects the computation of the determinant of the covariance of the forecast error

time-shift
Ferhat Mihoubi 2011-11-25 14:45:54 +01:00
parent 715e528462
commit 1f8e4a517b
1 changed files with 6 additions and 4 deletions
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10
mex/sources/block_kalman_filter/block_kalman_filter.cc
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@ -202,14 +202,16 @@ not_all_abs_F_bellow_crit(double* F, int size, double crit)
double
det(double* F, int dim)
det(double* F, int dim, int* ipiv)
{
double det = 1.0;
for (int i = 0; i < dim; i++)
det *= F[i * (1 + dim)];
if (ipiv[i] - 1 == i)
det *= F[i + i * dim];
else
det *= -F[i + i * dim];
return det;
}
void
mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
{
@ -527,7 +529,7 @@ mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
F_singular = false;
//dF = det(F);
dF = abs(det(iF, pp));
dF = det(iF, pp, ipiv);
//iF = inv(F);
//int lwork = 4/*2*/* pp;