local_state_space_iteration_2 MEX: various fixes to comments
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@ -85,7 +85,7 @@ ss2Iteration_pruning(double *y2, double *y1, const double *yhat2, const double *
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for (int column = 0, column_ = 0; column < q; column++, column_ += m)
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y2[variable_] += ghu[variable+column_]*epsilon[column+particle___];
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#endif
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// +ghxx·yhat1⊗yhat1
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// +½ghxx·yhat1⊗yhat1
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for (int i = 0; i < n*(n+1)/2; i++)
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{
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int i1 = particle__+ii1[i];
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@ -95,7 +95,7 @@ ss2Iteration_pruning(double *y2, double *y1, const double *yhat2, const double *
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else
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y2[variable_] += ghxx[variable+ii3[i]]*yhat1[i1]*yhat1[i2];
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}
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// +ghuu·u⊗u
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// +½ghuu·u⊗u
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for (int j = 0; j < q*(q+1)/2; j++)
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{
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int j1 = particle___+jj1[j];
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@ -162,7 +162,7 @@ ss2Iteration(double *y, const double *yhat, const double *epsilon,
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for (int column = 0, column_ = 0; column < q; column++, column_ += m)
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y[variable_] += ghu[variable+column_]*epsilon[column+particle___];
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#endif
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// +ghxx·yhat⊗yhat
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// +½ghxx·yhat⊗yhat
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for (int i = 0; i < n*(n+1)/2; i++)
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{
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int i1 = particle__+ii1[i];
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@ -172,7 +172,7 @@ ss2Iteration(double *y, const double *yhat, const double *epsilon,
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else
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y[variable_] += ghxx[variable+ii3[i]]*yhat[i1]*yhat[i2];
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}
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// +ghuu·u⊗u
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// +½ghuu·u⊗u
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for (int j = 0; j < q*(q+1)/2; j++)
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{
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int j1 = particle___+jj1[j];
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@ -205,7 +205,7 @@ mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
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prhs[8] yhat_ [double] [OPTIONAL] n×s array, time t particles (pruning additional latent variables).
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prhs[9] ss [double] [OPTIONAL] m×1 array, steady state for the union of the states and the observed variables (needed for the pruning mode).
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prhs[9 or 11] [double] num of threads
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prhs[8 or 10] [double] num of threads
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plhs[0] y [double] n×s array, time t+1 particles.
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plhs[1] y_ [double] n×s array, time t+1 particles for the pruning latent variables.
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@ -223,8 +223,6 @@ mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
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size_t s = mxGetN(prhs[0]); // Number of particles.
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size_t q = mxGetM(prhs[1]); // Number of innovations.
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size_t m = mxGetM(prhs[2]); // Number of elements in the union of states and observed variables.
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//mexPrintf("\n s (the number of column of yhat) is equal to %d.", s);
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//mexPrintf("\n The number of column of epsilon is %d.", mxGetN(prhs[1]));
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// Check the dimensions.
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if (s != mxGetN(prhs[1]) // Number of columns for epsilon
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|| n != mxGetN(prhs[2]) // Number of columns for ghx
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