From 915bb4c45141ae5852ccd2f4d5a9c2958b64c707 Mon Sep 17 00:00:00 2001
From: George Perendia <artilogica@btconnect.com>
Date: Sat, 11 Dec 2010 19:22:27 +0000
Subject: [PATCH] Estimation C++ DLL: Bug-fixing Sampler
---
mex/sources/estimation/RandSampler.cc | 15 +++++++++------
1 file changed, 9 insertions(+), 6 deletions(-)
diff --git a/mex/sources/estimation/RandSampler.cc b/mex/sources/estimation/RandSampler.cc
index ddf904fe5c..ce4b410039 100644
--- a/mex/sources/estimation/RandSampler.cc
+++ b/mex/sources/estimation/RandSampler.cc
@@ -24,6 +24,7 @@
///////////////////////////////////////////////////////////
#include "RandSampler.hh"
+#include "BlasBindings.hh"
/**
* draw = Mean + randn(1,n) * Sigma_upper_chol;
@@ -32,12 +33,14 @@ void
RandSampler::randMultiVar(Prior &distribution, Vector &draw, const Vector &mean, const Matrix &Scale, const size_t n)
{
assert(n == draw.getSize());
- assert(n == mean.getSize() || 1 == mean.getSize());
- assert(n == Scale.getRows() || 1 == Scale.getRows());
- assert(n == Scale.getCols() || 1 == Scale.getCols());
+ assert(n == mean.getSize() );
+ assert(n == Scale.getRows());
+ assert(n == Scale.getCols());
+
+ draw=mean;
+ Vector drawTmp(n);
for (size_t i = 0; i < n; ++i)
- draw(i) = mean(1 == mean.getSize() ? 0 : i)
- + distribution.drand()
- *Scale((1 == Scale.getRows() ? 0 : i), (1 == Scale.getCols() ? 0 : i));
+ drawTmp(i) = distribution.drand();
+ blas::gemv("T", 1.0, Scale, drawTmp, 1.0, draw);
}
--
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