/* dist_mvn.cc - MultiVariate Normal distribution class/structure Adrian Groves, FMRIB Image Analysis Group Copyright (C) 2007-2008 University of Oxford */ /* Part of FSL - FMRIB's Software Library http://www.fmrib.ox.ac.uk/fsl fsl@fmrib.ox.ac.uk Developed at FMRIB (Oxford Centre for Functional Magnetic Resonance Imaging of the Brain), Department of Clinical Neurology, Oxford University, Oxford, UK LICENCE FMRIB Software Library, Release 5.0 (c) 2012, The University of Oxford (the "Software") The Software remains the property of the University of Oxford ("the University"). 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Contact details are: innovation@isis.ox.ac.uk quoting reference DE/9564. */ #include "dist_mvn.h" #include "easyoptions.h" #include "miscmaths/miscmaths.h" using namespace NEWIMAGE; using namespace Utilities; using namespace MISCMATHS; // Constructors MVNDist::MVNDist() { Tracer_Plus tr("MVNDist::MVNDist()"); len = -1; precisionsValid = covarianceValid = false; } MVNDist::MVNDist(const MVNDist& from1, const MVNDist& from2) { Tracer_Plus tr("MVNDist::MVNDist(from1,from2)"); len = from1.len + from2.len; means = from1.means & from2.means; precisionsValid = false; // Always duplicate the covariances (even if this means some recalculation) // Otherwise if we use precisions.i(), zeros won't stay exactly zero covariance.ReSize(len); covariance = 0; covariance.SymSubMatrix(1, from1.len) = from1.GetCovariance(); covariance.SymSubMatrix(from1.len+1, from1.len+from2.len) = from2.GetCovariance(); covarianceValid = true; assert(means.Nrows() == len); } const MVNDist& MVNDist::operator=(const MVNDist& from) { // Not useful and dominates --debug-running-stack: // Tracer_Plus tr("MVNDist::operator="); assert(&from != NULL); // yes, this can happen. References are but pointers in disguise... // Special case: assignment to self (is a no-op) if (&from == this) return *this; // Special case: assigned from an uninitialized MVNDist if (from.len == -1) { len = -1; precisionsValid = covarianceValid = false; // Note, might still be consuming large amounts of memory, even though // precisions & covariance are now inaccessible from the outside return *this; } assert(from.len == from.means.Nrows()); SetSize(from.len); // len = from.len; means = from.means; precisionsValid = from.precisionsValid; covarianceValid = from.covarianceValid; if (precisionsValid) precisions = from.precisions; // else if (precisions.Nrows() != len) // precisions.ReSize(len); if (covarianceValid) covariance = from.covariance; // else if (covariance.Nrows() != len) // covariance.ReSize(len); assert(means.Nrows() == len); return *this; } void MVNDist::CopyFromSubmatrix(const MVNDist& from, int first, int last, bool checkIndependence) { Tracer_Plus tr("MVNDist::CopyFromSubmatrix"); len = last-first+1; means = from.means.Rows(first, last); precisionsValid = from.precisionsValid; covarianceValid = from.covarianceValid; if (precisionsValid) precisions = from.precisions.SymSubMatrix(first, last); else if (precisions.Nrows() != len) precisions.ReSize(len); if (covarianceValid) covariance = from.covariance.SymSubMatrix(first, last); else if (covariance.Nrows() != len) covariance.ReSize(len); assert(means.Nrows() == len); if (checkIndependence) { Matrix deps1 = from.GetCovariance().Rows(first, last).Columns(1, first-1); Matrix deps2 = from.GetCovariance().Rows(first, last).Columns(last+1, from.covariance.Ncols()); if (!deps1.IsZero() || !deps2.IsZero() ) throw Invalid_option("Covariance found in part of MVN that should be independent from the rest!"); } return; } void MVNDist::SetSize(int dim) { // Not useful and dominates --debug-running-stack: // Tracer_Plus tr("MVNDist::SetSize"); if (dim<=0) throw RBD_COMMON::Logic_error("Can't have dim<=0\n"); assert(means.Nrows() == len || len<0); if (len != dim) { //Tracer_Plus tr("MVNDist::SetSize (actually resizing)"); len = dim; means.ReSize(dim); precisions.ReSize(dim); covariance.ReSize(dim); } precisionsValid = false; covarianceValid = false; // means is also now undefined (or at least out-of-date) assert(means.Nrows() == len); assert(precisions.Nrows() == len); assert(covariance.Nrows() == len); } // Accessors const SymmetricMatrix& MVNDist::GetPrecisions() const { Tracer_Plus tr("MVNDist::GetPrecisions"); if (len == -1) throw Logic_error("MVN is uninitialized!\n"); assert(means.Nrows() == len); if (!precisionsValid) { Tracer_Plus tr("MVNDist::GetPrecisions calculation"); assert(covarianceValid); // precisions and precisionsValid are mutable, // so we can change them even in a const function precisions = covariance.i(); precisionsValid = true; } assert(means.Nrows() == len); assert(precisions.Nrows() == len); return precisions; } const SymmetricMatrix& MVNDist::GetCovariance() const { Tracer_Plus tr("MVNDist::GetCovariance"); if (len == -1) throw Logic_error("MVN is uninitialized!\n"); assert(means.Nrows() == len); if (!covarianceValid) { Tracer_Plus tr("MVNDist::GetCovariance calculation"); assert(precisionsValid); // covariance and covarianceValid are mutable, // so we can change them even in a const function try { covariance = precisions.i(); } catch (Exception) { // LOG_ERR("Oh dear, it didn't like that\nPrecisions = \n"); // LOG_ERR(precisions); // LOG_ERR("Rethrowing...\n"); // throw; // Better behaviour: adds a tiny amount to the diagonal and tries again Warning::IssueOnce("MVN precision (len==" + stringify(len) + ") was singular, adding 1e-10 to diagonal"); covariance = (precisions + IdentityMatrix(len)*1e-10).i(); } covarianceValid = true; } assert(means.Nrows() == len); assert(covariance.Nrows() == len); return covariance; } void MVNDist::SetPrecisions(const SymmetricMatrix& from) { Tracer_Plus tr("MVNDist::SetPrecisions"); assert(from.Nrows() == len); assert(means.Nrows() == len); precisions = from; precisionsValid = true; covarianceValid = false; assert(means.Nrows() == len); } void MVNDist::SetCovariance(const SymmetricMatrix& from) { Tracer_Plus tr("MVNDist::SetCovariance"); //cout << from.Nrows() << " ---- " << len << endl; assert(from.Nrows() == len); assert(means.Nrows() == len); covariance = from; covarianceValid = true; precisionsValid = false; assert(means.Nrows() == len); } void MVNDist::DumpTo(ostream& out, const string indent) const { Tracer_Plus tr("MVNDist::Dump"); out << indent << "MVNDist, with len == " << len << ", precisionsValid == " << precisionsValid << ", covarianceValid == " << covarianceValid << endl; out << indent << " Means: " << means.t(); if (precisionsValid || covarianceValid) { out << indent << " Covariance matrix:" << endl; for (int i=1; i<=len; i++) out << indent << " " << GetCovariance().Row(i); } else out << indent << " Covariance undefined." << endl; assert(means.Nrows() == len); } void MVNDist::Load(const string& filename) { cout << "Reading MVN from file '" << filename << "'...\n"; Matrix mat = read_vest(filename); cout << "Converting to an MVN...\n"; // Format: [covariance means(:); means(:)' 1.0] const int N = mat.Nrows() - 1; if (N < 1 || mat != mat.t() || mat(N+1,N+1) != 1.0) { cout << "N == " << N << ", matrix:\n" << mat; throw Invalid_option("Inputted MVNs must be symmetric matrices!\nFormat = [covariance means(:); means(:)' 1.0]\n"); } SetSize(N); means = mat.Column(len+1).Rows(1, N); SymmetricMatrix sym; sym << mat.SubMatrix(1,N,1,N); SetCovariance(sym); assert(means.Nrows() == len); } void MVNDist::Load(vector& mvns, const string& filename, const volume& mask) { Tracer_Plus tr("MVNDist::Load (static)"); Matrix vols; LOG_ERR("Reading MVNs from " << filename << endl); volume4D input; read_volume4D(input,filename); vols=input.matrix(mask); const int nVoxels = vols.Ncols(); for (unsigned i = 0; i < mvns.size(); i++) assert(mvns[i] == NULL); // should've deleted everything first. mvns.resize(nVoxels, NULL); const int nParams = ((int)sqrt(8*vols.Nrows()+1)-3)/2; assert( vols.Nrows() == nParams*(nParams+1)/2 + nParams+1 ); SymmetricMatrix tmp(nParams); // cout << "--------\n"; // cout << nParams << endl; // cout << nVoxels << endl; // cout << vols.Nrows() << endl; // cout << tmp.Nrows() << endl; assert(nVoxels > 0); for (int vox = 1; vox <= nVoxels; vox++) { assert(mvns.at(vox-1) == NULL); mvns[vox-1] = new MVNDist(nParams); //tmp << vols.Column(vox).Rows(1,nParams*(nParams+1)/2); // Doesn't work int index = 0; for (int r = 1; r <= nParams; r++) for (int c = 1; c <= r; c++) tmp(r,c) = vols(++index,vox); assert(index == nParams*(nParams+1)/2); mvns[vox-1]->SetCovariance(tmp); mvns[vox-1]->means = vols.Column(vox).Rows(nParams*(nParams+1)/2 + 1, nParams*(nParams+1)/2 + nParams); assert(vols(vols.Nrows(), vox) == 1); assert(mvns[vox-1]->means.Nrows() == mvns[vox-1]->len); } assert(mvns[0] != NULL); } void MVNDist::Save(const vector& mvns, const string& filename, const volume& mask) { Tracer_Plus tr("MVNDist::Save"); // Save the MVNs in a NIFTI file as a single NIFTI_INTENT_SYMMATRIX // last row/col is the means (1 in the corner). // Note that I'm using the 4th dim and should really be using the 5th, // according to the specification -- but I don't think it really matters. Matrix vols; const int nVoxels = mvns.size(); assert(nVoxels > 0 && mvns.at(0) != NULL); const int nParams = mvns.at(0)->means.Nrows(); // means.ReSize(nParams, nVoxels); // precisions.ReSize(nParams*(nParams+1)/2, nVoxels); vols.ReSize(nParams*(nParams+1)/2 + nParams+1, nVoxels); ColumnVector aOne(1); aOne = 1.0; for (int vox = 1; vox <= nVoxels; vox++) { vols.Column(vox) = mvns.at(vox-1)->GetCovariance().AsColumn() & mvns.at(vox-1)->means & aOne; // AsColumn uses row ordering on the lower triangular part, // as NIFTI_INTENT_SYMMATRIX specifies: (1,1) (2,1) (2,2) (3,1)... } // Write the file volume4D output(mask.xsize(),mask.ysize(),mask.zsize(),vols.Nrows()); output.setmatrix(vols,mask); output.set_intent(NIFTI_INTENT_SYMMATRIX,0,0,0); output.setDisplayMaximumMinimum(output.max(),output.min()); save_volume4D(output,filename); }