Esempio n. 1
0
func MatrixT(M, Omega, Sigma *mx.DenseMatrix, n int) func() (T *mx.DenseMatrix) {
	checkMatrixT(M, Omega, Sigma, n)

	fmt.Println("M:", M)
	fmt.Println("Sigma:", Sigma)
	fmt.Println("Omega:", Omega)

	p := M.Rows()
	m := M.Cols()

	OmegaInv, err := Omega.Inverse()
	if err != nil {
		panic(err)
	}

	Sdist := Wishart(n+p-1, OmegaInv)

	Xdist := MatrixNormal(mx.Zeros(p, m), mx.Eye(p), Sigma)

	return func() (T *mx.DenseMatrix) {
		S := Sdist()
		Sinv, err := S.Inverse()
		if err != nil {
			panic(err)
		}
		Sinvc, err := Sinv.Cholesky()
		if err != nil {
			panic(err)
		}
		X := Xdist()
		fmt.Println("Sinvc:", Sinvc)
		fmt.Println("X:", X)
		T, err = Sinvc.Transpose().TimesDense(X)
		if err != nil {
			panic(err)
		}
		err = T.AddDense(M)
		if err != nil {
			panic(err)
		}
		return
	}
}
func main() {
	fmt.Println(mat.Eye(3))
}