/* Directional Statistics Functions Bingham and Watson Distributions and functions to approximate their normalizing constant Stam Sotiropoulos - FMRIB Image Analysis Group Copyright (C) 2011 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. */ #if !defined (Bingham_Watson_approx_h) #define Bingham_Watson_approx_h #include #include #include #define WANT_STREAM #define WANT_MATH #include #include "miscmaths/miscmaths.h" #include "miscmaths/nonlin.h" #include "stdlib.h" using namespace NEWMAT; using namespace MISCMATHS; #ifndef M_PI #define M_PI 3.14159265358979323846 #endif #define INV3 0.333333333333333 // 1/3 #define SQRT3 1.732050807568877 //sqrt(3) #define INV54 0.018518518518519 // 1/54 #define min3(a,b,c) (a < b ? min(a,c) : min(b,c) ) //Saddlepoint approximation of confluent hypergeometric function of a matrix argument B //Vector x has the eigenvalues of B. float hyp_Sapprox(ColumnVector& x); //Saddlepoint approximation of confluent hypergeometric function of a matrix argument, with its eigenvalues being l1,l1,l2 or l1,l2,l2 with l1!=l2. //Vector x has the three eigenvalues. This function can be also used to approximate a confluent hypergeometric function of a scalar argument k //by providing x=[k 0 0]. float hyp_Sapprox_twoequal(ColumnVector& x); //Saddlepoint approximation of the ratio of two hypergeometric functions, with matrix arguments L and B (3x3). Vectors xL & xB contain the eigenvalues of L and B. //Used for the ball & Binghams model. float hyp_SratioB(ColumnVector& xL,ColumnVector& xB); //Saddlepoint aproximation of the ratio ot two hypergeometric functions with matrix arguments L and B in two steps: First denominator, then numerator. //This allows them to be updated independently, used for the ball & Binghams model to compute the likelihood faster. //This function returns values used in the denominator approximation. xB containes the two non-zero eigenvalues of matrix B. ReturnMatrix approx_denominatorB(ColumnVector& xB); //Second step for saddlepoint approximation of the ratio of two hypergeometric functions with matrix arguments L and B (xL has the eigenvalues of L). //Assume that the denominator has already been approximated by the function above and the parameters are stored in denomvals. //Here approximate the numerator and return the total ratio approximation. float hyp_SratioB_knowndenom(ColumnVector &xL,ColumnVector& denomvals); //Saddlepoint approximation of the ratio of two hypergeometric functions, one with matrix argument L and another with scalar argument k. Vector xL contains the eigenvalues of L. //Used for the ball & Watsons model. float hyp_SratioW(ColumnVector& xL,const double k); //Saddlepoint aproximation of the ratio ot two hypergeometric functions, one with matrix arguments L and the other with scalar argument k in two steps: //First denominator, then numerator. This allows them to be updated independently, used for the ball & Watsons model to compute the likelihood faster. //This function returns values used in the denominator approximation. ReturnMatrix approx_denominatorW(const double k); //Second step for saddlepoint approximation of the ratio of two hypergeometric functions, with matrix argument L and scalar argument k (xL has the eigenvalues of L). //Assume that the denominator has already been approximated by the function above and the parameters are stored in denomvals. //Here approximate the numerator and return the total ratio approximation. float hyp_SratioW_knowndenom(ColumnVector &xL,ColumnVector& denomvals); //Using the values of vector x, construct a qubic equation and solve it analytically. //Solution used for the saddlepoint approximation of the confluent hypergeometric function with matrix argument B (3x3) (See Kume & Wood, 2005) //Vector x contains the eigenvalues of B. float find_t(const ColumnVector& x); //cubic root float croot(const float& x); #endif