d1r1f.java

马氏距离判别(MahalanobisDistanceDiscrimination)的演示过程,求均值向量,协方差矩阵及线形判别函数

public  class  d1r1F  
{  
     void  gaussj(double  a[],  int  n,  double  b[])  
           {  
               int  i,  j,  k,  l,  ll,  irow,  icol;  
               icol  =  0;  
               irow  =  0;  
               double  big,  pivinv,  dum;  
               int  ipiv[]  =  new  int[50];  
               int  indxr[]  =  new  int[50];  
               int  indxc[]  =  new  int[50];  
               for  (j  =  0;  j  <=  n  -  1;  j++)  
               {                          
                       ipiv[j]  =  0;  
               }  
               for  (i  =  0;  i  <=  n  -  1;  i++)  
                       {  
                       big  =  0.0;  
                       for  (j  =  0;  j  <=  n  -  1;  j++)  
                                   {  
                               if  (ipiv[j]  !=  1)  
                                               {  
                                       for  (k  =  0;  k  <=  n  -  1;  k++)  
                                                           {  
                                               if  (ipiv[k]  ==  0)  
                                                                       {  
                                                       if  (Math.abs(a[j  *  n  +  k])  >=  big)  
                                                                                   {  
                                                               big  =  Math.abs(a[j  *  n  +  k]);  
                                                               irow  =  j;  
                                                               icol  =  k;  
                                                                                   }  
                                                       else  if  (ipiv[k]  >  1)  
                                                                                   {  
                                                                                               System.out.println("singular  matrix");  
                                                                                   }  
                                                                       }  
                                       }  
                               }  
                       }  
                       ipiv[icol]  =  ipiv[icol]  +  1;  
                       if  (irow  !=  icol)  
                                   {  
                               for  (l  =  0;  l  <=  n  -  1;  l++)  
                                               {  
                                       dum  =  (a[irow  *  n  +  l]);  
                                       a[irow  *  n  +  l]  =  a[icol  *  n  +  l];  
                                       a[icol  *  n  +  l]  =  dum;  
                               }  
                               dum  =  b[irow];  
                               b[irow]  =  b[icol];  
                               b[icol]  =  dum;  
                                   }  
                       indxr[i]  =  irow;  
                       indxc[i]  =  icol;  
                       if  (a[icol  *  n  +  icol]  ==  0.0)  
                                   {  
                                               System.out.println(  "singular  matrix.");  
                               System.exit(1);  
                                   }  
                       pivinv  =  1.0  /  (a[icol  *  n  +  icol]);  
                       a[icol  *  n  +  icol]  =  1.0;  
                       for  (l  =  0;  l  <=  n  -  1;  l++)  
                       {  
                               a[icol  *  n  +  l]  =  a[icol  *  n  +  l]  *  pivinv;  
                       }  
                       b[icol]=b[icol]  *  pivinv;  
                       for  (ll  =  0;  ll  <=  n  -  1;  ll++)  
                       {  
                               if  (ll  !=  icol)  
                               {  
                                       dum  =  a[ll  *  n  +  icol];  
                                       a[ll  *  n  +  icol]  =  0.0;  
                                       for  (l  =  0;  l  <=  n  -  1;  l++)  
                                       {  
                                               a[ll  *  n  +  l]  =  a[ll  *  n  +  l]  -  a[icol  *  n  +  l]  *  dum;  
                                       }  
                                       b[ll]  =  b[ll]  -  b[icol]  *  dum;  
                               }  
                       }    
                       for  (l  =  n  -  1;  l  <=  0;  l--)  
                       {  
                               if  (indxr[l]  !=  indxc[l])  
                               {  
                                       for  (k  =  0;  k  <=  n  -  1;  k++)  
                                       {  
                                               dum  =  a[k  *  n  +  indxr[l]];  
                                               a[k  *  n  +  indxr[l]]  =  a[k  *  n  +  indxc[l]];  
                                               a[k  *  n  +  indxr[l]]  =  dum;  
                                       }  
                               }  
                       }  
               }  
           }  
}