fastica.m

关于FASTICA算法的完整应用程序

jumpWhitening = 0;
only = 3;
userNumOfIC = 0;


%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% Read the optional parameters

if (rem(length(varargin),2)==1)
  error('Optional parameters should always go by pairs');
else
  for i=1:2:(length(varargin)-1)
    % change the value of parameter
    switch varargin{i}
     case 'stabilization'
      stabilization = varargin{i+1};
     case 'maxFinetune'
      maxFinetune = varargin{i+1};
     case 'sampleSize'
      sampleSize = varargin{i+1};
     case 'verbose'
      verbose = varargin{i+1};
      % silence this program also
      if strcmp (verbose, 'off'), b_verbose = 0; end
     case 'firstEig'
      firstEig = varargin{i+1};
     case 'lastEig'
      lastEig = varargin{i+1};
     case 'interactivePCA'
      interactivePCA = varargin{i+1};
     case 'approach'
      approach = varargin{i+1};
     case 'numOfIC'
      numOfIC = varargin{i+1};
      % User has suplied new value for numOfIC.
      % We'll use this information later on...
      userNumOfIC = 1;
     case 'g'
      g = varargin{i+1};
     case 'finetune'
      finetune = varargin{i+1};
     case 'a1'
      a1 = varargin{i+1};
     case 'a2'
      a2 = varargin{i+1};
     case {'mu', 'myy'}
      myy = varargin{i+1};
     case 'epsilon'
      epsilon = varargin{i+1};
     case 'maxNumIterations'
      maxNumIterations = varargin{i+1};
     case 'initGuess'
      % no use setting 'guess' if the 'initState' is not set
      initState = 'guess';
      guess = varargin{i+1};
     case 'displayMode'
      displayMode = varargin{i+1};
     case 'displayInterval'
      displayInterval = varargin{i+1};
     case 'pcaE'
      % calculate if there are enought parameters to skip PCA
      jumpPCA = jumpPCA + 1;
      E = varargin{i+1};
     case 'pcaD'
      % calculate if there are enought parameters to skip PCA
      jumpPCA = jumpPCA + 1;
      D = varargin{i+1};
     case 'whiteSig'
      % calculate if there are enought parameters to skip PCA and whitening
      jumpWhitening = jumpWhitening + 1;
      whitesig = varargin{i+1};
     case 'whiteMat'
      % calculate if there are enought parameters to skip PCA and whitening
      jumpWhitening = jumpWhitening + 1;
      whiteningMatrix = varargin{i+1};
     case 'dewhiteMat'
      % calculate if there are enought parameters to skip PCA and whitening
      jumpWhitening = jumpWhitening + 1;
      dewhiteningMatrix = varargin{i+1};
     case 'only'
      % if the user only wants to calculate PCA or...
      switch varargin{i+1}
       case 'pca'
	only = 1;
       case 'white'
	only = 2;
       case 'all'
	only = 3;
      end
      
     otherwise
      % Hmmm, something wrong with the parameter string
      error(['Unrecognized parameter: ''' varargin{i} '''']);
    end;
  end;
end

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% print information about data
if b_verbose
  fprintf('Number of signals: %d\n', Dim);
  fprintf('Number of samples: %d\n', NumOfSampl);
end

% Check if the data has been entered the wrong way,
% but warn only... it may be on purpose

if Dim > NumOfSampl
  if b_verbose
    fprintf('Warning: ');
    fprintf('The signal matrix may be oriented in the wrong way.\n');
    fprintf('In that case transpose the matrix.\n\n');
  end
end


%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% Calculating PCA

% We need the results of PCA for whitening, but if we don't
% need to do whitening... then we dont need PCA...
if jumpWhitening == 3
  if b_verbose,
    fprintf ('Whitened signal and corresponding matrises suplied.\n');
    fprintf ('PCA calculations not needed.\n');
  end;
else
  
  % OK, so first we need to calculate PCA
  % Check to see if we already have the PCA data
  if jumpPCA == 2,
    if b_verbose,
      fprintf ('Values for PCA calculations suplied.\n');
      fprintf ('PCA calculations not needed.\n');
    end;
  else
    % display notice if the user entered one, but not both, of E and D.
    if (jumpPCA > 0) & (b_verbose),
      fprintf ('You must suply all of these in order to jump PCA:\n');
      fprintf ('''pcaE'', ''pcaD''.\n');
    end;
    
    % Calculate PCA
    [E, D]=pcamat(mixedsig, firstEig, lastEig, interactivePCA, verbose);
  end
end

% skip the rest if user only wanted PCA
if only > 1
  
  %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
  % Whitening the data
  
  % Check to see if the whitening is needed...
  if jumpWhitening == 3,
    if b_verbose,
      fprintf ('Whitening not needed.\n');
    end;
  else
    
    % Whitening is needed
    % display notice if the user entered some of the whitening info, but not all.
    if (jumpWhitening > 0) & (b_verbose),
      fprintf ('You must suply all of these in order to jump whitening:\n');
      fprintf ('''whiteSig'', ''whiteMat'', ''dewhiteMat''.\n');
    end;
    
    % Calculate the whitening
    [whitesig, whiteningMatrix, dewhiteningMatrix] = whitenv ...
						     (mixedsig, E, D, verbose);
  end
  
end % if only > 1

% skip the rest if user only wanted PCA and whitening
if only > 2
  
  %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
  % Calculating the ICA
  
  % Check some parameters
  % The dimension of the data may have been reduced during PCA calculations.
  % The original dimension is calculated from the data by default, and the
  % number of IC is by default set to equal that dimension.
  
  Dim = size(whitesig, 1);
  
  % The number of IC's must be less or equal to the dimension of data
  if numOfIC > Dim
    numOfIC = Dim;
    % Show warning only if verbose = 'on' and user suplied a value for 'numOfIC'
    if (b_verbose & userNumOfIC)
      fprintf('Warning: estimating only %d independent components\n', numOfIC);
      fprintf('(Can''t estimate more independent components than dimension of data)\n');
    end
  end
  
  % Calculate the ICA with fixed point algorithm.
  [A, W] = fpica (whitesig,  whiteningMatrix, dewhiteningMatrix, approach, ...
		  numOfIC, g, finetune, a1, a2, myy, stabilization, epsilon, ...
		  maxNumIterations, maxFinetune, initState, guess, sampleSize, ...
		  displayMode, displayInterval, verbose);
  
  % Check for valid return
  if ~isempty(W)
    % Add the mean back in.
    if b_verbose
      fprintf('Adding the mean back to the data.\n');
    end
    icasig = W * mixedsig + (W * mixedmean) * ones(1, NumOfSampl);
    %icasig = W * mixedsig;
    if b_verbose & ...
	  (max(abs(W * mixedmean)) > 1e-9) & ...
	  (strcmp(displayMode,'signals') | strcmp(displayMode,'on'))
      fprintf('Note that the plots don''t have the mean added.\n');
    end
  else
    icasig = [];
  end

end % if only > 2

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% The output depends on the number of output parameters
% and the 'only' parameter.

if only == 1    % only PCA
  Out1 = E;
  Out2 = D;
elseif only == 2  % only PCA & whitening
  if nargout == 2
    Out1 = whiteningMatrix;
    Out2 = dewhiteningMatrix;
  else
    Out1 = whitesig;
    Out2 = whiteningMatrix;
    Out3 = dewhiteningMatrix;
  end
else      % ICA
  if nargout == 2
    Out1 = A;
    Out2 = W;
  else
    Out1 = icasig;
    Out2 = A;
    Out3 = W;
  end
end