[f07ddc]: inst / mvn_bregmancentroid_kl_right.m  Maximize  Restore  History

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function [c] = mvn_bregmancentroid_kl_right(models)
%MVN_BREGMANCENTROID_RIGHT Compute the right centroid given mvn models ("center of mass").
%
% [c] = MVN_BREGMANCENTROID_RIGHT(models) computes the right sided
% centroid for the given multivariate normals.
% (c) 2010, Dominik Schnitzer, <dominik.schnitzer@ofai.at>
% http://www.ofai.at/~dominik.schnitzer/mvn
%
% This file is part of the MVN Octave/Matlab Toolbox
% MVN is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% MVN is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with MVN. If not, see <http://www.gnu.org/licenses/>.
% compute the new mean in the natural parameter space
len = length(models);
c.m = 0 .* models(1).m;
for i=1:len
c.m = c.m + 1/len * (models(i).icov * models(i).m);
end
% compute the covariance in the natural parameter space
c.cov = [];
c.logdet = NaN;
c.icov = 0 .* models(1).cov;
for i=1:len
c.icov = c.icov + 1/len * models(i).icov;
end
% recover the the parameters of the multivariate gaussian distribution
% from the natual parameters
c.cov = inv(c.icov);
c.m = c.cov * c.m;
c_chol = chol(c.cov);
c.logdet = 2*sum(log(diag(c_chol)));
end

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