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/* -*- c-basic-offset: 4 indent-tabs-mode: nil -*- vi:set ts=8 sts=4 sw=4: */
/*
QM DSP Library
Centre for Digital Music, Queen Mary, University of London.
This file copyright 2008 QMUL
This program 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 2 of the
License, or (at your option) any later version. See the file
COPYING included with this distribution for more information.
*/
#include "KLDivergence.h"
#include <cmath>
double KLDivergence::distanceGaussian(const vector<double> &m1,
const vector<double> &v1,
const vector<double> &m2,
const vector<double> &v2)
{
int sz = m1.size();
double d = -2.0 * sz;
double small = 1e-20;
for (int k = 0; k < sz; ++k) {
double kv1 = v1[k] + small;
double kv2 = v2[k] + small;
double km = (m1[k] - m2[k]) + small;
d += kv1 / kv2 + kv2 / kv1;
d += km * (1.0 / kv1 + 1.0 / kv2) * km;
}
d /= 2.0;
return d;
}
double KLDivergence::distanceDistribution(const vector<double> &d1,
const vector<double> &d2,
bool symmetrised)
{
int sz = d1.size();
double d = 0;
double small = 1e-20;
for (int i = 0; i < sz; ++i) {
d += d1[i] * log10((d1[i] + small) / (d2[i] + small));
}
if (symmetrised) {
d += distanceDistribution(d2, d1, false);
}
return d;
}
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