diff options
Diffstat (limited to 'gi/pf/pf.h')
-rw-r--r-- | gi/pf/pf.h | 84 |
1 files changed, 0 insertions, 84 deletions
diff --git a/gi/pf/pf.h b/gi/pf/pf.h deleted file mode 100644 index ede7cda8..00000000 --- a/gi/pf/pf.h +++ /dev/null @@ -1,84 +0,0 @@ -#ifndef _PF_H_ -#define _PF_H_ - -#include <cassert> -#include <vector> -#include "sampler.h" -#include "prob.h" - -template <typename ParticleType> -struct ParticleRenormalizer { - void operator()(std::vector<ParticleType>* pv) const { - if (pv->empty()) return; - prob_t z = prob_t::Zero(); - for (unsigned i = 0; i < pv->size(); ++i) - z += (*pv)[i].weight; - assert(z > prob_t::Zero()); - for (unsigned i = 0; i < pv->size(); ++i) - (*pv)[i].weight /= z; - } -}; - -template <typename ParticleType> -struct MultinomialResampleFilter { - explicit MultinomialResampleFilter(MT19937* rng) : rng_(rng) {} - - void operator()(std::vector<ParticleType>* pv) { - if (pv->empty()) return; - std::vector<ParticleType>& ps = *pv; - SampleSet<prob_t> ss; - for (int i = 0; i < ps.size(); ++i) - ss.add(ps[i].weight); - std::vector<ParticleType> nps; nps.reserve(ps.size()); - const prob_t uniform_weight(1.0 / ps.size()); - for (int i = 0; i < ps.size(); ++i) { - nps.push_back(ps[rng_->SelectSample(ss)]); - nps[i].weight = uniform_weight; - } - nps.swap(ps); - } - - private: - MT19937* rng_; -}; - -template <typename ParticleType> -struct SystematicResampleFilter { - explicit SystematicResampleFilter(MT19937* rng) : rng_(rng), renorm_() {} - - void operator()(std::vector<ParticleType>* pv) { - if (pv->empty()) return; - renorm_(pv); - std::vector<ParticleType>& ps = *pv; - std::vector<ParticleType> nps; nps.reserve(ps.size()); - double lower = 0, upper = 0; - const double skip = 1.0 / ps.size(); - double u_j = rng_->next() * skip; - //std::cerr << "u_0: " << u_j << std::endl; - int j = 0; - for (unsigned i = 0; i < ps.size(); ++i) { - upper += ps[i].weight.as_float(); - //std::cerr << "lower: " << lower << " upper: " << upper << std::endl; - // how many children does ps[i] have? - while (u_j < lower) { u_j += skip; ++j; } - while (u_j >= lower && u_j <= upper) { - assert(j < ps.size()); - nps.push_back(ps[i]); - u_j += skip; - //std::cerr << " add u_j=" << u_j << std::endl; - ++j; - } - lower = upper; - } - //std::cerr << ps.size() << " " << nps.size() << "\n"; - assert(ps.size() == nps.size()); - //exit(1); - ps.swap(nps); - } - - private: - MT19937* rng_; - ParticleRenormalizer<ParticleType> renorm_; -}; - -#endif |