/* -*- 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 double KLDivergence::distanceGaussian(const vector &m1, const vector &v1, const vector &m2, const vector &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 &d1, const vector &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; }