| public Evaluate ( double x, double output, double derivative ) : void | ||
| x | double | The vector of observations. |
| output | double | At method's return, this parameter
/// should contain the evaluation of function over the vector
/// of observations |
| derivative | double | At method's return, this parameter
/// should contain the evaluation of function derivative over
/// the vector of observations |
| return | void | |
public void Evaluate(double[] x, double[] output, double[] derivative)
{
// Exponential contrast function and its derivative, as given
// in original Hyvärinen's paper. See main references for the
// Independent Component Analysis class for details.
for (int j = 0; j < x.Length; j++)
{
double w = x[j];
double e = System.Math.Exp(-alpha * (w * w) / 2.0);
// g(w*x) = wx * exp(-(wx^2)/2)
output[j] = w * e;
// g'(w*x) = (1 - wx^2) * exp(-(wx^2)/2)
derivative[j] = (1.0 - alpha * w * w) * e;
}
}
}