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randvec

PURPOSE ^

RANDVEC Generate real or complex GMM/lognormal random vectors X=(N,M,C,W,MODE)

SYNOPSIS ^

function x=randvec(n,m,c,w,mode)

DESCRIPTION ^

RANDVEC  Generate real or complex GMM/lognormal random vectors X=(N,M,C,W,MODE)
 generates a random matrix of size (|n|,p) where p is the maximum
 dimension of M or C (see note below about row versus column vectos)
  Inputs:  N        is the number of points to generate
           M(K,P)   is the mean vectors (one row per mixture)
           C(K,P)   are diagonal covariances (one row per mixture)
        or C(P,P,K) are full covariance matrices (one per mixture)
           W(K)     are the mixture weights (or omit if all mixtures have equal weight)
           MODE     character string specifying options:
                       g = real gaussian [default]
                       c = complex gaussian
                       l = lognormal

 Outputs:  X(N,P) is the output data

 Note this routine generates row vectors such that E((x-m)'*(x-m)) = C = cov(x). If
 Alternatively x=(n,m',c,w,mode)' will generate column vectors satisfying E((x-m)*(x-m)') = C = cov(x').

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:

SOURCE CODE ^

0001 function x=randvec(n,m,c,w,mode)
0002 %RANDVEC  Generate real or complex GMM/lognormal random vectors X=(N,M,C,W,MODE)
0003 % generates a random matrix of size (|n|,p) where p is the maximum
0004 % dimension of M or C (see note below about row versus column vectos)
0005 %  Inputs:  N        is the number of points to generate
0006 %           M(K,P)   is the mean vectors (one row per mixture)
0007 %           C(K,P)   are diagonal covariances (one row per mixture)
0008 %        or C(P,P,K) are full covariance matrices (one per mixture)
0009 %           W(K)     are the mixture weights (or omit if all mixtures have equal weight)
0010 %           MODE     character string specifying options:
0011 %                       g = real gaussian [default]
0012 %                       c = complex gaussian
0013 %                       l = lognormal
0014 %
0015 % Outputs:  X(N,P) is the output data
0016 %
0017 % Note this routine generates row vectors such that E((x-m)'*(x-m)) = C = cov(x). If
0018 % Alternatively x=(n,m',c,w,mode)' will generate column vectors satisfying E((x-m)*(x-m)') = C = cov(x').
0019 
0020 % Bugs/suggestions
0021 %    (1)  New mode 'x' to approximate chi squared
0022 
0023 %      Copyright (C) Mike Brookes 1998
0024 %      Version: $Id: randvec.m 9549 2017-03-08 09:39:50Z dmb $
0025 %
0026 %   VOICEBOX is a MATLAB toolbox for speech processing.
0027 %   Home page: http://www.ee.ic.ac.uk/hp/staff/dmb/voicebox/voicebox.html
0028 %
0029 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
0030 %   This program is free software; you can redistribute it and/or modify
0031 %   it under the terms of the GNU General Public License as published by
0032 %   the Free Software Foundation; either version 2 of the License, or
0033 %   (at your option) any later version.
0034 %
0035 %   This program is distributed in the hope that it will be useful,
0036 %   but WITHOUT ANY WARRANTY; without even the implied warranty of
0037 %   MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
0038 %   GNU General Public License for more details.
0039 %
0040 %   You can obtain a copy of the GNU General Public License from
0041 %   http://www.gnu.org/copyleft/gpl.html or by writing to
0042 %   Free Software Foundation, Inc.,675 Mass Ave, Cambridge, MA 02139, USA.
0043 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
0044 
0045 % first sort out the input arguments
0046 
0047 sm=size(m);
0048 if nargin<3
0049     c=ones(sm);         % default to unit variance
0050 end
0051 sc=size(c);
0052 p=max(sm(2),sc(2));     % data dimension
0053 k=sm(1);                % number of mixtures
0054 fullc=(length(sc)>2) || (sc(1)>k);
0055 if nargin<4
0056     mode='g';   % default to gaussian
0057     w=ones(k,1);
0058 else
0059     if ischar(w)
0060         mode = w;       % w argument has been omitted
0061         w=ones(k,1);
0062     elseif nargin<5
0063         mode='g';
0064     end
0065 end
0066 ty=mode(1);   % ignore all but first character for type
0067 x=zeros(n,p);   % initialize output array
0068 if sm(2)~=p
0069     m=repmat(m,1,p);    % if m is given as a scalar
0070 end
0071 if sc(2) ~=p
0072     c=repmat(c,1,p);    % if c is given as a scalar
0073 end
0074 q=sqrt(0.5);
0075 if k>1
0076     kx=randiscr(w,n);
0077 else
0078     kx=ones(n,1);
0079 end
0080 for kk=1:k
0081     nx=find(kx==kk);
0082     nn=length(nx);
0083     if nn       % check if we need to generate any from mixture kk
0084 
0085         % extract the mean and cov for this mixture
0086 
0087         mm=m(kk,:);     % mean vector
0088         if fullc        % full covariance matrix
0089             cc=c(:,:,kk);
0090             if ty=='l'      % lognormal distribution - convert mean and covariance
0091                 cc=log(1+cc./(mm.'*mm));
0092                 mm=log(mm)-0.5*diag(cc).';
0093             end
0094         else
0095             cc=c(kk,:);
0096             if ty=='l'      % lognormal distribution - convert mean and covariance
0097                 cc=log(1+cc(:).'./mm.^2);
0098                 mm=log(mm)-0.5*cc;
0099             end
0100         end
0101 
0102         % now generate nn complex or real values
0103 
0104         if ty=='c'  % generate complex values
0105             xx=q*randn(nn,p)+1i*q*randn(nn,p); % complex-valued unit variance values
0106         else
0107             xx=randn(nn,p);   % real-valued unit variance values
0108         end;
0109 
0110         % scale by the square root of the covariance matrix
0111 
0112         if fullc   % full covariance covariance
0113             [v,d]=eig((cc+cc')/2);   % force covariance matrix to be hermitian
0114             xx=(xx.*repmat(sqrt(abs(diag(d))).',nn,1))*v'+repmat(mm,nn,1); % and also positive definite
0115         else
0116             xx=xx.*repmat(sqrt(abs(cc)),nn,1)+repmat(mm,nn,1); % different mean/cov for each column
0117         end
0118         x(nx,:)=xx;
0119     end
0120 end
0121 if ty=='l'  % lognormal distribution
0122     x=exp(x);
0123 end
0124 if ~nargout
0125     if p==1
0126         if ty=='c'
0127             plot(real(x), imag(x),'+');
0128             xlabel('Real');
0129             ylabel('Imag');
0130         else
0131             nbin=max(min(floor(sqrt(n)),50),5);
0132             hist(x,nbin);
0133             xlabel('X');
0134             ylabel('Frequency');
0135         end
0136     else
0137         [vv,iv]=sort(var(x,0,1));
0138         iv=sort(iv(end-1:end));
0139         plot(real(x(:,iv(1))), real(x(:,iv(2))),'+');
0140         if ty=='c'
0141             xylab='Real[ x(%d) ]';
0142         else
0143             xylab='x(%d)';
0144         end
0145         xlabel(sprintf(xylab,iv(1)));
0146         ylabel(sprintf(xylab,iv(2)));
0147     end
0148 end
0149

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