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LowRAMP: Low rank Approximate Message Passing, a software for low rank matrix factorization based on belief propagation. | ||
LowRAMP: Low rank Approximate Message Passing, a MATLAB software for low rank matrix factorization based on belief propagation. | ||
COPYRIGHT (C) 2015 Thibault Lesieur, Florent Krzakala and Lenka Zdeborova | ||
Contact : [email protected] | ||
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@@ -21,7 +21,7 @@ USAGE : from matlab, includes the two subfolders Functions and Subroutines (for | |
path(path,'./Subroutines'); path(path,'./Functions');). | ||
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Then run | ||
* demo demo_LowRAMP_UV for a UV factorization of a clustering problem | ||
* demo_LowRAMP_UV for a UV factorization of a clustering problem | ||
* demo_PCA_and_completion for a completion problem | ||
* demo_LowRAMP_XX for a community detection problem | ||
* demo_Rank1_Submatrix for a submatrix localization problem | ||
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function [MEAN,VAR,logZ] = f_gauss(A,B) | ||
VAR=inv(eye(size(A))+A); | ||
MEAN=B*VAR; | ||
logZ=trace(0.5*B'*B*VAR); | ||
logZ=-0.5*log(det(eye(size(A))+A))*size(B,1)+logZ ; | ||
function [MEAN,VAR,logZ] = f_gauss(A,B,var_gauss) | ||
%Rank K Gaussian prior | ||
%var_gauss is the a priori variance of the prior | ||
if (nargin <= 2) | ||
var_gauss=1; % Use default parameters | ||
end | ||
VAR=inv((1./var_gauss)*eye(size(A))+A); | ||
MEAN=B*VAR; | ||
logZ=trace(0.5*B'*B*VAR); | ||
logZ=-0.5*log(det(var_gauss*eye(size(A))+A))*size(B,1)+logZ ; | ||
end |
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