new CMASolutions::stds() function that returns current vector of stan…

…dard deviations + removed approximation of deviations when using vdcma, ref #129
CMA-ES · Feb 25, 2015 · 44e61b5 · 44e61b5
1 parent c7e10cd
commit 44e61b5
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Showing 2 changed files with 19 additions and 13 deletions.
diff --git a/src/cmasolutions.h b/src/cmasolutions.h
@@ -276,6 +276,22 @@ namespace libcmaes
     {
       return _sepcsqinv;
     }
+
+    /**
+     * \returns standard deviation vector
+     * @return standard deviation vector
+     */
+    template<class TGenoPheno=GenoPheno<NoBoundStrategy>>
+      inline dVec stds(const CMAParameters<TGenoPheno> &cmaparams) const
+    {
+      if (!cmaparams.is_sep() && !cmaparams.is_vd())
+	return cmaparams.get_gp().pheno(static_cast<dVec>(_cov.sqrt().diagonal()));
+      else if (cmaparams.is_sep())
+	return cmaparams.get_gp().pheno(static_cast<dVec>(_sepcov.cwiseSqrt()));
+      else if (cmaparams.is_vd())
+	return cmaparams.get_gp().pheno(static_cast<dVec>((dVec::Constant(cmaparams.dim(),1.0)+_v.cwiseProduct(_v)).cwiseSqrt().cwiseProduct(_sepcov)));
+      return dVec(); // should never reach here.
+    }
 
     /**
      * \brief returns current value of step-size sigma
@@ -420,7 +436,7 @@ namespace libcmaes
     template <class TGenoPheno=GenoPheno<NoBoundStrategy>>
     std::ostream& print(std::ostream &out,
 			const int &verb_level=0,
-			const TGenoPheno &gp=GenoPheno<NoBoundStrategy>()) const;
+			const TGenoPheno &gp=TGenoPheno()) const;
 
   private:
     dMat _cov; /**< covariance matrix. */

diff --git a/src/cmastrategy.cc b/src/cmastrategy.cc
@@ -61,12 +61,7 @@ namespace libcmaes
     if (!cmasols.eigenvalues().size())
       fplotstream << dVec::Zero(cmaparams.dim()).transpose() << sep;
     else fplotstream << cmasols.eigenvalues().transpose() << sep;
-    if (!cmaparams.is_sep() && !cmaparams.is_vd())
-      fplotstream << cmaparams.get_gp().pheno((dVec)cmasols.cov().sqrt().diagonal()).transpose() << sep; // max deviation in all main axes
-    else if (cmaparams.is_sep())
-      fplotstream << cmaparams.get_gp().pheno((dVec)cmasols.sepcov().cwiseSqrt()).transpose() << sep;
-    else if (cmaparams.is_vd())
-      fplotstream << cmaparams.get_gp().pheno(cmasols.sepcov()).transpose() << sep; // C = D(I+vv')D, and we print out D^2 as an approx
+    fplotstream << cmasols.stds(cmaparams).transpose() << sep;
     fplotstream << cmaparams.get_gp().pheno(cmasols.xmean()).transpose();
     fplotstream << sep << cmasols.elapsed_last_iter();
 #ifdef HAVE_DEBUG
@@ -83,12 +78,7 @@ namespace libcmaes
     if (!cmasols.eigenvalues().size())
       fplotstream << dVec::Zero(cmaparams.dim()).transpose() << sep;
     else fplotstream << cmasols.eigenvalues().transpose() << sep;
-    if (!cmaparams.is_sep() && !cmaparams.is_vd())
-      fplotstream << cmaparams.get_gp().pheno((dVec)cmasols.cov().sqrt().diagonal()).transpose() << sep; // max deviation in all main axes
-    else if (cmaparams.is_sep())
-      fplotstream << cmaparams.get_gp().pheno((dVec)cmasols.sepcov().cwiseSqrt()).transpose() << sep;
-    else if (cmaparams.is_vd())
-      fplotstream << cmaparams.get_gp().pheno(cmasols.sepcov()).transpose() << sep; // C = D(I+vv')D, and we print out D^2 as an approx
+    fplotstream << cmasols.stds(cmaparams).transpose() << sep;
     fplotstream << cmaparams.get_gp().pheno(cmasols.xmean()).transpose();
     fplotstream << sep << cmasols.elapsed_last_iter();
 #ifdef HAVE_DEBUG