code: package xyz.lejon.bayes.models.dolda;
  
  import org.apache.commons.configuration.ConfigurationException;
  import org.jblas.DoubleMatrix;
  import org.jblas.Solve;
  
  import xyz.lejon.configuration.DOLDAConfiguration;
  import xyz.lejon.sampling.FastMVNSamplerJBLAS;
  import xyz.lejon.sampling.InverseGammaDistribution;
  import xyz.lejon.utils.BlasOps;
  
  /**
   * This class implements the samples the beta coefficients of the DO Probit
   * using oridinary Bayesian Linear Regression (BLR) including sampling 
   * sigma squared
   * 
   * @author Leif Jonsson
   *
   */
  public class DOLDAGibbsJBlasNormal extends EDOLDANormal {
  
  	private static final long serialVersionUID = 1L;
  
  	public DOLDAGibbsJBlasNormal(DOLDAConfiguration parentCfg, double[][] xs, int[] iys) throws ConfigurationException {
  		super(parentCfg, xs, iys);
  		System.out.println("Using Beta sampler: " + this.getClass().getName());
  	}
  	
  	@Override
  	protected void sampleBetas(double [][] Xs, double [][] XtXs, double [][] Xts, double [][] precisions) {
  		for (int k = 0; k < noClasses; k++) {
  			sampleBeta(Xs, XtXs, Xts, precisions, k);
  			saveBetaSample(k);
  		}
  	}
  	
  	public double sampleSigmaSquared(DoubleMatrix mu, DoubleMatrix Lambda, DoubleMatrix yty) {
  		double vn = v0  + ys.length / (double) 2;
  	
  		DoubleMatrix tmp = null;
  		synchronized (betaLock) {
  			tmp = yty.sub(mu.transpose().mmul(Lambda.mmul(mu)));
  		}
  		
  		if(tmp.rows!=1 && tmp.columns!=1) {
  			throw new IllegalStateException("intermediary has wrong dims!");
  		}
  		
  		double taun = tau0 + tmp.get(0) / 2;
  		
  		InverseGammaDistribution ig = new InverseGammaDistribution(vn, taun);
  	
  		return ig.nextInverseGamma();
  	}
  
  	protected void sampleBeta(double [][] Xs, double [][] XtXs, double [][] Xts, double [][] precisions,  int k) {		
  		DoubleMatrix X = new DoubleMatrix(Xs);
  		DoubleMatrix Xt = new DoubleMatrix(Xts);
  		DoubleMatrix precision = new DoubleMatrix(precisions);
  	
  		// Update diagonal elements of precision matrix
  		for (int i = 0; i < precision.rows; i++) {
  			precision.put(i, i, XtXs[i][i] + (1 / c));
  		}
  
  		double [] zColk = Ast[k];
  		DoubleMatrix zColKd = new DoubleMatrix(zColk);
  		DoubleMatrix localTilde = null;
  		DoubleMatrix localMu = null;
  		DoubleMatrix pInv = null;
  
  		synchronized (betaLock) {
  			localTilde = Xt.mmul(zColKd);
  			localMu = new DoubleMatrix(X.columns, 1);
  
  			localMu = Solve.solve(precision, localTilde);
  			pInv = BlasOps.blasInvert(precision);
  			//localMu = pInv.mmul(localTilde);
  		}
  		
  		FastMVNSamplerJBLAS mvn = new FastMVNSamplerJBLAS(pInv.mul(SigmaSq[k]));
  		//FastMVNSamplerJBLAS mvn = new FastMVNSamplerJBLAS(precision, true);
  		betas[k] = mvn.sample(localMu);
  
  		DoubleMatrix yty = null;
  		synchronized (betaLock) {
  			yty = zColKd.transpose().mmul(zColKd);
  		}
  		// The below method call MUST NOT BE MOVED INTO A SYNCHRONIZED BLOCK, YOU *WILL* GET DEADLOCK!!
  		SigmaSq[k] = sampleSigmaSquared(localMu, precision, yty);
  	}
  }
  