# ITE / code / IPA / optimization / cost_additive_wrt_subspaces.m

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26``` ```function [cost,costs] = cost_additive_wrt_subspaces(Y,ds,cost_type,co) %Computes the cost [cost; and the individual cost terms of the subspaces as well (costs)] of signal Y given %the subspace dimensions (ds), an additive (with respect to the subspaces) cost type (cost_type) and a cost object (co). % %INPUT: % Y: Y(:,t) is the t^th sample. % %Copyright (C) 2012 Zoltan Szabo ("http://nipg.inf.elte.hu/szzoli", "szzoli (at) cs (dot) elte (dot) hu") % %This file is part of the ITE (Information Theoretical Estimators) Matlab toolbox. % %ITE is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by %the Free Software Foundation, either version 3 of the License, or (at your option) any later version. % %This software is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of %MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. % %You should have received a copy of the GNU General Public License along with ITE. If not, see . cum_ds = cumsum([1;ds(1:end-1)]);%1,d_1+1,d_1+d_2+1,...,d_1+...+d_{M-1}+1 = starting indices of the subspaces (M=number of subspaces). num_of_comps = length(ds); costs = zeros(num_of_comps,1); for k = 1 : num_of_comps costs(k) = cost_additive_wrt_subspaces_one_subspace(Y(cum_ds(k):cum_ds(k)+ds(k)-1,:),cost_type,co); end cost = sum(costs); ```