ITE / code / IPA / optimization / cost_additive_wrt_subspaces.m

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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).
%   Y: Y(:,t) is the t^th sample.
%Copyright (C) 2012 Zoltan Szabo ("", "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);
cost = sum(costs);