1 files changed, 22 insertions, 0 deletions
diff --git a/plmp.cpp b/plmp.cpp
new file mode 100644
index 0000000..0ca1b83
--- /dev/null
+++ b/plmp.cpp
@@ -0,0 +1,22 @@
+
+#include "mp.h"
+
+arma::mat mp::plmp(const arma::mat &X, const arma::uvec &sampleIndices, const arma::mat &Ys)
+{
+    arma::mat Y(X.n_rows, Ys.n_cols);
+    mp::plmp(X, sampleIndices, Ys, Y);
+    return Y;
+}
+
+void mp::plmp(const arma::mat &X, const arma::uvec &sampleIndices, const arma::mat &Ys, arma::mat &Y)
+{
+    arma::mat Xs = X.rows(sampleIndices);
+    Xs.each_row() -= arma::mean(Xs);
+    arma::mat lYs = Ys;
+    lYs.each_row() -= arma::mean(Ys);
+    const arma::mat &Xst = Xs.t();
+    arma::mat P = arma::solve(Xst * Xs, Xst * lYs);
+
+    Y = X * P;
+    Y.rows(sampleIndices) = lYs;
+}