Mutual Information In probability theory and information theory

Code for marginally and conditional mutual information in probability and information theory

The definition of mutual information could resort to wiki:
http://en.wikipedia.org/wiki/Mutual_information

For marginal mutual information, we say it is :
I(A,B)=sum sum P(A,B) log[P(A,B)/P(A)P(B)]

For conditional mutual information, we say it is :
I(A,B|C)=sum sum P(A,B|C) log[P(A,B|C)/P(A|C)P(B|C)]

For mutual information matric, we say it is:
the matric saves all pairs of I(A,B)

Please refer to "ControlCentor.m", we have a simple example for you understanding. If there is any question, please let me know, i will help you as soon as possible.

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