Skip to content

D
dlib
Commit 78d7c5bd authored by Davis King's avatar Davis King
Browse files
Options

Moved all the linear algebra code into the matrix_la.h file. 

--HG--
extra : convert_revision : svn%3Afdd8eb12-d10e-0410-9acb-85c331704f74/trunk%402849
parent 1e570983
Expand all Hide whitespace changes
Inline Side-by-side
Showing with 180 additions and 176 deletions
dlib/matrix/matrix_la.h
View file @ 78d7c5bd
This diff is collapsed.
dlib/matrix/matrix_la_abstract.h
View file @ 78d7c5bd
...@@ -9,6 +9,186 @@ ...@@ -9,6 +9,186 @@
namespace dlib namespace dlib
{ {
// ----------------------------------------------------------------------------------------
// ----------------------------------------------------------------------------------------
// Global linear algebra functions
// ----------------------------------------------------------------------------------------
// ----------------------------------------------------------------------------------------
const matrix_exp::matrix_type inv (
const matrix_exp& m
);
/*!
requires
- m is a square matrix
ensures
- returns the inverse of m
(Note that if m is singular or so close to being singular that there
is a lot of numerical error then the returned matrix will be bogus.
You can check by seeing if m*inv(m) is an identity matrix)
!*/
// ----------------------------------------------------------------------------------------
const matrix pinv (
const matrix_exp& m
);
/*!
ensures
- returns the Moore-Penrose pseudoinverse of m.
- The returned matrix has m.nc() rows and m.nr() columns.
!*/
// ----------------------------------------------------------------------------------------
void svd (
const matrix_exp& m,
matrix<matrix_exp::type>& u,
matrix<matrix_exp::type>& w,
matrix<matrix_exp::type>& v
);
/*!
ensures
- computes the singular value decomposition of m
- m == #u*#w*trans(#v)
- trans(#u)*#u == identity matrix
- trans(#v)*#v == identity matrix
- diag(#w) == the singular values of the matrix m in no
particular order. All non-diagonal elements of #w are
set to 0.
- #u.nr() == m.nr()
- #u.nc() == m.nc()
- #w.nr() == m.nc()
- #w.nc() == m.nc()
- #v.nr() == m.nc()
- #v.nc() == m.nc()
!*/
// ----------------------------------------------------------------------------------------
long svd2 (
bool withu,
bool withv,
const matrix_exp& m,
matrix<matrix_exp::type>& u,
matrix<matrix_exp::type>& w,
matrix<matrix_exp::type>& v
);
/*!
requires
- m.nr() >= m.nc()
ensures
- computes the singular value decomposition of matrix m
- m == subm(#u,get_rect(m))*diagm(#w)*trans(#v)
- trans(#u)*#u == identity matrix
- trans(#v)*#v == identity matrix
- #w == the singular values of the matrix m in no
particular order.
- #u.nr() == m.nr()
- #u.nc() == m.nr()
- #w.nr() == m.nc()
- #w.nc() == 1
- #v.nr() == m.nc()
- #v.nc() == m.nc()
- if (widthu == false) then
- ignore the above regarding #u, it isn't computed and its
output state is undefined.
- if (widthv == false) then
- ignore the above regarding #v, it isn't computed and its
output state is undefined.
- returns an error code of 0, if no errors and 'k' if we fail to
converge at the 'kth' singular value.
!*/
// ----------------------------------------------------------------------------------------
void svd3 (
const matrix_exp& m,
matrix<matrix_exp::type>& u,
matrix<matrix_exp::type>& w,
matrix<matrix_exp::type>& v
);
/*!
ensures
- computes the singular value decomposition of m
- m == #u*diagm(#w)*trans(#v)
- trans(#u)*#u == identity matrix
- trans(#v)*#v == identity matrix
- #w == the singular values of the matrix m in no
particular order.
- #u.nr() == m.nr()
- #u.nc() == m.nc()
- #w.nr() == m.nc()
- #w.nc() == 1
- #v.nr() == m.nc()
- #v.nc() == m.nc()
!*/
// ----------------------------------------------------------------------------------------
const matrix_exp::type det (
const matrix_exp& m
);
/*!
requires
- m is a square matrix
ensures
- returns the determinant of m
!*/
// ----------------------------------------------------------------------------------------
const matrix_exp::matrix_type chol (
const matrix_exp& A
);
/*!
requires
- A is a square matrix
ensures
- if (A has a Cholesky Decomposition) then
- returns the decomposition of A. That is, returns a matrix L
such that L*trans(L) == A. L will also be lower triangular.
- else
- returns a matrix with the same dimensions as A but it
will have a bogus value. I.e. it won't be a decomposition.
!*/
// ----------------------------------------------------------------------------------------
const matrix_exp::matrix_type inv_lower_triangular (
const matrix_exp& A
);
/*!
requires
- A is a square matrix
ensures
- if (A is lower triangular) then
- returns the inverse of A.
- else
- returns a matrix with the same dimensions as A but it
will have a bogus value. I.e. it won't be an inverse.
!*/
// ----------------------------------------------------------------------------------------
const matrix_exp::matrix_type inv_upper_triangular (
const matrix_exp& A
);
/*!
requires
- A is a square matrix
ensures
- if (A is upper triangular) then
- returns the inverse of A.
- else
- returns a matrix with the same dimensions as A but it
will have a bogus value. I.e. it won't be an inverse.
!*/
// ----------------------------------------------------------------------------------------
// ----------------------------------------------------------------------------------------
// Matrix decomposition classes
// ----------------------------------------------------------------------------------------
// ---------------------------------------------------------------------------------------- // ----------------------------------------------------------------------------------------
template < template <
......
dlib/matrix/matrix_utilities.h
View file @ 78d7c5bd
This diff is collapsed.
dlib/matrix/matrix_utilities_abstract.h
View file @ 78d7c5bd
...@@ -596,182 +596,6 @@ namespace dlib ...@@ -596,182 +596,6 @@ namespace dlib
(i.e. returns the length of the vector m) (i.e. returns the length of the vector m)
!*/ !*/
// ----------------------------------------------------------------------------------------
// ----------------------------------------------------------------------------------------
// Linear algebra functions
// ----------------------------------------------------------------------------------------
// ----------------------------------------------------------------------------------------
const matrix_exp::matrix_type inv (
const matrix_exp& m
);
/*!
requires
- m is a square matrix
ensures
- returns the inverse of m
(Note that if m is singular or so close to being singular that there
is a lot of numerical error then the returned matrix will be bogus.
You can check by seeing if m*inv(m) is an identity matrix)
!*/
// ----------------------------------------------------------------------------------------
const matrix pinv (
const matrix_exp& m
);
/*!
ensures
- returns the Moore-Penrose pseudoinverse of m.
- The returned matrix has m.nc() rows and m.nr() columns.
!*/
// ----------------------------------------------------------------------------------------
void svd (
const matrix_exp& m,
matrix<matrix_exp::type>& u,
matrix<matrix_exp::type>& w,
matrix<matrix_exp::type>& v
);
/*!
ensures
- computes the singular value decomposition of m
- m == #u*#w*trans(#v)
- trans(#u)*#u == identity matrix
- trans(#v)*#v == identity matrix
- diag(#w) == the singular values of the matrix m in no
particular order. All non-diagonal elements of #w are
set to 0.
- #u.nr() == m.nr()
- #u.nc() == m.nc()
- #w.nr() == m.nc()
- #w.nc() == m.nc()
- #v.nr() == m.nc()
- #v.nc() == m.nc()
!*/
// ----------------------------------------------------------------------------------------
long svd2 (
bool withu,
bool withv,
const matrix_exp& m,
matrix<matrix_exp::type>& u,
matrix<matrix_exp::type>& w,
matrix<matrix_exp::type>& v
);
/*!
requires
- m.nr() >= m.nc()
ensures
- computes the singular value decomposition of matrix m
- m == subm(#u,get_rect(m))*diagm(#w)*trans(#v)
- trans(#u)*#u == identity matrix
- trans(#v)*#v == identity matrix
- #w == the singular values of the matrix m in no
particular order.
- #u.nr() == m.nr()
- #u.nc() == m.nr()
- #w.nr() == m.nc()
- #w.nc() == 1
- #v.nr() == m.nc()
- #v.nc() == m.nc()
- if (widthu == false) then
- ignore the above regarding #u, it isn't computed and its
output state is undefined.
- if (widthv == false) then
- ignore the above regarding #v, it isn't computed and its
output state is undefined.
- returns an error code of 0, if no errors and 'k' if we fail to
converge at the 'kth' singular value.
!*/
// ----------------------------------------------------------------------------------------
void svd3 (
const matrix_exp& m,
matrix<matrix_exp::type>& u,
matrix<matrix_exp::type>& w,
matrix<matrix_exp::type>& v
);
/*!
ensures
- computes the singular value decomposition of m
- m == #u*diagm(#w)*trans(#v)
- trans(#u)*#u == identity matrix
- trans(#v)*#v == identity matrix
- #w == the singular values of the matrix m in no
particular order.
- #u.nr() == m.nr()
- #u.nc() == m.nc()
- #w.nr() == m.nc()
- #w.nc() == 1
- #v.nr() == m.nc()
- #v.nc() == m.nc()
!*/
// ----------------------------------------------------------------------------------------
const matrix_exp::type det (
const matrix_exp& m
);
/*!
requires
- m is a square matrix
ensures
- returns the determinant of m
!*/
// ----------------------------------------------------------------------------------------
const matrix_exp::matrix_type chol (
const matrix_exp& A
);
/*!
requires
- A is a square matrix
ensures
- if (A has a Cholesky Decomposition) then
- returns the decomposition of A. That is, returns a matrix L
such that L*trans(L) == A. L will also be lower triangular.
- else
- returns a matrix with the same dimensions as A but it
will have a bogus value. I.e. it won't be a decomposition.
!*/
// ----------------------------------------------------------------------------------------
const matrix_exp::matrix_type inv_lower_triangular (
const matrix_exp& A
);
/*!
requires
- A is a square matrix
ensures
- if (A is lower triangular) then
- returns the inverse of A.
- else
- returns a matrix with the same dimensions as A but it
will have a bogus value. I.e. it won't be an inverse.
!*/
// ----------------------------------------------------------------------------------------
const matrix_exp::matrix_type inv_upper_triangular (
const matrix_exp& A
);
/*!
requires
- A is a square matrix
ensures
- if (A is upper triangular) then
- returns the inverse of A.
- else
- returns a matrix with the same dimensions as A but it
will have a bogus value. I.e. it won't be an inverse.
!*/
// ---------------------------------------------------------------------------------------- // ----------------------------------------------------------------------------------------
// ---------------------------------------------------------------------------------------- // ----------------------------------------------------------------------------------------
// Statistics // Statistics
......
Markdown is supported
0% or
You are about to add 0 people to the discussion. Proceed with caution.
Finish editing this message first!
Please register or to comment