Matrix of generic size. The elements are stored in a one-dimensional array in row-major order. More...

#include <fMatrix.h>

Inheritance diagram for fMat:

Public Member Functions
int	col () const
	Returns the number of columns. More...

double *	data () const
	Returns the pointer to the first element. More...

void	ddiv (const fMat &mat1, const fMat &mat2)
	Element-wise division: ./ operator in MATLAB. More...

double	det (void)
	Computes the determinant. More...

void	dmul (const fMat &mat1, const fMat &mat2)
	Element-wise multiplication: .* operator in MATLAB. More...

int	eig (fVec &wr, fVec &wi)
	Computes the eigenvalues. More...

int	eig (fVec &wr, fVec &wi, fMat &v)
	Computes the eigenvalues and eigenvectors. More...

int	eig (fVec &wr, fVec &wi, fMat &vr, fMat &vi)
	Computes the eigenvalues and eigenvectors. More...

	fMat ()
	Default constructor. More...

	fMat (int m, int n, double *ini=0)
	Constructor with size and initial values (optional). More...

	fMat (int m, int n, double ini)
	Constructor with size and common initial values. More...

	fMat (const fMat &ini)
	Copy constructor. More...

	fMat (const fVec &ini)
	Constructor from a vector. More...

void	get_submat (int row_start, int col_start, const fMat &allM)
	Extract a sub-matrix and set to myself. More...

void	identity ()
	Creates an identity matrix (only for square matrices). More...

int	info ()
	Returns the value of m_info. More...

int	inv_porfs (const fMat &)
	inverse of positive-definite, symmetric matrix More...

int	inv_posv (const fMat &)
	inverse of positive-definite, symmetric matrix More...

int	lineq_porfs (const fMat &A, const fMat &b)
	solve linear equation Ax = b, where A is positive-definite, symmetric More...

int	lineq_posv (const fMat &A, const fMat &b)
	solve linear equation Ax = b, where A is positive-definite, symmetric More...

	operator double * ()
	Converts to an array of double. More...

double &	operator() (int i, int j)
	Returns the (non-constant) reference to the (i,j) element. More...

double	operator() (int i, int j) const
	Returns the value of the (i,j) element. More...

fMat	operator= (const fMat &mat)
	Assignment from a reference matrix. More...

void	operator= (double d)
	Assigns the same value to all elements. More...

int	resize (int i, int j)
	Changes the matrix size. More...

int	row () const
	Returns the number of rows. More...

void	set (double *_d)
	Sets the values from an array. More...

void	set_submat (int row_start, int col_start, const fMat &subM)
	Sets a sub-matrix of myself. More...

void	setinfo (int _info)
	Sets m_info. More...

int	svd (fMat &U, fVec &Sigma, fMat &VT)
	singular value decomposition More...

void	symmetric (char t= 'U')
	Change to symmetric matrix. More...

void	tran (const fMat &mat)
	Sets the transpose of a matrix. More...

void	tran ()
	Transposes a matrix (only for square matrices). More...

void	zero ()
	Creates a zero matrix. More...

	~fMat ()
	Destructor. More...

functions
Operators in function forms (faster).
void	set (const fMat &mat)

void	neg (const fMat &mat)

void	add (const fMat &mat1, const fMat &mat2)

void	add (const fMat &mat)

void	sub (const fMat &mat1, const fMat &mat2)

void	mul (const fMat &mat1, const fMat &mat2)

void	mul (double d, const fMat &mat)

void	mul (const fMat &mat, double d)

void	mul_tran (const fMat &mat1, int trans_first)

void	div (const fMat &mat, double d)

Protected Attributes
int	m_info

int	n_col

int	n_row

double *	p_data

double	temp

Friends
fMat	eigs (const fMat &mat, double *w)
	Compute the eigenvalues. More...

fMat	eigs2 (const fMat &mat, double *w)
	Compute the eigenvalues. More...

int	inv_col_replaced (const fMat &P, const fMat &q, const fMat &m2d, fMat &X, fMat &y)
	Computes the inverse when some columns are replaced. More...

int	inv_enlarge (const fMat &m12, const fMat &m21, const fMat &m22, const fMat &P, fMat &X, fMat &y, fMat &z, fMat &w)
	Computes the inverse of an enlarged matrix. More...

int	inv_row_replaced (const fMat &P, const fMat &q, const fMat &m2d, fMat &X, fMat &y)
	Computes the inverse when some rows are replaced. More...

int	inv_shrink (const fMat &P, const fMat &q, const fMat &r, const fMat &s, fMat &X)
	Computes the inverse of a shrinked matrix. More...

ostream &	operator<< (ostream &ost, const fMat &mat)
	Outputs to a stream. More...

fMat	tran (const fMat &mat)
	Returns the transpose of a matrix. More...

friend
Member function versions.
int	inv (const fMat &)
	inverse More...

int	p_inv (const fMat &)
	pseudo inverse More...

int	sr_inv (const fMat &mat, fVec &w_err, fVec &w_norm, double k)
	singularity-robust (SR) inverse More...

int	lineq (const fMat &A, const fMat &b)
	solve linear equation Ax = b More...

int	lineq_sr (const fMat &A, fVec &w_err, fVec &w_norm, double k, const fMat &b)
	solve linear equation Ax = b using SR-inverse More...

int	inv_svd (const fMat &, int lwork=-1)
	inverse More...

int	p_inv_svd (const fMat &, int lwork=-1)
	pseudo inverse More...

int	sr_inv_svd (const fMat &mat, fVec &w_err, fVec &w_norm, double k, int lwork=-1)
	SR-inverse. More...

int	lineq_svd (const fMat &A, const fMat &b, int lwork=-1)
	solve linear equation Ax = b More...

fMat	inv (const fMat &mat)
	inverse More...

fMat	p_inv (const fMat &mat)
	pseudo inverse More...

fMat	sr_inv (const fMat &mat, fVec &w_err, fVec &w_norm, double k)
	singularity-robust (SR) inverse More...

fMat	lineq (const fMat &A, const fMat &b)
	solve linear equation Ax = b More...

fMat	lineq_sr (const fMat &A, fVec &w_err, fVec &w_norm, double k, const fMat &b)
	solve linear equation Ax = b using SR-inverse More...

fMat	inv_svd (const fMat &mat, int lwork)
	inverse More...

fMat	p_inv_svd (const fMat &mat, int lwork)
	pseudo inverse More...

fMat	sr_inv_svd (const fMat &mat, fVec &w_err, fVec &w_norm, double k, int lwork)
	SR-inverse. More...

fMat	lineq_svd (const fMat &A, const fMat &b, int lwork)
	solve linear equation Ax = b More...

operators
Operators.
void	operator+= (const fMat &mat)

void	operator-= (const fMat &mat)

void	operator*= (double d)

void	operator/= (double d)

fMat	operator- (const fMat &mat)

fMat	operator+ (const fMat &mat1, const fMat &mat2)

fMat	operator- (const fMat &mat1, const fMat &mat2)

fMat	operator* (const fMat &mat1, const fMat &mat2)

fVec	operator* (const fMat &mat, const fVec &vec)

fMat	operator* (double d, const fMat &mat)

fMat	operator* (const fMat &mat, double d)

fMat	operator/ (const fMat &mat, double d)

Detailed Description

Matrix of generic size. The elements are stored in a one-dimensional array in row-major order.

Definition at line 46 of file fMatrix.h.

Constructor & Destructor Documentation

fMat::fMat ( )

inline

Default constructor.

Creates an empty matrix with size 0x0.

Definition at line 53 of file fMatrix.h.

fMat::fMat	(	int	m,
		int	n,
		double *	ini = `0`
	)

inline

Constructor with size and initial values (optional).

Creates a matrix with specific size and initial values.

Parameters

[in]	m	Row size.
[in]	n	Column size.
[in]	ini	Array of initial values; should have at least mxn elements (optional).

Definition at line 67 of file fMatrix.h.

fMat::fMat	(	int	m,
		int	n,
		double	ini
	)

inline

Constructor with size and common initial values.

Creates a matrix with specific size and the same initial values.

Parameters

[in]	m	Row size.
[in]	n	Column size.
[in]	ini	Initial value for all elements.

Definition at line 87 of file fMatrix.h.

fMat::fMat ( const fMat & ini )

inline

Copy constructor.

Creates a matrix with the same size and elements as the original.

Parameters

[in] ini The reference matrix.

Definition at line 102 of file fMatrix.h.

fMat::fMat ( const fVec & ini )

Constructor from a vector.

Creates an nx1 matrix from a vector.

Parameters

[in] ini The reference vector.

fMat

Definition at line 21 of file fMatrix.cpp.

fMat::~fMat ( )

inline

Destructor.

Definition at line 120 of file fMatrix.h.

Member Function Documentation

void fMat::add	(	const fMat &	mat1,
		const fMat &	mat2
	)

Definition at line 1169 of file fMatrix.cpp.

void fMat::add ( const fMat & mat )

Definition at line 1180 of file fMatrix.cpp.

int fMat::col ( ) const

inline

Returns the number of columns.

Definition at line 154 of file fMatrix.h.

double* fMat::data ( ) const

inline

Returns the pointer to the first element.

Definition at line 193 of file fMatrix.h.

void fMat::ddiv	(	const fMat &	mat1,
		const fMat &	mat2
	)

Element-wise division: ./ operator in MATLAB.

Definition at line 1737 of file fMatrix.cpp.

double fMat::det ( void )

Computes the determinant.

Definition at line 1785 of file fMatrix.cpp.

void fMat::div	(	const fMat &	mat,
		double	d
	)

Definition at line 1428 of file fMatrix.cpp.

void fMat::dmul	(	const fMat &	mat1,
		const fMat &	mat2
	)

Element-wise multiplication: .* operator in MATLAB.

Definition at line 1688 of file fMatrix.cpp.

int fMat::eig	(	fVec &	wr,
		fVec &	wi
	)

Computes the eigenvalues.

Parameters

[out]	wr	Vector of the real parts.
[out]	wi	Vector of the imaginary parts.

Definition at line 1800 of file fMatrix.cpp.

int fMat::eig	(	fVec &	wr,
		fVec &	wi,
		fMat &	v
	)

Computes the eigenvalues and eigenvectors.

Parameters

[out]	wr	Vector of the real parts of the eigenvalues.
[out]	wi	Vector of the imaginary parts of the eigenvlaues.
[out]	v	Eigenvectors.

Definition at line 1819 of file fMatrix.cpp.

int fMat::eig	(	fVec &	wr,
		fVec &	wi,
		fMat &	vr,
		fMat &	vi
	)

Computes the eigenvalues and eigenvectors.

Parameters

[out]	wr	Vector of the real parts of the eigenvalues.
[out]	wi	Vector of the imaginary parts of the eigenvlaues.
[out]	vr	Real parts of the eigenvectors.
[out]	vi	Imaginary parts of the eigenvectors.

Definition at line 1840 of file fMatrix.cpp.

void fMat::get_submat	(	int	row_start,
		int	col_start,
		const fMat &	allM
	)

Extract a sub-matrix and set to myself.

Extracts an n_row x n_col sub-matrix from a large matrix.

Parameters

[in]	row_start	First row to extract.
[in]	col_start	First column to extract.
[in]	allM	The original matrix.

Definition at line 32 of file fMatrix.cpp.

void fMat::identity ( )

Creates an identity matrix (only for square matrices).

Definition at line 1058 of file fMatrix.cpp.

int fMat::info ( )

inline

Returns the value of m_info.

Definition at line 162 of file fMatrix.h.

int fMat::inv ( const fMat & )

inverse

int fMat::inv_porfs ( const fMat & A )

inverse of positive-definite, symmetric matrix

Definition at line 780 of file fMatrix.cpp.

int fMat::inv_posv ( const fMat & A )

inverse of positive-definite, symmetric matrix

Definition at line 757 of file fMatrix.cpp.

int fMat::inv_svd	(	const fMat &	,
		int	lwork = `-1`
	)

inverse

int fMat::lineq	(	const fMat &	A,
		const fMat &	b
	)

solve linear equation Ax = b

int fMat::lineq_porfs	(	const fMat &	A,
		const fMat &	b
	)

solve linear equation Ax = b, where A is positive-definite, symmetric

Definition at line 772 of file fMatrix.cpp.

int fMat::lineq_posv	(	const fMat &	A,
		const fMat &	b
	)

solve linear equation Ax = b, where A is positive-definite, symmetric

Definition at line 746 of file fMatrix.cpp.

int fMat::lineq_sr	(	const fMat &	A,
		fVec &	w_err,
		fVec &	w_norm,
		double	k,
		const fMat &	b
	)

solve linear equation Ax = b using SR-inverse

int fMat::lineq_svd	(	const fMat &	A,
		const fMat &	b,
		int	lwork = `-1`
	)

solve linear equation Ax = b

void fMat::mul	(	const fMat &	mat1,
		const fMat &	mat2
	)

Definition at line 1217 of file fMatrix.cpp.

void fMat::mul	(	double	d,
		const fMat &	mat
	)

Definition at line 1116 of file fMatrix.cpp.

void fMat::mul	(	const fMat &	mat,
		double	d
	)

Definition at line 1123 of file fMatrix.cpp.

void fMat::mul_tran	(	const fMat &	mat1,
		int	trans_first
	)

Definition at line 1241 of file fMatrix.cpp.

void fMat::neg ( const fMat & mat )

Definition at line 1081 of file fMatrix.cpp.

fMat::operator double * ( )

inline

Converts to an array of double.

Definition at line 197 of file fMatrix.h.

double& fMat::operator()	(	int	i,
		int	j
	)

inline

Returns the (non-constant) reference to the (i,j) element.

Definition at line 171 of file fMatrix.h.

double fMat::operator()	(	int	i,
		int	j
	)		const

inline

Returns the value of the (i,j) element.

Definition at line 177 of file fMatrix.h.

void fMat::operator*= ( double d )

Definition at line 1110 of file fMatrix.cpp.

void fMat::operator+= ( const fMat & mat )

Definition at line 1096 of file fMatrix.cpp.

void fMat::operator-= ( const fMat & mat )

Definition at line 1103 of file fMatrix.cpp.

void fMat::operator/= ( double d )

Definition at line 1146 of file fMatrix.cpp.

fMat fMat::operator= ( const fMat & mat )

Assignment from a reference matrix.

Definition at line 1152 of file fMatrix.cpp.

void fMat::operator= ( double d )

Assigns the same value to all elements.

Definition at line 1163 of file fMatrix.cpp.

int fMat::p_inv ( const fMat & )

pseudo inverse

int fMat::p_inv_svd	(	const fMat &	,
		int	lwork = `-1`
	)

pseudo inverse

int fMat::resize	(	int	i,
		int	j
	)

inline

Changes the matrix size.

Changes the size of the matrix. If the new size is the same as the previous, nothing happens (memory is not re-allocated). The values are not initialized.

Parameters

[in]	i	The new row size.
[in]	j	The new column size.

Returns: 0 in success, -1 if some error happens.

Definition at line 133 of file fMatrix.h.

int fMat::row ( ) const

inline

Returns the number of rows.

Definition at line 158 of file fMatrix.h.

void fMat::set ( double * _d )

inline

Sets the values from an array.

Definition at line 187 of file fMatrix.h.

void fMat::set ( const fMat & mat )

Definition at line 1074 of file fMatrix.cpp.

void fMat::set_submat	(	int	row_start,
		int	col_start,
		const fMat &	subM
	)

Sets a sub-matrix of myself.

Sets subM as an subM.n_row x subM.n_col sub-matrix of myself.

Parameters

[in]	row_start	First row to set.
[in]	col_start	First column to set.
[in]	subM	The original matrix.

Definition at line 48 of file fMatrix.cpp.

void fMat::setinfo ( int _info )

inline

Sets m_info.

Definition at line 166 of file fMatrix.h.

int fMat::sr_inv	(	const fMat &	mat,
		fVec &	w_err,
		fVec &	w_norm,
		double	k
	)

singularity-robust (SR) inverse

int fMat::sr_inv_svd	(	const fMat &	mat,
		fVec &	w_err,
		fVec &	w_norm,
		double	k,
		int	lwork = `-1`
	)

SR-inverse.

void fMat::sub	(	const fMat &	mat1,
		const fMat &	mat2
	)

Definition at line 1196 of file fMatrix.cpp.

int fMat::svd	(	fMat &	U,
		fVec &	Sigma,
		fMat &	VT
	)

singular value decomposition

Performs singular-value decomposition (SVD) M = U*S*V^T.

Parameters

[out]	U	An mxm matrix.
[out]	Sigma	Vector of min(m, n) elements containing the diagonal elements of S
[out]	VT	An nxn matrix, transpose of V.

Definition at line 733 of file fMatrix.cpp.

void fMat::symmetric ( char t = 'U' )

Change to symmetric matrix.

Creates a symmetric matrix

Parameters

[in] t Command- 'A': average, 'U': use upper triangle, 'L': use lower triangle

Definition at line 88 of file fMatrix.cpp.

void fMat::tran ( const fMat & mat )

Sets the transpose of a matrix.

void fMat::tran ( )

Transposes a matrix (only for square matrices).

Definition at line 1040 of file fMatrix.cpp.

void fMat::zero ( )

inline

Creates a zero matrix.

Definition at line 249 of file fMatrix.h.

Friends And Related Function Documentation

fMat eigs	(	const fMat &	mat,
		double *	w
	)

friend

Compute the eigenvalues.

Definition at line 1659 of file fMatrix.cpp.

fMat eigs2	(	const fMat &	mat,
		double *	w
	)

friend

Compute the eigenvalues.

int fMat::inv ( const fMat & mat )

friend

inverse

Definition at line 176 of file fMatrix.cpp.

int inv_col_replaced	(	const fMat &	P,
		const fMat &	q,
		const fMat &	m2d,
		fMat &	X,
		fMat &	y
	)

friend

Computes the inverse when some columns are replaced.

Computes the inverse when some columns are replaced:

| X | = | M1  m2' |-1
| y |

where

| P | = | M1  m2 |-1
| q |   |        |

are known

Definition at line 1357 of file fMatrix.cpp.

int inv_enlarge	(	const fMat &	m12,
		const fMat &	m21,
		const fMat &	m22,
		const fMat &	P,
		fMat &	X,
		fMat &	y,
		fMat &	z,
		fMat &	w
	)

friend

Computes the inverse of an enlarged matrix.

Computes the inverse of an enlarged matrix:

| X  y | = | M11  m12 |-1
| z  w |   | m21  m22 |

where M11, m12, m21, m22, and P=M11^{-1} are known

Definition at line 1288 of file fMatrix.cpp.

int inv_row_replaced	(	const fMat &	P,
		const fMat &	q,
		const fMat &	m2d,
		fMat &	X,
		fMat &	y
	)

friend

Computes the inverse when some rows are replaced.

Computes the inverse when some rows are replaced:

| X  y | = | M1  |-1
|      |   | m2' |

where

| P  q | = | M1 |-1
|      |   | m2 |

are known

Definition at line 1334 of file fMatrix.cpp.

int inv_shrink	(	const fMat &	P,
		const fMat &	q,
		const fMat &	r,
		const fMat &	s,
		fMat &	X
	)

friend

Computes the inverse of a shrinked matrix.

Computes the inverse of a shrinked matrix: X = M11^(-1) where

| P  q | = | M11 m12 |-1
| r  s |   | m21 m22 |

are known

Definition at line 1318 of file fMatrix.cpp.

int fMat::inv_svd	(	const fMat &	mat,
		int	lwork = `-1`
	)

friend

inverse

Definition at line 484 of file fMatrix.cpp.

int fMat::lineq	(	const fMat &	A,
		const fMat &	b
	)

friend

solve linear equation Ax = b

Definition at line 137 of file fMatrix.cpp.

int fMat::lineq_sr	(	const fMat &	A,
		fVec &	w_err,
		fVec &	w_norm,
		double	k,
		const fMat &	b
	)

friend

solve linear equation Ax = b using SR-inverse

Definition at line 930 of file fMatrix.cpp.

int fMat::lineq_svd	(	const fMat &	A,
		const fMat &	b,
		int	lwork = `-1`
	)

friend

solve linear equation Ax = b

Definition at line 416 of file fMatrix.cpp.

fMat operator*	(	const fMat &	mat1,
		const fMat &	mat2
	)

friend

Definition at line 1268 of file fMatrix.cpp.

fVec operator*	(	const fMat &	mat,
		const fVec &	vec
	)

friend

Definition at line 1412 of file fMatrix.cpp.

fMat operator*	(	double	d,
		const fMat &	mat
	)

friend

Definition at line 1130 of file fMatrix.cpp.

fMat operator*	(	const fMat &	mat,
		double	d
	)

friend

Definition at line 1138 of file fMatrix.cpp.

fMat operator+	(	const fMat &	mat1,
		const fMat &	mat2
	)

friend

Definition at line 1187 of file fMatrix.cpp.

fMat operator- ( const fMat & mat )

friend

Definition at line 1088 of file fMatrix.cpp.

fMat operator-	(	const fMat &	mat1,
		const fMat &	mat2
	)

friend

Definition at line 1208 of file fMatrix.cpp.

fMat operator/	(	const fMat &	mat,
		double	d
	)

friend

Definition at line 1435 of file fMatrix.cpp.

ostream& operator<<	(	ostream &	ost,
		const fMat &	mat
	)

friend

Outputs to a stream.

Definition at line 202 of file fMatrix.h.

int fMat::p_inv ( const fMat & mat )

friend

pseudo inverse

Definition at line 191 of file fMatrix.cpp.

int fMat::p_inv_svd	(	const fMat &	mat,
		int	lwork = `-1`
	)

friend

pseudo inverse

Definition at line 501 of file fMatrix.cpp.

int fMat::sr_inv	(	const fMat &	mat,
		fVec &	w_err,
		fVec &	w_norm,
		double	k
	)

friend

singularity-robust (SR) inverse

Definition at line 226 of file fMatrix.cpp.

int fMat::sr_inv_svd	(	const fMat &	mat,
		fVec &	w_err,
		fVec &	w_norm,
		double	k,
		int	lwork = `-1`
	)

friend

SR-inverse.

Definition at line 536 of file fMatrix.cpp.

void fMat::tran ( const fMat & mat )

friend

Returns the transpose of a matrix.

Definition at line 1013 of file fMatrix.cpp.

Member Data Documentation

int fMat::m_info

protected

Definition at line 482 of file fMatrix.h.

int fMat::n_col

protected

Definition at line 483 of file fMatrix.h.

int fMat::n_row

protected

Definition at line 484 of file fMatrix.h.

double* fMat::p_data

protected

Definition at line 480 of file fMatrix.h.

double fMat::temp

protected

Definition at line 481 of file fMatrix.h.

The documentation for this class was generated from the following files:

Public Member Functions

Protected Attributes

Friends

friend

operators

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Friends And Related Function Documentation

Member Data Documentation