EST_DMatrix.h File Reference

#include <cstddef>
#include "EST_TSimpleMatrix.h"
#include "EST_TSimpleVector.h"
#include "EST_FMatrix.h"

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Classes
class	EST_DMatrix
class	EST_DVector
	A vector class for double precision floating point numbers. EST_DVector x should be used instead of float *x wherever possible. More...

Functions
int	square (const EST_DMatrix &a)
int	inverse (const EST_DMatrix &a, EST_DMatrix &inv)
	inverse More...
int	inverse (const EST_DMatrix &a, EST_DMatrix &inv, int &singularity)
int	pseudo_inverse (const EST_DMatrix &a, EST_DMatrix &inv)
	pseudo inverse (for non-square matrices) More...
int	pseudo_inverse (const EST_DMatrix &a, EST_DMatrix &inv, int &singularity)
void	eye (EST_DMatrix &a, const int n)
	some useful matrix creators make an identity matrix of dimension n More...
void	eye (EST_DMatrix &a)
	make already square matrix into I without resizing More...
void	est_seed ()
	the user should use est_seed to seed the random number generator More...
void	est_seed48 ()
void	make_random_vector (EST_DVector &M, const double scale)
	all elements are randomised More...
void	make_random_matrix (EST_DMatrix &M, const double scale)
	all elements are randomised More...
void	make_random_diagonal_matrix (EST_DMatrix &M, const double scale)
	used for variance More...
void	make_random_symmetric_matrix (EST_DMatrix &M, const double scale)
	used for covariance More...
void	make_poly_basis_function (EST_DMatrix &T, EST_DVector t)
EST_DVector	add (const EST_DVector &a, const EST_DVector &b)
	elementwise add More...
EST_DVector	subtract (const EST_DVector &a, const EST_DVector &b)
	elementwise subtract More...
void	symmetrize (EST_DMatrix &a)
	enforce symmetry More...
void	stack_matrix (const EST_DMatrix &M, EST_DVector &v)
	stack columns on top of each other to make a vector More...
void	inplace_diagonalise (EST_DMatrix &a)
	inplace diagonalise More...
double	determinant (const EST_DMatrix &a)
int	singular (EST_DMatrix &a)
	not implemented ?? More...
void	transpose (const EST_DMatrix &a, EST_DMatrix &b)
	exchange rows and columns More...
EST_DMatrix	triangulate (const EST_DMatrix &a)
EST_DMatrix	diagonalise (const EST_DMatrix &a)
	extract leading diagonal as a matrix More...
EST_DVector	diagonal (const EST_DMatrix &a)
	extract leading diagonal as a vector More...
double	sum (const EST_DMatrix &a)
	sum of elements More...
void	multiply (const EST_DMatrix &a, const EST_DMatrix &b, EST_DMatrix &c)
int	floor_matrix (EST_DMatrix &M, const double floor)
EST_DMatrix	cov_prod (const EST_DVector &v1, const EST_DVector &v2)
	matrix product of two vectors (#rows = length of first vector, #cols = length of second vector) More...
EST_DMatrix	operator* (const EST_DMatrix &a, const EST_DMatrix &b)
EST_DMatrix	operator- (const EST_DMatrix &a, const EST_DMatrix &b)
EST_DMatrix	operator+ (const EST_DMatrix &a, const EST_DMatrix &b)
EST_DVector	operator- (const EST_DVector &a, const EST_DVector &b)
EST_DVector	operator+ (const EST_DVector &a, const EST_DVector &b)
EST_DMatrix	sub (const EST_DMatrix &a, ssize_t row, ssize_t col)
EST_DMatrix	DMatrix_abs (const EST_DMatrix &a)
EST_DMatrix	row (const EST_DMatrix &a, ssize_t row)
EST_DMatrix	column (const EST_DMatrix &a, ssize_t col)
bool	polynomial_fit (EST_DVector &x, EST_DVector &y, EST_DVector &co_effs, int order)
	least squares fit More...
bool	polynomial_fit (EST_DVector &x, EST_DVector &y, EST_DVector &co_effs, EST_DVector &weights, int order)
	weighted least squares fit More...
double	polynomial_value (const EST_DVector &coeffs, const double x)
double	operator* (const EST_DVector &v1, const EST_DVector &v2)
	vector dot product More...

Function Documentation

int square

(

const EST_DMatrix &

a

)

Definition at line 145 of file vec_mat_aux_d.cc.

int inverse	(	const EST_DMatrix &	a,
		EST_DMatrix &	inv
	)

inverse

Definition at line 301 of file vec_mat_aux_d.cc.

int inverse	(	const EST_DMatrix &	a,
		EST_DMatrix &	inv,
		int &	singularity
	)

Definition at line 307 of file vec_mat_aux_d.cc.

int pseudo_inverse	(	const EST_DMatrix &	a,
		EST_DMatrix &	inv
	)

pseudo inverse (for non-square matrices)

Definition at line 409 of file vec_mat_aux_d.cc.

int pseudo_inverse	(	const EST_DMatrix &	a,
		EST_DMatrix &	inv,
		int &	singularity
	)

Definition at line 415 of file vec_mat_aux_d.cc.

void eye	(	EST_DMatrix &	a,
		const int	n
	)

some useful matrix creators make an identity matrix of dimension n

Definition at line 477 of file vec_mat_aux_d.cc.

void eye

(

EST_DMatrix &

a

)

make already square matrix into I without resizing

Definition at line 490 of file vec_mat_aux_d.cc.

void est_seed

(

)

the user should use est_seed to seed the random number generator

Definition at line 705 of file vec_mat_aux.cc.

void est_seed48

(

)

void make_random_vector	(	EST_DVector &	M,
		const double	scale
	)

all elements are randomised

Definition at line 622 of file vec_mat_aux_d.cc.

void make_random_matrix	(	EST_DMatrix &	M,
		const double	scale
	)

all elements are randomised

Definition at line 609 of file vec_mat_aux_d.cc.

void make_random_diagonal_matrix	(	EST_DMatrix &	M,
		const double	scale
	)

used for variance

Definition at line 654 of file vec_mat_aux_d.cc.

void make_random_symmetric_matrix	(	EST_DMatrix &	M,
		const double	scale
	)

used for covariance

Definition at line 634 of file vec_mat_aux_d.cc.

void make_poly_basis_function	(	EST_DMatrix &	T,
		EST_DVector	t
	)

Definition at line 670 of file vec_mat_aux_d.cc.

EST_DVector add	(	const EST_DVector &	a,
		const EST_DVector &	b
	)

elementwise add

Definition at line 505 of file vec_mat_aux_d.cc.

EST_DVector subtract	(	const EST_DVector &	a,
		const EST_DVector &	b
	)

elementwise subtract

Definition at line 526 of file vec_mat_aux_d.cc.

void symmetrize

(

EST_DMatrix &

a

)

enforce symmetry

Definition at line 574 of file vec_mat_aux_d.cc.

void stack_matrix	(	const EST_DMatrix &	M,
		EST_DVector &	v
	)

stack columns on top of each other to make a vector

Definition at line 598 of file vec_mat_aux_d.cc.

void inplace_diagonalise

(

EST_DMatrix &

a

)

inplace diagonalise

Definition at line 179 of file vec_mat_aux_d.cc.

double determinant

(

const EST_DMatrix &

a

)

Definition at line 440 of file vec_mat_aux_d.cc.

int singular

(

EST_DMatrix &

a

)

not implemented ??

void transpose	(	const EST_DMatrix &	a,
		EST_DMatrix &	b
	)

exchange rows and columns

Definition at line 247 of file vec_mat_aux_d.cc.

EST_DMatrix triangulate

(

const EST_DMatrix &

a

)

Definition at line 235 of file vec_mat_aux_d.cc.

EST_DMatrix diagonalise

(

const EST_DMatrix &

a

)

extract leading diagonal as a matrix

Definition at line 161 of file vec_mat_aux_d.cc.

EST_DVector diagonal

(

const EST_DMatrix &

a

)

extract leading diagonal as a vector

Definition at line 547 of file vec_mat_aux_d.cc.

double sum

(

const EST_DMatrix &

a

)

sum of elements

Definition at line 150 of file vec_mat_aux_d.cc.

void multiply	(	const EST_DMatrix &	a,
		const EST_DMatrix &	b,
		EST_DMatrix &	c
	)

Definition at line 293 of file EST_DMatrix.cc.

int floor_matrix	(	EST_DMatrix &	M,
		const double	floor
	)

Definition at line 686 of file vec_mat_aux_d.cc.

EST_DMatrix cov_prod	(	const EST_DVector &	v1,
		const EST_DVector &	v2
	)

matrix product of two vectors (#rows = length of first vector, #cols = length of second vector)

Definition at line 700 of file vec_mat_aux_d.cc.

EST_DMatrix operator*	(	const EST_DMatrix &	a,
		const EST_DMatrix &	b
	)

Definition at line 286 of file EST_DMatrix.cc.

EST_DMatrix operator-	(	const EST_DMatrix &	a,
		const EST_DMatrix &	b
	)

Definition at line 154 of file EST_DMatrix.cc.

EST_DMatrix operator+	(	const EST_DMatrix &	a,
		const EST_DMatrix &	b
	)

Definition at line 132 of file EST_DMatrix.cc.

EST_DVector operator-	(	const EST_DVector &	a,
		const EST_DVector &	b
	)

Definition at line 236 of file EST_DMatrix.cc.

EST_DVector operator+	(	const EST_DVector &	a,
		const EST_DVector &	b
	)

Definition at line 219 of file EST_DMatrix.cc.

EST_DMatrix sub	(	const EST_DMatrix &	a,
		ssize_t	row,
		ssize_t	col
	)

Definition at line 190 of file vec_mat_aux_d.cc.

EST_DMatrix DMatrix_abs

(

const EST_DMatrix &

a

)

Definition at line 273 of file vec_mat_aux_d.cc.

EST_DMatrix row	(	const EST_DMatrix &	a,
		ssize_t	row
	)

Definition at line 213 of file vec_mat_aux_d.cc.

EST_DMatrix column	(	const EST_DMatrix &	a,
		ssize_t	col
	)

Definition at line 224 of file vec_mat_aux_d.cc.

bool polynomial_fit	(	EST_DVector &	x,
		EST_DVector &	y,
		EST_DVector &	co_effs,
		int	order
	)

least squares fit

Definition at line 47 of file vec_mat_aux_d.cc.

bool polynomial_fit	(	EST_DVector &	x,
		EST_DVector &	y,
		EST_DVector &	co_effs,
		EST_DVector &	weights,
		int	order
	)

weighted least squares fit

Definition at line 58 of file vec_mat_aux_d.cc.

double polynomial_value	(	const EST_DVector &	coeffs,
		const double	x
	)

Definition at line 564 of file vec_mat_aux_d.cc.

double operator*	(	const EST_DVector &	v1,
		const EST_DVector &	v2
	)

vector dot product

Definition at line 727 of file EST_DMatrix.cc.