EST_FMatrix.h File Reference

#include <cstdlib>
#include "EST_TSimpleMatrix.h"
#include "EST_TSimpleVector.h"
#include "EST_Val.h"
#include "EST_Val_defs.h"

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Classes
class	EST_FMatrix
class	EST_FVector
	A vector class for floating point numbers. EST_FVector x should be used instead of float *x wherever possible. More...

Functions
float	matrix_max (const EST_FMatrix &a)
	find largest element More...
float	vector_max (const EST_FVector &a)
	find largest element More...
int	square (const EST_FMatrix &a)
int	inverse (const EST_FMatrix &a, EST_FMatrix &inv)
	inverse More...
int	inverse (const EST_FMatrix &a, EST_FMatrix &inv, int &singularity)
int	pseudo_inverse (const EST_FMatrix &a, EST_FMatrix &inv)
	pseudo inverse (for non-square matrices) More...
int	pseudo_inverse (const EST_FMatrix &a, EST_FMatrix &inv, int &singularity)
void	eye (EST_FMatrix &a, const ssize_t n)
	some useful matrix creators make an identity matrix of dimension n More...
void	eye (EST_FMatrix &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_FVector &M, const float scale)
	all elements are randomised More...
void	make_random_matrix (EST_FMatrix &M, const float scale)
	all elements are randomised More...
void	make_random_diagonal_matrix (EST_FMatrix &M, const float scale)
	used for variance More...
void	make_random_symmetric_matrix (EST_FMatrix &M, const float scale)
	used for covariance More...
void	make_poly_basis_function (EST_FMatrix &T, EST_FVector t)
EST_FVector	add (const EST_FVector &a, const EST_FVector &b)
	elementwise add More...
EST_FVector	subtract (const EST_FVector &a, const EST_FVector &b)
	elementwise subtract More...
void	symmetrize (EST_FMatrix &a)
	enforce symmetry More...
void	stack_matrix (const EST_FMatrix &M, EST_FVector &v)
	stack columns on top of each other to make a vector More...
void	inplace_diagonalise (EST_FMatrix &a)
	inplace diagonalise More...
float	determinant (const EST_FMatrix &a)
int	singular (EST_FMatrix &a)
	not implemented ?? More...
void	transpose (const EST_FMatrix &a, EST_FMatrix &b)
	exchange rows and columns More...
EST_FMatrix	triangulate (const EST_FMatrix &a)
EST_FMatrix	diagonalise (const EST_FMatrix &a)
	extract leading diagonal as a matrix More...
EST_FVector	diagonal (const EST_FMatrix &a)
	extract leading diagonal as a vector More...
float	sum (const EST_FMatrix &a)
	sum of elements More...
void	multiply (const EST_FMatrix &a, const EST_FMatrix &b, EST_FMatrix &c)
ssize_t	floor_matrix (EST_FMatrix &M, const float floor)
EST_FMatrix	cov_prod (const EST_FVector &v1, const EST_FVector &v2)
	matrix product of two vectors (#rows = length of first vector, #cols = length of second vector) More...
EST_FMatrix	operator* (const EST_FMatrix &a, const EST_FMatrix &b)
EST_FMatrix	operator- (const EST_FMatrix &a, const EST_FMatrix &b)
EST_FMatrix	operator+ (const EST_FMatrix &a, const EST_FMatrix &b)
EST_FVector	operator- (const EST_FVector &a, const EST_FVector &b)
EST_FVector	operator+ (const EST_FVector &a, const EST_FVector &b)
EST_FMatrix	sub (const EST_FMatrix &a, ssize_t row, ssize_t col)
EST_FMatrix	fmatrix_abs (const EST_FMatrix &a)
EST_FMatrix	row (const EST_FMatrix &a, ssize_t row)
EST_FMatrix	column (const EST_FMatrix &a, ssize_t col)
bool	polynomial_fit (EST_FVector &x, EST_FVector &y, EST_FVector &co_effs, int order)
	least squares fit More...
bool	polynomial_fit (EST_FVector &x, EST_FVector &y, EST_FVector &co_effs, EST_FVector &weights, int order)
	weighted least squares fit More...
float	polynomial_value (const EST_FVector &coeffs, const float x)
float	operator* (const EST_FVector &v1, const EST_FVector &v2)
	vector dot product More...

Function Documentation

float matrix_max

(

const EST_FMatrix &

a

)

find largest element

Definition at line 129 of file vec_mat_aux.cc.

float vector_max

(

const EST_FVector &

a

)

find largest element

int square

(

const EST_FMatrix &

a

)

Definition at line 142 of file vec_mat_aux.cc.

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

inverse

Definition at line 298 of file vec_mat_aux.cc.

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

Definition at line 304 of file vec_mat_aux.cc.

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

pseudo inverse (for non-square matrices)

Definition at line 405 of file vec_mat_aux.cc.

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

Definition at line 411 of file vec_mat_aux.cc.

void eye	(	EST_FMatrix &	a,
		const ssize_t	n
	)

some useful matrix creators make an identity matrix of dimension n

Definition at line 473 of file vec_mat_aux.cc.

void eye

(

EST_FMatrix &

a

)

make already square matrix into I without resizing

Definition at line 486 of file vec_mat_aux.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_FVector &	M,
		const float	scale
	)

all elements are randomised

Definition at line 612 of file vec_mat_aux.cc.

void make_random_matrix	(	EST_FMatrix &	M,
		const float	scale
	)

all elements are randomised

Definition at line 599 of file vec_mat_aux.cc.

void make_random_diagonal_matrix	(	EST_FMatrix &	M,
		const float	scale
	)

used for variance

Definition at line 644 of file vec_mat_aux.cc.

void make_random_symmetric_matrix	(	EST_FMatrix &	M,
		const float	scale
	)

used for covariance

Definition at line 624 of file vec_mat_aux.cc.

void make_poly_basis_function	(	EST_FMatrix &	T,
		EST_FVector	t
	)

Definition at line 660 of file vec_mat_aux.cc.

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

elementwise add

Definition at line 501 of file vec_mat_aux.cc.

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

elementwise subtract

Definition at line 519 of file vec_mat_aux.cc.

void symmetrize

(

EST_FMatrix &

a

)

enforce symmetry

Definition at line 564 of file vec_mat_aux.cc.

void stack_matrix	(	const EST_FMatrix &	M,
		EST_FVector &	v
	)

stack columns on top of each other to make a vector

Definition at line 588 of file vec_mat_aux.cc.

void inplace_diagonalise

(

EST_FMatrix &

a

)

inplace diagonalise

Definition at line 176 of file vec_mat_aux.cc.

float determinant

(

const EST_FMatrix &

a

)

Definition at line 436 of file vec_mat_aux.cc.

int singular

(

EST_FMatrix &

a

)

not implemented ??

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

exchange rows and columns

Definition at line 244 of file vec_mat_aux.cc.

EST_FMatrix triangulate

(

const EST_FMatrix &

a

)

Definition at line 232 of file vec_mat_aux.cc.

EST_FMatrix diagonalise

(

const EST_FMatrix &

a

)

extract leading diagonal as a matrix

Definition at line 158 of file vec_mat_aux.cc.

EST_FVector diagonal

(

const EST_FMatrix &

a

)

extract leading diagonal as a vector

Definition at line 537 of file vec_mat_aux.cc.

float sum

(

const EST_FMatrix &

a

)

sum of elements

Definition at line 147 of file vec_mat_aux.cc.

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

Definition at line 306 of file EST_FMatrix.cc.

ssize_t floor_matrix	(	EST_FMatrix &	M,
		const float	floor
	)

Definition at line 676 of file vec_mat_aux.cc.

EST_FMatrix cov_prod	(	const EST_FVector &	v1,
		const EST_FVector &	v2
	)

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

Definition at line 690 of file vec_mat_aux.cc.

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

Definition at line 299 of file EST_FMatrix.cc.

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

Definition at line 159 of file EST_FMatrix.cc.

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

Definition at line 137 of file EST_FMatrix.cc.

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

Definition at line 249 of file EST_FMatrix.cc.

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

Definition at line 232 of file EST_FMatrix.cc.

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

Definition at line 187 of file vec_mat_aux.cc.

EST_FMatrix fmatrix_abs

(

const EST_FMatrix &

a

)

Definition at line 270 of file vec_mat_aux.cc.

EST_FMatrix row	(	const EST_FMatrix &	a,
		ssize_t	row
	)

Definition at line 210 of file vec_mat_aux.cc.

EST_FMatrix column	(	const EST_FMatrix &	a,
		ssize_t	col
	)

Definition at line 221 of file vec_mat_aux.cc.

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

least squares fit

Definition at line 49 of file vec_mat_aux.cc.

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

weighted least squares fit

Definition at line 60 of file vec_mat_aux.cc.

float polynomial_value	(	const EST_FVector &	coeffs,
		const float	x
	)

Definition at line 554 of file vec_mat_aux.cc.

float operator*	(	const EST_FVector &	v1,
		const EST_FVector &	v2
	)

vector dot product

Definition at line 823 of file EST_FMatrix.cc.