#include <cstdlib>
#include "EST_DMatrix.h"
#include <climits>
#include "EST_math.h"
#include "EST_unix.h"
Go to the source code of this file.
Functions | |
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 | matrix_max (const EST_DMatrix &a) |
int | square (const EST_DMatrix &a) |
double | sum (const EST_DMatrix &a) |
sum of elements More... | |
EST_DMatrix | diagonalise (const EST_DMatrix &a) |
extract leading diagonal as a matrix More... | |
void | inplace_diagonalise (EST_DMatrix &a) |
inplace diagonalise More... | |
EST_DMatrix | sub (const EST_DMatrix &a, ssize_t row, ssize_t col) |
EST_DMatrix | row (const EST_DMatrix &a, ssize_t row) |
EST_DMatrix | column (const EST_DMatrix &a, ssize_t col) |
EST_DMatrix | triangulate (const EST_DMatrix &a) |
void | transpose (const EST_DMatrix &a, EST_DMatrix &b) |
exchange rows and columns More... | |
EST_DMatrix | backwards (EST_DMatrix &a) |
EST_DMatrix | DMatrix_abs (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) |
double | determinant (const EST_DMatrix &a) |
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... | |
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... | |
EST_DVector | diagonal (const EST_DMatrix &a) |
extract leading diagonal as a vector More... | |
double | polynomial_value (const EST_DVector &coeffs, const double x) |
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 | make_random_matrix (EST_DMatrix &M, const double scale) |
all elements are randomised More... | |
void | make_random_vector (EST_DVector &V, const double scale) |
all elements are randomised More... | |
void | make_random_symmetric_matrix (EST_DMatrix &M, const double scale) |
used for covariance More... | |
void | make_random_diagonal_matrix (EST_DMatrix &M, const double scale) |
used for variance More... | |
void | make_poly_basis_function (EST_DMatrix &T, EST_DVector t) |
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... | |
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 matrix_max | ( | const EST_DMatrix & | a | ) |
Definition at line 132 of file vec_mat_aux_d.cc.
int square | ( | const EST_DMatrix & | a | ) |
Definition at line 145 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.
EST_DMatrix diagonalise | ( | const EST_DMatrix & | a | ) |
extract leading diagonal as a matrix
Definition at line 161 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.
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 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.
EST_DMatrix triangulate | ( | const EST_DMatrix & | a | ) |
Definition at line 235 of file vec_mat_aux_d.cc.
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 backwards | ( | EST_DMatrix & | a | ) |
Definition at line 257 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.
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.
double determinant | ( | const EST_DMatrix & | a | ) |
Definition at line 440 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.
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.
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 polynomial_value | ( | const EST_DVector & | coeffs, |
const double | x | ||
) |
Definition at line 564 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 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_vector | ( | EST_DVector & | V, |
const double | scale | ||
) |
all elements are randomised
Definition at line 622 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_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_poly_basis_function | ( | EST_DMatrix & | T, |
EST_DVector | t | ||
) |
Definition at line 670 of file vec_mat_aux_d.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.