Attachment 'matrix.h'
Download 1 #ifndef MATRIX_H
2 #define MATRIX_H
3
4 #ifdef X
5 #undef X
6 #endif
7
8 #include <stdio.h>
9
10 /* matrices and vectors are the same data type, vector will only
11 have one column (by default) or one row.
12 */
13 typedef struct
14 {
15 short type ;
16 int rows ;
17 int cols ;
18 float **rptr; /* pointer to an array of rows */
19 float *data; /* pointer to base of data */
20 FILE *mmapfile;
21 } MATRIX, VECTOR ;
22
23 typedef struct
24 {
25 float real ;
26 float imag ;
27 } COMPLEX_FLOAT, *CPTR ;
28
29 #define MATRIX_CELT(m,r,c) (((COMPLEX_FLOAT **)m->rptr)[r]+c)
30 #define MATRIX_RELT(m,r,c) (m->rptr[r]+c)
31 #define MATRIX_ELT(m,r,c) (m->type == MATRIX_REAL ? \
32 *MATRIX_RELT(m,r,c) : \
33 *MATRIX_CELT(m,r,c))
34 #define MATRIX_PTR(m,r,c) (m->type == MATRIX_REAL ? \
35 MATRIX_RELT(m,r,c) : \
36 (float *)MATRIX_CELT(m,r,c))
37
38 #define MATRIX_CELT_REAL(m,r,c) (MATRIX_CELT(m,r,c)->real)
39 #define MATRIX_CELT_IMAG(m,r,c) (MATRIX_CELT(m,r,c)->imag)
40
41 #define MATRIX_REAL 1
42 #define MATRIX_COMPLEX 2
43 #define MATRIX_SYM 0
44 #define MATRIX_UPPER 1
45 #define MATRIX_LOWER 2
46
47 MATRIX *MatrixReshape(MATRIX *m_src, MATRIX *m_dst, int rows, int cols) ;
48 int MatrixCheck(MATRIX *m) ;
49 MATRIX *MatrixInverse(MATRIX *mIn, MATRIX *mOut) ;
50 MATRIX *MatrixPseudoInverse(MATRIX *m, MATRIX *m_pseudo_inv) ;
51 MATRIX *MatrixSVDPseudoInverse(MATRIX *m, MATRIX *m_pseudo_inv) ;
52 MATRIX *MatrixRightPseudoInverse(MATRIX *m, MATRIX *m_pseudo_inv) ;
53 #define MatrixLeftPseudoInverse MatrixPseudoInverse
54 MATRIX *MatrixAlloc(int rows, int cols, int type) ;
55 int MatrixFree(MATRIX **pmat) ;
56 MATRIX *MatrixMultiply(MATRIX *m1, MATRIX *m2, MATRIX *m3) ;
57 MATRIX *MatrixCopy(MATRIX *mIn, MATRIX *mOut) ;
58 int MatrixWriteTxt(char *fname, MATRIX *mat) ;
59 MATRIX *MatrixReadTxt(char *fname, MATRIX *mat) ;
60 MATRIX *MatrixRead(char *fname) ;
61 int MatrixWrite(MATRIX *mIn, char *fname, char *name) ;
62 MATRIX *MatrixIdentity(int n, MATRIX *mI) ;
63 int MatrixPrint(FILE *fp, MATRIX *mat) ;
64 int MatrixPrintOneLine(FILE *fp, MATRIX *mat) ;
65 int MatrixPrintTranspose(FILE *fp, MATRIX *mat) ;
66 MATRIX *MatrixTranspose(MATRIX *mIn, MATRIX *mOut) ;
67 MATRIX *MatrixAdd(MATRIX *m1, MATRIX *m2, MATRIX *mOut) ;
68 MATRIX *MatrixSubtract(MATRIX *m1, MATRIX *m2, MATRIX *mOut) ;
69 MATRIX *MatrixScalarMul(MATRIX *mIn, float val, MATRIX *mOut) ;
70 MATRIX *MatrixClear(MATRIX *mat) ;
71 MATRIX *MatrixSquareElts(MATRIX *mIn, MATRIX *mOut) ;
72 MATRIX *MatrixSignedSquareElts(MATRIX *mIn, MATRIX *mOut) ;
73 MATRIX *MatrixSqrtElts(MATRIX *mIn, MATRIX *mOut) ;
74 MATRIX *MatrixDiag(MATRIX *mDiag, MATRIX *mOut) ;
75 MATRIX *MatrixMakeDiagonal(MATRIX *mSrc, MATRIX *mDst) ;
76 MATRIX *MatrixCopyRegion(MATRIX *mSrc, MATRIX *mDst, int start_row,
77 int start_col, int rows, int cols,
78 int dest_row, int dest_col) ;
79 MATRIX *MatrixCopyRealRegion(MATRIX *mSrc, MATRIX *mDst,int start_row,
80 int start_col, int rows, int cols,
81 int dest_row, int dest_col) ;
82 MATRIX *MatrixCopyImagRegion(MATRIX *mSrc, MATRIX *mDst, int start_row,
83 int start_col, int rows, int cols,
84 int dest_row, int dest_col) ;
85 MATRIX *MatrixSetRegion(MATRIX *mSrc, MATRIX *mDst, int start_row,
86 int start_col, int rows, int cols, float val);
87 MATRIX *MatrixRealToComplex(MATRIX *mReal, MATRIX *mImag, MATRIX *mOut);
88 MATRIX *MatrixRegularize(MATRIX *mIn, MATRIX *mOut) ;
89 int MatrixSingular(MATRIX *m) ;
90 MATRIX *MatrixToeplitz(VECTOR *v, MATRIX *T, int Type);
91
92 /* determinants and eigenvectors */
93 float MatrixDeterminant(MATRIX *m) ;
94 MATRIX *MatrixEigenSystem(MATRIX *m, float *evalues, MATRIX *m_dst) ;
95 MATRIX *MatrixSVD(MATRIX *mA, VECTOR *v_z, MATRIX *mV) ;
96 MATRIX *MatrixSVDInverse(MATRIX *m, MATRIX *m_inverse) ;
97 float MatrixNSConditionNumber(MATRIX *m);
98 float MatrixConditionNumber(MATRIX *m) ;
99 float MatrixSVDEigenValues(MATRIX *m, float *evalues) ;
100 MATRIX *MatrixFactorSqrSVD(MATRIX *M, int Invert, MATRIX *D);
101
102 /* statistical stuff */
103 MATRIX *MatrixCovariance(MATRIX *mInputs, MATRIX *mCov, VECTOR *mMeans) ;
104 MATRIX *MatrixUpdateCovariance(MATRIX *mInputs, MATRIX *mCov, VECTOR *mMeans);
105 MATRIX *MatrixUpdateMeans(MATRIX *mInputs, VECTOR *mMeans, VECTOR *mNobs) ;
106 MATRIX *MatrixFinalMeans(VECTOR *mMeans, VECTOR *mNobs) ;
107 MATRIX *MatrixFinalCovariance(MATRIX *mInputs, MATRIX *mCov, VECTOR *mNobs);
108
109 /* misc. I/O functions */
110 int MatrixAsciiWriteInto(FILE *fp, MATRIX *m) ;
111 MATRIX *MatrixAsciiReadFrom(FILE *fp, MATRIX *m) ;
112 int MatrixAsciiWrite(char *fname, MATRIX *m) ;
113 MATRIX *MatrixAsciiRead(char *fname, MATRIX *m) ;
114
115 #define VectorAlloc(n, type) MatrixAlloc(n, 1, type)
116 #define RVectorAlloc(n, type) MatrixAlloc(1, n, type)
117 #define VectorFree(pm) MatrixFree(pm)
118 #define VectorAdd(v1, v2, v3) MatrixAdd(v1, v2, v3)
119 #define VectorSubtract(v1,v2,v3) MatrixSubtract(v1, v2, v3)
120 #define VectorScalarMul(v1,val,v2) MatrixScalarMul(v1, val, v2)
121 #define VectorCopy(v1, v2) MatrixCopy(v1, v2)
122 #define VectorClear(v) MatrixClear(v)
123 #define VectorTranspose(vsrc,vdst) MatrixTranspose(vsrc, vdst)
124 #define VectorAsciiWriteInto MatrixAsciiWriteInto
125 #define VectorAsciiReadFrom MatrixAsciiReadFrom
126
127 #define VECTOR_ELT(v,i) ((v)->rptr[i][1])
128 #define RVECTOR_ELT(v,i) ((v)->rptr[1][i])
129 #define VECTOR3_LOAD(v,x,y,z) (VECTOR_ELT(v,1)=x, VECTOR_ELT(v,2)=y, \
130 VECTOR_ELT(v,3)=z) ;
131 #define VECTOR_LOAD VECTOR3_LOAD
132 #define V3_LOAD VECTOR3_LOAD
133
134 double Vector3Angle(VECTOR *v1, VECTOR *v2) ;
135 float VectorLen(VECTOR *v) ;
136 float VectorAngle(VECTOR *v1, VECTOR *v2) ;
137 float VectorDot(VECTOR *v1, VECTOR *v2) ;
138 float VectorNormalizedDot(VECTOR *v1, VECTOR *v2) ;
139 float VectorDistance(VECTOR *v1, VECTOR *v2) ;
140 VECTOR *MatrixColumn(MATRIX *m, VECTOR *v, int col) ;
141 MATRIX *VectorOuterProduct(VECTOR *v1, VECTOR *v2, MATRIX *m) ;
142 VECTOR *VectorCrossProduct(VECTOR *v1, VECTOR *v2, VECTOR *vdst) ;
143 float VectorTripleProduct(VECTOR *v1, VECTOR *v2, VECTOR *v3) ;
144 VECTOR *VectorNormalize(VECTOR *vin, VECTOR *vout) ;
145 MATRIX *MatrixNormalizeCol(MATRIX *m, MATRIX *mcnorm);
146
147 /* these are macro versions that work on 3-d vectors */
148 #define RV3_X(v) (RVECTOR_ELT(v,1))
149 #define RV3_Y(v) (RVECTOR_ELT(v,2))
150 #define RV3_Z(v) (RVECTOR_ELT(v,3))
151 #define V3_X(v) (VECTOR_ELT(v,1))
152 #define V3_Y(v) (VECTOR_ELT(v,2))
153 #define V3_Z(v) (VECTOR_ELT(v,3))
154 #define V3_LEN(v) (sqrt(V3_X(v)*V3_X(v)+V3_Y(v)*V3_Y(v)+V3_Z(v)*V3_Z(v)))
155 #define V3_LEN_IS_ZERO(v) (DZERO(V3_LEN_SQ(v)))
156 #define V3_LEN_SQ(v) (V3_X(v)*V3_X(v)+V3_Y(v)*V3_Y(v)+V3_Z(v)*V3_Z(v))
157 #define V3_CROSS_PRODUCT(va,vb,vc) \
158 V3_X(vc) = V3_Y(va)*V3_Z(vb)- V3_Z(va)*V3_Y(vb), \
159 V3_Y(vc) = V3_Z(va)*V3_X(vb)- V3_X(va)*V3_Z(vb), \
160 V3_Z(vc) = V3_X(va)*V3_Y(vb)- V3_Y(va)*V3_X(vb) ;
161 #define V3_TRIPLE_PRODUCT(va,vb,vc) \
162 (V3_X(vc) * (V3_Y(va)*V3_Z(vb)- V3_Z(va)*V3_Y(vb)) + \
163 V3_Y(vc) * (V3_Z(va)*V3_X(vb)- V3_X(va)*V3_Z(vb)) + \
164 V3_Z(vc) * (V3_X(va)*V3_Y(vb)- V3_Y(va)*V3_X(vb)))
165 #define V3_ADD(va,vb,vc) \
166 V3_X(vc) = V3_X(va)+V3_X(vb), \
167 V3_Y(vc) = V3_Y(va)+V3_Y(vb), \
168 V3_Z(vc) = V3_Z(va)+V3_Z(vb) ;
169 #define V3_SUBTRACT(va,vb,vc) \
170 V3_X(vc) = V3_X(va)-V3_X(vb), \
171 V3_Y(vc) = V3_Y(va)-V3_Y(vb), \
172 V3_Z(vc) = V3_Z(va)-V3_Z(vb) ;
173 #define V3_DOT(va,vb) (V3_X(va)*V3_X(vb)+V3_Y(va)*V3_Y(vb)+V3_Z(va)*V3_Z(vb))
174 #define V3_SCALAR_MUL(va,s,vb) (V3_X(vb)=V3_X(va)*s,\
175 V3_Y(vb)=V3_Y(va)*s,\
176 V3_Z(vb)=V3_Z(va)*s)
177
178 #define V3_NORMALIZE(va,vb) { float len = (V3_LEN(va)) ; \
179 if (FZERO(len)) len = 1.0f ; \
180 else len = 1.0f / len ; \
181 V3_SCALAR_MUL(va,len,vb) ; }
182 #define V3_CLEAR(v) (V3_X(v) = 0, V3_Y(v) = 0, V3_Z(v) = 0)
183
184 #define X_ROTATION 0
185 #define Y_ROTATION 1
186 #define Z_ROTATION 2
187
188 MATRIX *MatrixAllocRotation(int n, float angle, int which) ;
189 MATRIX *MatrixReallocRotation(int n, float angle, int which, MATRIX *m) ;
190 MATRIX *MatrixAllocTranslation(int n, double *trans) ;
191 #define MatrixClone(mat) MatrixCopy(mat, NULL)
192 #define VectorClone MatrixClone
193
194 float MatrixTrace(MATRIX *M);
195 MATRIX *MatrixVertCat(MATRIX *m1, MATRIX *m2, MATRIX *mcat);
196 MATRIX *MatrixHorCat(MATRIX *m1, MATRIX *m2, MATRIX *mcat);
197
198 MATRIX *MatrixConstVal(float val, int rows, int cols, MATRIX *X);
199 MATRIX *MatrixZero(int rows, int cols, MATRIX *X);
200 MATRIX *MatrixSum(MATRIX *m, int dim, MATRIX *msum);
201 MATRIX *MatrixDRand48(int rows, int cols, MATRIX *m);
202 MATRIX *MatrixSimilarityTransform(MATRIX *m_src, MATRIX *m_mul, MATRIX *m_dst);
203
204 double VectorSum(MATRIX *v);
205 double VectorMean(MATRIX *v);
206 double VectorVar(MATRIX *v, double *pMean);
207 double VectorStdDev(MATRIX *v, double *pMean);
208 double VectorRange(MATRIX *v, double *pVmin, double *pVmax);
209
210 MATRIX *GaussianMatrix(int len, float std, int norm, MATRIX *G);
211 MATRIX *GaussianVector(int len, float mean, float std, int norm, MATRIX *g);
212 MATRIX *MatrixReorderRows(MATRIX *X, int *NewRowOrder, MATRIX *XRO);
213 int MatrixRandPermRows(MATRIX *X);
214
215 #endif
216
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