mi32/matrix.h File Reference

#include <mi32/stddefns.h>

Include dependency graph for matrix.h:

Classes
struct	_MATRIX
Defines
#define	MATFLAG_NoDiagonal 0x00000002
#define	MATFLAG_Symmetric 0x00000001
#define	MatGetValue(m, i, j) ((m)->matrix[i][j])
#define	MatIsSymmetric(m) ((m)->flags&MATFLAG_Symmetric)
#define	MatSetValue(m, i, j, v) ((m)->matrix[i][j]=(v))
Typedefs
typedef DEPRECATED struct _MATRIX *	MATRIX
Functions
int	MatAddMatrix (MATRIX outmatrix, MATRIX matrixA, MATRIX matrixB)
int	MatCopy (MATRIX *outmatrix, MATRIX inmatrix)
int	MatCreate (MATRIX *matrix, UINT16 rows, UINT16 cols, UINT32 flags)
void	MatDestroy (MATRIX matrix)
int	MatDeterminant (MATRIX matrix, double *detvalue)
int	MatEigenvectors (MATRIX matrix, MATRIX vectors, MATRIX values)
double	MatGetValueTest (MATRIX matrix, UINT16 row, UINT16 col)
int	MatInverse (MATRIX outmatrix, MATRIX inmatrix, int maxiterations, double maxerror)
int	MatMultMatrix (MATRIX outmatrix, MATRIX matrixA, MATRIX matrixB)
void	MatMultScalar (MATRIX matrix, double value)
int	MatPseudoInverse (MATRIX inverse, MATRIX input, double tolerance)
void	MatSetScalar (MATRIX matrix, double value)
int	MatSubMatrix (MATRIX outmatrix, MATRIX matrixA, MATRIX matrixB)
int	MatSVD (MATRIX A, MATRIX U, MATRIX W, MATRIX *V)
int	MatSVDSolve (MATRIX A, MATRIX B, MATRIX X, double tolerance)
int	MatSVDSolveAutoTolerance (MATRIX A, MATRIX B, MATRIX X)
int	MatSVDSolveAutoToleranceFast (MATRIX A, MATRIX U, MATRIX W, MATRIX V, MATRIX B, MATRIX X)
double	MatTrace (MATRIX matrix)
int	MatTranspose (MATRIX outmatrix, MATRIX inmatrix)

Detailed Description

Definitions for matrix manipulation functions

Define Documentation

#define MATFLAG_NoDiagonal 0x00000002

Don't allocate space for diagonal (symmetric only).

#define MATFLAG_Symmetric 0x00000001

Matrix is symmetric.

#define MatGetValue	(	m,
		i,
		j	)	((m)->matrix[i][j])

Retrieve value from matrix.

#define MatIsSymmetric ( m ) ((m)->flags&MATFLAG_Symmetric)

Determine if "symmetric" flag set for a matrix.

#define MatSetValue	(	m,
		i,
		j,
		v	)	((m)->matrix[i][j]=(v))

Set single matrix entry to a specified value.

Typedef Documentation

typedef DEPRECATED struct _MATRIX * MATRIX

Function Documentation

int MatAddMatrix	(	MATRIX	outmatrix,
		MATRIX	matrixA,
		MATRIX	matrixB
	)

Add one matrix to another of the same size.

Parameters:

	outmatrix	Output matrix, may be the same as either input matrix
	matrixA	First input matrix
	matrixB	Second input matrix, if NULL will use outmatrix

int MatCopy	(	MATRIX *	outmatrix,
		MATRIX	inmatrix
	)

Copy one matrix to another.

The output matrix will be resized if it exists and is not the same size as the input matrix.

Parameters:

	outmatrix	Matrix to copy to, will be created if NULL
	inmatrix	Matrix to copy from

int MatCreate	(	MATRIX *	matrix,
		UINT16	rows,
		UINT16	cols,
		UINT32	flags
	)

Create a new matrix.

Flags: MATFLAG_Symmetric Matrix is symmetric, don't allocate space for elements above diagonal MATFLAG_NoDiagonal Don't allocate space for diagonal elements (symmetric only)

All matrix elements will be initialized to 0.

Parameters:

	matrix	Matrix returned
	rows	Number of rows in matrix
	cols	Number of columns in matrix
	flags	Flags

void MatDestroy ( MATRIX matrix )

Destroy a matrix.

Parameters:

matrix

Matrix to be destroyed

int MatDeterminant	(	MATRIX	matrix,
		double *	detvalue
	)

Compute determinate of a square matrix.

Parameters:

	matrix	Matrix to compute determinant for
	detvalue	Determinant returned

int MatEigenvectors	(	MATRIX	matrix,
		MATRIX *	vectors,
		MATRIX *	values
	)

Compute eigenvectors and eigenvalues of the SYMMETRIC matrix.

WARNING: This function computes eigen-stuff for SYMMETRIC matrices ONLY. Example: correlation /covariation matrix. NO CHECKING IS PERFORMED ON INPUT TO MAKE SURE IT'S SYMMETRIC.

Parameters:

	matrix	Matrix to use
	vectors	Matrix returned, that contain eigenvectors as columns
	values	Matrix returned (vector), that contains eigenvalues

double MatGetValueTest	(	MATRIX	matrix,
		UINT16	row,
		UINT16	col
	)

Retrieve value from matrix with range check.

Returns:: Value in matrix. This function will return 0.0 for values outside the matrix. It also handles symmetric matrices.

Parameters:

	matrix	Matrix to retrieve value from
	row	Row in matrix (0 - numrows-1)
	col	Column in matrix (0 - numcols-1)

int MatInverse	(	MATRIX	outmatrix,
		MATRIX	inmatrix,
		int	maxiterations,
		double	maxerror
	)

Compute inverse of a square matrix.

Parameters:

	outmatrix	Inverse matrix computed
	inmatrix	Matrix to compute inverse of
	maxiterations	Maximum iterations for convergence (0 for default)
	maxerror	Maximum error, (0.0 for default)

int MatMultMatrix	(	MATRIX	outmatrix,
		MATRIX	matrixA,
		MATRIX	matrixB
	)

Multiply one matrix by another.

Parameters:

	outmatrix	Output matrix, may be the same as either input matrix
	matrixA	Left matrix, will use outmatrix if NULL
	matrixB	Right matrix, will use outmatrix if NULL

void MatMultScalar	(	MATRIX	matrix,
		double	value
	)

Multiply a matrix by a scalar.

Parameters:

	matrix	Matrix to use
	value	Value to multiply all matrix elements by

int MatPseudoInverse	(	MATRIX	inverse,
		MATRIX	input,
		double	tolerance
	)

Compute pseudoinverse of the matrix using SVD.

If Input matrix is not singular pseudoinverse is equal to normal inverse of the matrix. EXPLANATION: Pseudoinverse is such matrix X that satisfy the following condition: A * X * A = A, if matrix A is singular X still exists.

Parameters:

	inverse	Output pseudoinverse
	input	Input matrix
	tolerance	Tolerance to use, if in doubt pass 0.0 and function will use built-in defaults

void MatSetScalar	(	MATRIX	matrix,
		double	value
	)

Set all entries in a matrix to a specified scalar value.

Parameters:

	matrix	Matrix to use
	value	Value to set all matrix elements to

int MatSubMatrix	(	MATRIX	outmatrix,
		MATRIX	matrixA,
		MATRIX	matrixB
	)

Subtract one matrix from another.

Parameters:

	outmatrix	Output matrix, may be the same as either input matrix
	matrixA	Matrix to subtract FROM
	matrixB	Second to subtract, if NULL will subtract matrixA from outmatrix

int MatSVD	(	MATRIX	A,
		MATRIX *	U,
		MATRIX *	W,
		MATRIX *	V
	)

Compute Singular Value Decomposition (SVD).

This function computes SVD as A = U * W * V ; Output matrix U has the same dimension as input matrix A. The diagonal matrix of singular values W is output as a vector. The matrix V (not transpose of V) is output as a matrix.

Parameters:

	A	Input matrix
	U	Returned
	W	Returned
	V	Returned

int MatSVDSolve	(	MATRIX	A,
		MATRIX	B,
		MATRIX	X,
		double	tolerance
	)

Stable Solution of system of linear equation using SVD algorithm.

A * X = B where A(M x N) matrix and X (N) vector. B(M) is also a vector. X is the output solution vector. Matrix A is decomposed into U(M x N), W(N) and V(N x N) matrices using SVD operation.

Parameters:

	A	Input matrix of equations
	B	Input vector that contains right side of equations NOTE: you can pass ANY type of vector: numrows = 1 or numcols = 1
	X	Solution returned
	tolerance	Tolerance to use, if in doubt pass 0.0 for defaults

int MatSVDSolveAutoTolerance	(	MATRIX	A,
		MATRIX	B,
		MATRIX	X
	)

Parameters:

X

Size of A->cols x 1

int MatSVDSolveAutoToleranceFast	(	MATRIX	A,
		MATRIX	U,
		MATRIX	W,
		MATRIX	V,
		MATRIX	B,
		MATRIX	X
	)

Parameters:

X

Size of A->cols x 1

double MatTrace ( MATRIX matrix )

Compute trace of the matrix: sum of it's diagonal elements.

Parameters:

matrix

Matrix to use

int MatTranspose	(	MATRIX	outmatrix,
		MATRIX	inmatrix
	)

Transpose a matrix.

Parameters:

	outmatrix	Output matrix (may be the same as the input matrix)
	inmatrix	Input matrix

mi32/matrix.h File Reference

Classes

Defines

Typedefs

Functions

Detailed Description

Define Documentation

Typedef Documentation

Function Documentation