LqSystemC - System for incremental solving of linear equations system

Developer Documentation

Centre for Vision, Speech & Signal Processing

Comments:

 -------- LQ system ---------------------
  
 VectorC weights of normalized dyads	
 MatrixC rows of m are dyads	

 M[i]'*M[i]= m[i]'*dm[i]*m[i]
 m[i]=[1,m1,m2,.....]
 ----------------------------------------
 adds new data to LQ

 see Kybernetika for detailed description

	      	[1,s12 . . .]
 system.m = 	|1,s22 . . .| prior to adding  
 	      	|1,s32 . . .| new data
  	      	|1,s42 . . .|
 	      	[1,s52 . . .]

 system.dm = 	[d1,d2,.....]

		[1,s12' .' .' .']
 system.m' = 	|1,s22' .' .' .'| after addition
		|1,s32' .' .' .'|
  	     	|1,s42' .' .' .'|
 	      	[1,s52' .' .' .']

 system.dm' =	[d1',d2',.....]

Parent Classes:

MatrixC

VectorC

Variables:

SizeT dataCounter;

Methods:

LqSystemC(SizeT coefNum)
LqSystemC(const LqSystemC & lq)
LqSystemC & Init()
SizeT DataNumber()
LqSystemC Copy() const
void Update(VectorC & v,RealT weight = 1.0)
VectorC Roots(SizeT coefNum,RealT * errV)
VectorC Errors()
ImSystemC Im()
LqSystemC(const MatrixC & mat,const VectorC & vec,long int counter)

#include "amma/Matrix.hh"

const MatrixC & operator=(const MatrixC & mat)

Assignment of a big object

MatrixC Copy() const

BooleanT IsValid() const

Returns TRUE if this matrix exists.

Access to the elements

const SizeBufferAccessC<RealT> operator[](IndexT r) const

Access to the row of the constant matrix

SizeBufferAccessC<RealT> operator[](IndexT r)

Access to the row of the matrix

const MatrixC & Matrix() const

Access to the constant matrix

MatrixC & Matrix()

Access to the matrix

MatrixC SubMatrix(const SizeT sr,const SizeT sc) const

Returns the submatrix created from the first 'sr' rows and 'sc' columns of this matrix.
This makes a copy of the matrix elements specified.

VectorC GetDiag() const

Creates the vector of the diagonal elements

VectorC GetRow(IndexT r) const

Creates the vector of elements of the row 'r'.

VectorC GetColumn(IndexT c) const

Creates the vector of elements of the column 'c'.

SizeT RDim() const

Return the number of rows

SizeT CDim() const

Return the number of columns

RealT G(IndexT r,IndexT c) const

Get the value

RealT & P(IndexT r,IndexT c)

Put the value

RealT ColumnModulus(IndexT c) const

Returns the modulus of the column 'c'.

void SubtractColumnFrom(IndexT c1,IndexT c2,RealT a)

Subtracts the column 'c2' multiplied by the parameter 'a' from the column 'c1'.

void DivColumn(IndexT c,RealT val)

Divides the column 'c' by the value val.

RealT MakeUnitColumn(IndexT c)

Divides the column 'c' by its modulus. Returns its original modulus.

RealT DotColumns(IndexT c1,IndexT c2) const

Returns the dot product of columns 'c1' and 'c2'.

Set element values

void Fill(RealT val)

Fill matrix with value 'val'

MatrixC & SetZero()

set all elements to be zero

MatrixC & SetRandom(RealT scale = 1)

set all elements to be random value, between 0 and 'scale'.

MatrixC & SetRandom(RealT lo,RealT hi)

set all elements to uniformly random between lo and hi

MatrixC & SetDiag(const VectorC & vec)

set the diagonal elements according to vec

MatrixC & SetRow(const IndexT r,const VectorC & vec,const IndexT n)

Sets the first 'n' elements of the row 'r' according to the first 'n' elements of the vector 'vec'.

MatrixC & SetCol(const IndexT c,const VectorC & vec,const IndexT n)

Sets the first 'n' elements of the column 'c' according to the first 'n' elements of the vector 'vec'.

MatrixC & SetRow(const IndexT r,const IndexT c,const VectorC & vec,const IndexT s1,const IndexT s2)

Sets the elements of the row 'r' starting at the column 'c' according to the elements of the vector 'vec' with the indexes in the range .

MatrixC & SetCol(const IndexT r,const IndexT c,const VectorC & vec,const IndexT s1,const IndexT s2)

Sets the elements of the column 'c' starting at the row 'r' according to the elements of the vector 'vec' with the indexes in the range .

MatrixC & SwapRows(const IndexT r1,const IndexT r2)

Swaps the row 'r1' and 'r2'.

MatrixC & SwapCols(const IndexT c1,const IndexT c2)

Swaps the columns 'c1' and 'c2'.

MatrixC & SetSmallToBeZero(RealT thr)

Set all elements smaller than 'thr' to be zero.

MatrixC & EDiag()

Set all diagonal elements to be 1.0

Arithmetic operators

MatrixC operator+(const MatrixC & mat) const

Sum 2 matrixes "MatrixC" = "This" + mat

MatrixC operator-(const MatrixC & mat) const

Subtract 2 matrixes "MatrixC" = "This" - mat

MatrixC & operator+=(const MatrixC & mat)

Add the matrix "mat": "This" = "This" + mat

MatrixC & operator+=(const RealT alpha)

Add scalar to each element of matrix i.e. "mat": "This" = "This" + alpha

MatrixC & operator-=(const MatrixC & mat)

Subtract the matrix "mat": "This" = "This" - mat

MatrixC & operator-=(const RealT alpha)

Subtract scalar from each element in the matrix "mat": "This" = "This" - alpha

MatrixC & operator*=(const RealT a)

Multiplication "Matrix" = "Matrix" * "Scalar"

MatrixC & operator/=(const RealT a)

Division "Matrix" = "Matrix" / "Scalar"

MatrixC operator*(const RealT a) const

Multiply this matrix by the scalar 'a'.

VectorC operator*(const VectorC & vector) const

Multiplication "VectorC" = "This" * vector

MatrixC operator*(const MatrixC & mat) const

Multiplication "result" = "this" * "mat"

MatrixC & AddDiag(const VectorC & v)

Adds the diagonal matrix represented by the vector 'v' (m = m + v).

MatrixC & MulDiag(const VectorC & v)

Multiplies the matrix from the right by the diagonal matrix represented by the vector 'v' (m = m * v).

MatrixC & DiagMul(const VectorC & v)

Multiplies the matrix from the left by the diagonal matrix represented by the vector 'v' (m = v * m).

MatrixC MulT(const MatrixC & mat) const

Multiplication A * B.T()

MatrixC TMul(const MatrixC & mat) const

Multiplication A.T() * B

MatrixC T() const

Returns the transposition of this matrix.

RealT Trace() const

Returns the trace of this matrix.

Matrix inversion and decomposition

MatrixC I() const

Returns the inversion of this matrix.
Uses the algorithm from InPlaceI(), unless matrix is non-square, in which case OrgI() is called. The original matrix is preserved, however.

RealT NearSingularI()

Inverts this matrix and returns determinant of original matrix.
This routine is particularly useful when you matrices are near singular as it uses PCA to first rotate co-ordinate axis, so no nasty divisions. See Fukunaga -Introduction to Statistical Pat Rec, page 40.

RealT InPlaceI()

Replaces the original matrix with its inverse, and returns its determinant.
Uses the in-place Gauss-Jordan elimination method.

MatrixC OrgI() const

Returns the inversion of this matrix.
Radek's original inversion routine. Does something even with non-square matrices.

IntSArray1dC LUDecomposition(RealT & d)

This function replaces this matrix by the LU decomposition of a row-wise permutation of itself.
The lower triangle submatrix has got the diagonal unity elements. The returned index array records the row permutation effected by the partial pivoting. 'd' is output as +-1 depending on whether the number of row interchanges was even or odd, respectively.

VectorC LUSolution(VectorC & rightSide)

Returns the vector X that is the solution of the linear system described by the matrix equation A*X=B, where A is this matrix, and the vector B is equal to the vector 'rightSide'.
The method used is the LU decomposition.
BUG: NOT IMPLEMENTED

void SVD(VectorC & d,MatrixC & u,MatrixC & v)

Singular value decomposition. DO NOT USE. It does not work.

void SVD(VectorC & d,MatrixC & v,const RealT isSmall = 1e-8)

Singular value decomposition, eg. M = U * D * V.T().
The function changes the input matrix M to U. The diagonal matrix D is returned as the vector 'd' and the matrix V is returned as the matrix 'v'. Both object 'd' and 'v' are supposed to have the proper size.

void OrgSVD(VectorC & d,MatrixC & v,const RealT isSmall = 1e-8)

The original NR SVD. (Default).

VecMatC SVD(const RealT isSmall = 1e-8)

Singular value decomposition, eg. M = U * D * V.T().
The function changes the input matrix M to U. The diagonal matrix D is returned as the vector in the result object and the matrix V is returned as the matrix in the result object. The singular values are not ordered. The effect of isSmall is not known in detail to CG or AJS It is provided as a feature for experimentation - if interested users should perhaps consult the Numerical Recipes Book At a rough guess decreasing this number will give a more accurate result, but it might not converge?

RealT Det()

Returns the determinant of this matrix. The matrix is changed.

BooleanT IsSingular()

Returns TRUE if the matrix is singular.
The SVD is used for computation of the determinant. The matrix is changed.
BUG: DO NOT TRUST

Miscellaneous

RealT DiagonalProduct() const

Returns the product of the diagonal elements.

MatrixC & WalshTransformation(const IntSArray1dC & lbr,const IntSArray1dC & lbc,IntT ifun)

2D Walsh-Hadamard transformation

lbr	bit-reversal field of the size RDim()
lbc	bit-reversal field of the size CDim()
ifun	Type of ordering (I), IFUN=1	Hadamard ordering IFUN=2 ... Walsh ordering

MatrixC & ColumnGramSchmidtOrthogonalization()

Performs Gram-Schmidt orthogonalisation of columns of this matrix.

MatrixC & FixSmallToBeZero(RealT thr = 1e-12)

All elements whose absolute values are smaller than 'thr' are changed to be zero.

MatrixC Identity(UIntT size)

Construct an identity matrix of size * size.

RealT SumOfAbs() const

Sum of the absolute value of all the elements of the matrix.

void ErrNotValidOrInRange(IndexT r,IndexT c,char * functionName) const

Triggers the error event if the matrix is not valid or the indexes 'r' or 'c' are out of their range.

void ErrNotValid(char * functionName) const

Triggers the error event if this matrix is not valid.

void AllocData()

Allocates the memory for the matrix.

void DeallocData()

Deallocates the memory for the matrix.

ostream & operator<<(ostream & s,const MatrixC & mat)

istream & operator>>(istream & s,MatrixC & mat)

#include "amma/Vector.hh"

VectorC Copy() const: physical copy of the object
Access to the element, to the vector. -------------------------------------
const VectorC & Vector() const: access to the constant object
VectorC & Vector(): access to the object
const VectorC & Point() const: access to the constant object
VectorC & Point(): access to the object
SizeT Dim() const: returns the number of items in the vector.
VectorC SubVector(const SizeT n) const: Returns the subvector created from the first 'n' elements of this vector. Set elements. -------------
VectorC & SetZero(): set all vector items to be 0
VectorC & Set(RealT x): sets vector items to x
VectorC & SetLast(RealT f): set the last element to be 'f'
VectorC & Set(const VectorC & vec): set vector according to another one
VectorC & Set(const VectorC & vec,const IndexT n): Sets the first 'n' items of this vector according to the vector 'vec'.
VectorC & Set(const IndexT i,const VectorC & vec,const IndexT n): Sets the first 'n' items beginning from the i-th one of this vector according to the vector 'vec'.
VectorC & Set(const MatrixC & mat): set items according to "mat" items
VectorC & SetUpperHalf(const MatrixC & mat): set items according to "mat" items in its upper half
VectorC & SetOddEven(const MatrixC & mat): set items according to "mat" items with odd or even indexes only
VectorC & SetOddEvenUpperHalf(const MatrixC & mat): set items according to "mat" items with odd or even indexes only in its upper half
VectorC & SetRandom(): set elements to be random
VectorC & SetRandom(RealT lo,RealT hi): set elements to be uniformly random between lo and hi
VectorC & Swap(IndexT i,IndexT j): Swaps the elements with the indexex 'i' and 'j'.
VectorC Join(const VectorC & Oth) const: Joint *this and 'Oth' vector into a new larger vector. The new vector contains this vector first followed by the 'Oth' vector. Arithmetic Operations. ----------------------
VectorC operator+(const VectorC & b) const: Returns the sum of two vectors.
VectorC operator-(const VectorC & b) const: Returns the diference between this vector and the vector 'b'.
VectorC operator*(const RealT alfa) const: Returns the multiplication of this vector by the scalar 'alpha'.
VectorC operator*(const VectorC & b) const: Returns the vector whose elements are the results of multiplication of this vector by the vector 'b' element by element.
VectorC operator/(const RealT alfa) const: Returns the division of this vector by the scalar 'alpha'.
VectorC operator/(const VectorC & b) const: Returns the vector whose elements are the results of division of this vector by the vector 'b' element by element.
VectorC & operator+=(const VectorC & b): add the vector 'b' to the vector
VectorC & operator+=(const RealT alpha): add the scalar to each element of the vector
VectorC & operator-=(const VectorC & b): subtract the vector 'b' from the vector
VectorC & operator-=(const RealT alpha): subtract the scalar from each element of the vector
VectorC & operator*=(const RealT alpha): multiply the vector by the scalar 'alpha'
VectorC & operator/=(const RealT alpha): divide the vector by the scalar 'alpha'
VectorC & operator/=(const VectorC & vec): (*this)[index] = (*this)[index]/vec[index]
VectorC & SetMul(const MatrixC & mat,const VectorC & vec): the vector is the result of the multiplication 'mat' * 'vec'
VectorC & operator*=(const VectorC & b): multiplication (*this)[i] *= b[i]
RealT TMul(const VectorC & b) const: multiplication 'RealT' = (*this).T() * b
MatrixC MulT(const VectorC & b) const: Multiplication 'MatrixC' = (*this) * b.T(). Vector Operations. ------------------
RealT Dot(const VectorC & v) const: scalar product of vectors
VectorC Cross(const VectorC & v) const: vector product of vectors
RealT Cross3(const VectorC & v) const: 3rd coor of crossproduct
MatrixC OuterP() const: The outer product of this vector with itself. In fact, the implementation is the same one for the member function MulT().
MatrixC OuterP(const VectorC & b) const: In fact, the implementation is the same one for the member function MulT().
RealT MakeUnit(): The vector is divided by its modulus. The original modulus is returned.
RealT Modulus() const: modulus of the vector
RealT SqrEuclidDistance(const VectorC & point) const: Returns the square of Euclid distance between this point and 'point'. Useful functions. -----------------
IndexT MaxIndex() const: Returns the index of the maximum element.
IndexT FirstSmallerIndex(const RealT thr) const: Returns the index of the first element which is smaller than the threshold 'thr'. If the vector does not contain an element smaller than 'thr' the return value is set to be a size of the vector (the index of the last element + 1).
IndexT FirstZeroIndex() const: Returns the index of the first zero element. If the vector does not contain an zero element the return value is set to be a size of the vector (the index of the last element +1).
RealT Sum() const: Returns the sum all elements of the vector.
RealT Product() const: Returns the product of all elements of the vector.
VectorC & Sqrt(): All elements of the vector are changed to their square root values. It is assumed that all elements of the vector are positive or zero.
VectorC & Reciprocal(): All elements of the vector are changed to their reciprocal values. It is assumed that all elements of the vector differs from zero.
VectorC SortStraight(): The map of indexes is returned.
VectorC & FixSmallToBeZero(RealT thr = 1e-12): All element whose absolute value is smaller than 'thr' are changed to be zero.
void ErrNotCompatible(const VectorC & b,char * functionName) const: Triggers the error event if this vector of the vector 'b' is not valid or if they have different sizes.
void ErrNotValidOrInRange(IndexT i,char * functionName) const: Triggers the error event if this vector is not valid or the index 'i' is out of its range.
void ErrNotValid(char * functionName) const: Triggers the error event if this vector is not valid.
istream & operator>>(istream & s,VectorC & vect)

#include "amma/ReSArr1.hh"

RealSArray1dC Copy() const: Creates a new physical copy of the real array. Special operations. -------------------
RealSArray1dC operator*(const RealT & r) const: Multiples every item of the array by the real number 'r'.
const RealSArray1dC & operator+=(const RealSArray1dC & arr): Adds the array 'arr' to this array. The operation is performed on the overlapping part of the arrays only. The function returns this array.
const RealSArray1dC & operator-=(const RealSArray1dC & arr): Subtracts the array 'arr' to this array. The operation is performed on the overlapping part of the arrays only. The function returns this array.
const RealSArray1dC & operator*=(const RealT & r): Multiplies each element of this array by the real number 'r'.
const RealSArray1dC & operator/=(const RealT & r): Divides each element of this array by the real number 'r'.
void SetZero(): Sets all items of the array to be zero.
RealT MaxValue() const: Returns the maximum value saved in the array.
IndexT MaxIndex() const: Returns the index of the maximum value.
IndexT MinIndex() const: Returns the index of the minimum value.
IndexT MaxAbsIndex() const: Returns the index of the maximum absolute value.
RealT Sum() const: Returns the sum of all elements in the array.
RealSArray1dC & StraightSort(): Sorts the array into ascending numerical order by straight insertion. It is an N^2 routine, and should only be used for small N, say < 50.
RealSArray1dC & StraightSort(const SizeT n): Sorts the first n element of the array into ascending numerical order by straight insertion. It is an N^2 routine, and should only be used for small 'n', say < 50.
RealSArray1dC Join(const RealSArray1dC & it) const: Join this array with another.

#include "amma/SArray1d.hh"

SArray1dC<RealT> Copy() const: Creates a new physical copy of the array.
const SArray1dC<RealT> & operator=(const SArray1dC<RealT> & vv): Assigment, as for a BIG_OBJECT. Access to the object and its parts. -----------------------------------
const SArray1dC<RealT> & SArray1d() const: Access to the whole constant array.
SArray1dC<RealT> & SArray1d(): Access to the whole array. Modifications of the representation -----------------------------------
SArray1dC<RealT> Enlarge(const IntT factor = 2) const: Enlarges the array by item duplications. Every item is duplicated 'factor' times. The return array is extended by adding of higher indexes.
SArray1dC<RealT> & Append(const SArray1dC<RealT> & a): This array is extended by the length of the array 'a' and the contents of both arrays are copied to it. The function supports empty arrays.
SArray1dC<RealT> Join(const SArray1dC<RealT> & Oth) const: Join this Array and another into a new Array which is returned. This does not change either of its arguments. This is placed in the array first, followed by 'Oth'. Special operations ------------------
void DebugAddresses() const: Prints addresses into 'cerrAMMA'.
const BodyRefCounterC & RefCounter() const: Returns access to reference counter.
BufferRC<RealT> & Buffer(): Access base data buffer.
Experts only.
const BufferRC<RealT> & Buffer() const: Constant access base data buffer.
Experts only.
RealT * DataStart() const: Returns the address of the first item if exists.

#include "amma/SBfAcc.hh"

const SizeBufferAccessC<RealT> & operator=(RealT * bp): Changes the reference element to the element pointed by 'bp'. Access to the object --------------------
RealT * ReferenceElm(void) const: Returns the pointer to the reference element of the attached buffer. The reference element need not to be the valid element of the buffer.
void * ReferenceVoid(void) const: Returns the pointer to the reference element of the attached buffer. The reference element need not to be the valid element of the buffer. The function is intended to be used in printing.
const BufferAccessC<RealT> & Access(void) const: Returns this object.
RealT * DataStart() const: Returns the address of the first element of the buffer.
SizeT N() const: Returns the number of elements of the array.
SizeT Size() const: Returns the number of elements of the array.
const BufferSizeC & Limits() const: Returns the usable range of indeces expressed by this object.
const BufferSizeC & Range() const: Returns the usable range of indeces expressed by this object.
IndexT IMin() const: Returns the minimum index of the range of this access.
IndexT IMax() const: Returns the maximum index of the range of this access.
const RealT & operator[](const IndexT i) const: Read-only access to the ('i'+1)-th element of the buffer.
RealT & operator[](const IndexT i): Read-write access to the ('i'+1)-th element of the buffer.
const SizeBufferAccessC<RealT> & SAccess(void) const: Returns this object. Logical functions -----------------
BooleanT IsEmpty() const: Returns TRUE if the size of the array is zero.
BooleanT Contains(const IndexT i) const: Returns TRUE if the array contains an item with the index 'i'. Modifications of the access ---------------------------
const BufferSizeC & ShrinkHigh(const SizeT k): Changes the number of elements by subtracting the last 'k' elements.
const SizeBufferAccessC<RealT> & Swap(SizeBufferAccessC<RealT> & a): Exchanges the contents of this buffer with buffer 'a'.
void Attach(const SizeBufferAccessC<RealT> & b): Changes this buffer access to have the same access rights as 'b'.
void Attach(const BufferAccessC<RealT> & b,const SizeT size): Changes this buffer access to have the access rights as 'b' limited for 'size' elements.
SizeBufferAccessC<RealT> operator+(const SizeT i) const: Creates the new access object shifted 'i' elements to the right (towards next elements). The size is descreased to fit the the original range of this access. Modifications of the buffer contents ------------------------------------
void Fill(const RealT & d): 'd' value is assigned to all elements of the buffer.
void CopyFrom(const SizeBufferAccessC<RealT> & oth): Copy contents of another buffer into this one.
NB. Buffers MUST be the same length.
SizeBufferAccessC<RealT> Copy(void) const: Returns a physical copy of this access pointing to the physical copy of the accessed buffer in the range accessible by this access. The new copy is necessary to attach to reference counted buffer or to delete at the end of the life of this object.

Programmer:Radek Marik, Documentation by CxxDoc: Tue Mar 20 10:49:27 2001

LqSystemC

System for incremental solving of linear equations system

include	"amma/LqSystem.hh"
User Level:	Default
Library:	Mlalg
Example:	exEndPoint.cc
Section:	Numerical Methods
In Scope:	std