C++ (Cpp) symmetric_matrix Examples

Example #1

File: MOTSP.cpp Project: O-T-L/OTL

void FillMatrix(boost::numeric::ublas::symmetric_matrix<_TReal> &matrix, const size_t cities, const size_t index)
{
    matrix.resize(cities, cities);
    for (size_t i = 0; i < matrix.size1(); ++i)
    {
        for (size_t j = 0; j <= i; ++j)
            matrix(i, j) = index;
    }
}

Example #2

File: BasketProduct.cpp Project: geoffroyw/StructuredProductPricer

void BasketProduct::setCorrelations(boost::numeric::ublas::symmetric_matrix<double, boost::numeric::ublas::lower> corr) {
	for(int i=0;i<corr.size1();i++) {
		for(int j=0;j<corr.size2();j++) {
			if(abs(corr(i,j))>1) {
				throw out_of_range("La corrélation doit être comprise entre -1 et +1");
			}
		}
	}
	correlations = corr;
}

Example #3

File: common.hpp Project: urp/urban-robots

boost::numeric::ublas::triangular_matrix< T, boost::numeric::ublas::lower >
cholesky_decomposition( const boost::numeric::ublas::symmetric_matrix< T, boost::numeric::ublas::upper >& A)
{
    std::clog<<"flat::cholesky_decomposition"<<std::endl<<std::flush;
    assert(A.size1()==A.size2());

    //Cholesky Decomposition
    //Numerical Recipes in C++ (Second Edition), page 100

    std::vector< T > d( A.size1() );

    T sum;
    boost::numeric::ublas::triangular_matrix< T, boost::numeric::ublas::lower > L( A.size1(), A.size2() );

    for( size_t i = 0; i < A.size1(); i++ )
    {
        for( size_t j = 0; j < i; j++ )
        {   sum = A(i,j);
            for(size_t k = 0; k < j; ++k)
                sum -= L(i,k)*L(j,k);
            L(i,j) = sum / L(j,j);
        }

        sum = A(i,i);
        for(size_t k = 0; k < i; ++k)
            sum -= L(i,k) * L(i,k);
        assert( sum > 0 );
        L(i,i) = std::sqrt( sum );
    }

    /*for( size_t i = 0; i < A.size1(); i++ )
      for( size_t j = i; j < A.size1(); j++ )
      {
        sum = A(i,j);
        for( int k = int(i)-1; k >= 0; k-- )
          sum -= A(i,k) * A(j,k);
        if( i == j )
        {
          std::cerr << "choleski sum " << sum << std::endl;
    	  assert( sum > 0 ); // is A really positive definite?
    	  d[i] = std::sqrt( sum );
        } else L(j,i) = sum / d[i];
      }
    for( size_t i = 0; i < A.size1(); ++i )	  L(i,i) = d[i];
    */
    std::clog<<"flat::cholesky_decomposition\t|complete"<<std::endl<<std::flush;

    return L;
};

Example #4

File: common.hpp Project: urp/urban-robots

boost::numeric::ublas::matrix< T >    pseudoinverse( const boost::numeric::ublas::symmetric_matrix< coord_t, boost::numeric::ublas::upper >& X )
{
    using namespace boost::numeric::ublas;

    std::clog << "flat::pseudoinverse" << "\t| computing ..."//<<std::endl<<V
              << std::endl << std::flush;

    // TODO regularizer. right name?

    triangular_matrix< T, lower > L( cholesky_decomposition< T >( X ) );

    std::clog << "flat::pseudoinverse" << "\t| L" << std::endl
              << L << std::endl << std::flush;

    auto Xinverse = solve( L, solve( L, identity_matrix< T >( X.size1() ), lower_tag() ), lower_tag() );

    std::clog << "flat::pseudoinverse" << "\t| complete - pseudoinverse of V " << std::endl
              << Xinverse << std::endl;

    return Xinverse;
}

Example #5

File: symm_herm_raw.hpp Project: 2pysarthak/moose-core-personal

 BOOST_UBLAS_INLINE
 typename ublas::symmetric_matrix<T,F1,F2,A>::pointer 
 matrix_storage (ublas::symmetric_matrix<T,F1,F2,A> &m) {
   return &m.data().begin()[0];
 }

Example #6

File: symm_herm_raw.hpp Project: 2pysarthak/moose-core-personal

 BOOST_UBLAS_INLINE
 int matrix_storage_size (const ublas::symmetric_matrix<T,F1,F2,A> &m) {
   return (int) ((m.size1() * (m.size1() + 1)) / 2); 
 }

Example #7

File: pathmeasure.cpp Project: burdges/PathMeasure

// Ideally, this template should handle a non-square symmetric_matrix
// using upper and lower.
template <typename T> inline T norm_max(ublas::symmetric_matrix<T>& M) {
	size_t n1 = M.size1();   size_t n2 = M.size2();   T m = 0;
	for (size_t i=0; i<n1; i++)  for (size_t j=i; j<n2; j++)
		m = max(M(i,j),m);
	return m;
}