utils.h File Reference

#include "../Matrix.h"
#include "../sorting.h"
#include <vector>

Go to the source code of this file.

Macros
#define	EPS   1e-8
	accuracy of calculated results More...

Functions
Matrix< double >	linspace (double start, double end, unsigned long num_elements)
Matrix< double >	zeros (size_t rows, size_t columns, size_t elements=1)
Matrix< double >	zerosV (size_t rows)
Matrix< double >	ones (size_t rows, size_t columns=1, size_t elements=1)
Matrix< double >	eye (size_t rows, size_t columns=0)
Matrix< double >	tridiag (size_t rows, size_t columns, double left, double center, double right)
double	norm (const Matrix< double > &in)
Matrix< double >	norm (const Matrix< double > &in, int axis)
Matrix< size_t >	argsort (const Matrix< double > &in)
Matrix< size_t >	nonzero (const std::function< bool(const double &)> &validation, const Matrix< double > &x)
template<typename T >
Matrix< T >	diag (const Matrix< T > &in)

Detailed Description

Requires:

#include <math/numerics/utils.h>

Numerical helper methods.

This header includes numerical methods used to simplify computation of numerical algorithms. It mostly contains generator like functions to generate a specific kind of Matrix

Macro Definition Documentation

EPS

#define EPS   1e-8

accuracy of calculated results

Function Documentation

argsort()

Matrix< size_t > argsort

(

const Matrix< double > &

in

)

Computes indices of ordered vector. Orders vector, than builds resulting vector by selecting indices.

Parameters

in	given matrix to sort

Returns

indices of sorted version of given matrix

diag()

template<typename T >

Matrix< T > diag

(

const Matrix< T > &

in

)

Method to extract diagonal elements of given matrix into dedicated vector

Parameters

in	given matrix to extract diagonal elements from

Returns

vector of diagonal elements

Examples

numerics/lin_alg/TestSVD.cpp.

eye()

Matrix< double > eye	(	size_t	rows,
		size_t	columns = 0
	)

creates unit matrix of dimension rows, columns

Parameters

rows
columns	if 0, then columns = rows

Returns

Examples

TestMatrix.cpp, TestUtils.cpp, numerics/TestUtils.cpp, numerics/lin_alg/TestGaussSeidel.cpp, and numerics/lin_alg/TestSVD.cpp.

linspace()

Matrix< double > linspace	(	double	start,
		double	end,
		unsigned long	num_elements
	)

generates a vector with equidistant values, [start:(end-start)/num_elements:end]

Parameters

start	start value
end	end value
num_elements	number of elements within the resulting vector

Returns

vector of equidistant values from start to end

Examples

numerics/TestUtils.cpp, numerics/analysis/TestDifferentiation.cpp, numerics/analysis/TestSupportValues.cpp, numerics/lin_alg/TestSVD.cpp, and plot/TestPlot.cpp.

nonzero()

Matrix< size_t > nonzero	(	const std::function< bool(const double &)> &	validation,
		const Matrix< double > &	x
	)

Index-Getter for validated values

Examples: validation function x<=0 returns indices of values <= 0

Parameters

validation	validation function, this method validates your data
x	vector to test

Returns

index vectors of values true to the validation function

norm() [1/2]

double norm

(

const Matrix< double > &

in

)

Calculates the p=2-Norm for a given matrix

\[ \sqrt{\sum x_i^2} \]

In 2D this is equal to the pythagorean theorem.

Parameters

in	input matrix to calculate norm of

Returns

2-norm of given matrix

Examples

numerics/TestUtils.cpp, and statistics/TestProbability.cpp.

norm() [2/2]

Matrix< double > norm	(	const Matrix< double > &	in,
		int	axis
	)

Helper method to calculate 2-Norm on given axis

Parameters

in	input matrix to calculate norm(s) of
axis	along which to calculate norm on (options: 0 (row-wise), 1 (column-wise)) @returnss norm on given axis

ones()

Matrix< double > ones	(	size_t	rows,
		size_t	columns = 1,
		size_t	elements = 1
	)

Generates a matrix with each element = 1 for given size

Parameters

rows	number rows for resulting matrix
columns	number columns for resulting matrix
elements	number of elements per cell

Returns

rows x columns-Matrix with 1 as each value

Examples

ds/preprocessing/TestScaler.cpp, numerics/TestUtils.cpp, numerics/lin_alg/TestSVD.cpp, and plot/TestPlot.cpp.

tridiag()

Matrix< double > tridiag	(	size_t	rows,
		size_t	columns,
		double	left,
		double	center,
		double	right
	)

creates tri-diagonal-matrix with given values and dimensions

Parameters

rows	row dimension
columns	column dimension
left	left/lower diagonal element value
center	diagonal element value
right	right/upper diagonal element value

Returns

tri-diagonal-matrix

zeros()

Matrix< double > zeros	(	size_t	rows,
		size_t	columns,
		size_t	elements = 1
	)

Generates a matrix with each element = 0 for given size

Parameters

rows	number rows for resulting matrix
columns	number columns for resulting matrix
elements	number of elements per cell

Returns

rows x columns-Matrix with 0 as each value

Examples

ds/preprocessing/TestScaler.cpp, numerics/TestUtils.cpp, and plot/TestPlot.cpp.

zerosV()

Matrix< double > zerosV

(

size_t

rows

)

Generates a matrix with each element = 0 for given size

Parameters

rows	number of rows in resulting vetor

Returns

zero-vector of size rows

Examples

numerics/TestUtils.cpp.