Re: uBlas - diagonal_matrix

From: Patrick Kowalzick (patrick.kowalzick_at_[hidden])
Date: 2003-04-23 05:05:15

Answering myself,

without a symmetric type I can just check for a diagonal matrix inside the
pinv function and branch, see code below.
Are there some recommendations for namespaces for functions like "pinv" ?
Inside the loop, shall I use size_type?

Thx for your patience,
Patrick

template <class T>
boost::numeric::ublas::banded_matrix<T> pinv(const
boost::numeric::ublas::banded_matrix<T>& m)
{
 if (m.lower()==0 && m.upper()==0) // just for reading
 {
  boost::numeric::ublas::banded_matrix<T> rm(m.size2(),m.size1());
  for (size_t i=0;i<rm.size1();i++)
   if (m(i,i)!=0) rm(i,i)=1/m(i,i); else rm(i,i)=0;
  return rm;
 }
 else
 {
  boost::numeric::ublas::banded_matrix<T> rm(m.size2(),m.size1());
  // much missing
  // perhaps calling  pinv(const boost::numeric::ublas::matrix<T>&), casting
afterwards?, too much copying?
  return rm;
 }
}

template <class T>
boost::numeric::ublas::matrix<T> pinv(const
boost::numeric::ublas::matrix<T>& m)
{
 using namespace boost::numeric::ublas;
 matrix<double> U,V;
 banded_matrix<double> S;
 svd(m,U,S,V);
 return prod(prod(V,pinv(S)),trans(U));
}

----- Original Message -----
From: "Patrick Kowalzick" <yg-boost-users_at_[hidden]>
Newsgroups: gmane.comp.lib.boost.user
Sent: Wednesday, April 23, 2003 10:14 AM
Subject: uBlas - diagonal_matrix

> Dear all,
>
> I can use a banded_matrix to represent a diagonal matrix, but while some
> math for a diagonal matrix is a little bit easier than for a rectangular
> matrix, it would be nice to have such a type.
>
> In my case:
>
> I use a SVD A = U * S * V.T to calculate the moore-penrose-inverse A+.
>
> Therfore I use A+ = V * S+ * U.T (i do not remember exact, but focus on
S+)
> with S+ as the moore-penrose-inverse of S which is very easy to calculate.
>
> but to use something like pinv(S) , do I  need a symmetric_matrix type? Or
> can I implement a pinv() for a banded_matrix wich must fulfil the
constraint
> of being diagonal?
>
> Thanks a lot
> Patrick
>
>
>
>
>
>
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