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Ublas : |
Subject: Re: [ublas] SVD decomposition and Moore penrose pseudo inverse
From: Dera_Augustin (deraaugustin_at_[hidden])
Date: 2014-05-27 04:24:42
Hi,
Finally, I got svd decomposition, but i have problem on making S as Matrix
with makeMatrix function: I've already used that makeMatrix function with
other vector but here with S, it give the error
D:\Tomography\svd\main.cpp|66|warning: "/*" within comment|
D:\Tomography\svd\main.cpp||In function 'int main()':|
D:\Tomography\svd\main.cpp|60|error: no matching function for call to
'makeMatrix(int, int, boost::numeric::ublas::vector<double,
boost::numeric::ublas::unbounded_array<double, std::allocator<double>
> >&)'|
||=== Build finished: 1 errors, 1 warnings ===|
My makeMatrix function is like this:
template <typename T>
ublas::matrix<T> makeMatrix(std::size_t m, std::size_t n, std::vector<T> &
v)
{
if(m*n!=v.size()) {
; // Handle this case
}
ublas::unbounded_array<T> storage(m*n);
std::copy(v.begin(), v.end(), storage.begin());
return boost::numeric::ublas::matrix<T>(m, n, storage);
}
I guess it has something to do with S vector and it's type but i can't find
how to fix it
I have to get S as matrix to finally calculate Moore penrose pseudo inverse.
Thx
My entire code:
#include <iostream>
#include <stdio.h>
#include <stdlib.h>
#include <stdexcept>
#include <algorithm>
#include <vector>
#include "lapack.h"
//#include
<D:\boost_1_47_0\boost_1_47_0\boost\numeric\bindings\lapack\gesvd.hpp>
#include <boost/numeric/bindings/lapack/gesvd.hpp>
#include <D:\boost_1_47_0\boost_1_47_0\boost\numeric\ublas\storage.hpp>
#include <D:\boost_1_47_0\boost_1_47_0\boost\cast.hpp>
#include <D:\boost_1_47_0\boost_1_47_0\boost\numeric\ublas\vector.hpp>
#include <D:\boost_1_47_0\boost_1_47_0\boost\numeric\ublas\vector_proxy.hpp>
#include <D:\boost_1_47_0\boost_1_47_0\boost\numeric\ublas\matrix.hpp>
#include <D:\boost_1_47_0\boost_1_47_0\boost\numeric\ublas\triangular.hpp>
#include <D:\boost_1_47_0\boost_1_47_0\boost\numeric\ublas\lu.hpp>
#include <D:\boost_1_47_0\boost_1_47_0\boost\numeric\ublas\io.hpp>
#include<boost/numeric/bindings/traits/ublas_matrix.hpp>
#include<boost/numeric/bindings/traits/ublas_vector.hpp>
using namespace std;
namespace ublas=boost::numeric::ublas;
using namespace boost::numeric::bindings::lapack;
template <typename T>
ublas::matrix<T> makeMatrix(std::size_t m, std::size_t n, std::vector<T> &
v)
{
if(m*n!=v.size()) {
; // Handle this case
}
ublas::unbounded_array<T> storage(m*n);
std::copy(v.begin(), v.end(), storage.begin());
return boost::numeric::ublas::matrix<T>(m, n, storage);
}
int main()
{
cout << "Hello world!" << endl;
std:: vector<double> vecDgk{1, 6.5, 0.5, 3.636, 5.91, 0.454, 2.91,
0.727, 0.363, 0.696, 0.174, 1.13};
std:: vector<double> vecbi{3, 3, 8, 8, 5, 14, 10, 2, 1, 2, 8, 8, 10, 2,
4, 13, 2, 1};
std:: vector<double> vecCt
{0,0.5,0,0,0,0,0,0,0,0,0,0,0,0.5,0,0,0,0,0,0,0,0,0,0,0,0,0,1,0,0,1,1,1,1,0,0,0,0,0,1,0,0,1,1,1,1,0,0,1,0.5,1,0,0,0,0,1,1,0,0,0,0,0.5,0,1,1,0,0,0,0,1,0,1,0,0,0,1,1,1,0,0,0,0,0,0,1,0,0,0,0,0,0,1,0,0,1,0,0,0,1,0,0,1,0,0,1,0,0,0,0,0,0,0,0,0,0,0,0,1,1,1,1,1,1,0,0,0,0,0,0,0,0,0,0,0,0,1,0,0,1,0,0,1,0,0,0,0,0,1,1,1,0,0,0,0,0,0,1,0,0,0,0,0,0,1,0,0,1,0,0,0,0,0,0,0,1,1,1,0,0,0,0,1,0,0,1,0,0,0,0,0,0,1,0,0,0,0,0,0,0,0,0,1,1,1,0,0,1,0,0,1,0,0,1,0,0,0};
//{{0,0.5,0,0,0,0,0,0,0,0,0,0}, {0,0.5,0,0,0,0,0,0,0,0,0,0},
{0,0,0,1,0,0,1,1,1,1,0,0},
{0,0,0,1,0,0,1,1,1,1,0,0},{1,0.5,1,0,0,0,0,1,1,0,0,0},
{0,0.5,0,1,1,0,0,0,0,1,0,1}, {0,0,0,1,1,1,0,0,0,0,0,0},
{1,0,0,0,0,0,0,1,0,0,1,0}, {0,0,1,0,0,1,0,0,1,0,0,0},
{0,0,0,0,0,0,0,0,0,1,1,1}, {1,1,1,0,0,0,0,0,0,0,0,0},
{0,0,0,1,0,0,1,0,0,1,0,0}, {0,0,0,1,1,1,0,0,0,0,0,0},
{1,0,0,0,0,0,0,1,0,0,1,0}, {0,0,0,0,0,0,1,1,1,0,0,0},
{0,1,0,0,1,0,0,0,0,0,0,1}, {0,0,0,0,0,0,0,0,0,1,1,1},
{0,0,1,0,0,1,0,0,1,0,0,0}};
ublas::matrix<double> Ct=makeMatrix(18,12,vecCt);
//std::cout<< Ct << std::endl;
ublas::matrix<double> bi=makeMatrix(18,1,vecbi);
//std::cout<< bi << std::endl;
ublas::matrix<double> Dgk=makeMatrix(12,1,vecDgk);
//std::cout<< Dgk << std::endl;
ublas::matrix<double> C=trans(Ct);
ublas::matrix<double, ublas::column_major> CtC=prod(Ct,C);
/*ublas::matrix<double> invCtC;
svd_moore_penrose_pseudoinverse(matrix_type const & CtC, matrix_type&
invCtC);*/
std::cout<< "CtC= " << CtC << std::endl;
ublas::matrix<double, ublas::column_major> U(18,18);
ublas::matrix<double, ublas::column_major> V(18,18);
ublas::vector<double> S(18);
gesvd(CtC, S, U, V);
ublas::matrix<double> St=makeMatrix(18,1,S);
std::cout<< "St= " << St << std::endl;
/*ublas::matrix<double> pinv1=prod(S,Vt);
ublas::matrix<double> Ut=trans(U);
ublas::matrix<double> pinv=prod(pinv1,Ut);
std::cout<< "pinv= " << pinv << std::endl;
/*ublas::matrix<double> pinv (18,18);
InvertMatrix(CtC,pinv);
//std::cout<< pinv << std::endl;
ublas::matrix<double> Cpinv=prod(C,pinv);
ublas::matrix<double> correction=prod(Cpinv,bi);
std::cout<< "Correction: " << correction << std::endl;
ublas::matrix<double> CpinvCt=prod(Cpinv,Ct);
ublas::matrix<double> projection=prod(CpinvCt,Dgk);
std::cout<< "Projection: " << projection << std::endl;
ublas::matrix<double> dEstimees;
dEstimees=correction-projection + Dgk;
std::cout<< "dEstimees: " << dEstimees << std::endl;*/
return 0;
}
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