LaPackUtils Namespace Reference

Namespace containing various useful linear algebra routines using LaPACK. More...

Functions
int	linearIndex (const int irow, const int jcol, const int M, const int N)
	Get the index in the linearized matrix of size MxN.
bool	computeSVD (std::vector< double > &a_linU, std::vector< double > &a_linSigma, std::vector< double > &a_linVtran, const std::vector< double > &a_linA, const int &a_M, const int &a_N)
	Compute the singular value decomposition of a matrix.
bool	computeSVD (std::vector< float > &a_linU, std::vector< float > &a_linSigma, std::vector< float > &a_linVtran, const std::vector< float > &a_linA, const int &a_M, const int &a_N)
	Compute the singular value decomposition of a matrix.
bool	computePseudoInverse (std::vector< double > &a_linAplus, const std::vector< double > &a_linA, const int &a_M, const int &a_N)
	Compute the pseudoinverse of matrix through singular value decomposition.
bool	computePseudoInverse (std::vector< float > &a_linAplus, const std::vector< float > &a_linA, const int &a_M, const int &a_N)
	Compute the pseudoinverse of matrix through singular value decomposition.
void	linearizeMatrix (std::vector< double > &a_linA, int &a_M, int &a_N, const std::vector< std::vector< double > > &a_A, const char &a_format)
	Linearize a matrix to column major Fortran form by assuming row or major colum format of the input matrix.
void	linearizeColumnMajorMatrix (std::vector< double > &a_linA, int &a_M, int &a_N, const std::vector< std::vector< double > > &a_A)
	Linearize a matrix to column major Fortran form by column major format of the input matrix.
void	linearizeRowMajorMatrix (std::vector< double > &a_linA, int &a_M, int &a_N, const std::vector< std::vector< double > > &a_A)
	Linearize a matrix to column major Fortran form by row major format of the input matrix.
void	deLinearizeMatrix (std::vector< std::vector< double > > &a_A, const int &a_M, const int &a_N, const std::vector< double > &a_linA, const char &a_format)
	Delinearize a linearized matrix from column major Fortran to row or major colum matrix format.
void	deLinearizeColumnMajorMatrix (std::vector< std::vector< double > > &a_A, const int &a_M, const int &a_N, const std::vector< double > &a_linA)
	Delinearize a linearized matrix from column major Fortran to column major form.
void	deLinearizeRowMajorMatrix (std::vector< std::vector< double > > &a_A, const int &a_M, const int &a_N, const std::vector< double > &a_linA)
	Delinearize a linearized matrix from column major Fortran to row major form.

Detailed Description

Namespace containing various useful linear algebra routines using LaPACK.

Function Documentation

computePseudoInverse() [1/2]

bool LaPackUtils::computePseudoInverse	(	std::vector< double > &	a_linAplus,
		const std::vector< double > &	a_linA,
		const int &	a_M,
		const int &	a_N
	)

Compute the pseudoinverse of matrix through singular value decomposition.

Parameters

[out]	a_linAplus	Pseudoinverse in column major Fortran order.
[in]	a_linA	Input matrix in column major Fortran order
[in]	a_M	Number of rows in A
[in]	a_N	Number of colums in A

computePseudoInverse() [2/2]

bool LaPackUtils::computePseudoInverse	(	std::vector< float > &	a_linAplus,
		const std::vector< float > &	a_linA,
		const int &	a_M,
		const int &	a_N
	)

Compute the pseudoinverse of matrix through singular value decomposition.

Parameters

[out]	a_linAplus	Pseudoinverse in column major Fortran order.
[in]	a_linA	Input matrix in column major Fortran order
[in]	a_M	Number of rows in A
[in]	a_N	Number of colums in A

computeSVD() [1/2]

bool LaPackUtils::computeSVD	(	std::vector< double > &	a_linU,
		std::vector< double > &	a_linSigma,
		std::vector< double > &	a_linVtran,
		const std::vector< double > &	a_linA,
		const int &	a_M,
		const int &	a_N
	)

Compute the singular value decomposition of a matrix.

Parameters

[out]	a_linU	\(U\)-matrix. Linearized in column major Fortran order.
[out]	a_linSigma	\(\Sigma\)-matrix. Linearized in column major Fortran order.
[out]	a_linVtran	\(V^\intercal\)-matrix. Linearized in column major Fortran order.
[in]	a_linA	\(A\)-matrix. Stored in column-major Fortran form
[in]	a_M	Number of rows in A
[in]	a_N	Number of columns in A

This routine will compute the singular value decomposition of the input matrix \(A\) in the form

\[ A = U\Sigma V^\intercal. \]

The input and output matrices are assumed to be stored column-major so that a_A[0] is the first column of \(A\).

computeSVD() [2/2]

bool LaPackUtils::computeSVD	(	std::vector< float > &	a_linU,
		std::vector< float > &	a_linSigma,
		std::vector< float > &	a_linVtran,
		const std::vector< float > &	a_linA,
		const int &	a_M,
		const int &	a_N
	)

Compute the singular value decomposition of a matrix.

Parameters

[out]	a_linU	\(U\)-matrix. Linearized in column major Fortran order.
[out]	a_linSigma	\(\Sigma\)-matrix. Linearized in column major Fortran order.
[out]	a_linVtran	\(V^\intercal\)-matrix. Linearized in column major Fortran order.
[in]	a_linA	\(A\)-matrix. Stored in column-major Fortran form
[in]	a_M	Number of rows in A
[in]	a_N	Number of columns in A

This routine will compute the singular value decomposition of the input matrix \(A\) in the form

\[ A = U\Sigma V^\intercal. \]

The input and output matrices are assumed to be stored column-major so that a_A[0] is the first column of \(A\).

deLinearizeColumnMajorMatrix()

void LaPackUtils::deLinearizeColumnMajorMatrix	(	std::vector< std::vector< double > > &	a_A,
		const int &	a_M,
		const int &	a_N,
		const std::vector< double > &	a_linA
	)

Delinearize a linearized matrix from column major Fortran to column major form.

Parameters

[out]	a_A	Output matrix
[in]	a_M	Number of rows
[in]	a_N	Number of columns
[in]	a_linA	Linearized matrix

deLinearizeMatrix()

void LaPackUtils::deLinearizeMatrix	(	std::vector< std::vector< double > > &	a_A,
		const int &	a_M,
		const int &	a_N,
		const std::vector< double > &	a_linA,
		const char &	a_format
	)

Delinearize a linearized matrix from column major Fortran to row or major colum matrix format.

Parameters

[out]	a_A	Output matrix
[in]	a_M	Number of rows
[in]	a_N	Number of columns
[in]	a_linA	Linearized matrix
[in]	a_format	Format of input matrix, either 'C' or 'R'. If 'C', then a_A[0] is the first column of the matrix. Likewise, if 'R' then a_A[0] is the first row of the matrix.

deLinearizeRowMajorMatrix()

void LaPackUtils::deLinearizeRowMajorMatrix	(	std::vector< std::vector< double > > &	a_A,
		const int &	a_M,
		const int &	a_N,
		const std::vector< double > &	a_linA
	)

Delinearize a linearized matrix from column major Fortran to row major form.

Parameters

[out]	a_A	Output matrix
[in]	a_M	Number of rows
[in]	a_N	Number of columns
[in]	a_linA	Linearized matrix

linearIndex()

int LaPackUtils::linearIndex	(	const int	irow,
		const int	jcol,
		const int	M,
		const int	N
	)

Get the index in the linearized matrix of size MxN.

Parameters

[in]	irow	The row number
[in]	jcol	The column number
[in]	M	Number of rows
[in]	N	Number columns

linearizeColumnMajorMatrix()

void LaPackUtils::linearizeColumnMajorMatrix	(	std::vector< double > &	a_linA,
		int &	a_M,
		int &	a_N,
		const std::vector< std::vector< double > > &	a_A
	)

Linearize a matrix to column major Fortran form by column major format of the input matrix.

Parameters

[out]	a_linA	Linearized matrix
[out]	a_M	Number of rows
[out]	a_N	Number of columns
[in]	a_A	Input matrix

linearizeMatrix()

void LaPackUtils::linearizeMatrix	(	std::vector< double > &	a_linA,
		int &	a_M,
		int &	a_N,
		const std::vector< std::vector< double > > &	a_A,
		const char &	a_format
	)

Linearize a matrix to column major Fortran form by assuming row or major colum format of the input matrix.

Parameters

[out]	a_linA	Linearized matrix
[out]	a_M	Number of rows
[out]	a_N	Number of columns
[in]	a_A	Input matrix
[in]	a_format	Format of input matrix, either 'C' or 'R'. If 'C', then a_A[0] is the first column of the matrix. Likewise, if 'R' then a_A[0] is the first row of the matrix.

linearizeRowMajorMatrix()

void LaPackUtils::linearizeRowMajorMatrix	(	std::vector< double > &	a_linA,
		int &	a_M,
		int &	a_N,
		const std::vector< std::vector< double > > &	a_A
	)

Linearize a matrix to column major Fortran form by row major format of the input matrix.

Parameters

[out]	a_linA	Linearized matrix
[out]	a_M	Number of rows
[out]	a_N	Number of columns
[in]	a_A	Input matrix