mlpack 3.4.2
lin_alg.hpp
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1
12#ifndef MLPACK_CORE_MATH_LIN_ALG_HPP
13#define MLPACK_CORE_MATH_LIN_ALG_HPP
14
15#include <mlpack/prereqs.hpp>
16
20namespace mlpack {
21namespace math {
22
28void VectorPower(arma::vec& vec, const double power);
29
37void Center(const arma::mat& x, arma::mat& xCentered);
38
44void WhitenUsingSVD(const arma::mat& x,
45 arma::mat& xWhitened,
46 arma::mat& whiteningMatrix);
47
48
52void RandVector(arma::vec& v);
53
58void Orthogonalize(const arma::mat& x, arma::mat& W);
59
64void Orthogonalize(arma::mat& x);
65
73void RemoveRows(const arma::mat& input,
74 const std::vector<size_t>& rowsToRemove,
75 arma::mat& output);
76
86void Svec(const arma::mat& input, arma::vec& output);
87
88void Svec(const arma::sp_mat& input, arma::sp_vec& output);
89
96void Smat(const arma::vec& input, arma::mat& output);
97
106inline size_t SvecIndex(size_t i, size_t j, size_t n);
107
118void SymKronId(const arma::mat& A, arma::mat& op);
119
127template <typename T>
128T Sign(const T x)
129{
130 return (T(0) < x) - (x < T(0));
131}
132
133} // namespace math
134} // namespace mlpack
135
136// Partially include implementation
137#include "lin_alg_impl.hpp"
138
139#endif // MLPACK_CORE_MATH_LIN_ALG_HPP
void VectorPower(arma::vec &vec, const double power)
Auxiliary function to raise vector elements to a specific power.
void RandVector(arma::vec &v)
Overwrites a dimension-N vector to a random vector on the unit sphere in R^N.
void Orthogonalize(const arma::mat &x, arma::mat &W)
Orthogonalize x and return the result in W, using eigendecomposition.
T Sign(const T x)
Signum function.
Definition: lin_alg.hpp:128
size_t SvecIndex(size_t i, size_t j, size_t n)
Return the index such that A[i,j] == factr(i, j) * svec(A)[pos(i, j)], where factr(i,...
void Svec(const arma::mat &input, arma::vec &output)
Upper triangular representation of a symmetric matrix, scaled such that, dot(Svec(A),...
void WhitenUsingSVD(const arma::mat &x, arma::mat &xWhitened, arma::mat &whiteningMatrix)
Whitens a matrix using the singular value decomposition of the covariance matrix.
void SymKronId(const arma::mat &A, arma::mat &op)
If A is a symmetric matrix, then SymKronId returns an operator Op such that.
void RemoveRows(const arma::mat &input, const std::vector< size_t > &rowsToRemove, arma::mat &output)
Remove a certain set of rows in a matrix while copying to a second matrix.
void Smat(const arma::vec &input, arma::mat &output)
The inverse of Svec.
void Center(const arma::mat &x, arma::mat &xCentered)
Creates a centered matrix, where centering is done by subtracting the sum over the columns (a column ...
Linear algebra utility functions, generally performed on matrices or vectors.
Definition: cv.hpp:1
The core includes that mlpack expects; standard C++ includes and Armadillo.