RealSMatrix class Reference

 
Purpose:        Define the concept of Symmetric Matrix,....

Books:  "Matrix Computations", Gene H. Golub, Charles F. Van Loan, second edition,
                Johns Hopkins University Press, 1989.

                "Numerical Linear Algebra and Application.", 
                Biswa Nath Datta, Brooks/Cole Publishing Co., 1995.

                "Decision Estimation and Classification: An Introduction to Pattern Recognition and Related Topics.",
                Charles W. Therrien, John Wiley and Sons, 1989.

                "Principal Component Neural Networks: Theory and Applications.",
                K.I.Diamantaras, S.Y.Kung, John Wiley&Sons edition, 1996.

Paper:  "Fast Dimensionality Reduction and Simple PCA.", 
                Matthew Partridge and Rafael Calvo, Dep. Electrical Eng., Report University of Sydney, Australia.

@ Copyrights: Bernard De Cuyper & Eddy Fraiha 2002-2004 Eggs & Pictures. MIT/Open BSD copyright model.


Public Methods
	RealSMatrix (int n, double value=0.0)
	RealSMatrix (I &ident)
	RealSMatrix (H &h)
	RealSMatrix (const RealSMatrix &m)
RealSMatrix	operator= (const RealSMatrix &m)
	~RealSMatrix ()
RealSMatrix *	copy ()
RealSMatrix *	identity ()
RealSMatrix *	AtA (RealSMatrix *dest=0)
int	size ()
int	getWidth () const
int	getHeight () const
void	set0 (int i, int j, double value)
double	get0 (int i, int j) const
void	set (int i, int j, double value)
double	get (int i, int j) const
void	setAll (double value=0.0)
void	set (RealSMatrix *from)
void	setIdentity ()
RealSMatrix *	multA_X (RealSMatrix *dest)
void	addA_kX (RealSMatrix &dest, double k=1.0)
void	addA_k_vvT (RealVector &v, double k=1.0)
double	vTAv (RealVector &v)
double	rayleighQuotient (RealVector &v)
double	det ()
double	trace ()
double	cond ()
double	normeMin ()
double	normeInfinite ()
double	norme2 ()
double	normeF ()
double	sum ()
double	minimum ()
double	maximum ()
double	mean ()
double	sigma ()
RealSMatrix *	jacobiEV (RealVector dEigenValue, RealSMatrix vEigenVector)
RealSMatrix	pow (double pow)
RealSMatrix	log (double base)
void	HA_inplace (H &h)
void	HA_inplace (H &h, int nI)
void	AH_inplace (H &h)
void	AH_inplace (H &h, int nI)
void	AH_inplace (H &h, int nI, int ny)
RealSMatrix *	qrHouseholderR (RealSMatrix *r=0)
void	qrHouseholder (RealSMatrix q, RealSMatrix r)
void	qrGivens (RealSMatrix q, RealSMatrix r)
void	qrCGS (RealSMatrix q, RealSMatrix r)
void	qrMGS (RealSMatrix q, RealSMatrix r)
RealSMatrix *	upperHessenberg (RealSMatrix *uH=0)
RealSMatrix *	pseudoInverse (RealSMatrix *x=0)
RealSMatrix *	varianceCovariance (RealSMatrix *aT_aInverse=0)
RealVector *	oja (int nmax=100, double beta=0.1, RealVector *oldFirstPCA=0)
RealSMatrix *	mOja (double nmax=100, double beta=0.1, RealSMatrix *oldPCA=0)
RealSMatrix *	apex (double nmax=100, double beta=0.1, RealSMatrix *oldPCA=0)
double	ojaEigenvalue (int nmax=100, int ns=10, double beta=0.1, RealVector *oldFirstPCA=0)
RealVector *	apexEigenvalues (int nmax=100, int ns=10, double beta=0.1, RealSMatrix *oldPCA=0)
RealVector *	firstPcSPCA (int type=2, bool batch=false, int nmax=100, RealVector *oldFirstPCA=0)
double	firstEigenvalueSPCA (int type=2, bool batch=false, int nmax=100, RealVector *oldFirstPCA=0)
RealVector *	kiemePcSPCA (int type=2, int k=0, bool batch=false, int nmax=100, RealVector *oldFirstPCA=0)
double	kiemeEigenvalueSPCA (int type=2, int k=0, bool batch=false, int nmax=100, RealVector *oldFirstPCA=0)
RealSMatrix *	fullSPCA (int type=2, bool batch=false, double nmax=100, RealSMatrix *oldPCA=0)
RealVector *	eigenvaluesSPCA (int type=2, bool batch=false, double nmax=100, RealSMatrix *oldPCA=0)
RealVector *	inverseIteration (double eigenvalue, int nmax=3, RealVector *ev=0)
RealSMatrix *	bidiagonalisation (RealSMatrix *biDiag=0)
RealSMatrix *	svdGolubKahan (RealSMatrix *biDiag=0)
RealSMatrix *	qrIteration (int iterMax=3, RealSMatrix *Ak=0)
RealSMatrix *	qrHessenbergIteration (int iterMax=3, RealSMatrix *r=0)
RealSMatrix *	qrShift (int iterMax=3, RealSMatrix *r=0)
RealSMatrix *	qrDoubleShift (int iterMax=3, RealSMatrix *r=0)
RealSMatrix *	qrSymmetric (int iterMax=3, RealSMatrix *r=0)
RTriDiagonalMatrix *	lanczosSymmetric (RTriDiagonalMatrix *t=0)
RTriDiagonalMatrix *	lanczosMGS (RTriDiagonalMatrix *t=0)
void	luDoolittle (RealSMatrix l1, RealSMatrix u)
void	luCrout (RealSMatrix l, RealSMatrix u1)
RealSMatrix *	ilu0 ()
RealSMatrix *	iluth (double threshold=0.001)
RealVector *	backwardSubstitution (RealVector &b, RealVector *x=0)
RealVector *	backwardSubstitutionU1 (RealVector &b, RealVector *x=0)
RealVector *	forwardElimination (RealVector &b, RealVector *x=0)
RealVector *	forwardEliminationL1 (RealVector &b, RealVector *x=0)
RealVector *	linearSolverU (RealVector &b, RealVector *x=0)
RealVector *	linearSolverU1 (RealVector &b, RealVector *x=0)
RealVector *	linearSolverL (RealVector &b, RealVector *x=0)
RealVector *	linearSolverL1 (RealVector &b, RealVector *x=0)
RealSMatrix *	inverseOfU (RealSMatrix *uinv=0)
RealSMatrix *	inverseOfU1 (RealSMatrix *uinv=0)
void	operator+= (double value)
void	operator-= (double value)
void	*operator =** (double value)
void	operator/= (double value)
void	operator+= (const RealSMatrix &m)
void	operator-= (const RealSMatrix &m)
void	*operator =** (const RealSMatrix &m)
void	output ()
void	output (FILE *file)
Public Attributes
RealSMatrix	t ()
RealSMatrix	sqrt ()
RealSMatrix	sqr ()
RealSMatrix	exp ()
RealSMatrix	log ()
RealSMatrix	sin ()
RealSMatrix	cos ()
RealSMatrix	tan ()
Private Attributes
int	width
double **	data
Friends
RealVectorT	operator * (const RealVectorT &vt, const RealSMatrix &m)
RealVector	operator * (const RealSMatrix &m, const RealVector &v)

RealSMatrix Class Reference

Detailed Description

Public Methods

Public Attributes

Private Attributes

Friends