ublasmatrix_8hpp-source.html

Bayes滤波器算法C++类说明文档,源码见Bayes滤波器算法

00453 <span class="comment"> */</span>
00454 {
00455     Vec::const_iterator si, send = s.end();
00456     <span class="keyword">typename</span> MatrixX::const_iterator2 Xa = X.begin2();
00457     <span class="keyword">const</span> <span class="keyword">typename</span> MatrixX::const_iterator2 Xend = X.end2();
00458     <span class="keyword">typename</span> MatrixX::const_iterator2 Xb;
00459 
00460     <span class="comment">// P(a,b) = X.col(a) * X.col(b)</span>
00461     <span class="keywordflow">for</span> (; Xa != Xend; ++Xa)                <span class="comment">// Iterate vectors</span>
00462     {
00463         <span class="keyword">typename</span> MatrixX::const_Column Xav = MatrixX::columni(Xa);
00464         Xb = Xa;                            <span class="comment">// Start at the row Xa only one triangle of symertric result required</span>
00465         <span class="keywordflow">for</span> (; Xb != Xend; ++Xb)
00466         {                                   <span class="comment">// Tripple vector inner product</span>
00467             SymMatrix::value_type p = 0;
00468             <span class="keyword">typename</span> MatrixX::const_Column Xbv = MatrixX::columni(Xb);
00469             <span class="keywordflow">for</span> (si = s.begin(); si != send; ++si) {
00470                 Vec::size_type i = si.index();
00471                 p += Xav[i] * (*si) * Xbv[i];
00472             }
00473             P(Xa.index2(),Xb.index2()) += p;
00474         }
00475     }
00476 }
00477 
00478 }<span class="comment">//namespace detail</span>
00479 
00480 
00481 <span class="comment">/*</span>
00482 <span class="comment"> * prod_SPD - uBLAS Expression templates for X*X' and X*X'</span>
00483 <span class="comment"> * Functions are only defined for the type for which the operation is efficient</span>
00484 <span class="comment"> * ISSUE Although numerically symmetric, uBlas has no expression type to represent this property</span>
00485 <span class="comment"> *  The result must be assigned to a symmetric container to exploit the symmetry</span>
00486 <span class="comment"> */</span>
00487 
00488 <span class="keyword">template</span> &lt;<span class="keyword">class</span> E1, <span class="keyword">class</span> E2&gt;
<a name="l00489"></a><a class="code" href="structBayesian__filter__matrix_1_1prod__expression__result.html">00489</a> <span class="keyword">struct </span><a class="code" href="structBayesian__filter__matrix_1_1prod__expression__result.html">prod_expression_result</a>
00490 {   <span class="comment">// Provide ET result E1E2T_type of prod(matrix_expression&lt;E1&gt;,trans(matrix_expression&lt;E2&gt;)</span>
<a name="l00491"></a><a class="code" href="structBayesian__filter__matrix_1_1prod__expression__result.html#w0">00491</a>     <span class="keyword">typedef</span> BOOST_UBLAS_TYPENAME ublas::matrix_unary2_traits&lt;E2, ublas::scalar_identity&lt;BOOST_UBLAS_TYPENAME E2::value_type&gt; &gt;::result_type  <a class="code" href="structBayesian__filter__matrix_1_1prod__expression__result.html#w0">E2T_type</a>;
00492     <span class="keyword">typedef</span> BOOST_UBLAS_TYPENAME ublas::matrix_matrix_binary_traits&lt;BOOST_UBLAS_TYPENAME E1::value_type, E1,
<a name="l00493"></a><a class="code" href="structBayesian__filter__matrix_1_1prod__expression__result.html#w1">00493</a>                                         BOOST_UBLAS_TYPENAME E2T_type::value_type, <a class="code" href="structBayesian__filter__matrix_1_1prod__expression__result.html#w0">E2T_type</a>&gt;::result_type  <a class="code" href="structBayesian__filter__matrix_1_1prod__expression__result.html#w1">E1E2T_type</a>;
00494 
00495     <span class="comment">// Provide ET result E1TE2_type of prod(trans(matrix_expression&lt;E1&gt;),matrix_expression&lt;E2&gt;)</span>
<a name="l00496"></a><a class="code" href="structBayesian__filter__matrix_1_1prod__expression__result.html#w2">00496</a>     <span class="keyword">typedef</span> BOOST_UBLAS_TYPENAME ublas::matrix_unary2_traits&lt;E1, ublas::scalar_identity&lt;BOOST_UBLAS_TYPENAME E1::value_type&gt; &gt;::result_type  <a class="code" href="structBayesian__filter__matrix_1_1prod__expression__result.html#w2">E1T_type</a>;
00497     <span class="keyword">typedef</span> BOOST_UBLAS_TYPENAME ublas::matrix_matrix_binary_traits&lt;BOOST_UBLAS_TYPENAME E1T_type::value_type, <a class="code" href="structBayesian__filter__matrix_1_1prod__expression__result.html#w2">E1T_type</a>,
<a name="l00498"></a><a class="code" href="structBayesian__filter__matrix_1_1prod__expression__result.html#w3">00498</a>                                         BOOST_UBLAS_TYPENAME E2::value_type, E2&gt;::result_type  <a class="code" href="structBayesian__filter__matrix_1_1prod__expression__result.html#w3">E1TE2_type</a>;
00499 };
00500 
00501  
00502 <span class="keyword">template</span>&lt;<span class="keyword">class</span> E&gt; <span class="keyword">inline</span>
00503 <span class="keyword">typename</span> prod_expression_result&lt;E,E&gt;::E1E2T_type
<a name="l00504"></a><a class="code" href="namespaceBayesian__filter__matrix.html#a58">00504</a>  <a class="code" href="namespaceBayesian__filter__matrix.html#a58">prod_SPD</a> (<span class="keyword">const</span> ublas::matrix_expression&lt;E&gt;&amp; X)
00505 <span class="comment">/*</span>
00506 <span class="comment"> * Symmetric Positive (Semi) Definate product: X*X'</span>
00507 <span class="comment"> */</span>
00508 {
00509     <span class="keyword">typedef</span> <span class="keyword">typename</span> E::value_type t1;
00510     <span class="keywordflow">return</span> prod( X, trans(X) );
00511 }
00512 
00513 <span class="keyword">template</span>&lt;<span class="keyword">class</span> E1, <span class="keyword">class</span> E2&gt; <span class="keyword">inline</span>
00514 <span class="keyword">typename</span> prod_expression_result&lt;E1,E2&gt;::E1E2T_type
<a name="l00515"></a><a class="code" href="namespaceBayesian__filter__matrix.html#a59">00515</a>  <a class="code" href="namespaceBayesian__filter__matrix.html#a58">prod_SPD</a> (<span class="keyword">const</span> ublas::matrix_expression&lt;E1&gt;&amp; X, <span class="keyword">const</span> SymMatrix&amp; S, ublas::matrix_expression&lt;E2&gt;&amp; XStemp)
00516 <span class="comment">/*</span>
00517 <span class="comment"> * Symmetric Positive (Semi) Definate product: X*(X*S)', XStemp = X*S</span>
00518 <span class="comment"> */</span>
00519 {
00520     <span class="keywordflow">return</span> prod( X, trans(prod(X,S,XStemp())) );
00521 }
00522 
00523 <span class="keyword">inline</span>
<a name="l00524"></a><a class="code" href="namespaceBayesian__filter__matrix.html#a60">00524</a> <a class="code" href="namespaceBayesian__filter__matrix.html#a5">SymMatrix</a> <a class="code" href="namespaceBayesian__filter__matrix.html#a58">prod_SPD</a> (<span class="keyword">const</span> RowMatrix&amp; X, <span class="keyword">const</span> Vec&amp; s)
00525 <span class="comment">/*</span>
00526 <span class="comment"> * Symmetric Positive (Semi) Definate product: X*diag_matrix(s)*X'</span>
00527 <span class="comment"> * TODO: Define using ublas ET</span>
00528 <span class="comment"> */</span>
00529 {
00530     <a class="code" href="namespaceBayesian__filter__matrix.html#a5">SymMatrix</a> P(X.size1(),X.size1());
00531     P.clear();
00532     detail::mult_SPD(X,s, P);
00533     <span class="keywordflow">return</span> P;
00534 }
00535 
00536 
00537 <span class="keyword">template</span>&lt;<span class="keyword">class</span> E&gt; <span class="keyword">inline</span>
00538 <span class="keyword">typename</span> prod_expression_result&lt;E,E&gt;::E1TE2_type
<a name="l00539"></a><a class="code" href="namespaceBayesian__filter__matrix.html#a61">00539</a>  <a class="code" href="namespaceBayesian__filter__matrix.html#a61">prod_SPDT</a> (<span class="keyword">const</span> ublas::matrix_expression&lt;E&gt;&amp; X)
00540 <span class="comment">/*</span>
00541 <span class="comment"> * Symmetric Positive (Semi) Definate product: X'*X</span>
00542 <span class="comment"> */</span>
00543 {
00544     <span class="keywordflow">return</span> prod( trans(X), X );
00545 }
00546 
00547 <span class="keyword">template</span>&lt;<span class="keyword">class</span> E1, <span class="keyword">class</span> E2&gt; <span class="keyword">inline</span>
00548 <span class="keyword">typename</span> prod_expression_result&lt;E2,E1&gt;::E1TE2_type
<a name="l00549"></a><a class="code" href="namespaceBayesian__filter__matrix.html#a62">00549</a>  <a class="code" href="namespaceBayesian__filter__matrix.html#a61">prod_SPDT</a> (<span class="keyword">const</span> ublas::matrix_expression&lt;E1&gt;&amp; X, <span class="keyword">const</span> SymMatrix&amp; S, ublas::matrix_expression&lt;E2&gt;&amp; SXtemp)
00550 <span class="comment">/*</span>
00551 <span class="comment"> * Symmetric Positive (Semi) Definate product: (S*X)'*X, SXtemp = S*X</span>
00552 <span class="comment"> */</span>
00553 {
00554     <span class="keywordflow">return</span> prod( trans(prod(S,X,SXtemp())), X);
00555 }
00556 
00557 <span class="keyword">inline</span>
<a name="l00558"></a><a class="code" href="namespaceBayesian__filter__matrix.html#a63">00558</a> <a class="code" href="namespaceBayesian__filter__matrix.html#a5">SymMatrix</a> <a class="code" href="namespaceBayesian__filter__matrix.html#a61">prod_SPDT</a> (<span class="keyword">const</span> ColMatrix&amp; X, <span class="keyword">const</span> Vec&amp; s)
00559 <span class="comment">/*</span>
00560 <span class="comment"> * Symmetric Positive (Semi) Definate product: X'*diag_matrix(s)*X</span>
00561 <span class="comment"> * TODO: Define using ublas ET</span>
00562 <span class="comment"> */</span>
00563 {
00564     <a class="code" href="namespaceBayesian__filter__matrix.html#a5">SymMatrix</a> P(X.size2(),X.size2());
00565     P.clear();
00566     detail::mult_SPDT(X,s, P);
00567     <span class="keywordflow">return</span> P;
00568 }
00569 
<a name="l00570"></a><a class="code" href="namespaceBayesian__filter__matrix.html#a64">00570</a> <span class="keyword">inline</span> Vec::value_type <a class="code" href="namespaceBayesian__filter__matrix.html#a61">prod_SPDT</a> (<span class="keyword">const</span> Vec&amp; x, <span class="keyword">const</span> Vec&amp; s)
00571 <span class="comment">/*</span>
00572 <span class="comment"> * Symmetric Positive (Semi) Definate product: x'*diag_matrix(s)*x</span>
00573 <span class="comment"> */</span>
00574 {
00575     <span class="keyword">const</span> Vec::const_iterator xi_end = x.end();
00576     Vec::const_iterator si = s.begin();
00577     Vec::const_iterator xi=x.begin();
00578     Vec::value_type p = Vec::value_type(0);
00579     <span class="keywordflow">while</span> (xi != xi_end)
00580     {
00581         p += (*xi) * (*si) * (*xi);
00582         ++xi; ++ si;
00583     }
00584     
00585     <span class="keywordflow">return</span> p;
00586 }
00587 
<a name="l00588"></a><a class="code" href="namespaceBayesian__filter__matrix.html#a65">00588</a> <span class="keyword">inline</span> Vec::value_type <a class="code" href="namespaceBayesian__filter__matrix.html#a61">prod_SPDT</a> (<span class="keyword">const</span> Vec&amp; x, <span class="keyword">const</span> SymMatrix&amp; S)
00589 <span class="comment">/*</span>
00590 <span class="comment"> * Symmetric Positive (Semi) Definate multiply: p = x'*S*x</span>
00591 <span class="comment"> */</span>
00592 {
00593     <span class="keywordflow">return</span> inner_prod (x, prod(S,x) );
00594 }
00595 
00596 }<span class="comment">//namespace</span>
</pre></div><hr size="1"><address style="align: right;"><small>Generated on Mon Feb 16 11:20:41 2004 for Bayes++ Bayesian Filtering Classes by
<a href="http://www.doxygen.org/index.html">
<img src="doxygen.png" alt="doxygen" align="middle" border=0 > 
</a>1.3.2 </small></address>
</body>
</html>