⭐ 欢迎来到虫虫下载站! | 📦 资源下载 📁 资源专辑 ℹ️ 关于我们
⭐ 虫虫下载站

📄 matlib.cpp

📁 基于线性规划的回归支持向量机源程序
💻 CPP
📖 第 1 页 / 共 4 页
字号:
                    alfa=-c[k]*c[k+1]/delta;
                    beta=d[k]*c[k+1]/delta;
                    gama=c[k+1]*beta;
                    c[k]=alfa;
                    I[k]=2;
                    c[k+1]=beta;
                    I[k+1]=1;
                    d[k+2]-=gama;
                    k++;
                }
            }
        }
        else
        {
            if(k==(mr-2))
            {
                dv[k]=c[k];
                c[k]=0;
				I[k]=2;
                I[k+1]=0;
				k++;
            }
            else
            {
                I[k]=0;
            }
        }
    }
    vector v;
    v=b*q;
    b[0]=v[0];
    b[1]=v[1];
    if(I[0]==1)
    b[1]-=c[0]*b[0];
    for(k=2;k<mr;k++)
    {
        b[k]=v[k];
        if(I[k-1]==1)
        b[k]-=c[k-1]*b[k-1];
        if(I[k-2]==2)
        b[k]-=c[k-2]*b[k-2];
    }
    for(k=0;k<mr;k++)
    {
        double data;
        if(I[k]>1)
        {
            fmindir(b[k],b[k+1],d[k],d[k+1],dv[k]);
			k++;
        }
        else
        {
            data=fabs(d[k]);
            if(data>0.0000001)
            b[k]/=-data;
            else
            b[k]=-b[k];
        }
    }
    v[mr-1]=b[mr-1];
    for(k=mr-2;k>=0;k--)
    {
		int n=k+I[k];
		delta=c[k]*v[k+I[k]];
        v[k]=b[k]-c[k]*v[k+I[k]];
    }

    b=q*v;
	delete []I;
}
catch(char* str)
{
    cout<<str<<endl;
}
catch(...)
{
    cout<<"Solve MNewton directon other exception"<<endl;
}
	return 1;
}

int SolveMNewtonDir1(matrix& a,vector& b)
{
    int mr=mrow(a);
    int* Li,*Ri,*I;
    I=new int[mr];
    Li=new int[mr];
    Ri=new int[mr];
try
{
    matrix L;
    L=eye(mr,mr);
    double eps=DBL_EPSILON;
    double delta;
    int S=0;
    for(int k=0;k<mr;k++)
    {
        Li[k]=-1;
        Ri[k]=-1;
    }
    for(k=0;k<mr;k++)
    {
        double dmax=fabs(a(k,k));
        double data;
        int j=k;
        for(int i=k+1;i<mr;i++)
        {
            data=fabs(a(k,i));
            if(dmax<data)
            {
                dmax=data;
                j=i;
            }
        }
        if(dmax<=eps)
        continue;

        if( k<(mr-2) )
        {
            if(j==k)
            {
                I[k]=1;
                dmax=a(k,k);
                for(i=k+1;i<mr;i++)
                L(i,k)=a(i,k)/dmax;
                for(i=k+1;i<mr;i++)
                {
                    for(int t=i;t<mr;t++)
                    a(t,i)-=L(i,k)*a(k,t);
                }
                for(i=k+1;i<mr;i++)
                {
                    for(int t=i+1;t<mr;t++)
                    a(i,t)=a(t,i);
                }
            }
            else
            {
                dmax=fabs(a(k,k));
                data=fabs(a(k,k)*a(j,j)-a(j,k)*a(j,k));
                if(data<=dmax)
                {
                    I[k]=1;
                    dmax=a(k,k);
                    for(i=k+1;i<mr;i++)
                    L(i,k)=a(i,k)/dmax;
                    for(i=k+1;i<mr;i++)
                    {
                        for(int t=i;t<mr;t++)
                        a(t,i)-=L(i,k)*a(k,t);
                    }
                    for(i=k+1;i<mr;i++)
                    {
                        for(int t=i+1;t<mr;t++)
                        a(i,t)=a(t,i);
                    }
                }
                else
                {
                    if(j>(k+1))
                    {
                        Li[S]=k+1;
                        Ri[S]=j;
                        S++;
                        for(int t=0;t<k;t++)
                        {
                            data=L(k+1,t);
                            L(k+1,t)=L(j,t);
                            L(j,t)=data;
                        }
                        for(t=k;t<mr;t++)
                        {
                            data=a(k+1,t);
                            a(k+1,t)=a(j,t);
                            a(j,t)=data;
                        }
                        for(t=k;t<mr;t++)
                        {
                            data=a(t,k+1);
                            a(t,k+1)=a(t,j);
                            a(t,j)=data;
                        }
						data=b[k+1];
						b[k+1]=b[j];
						b[j]=data;
                    }
                    I[k]=2;
                    I[k+1]=1;
                    dmax=a(k,k)*a(k+1,k+1)-a(k+1,k)*a(k+1,k);
                    for(i=k+2;i<mr;i++)
                    {
                        L(i,k)=(a(i,k)*a(k+1,k+1)-a(i,k+1)*a(k+1,k))/dmax;
                        L(i,k+1)=(a(i,k+1)*a(k,k)-a(i,k)*a(k+1,k))/dmax;
                    }
                    for(i=k+2;i<mr;i++)
                    {
                        for(j=i;j<mr;j++)
                        a(j,i)-=(L(i,k)*a(k,j)+L(i,k+1)*a(k+1,j));
                    }
                    for(i=k+2;i<mr;i++)
                    {
                        for(j=i+1;j<mr;j++)
                        a(i,j)=a(j,i);
                    }
                    k++;
                }
            }
        }
        else
        {
            if(k==(mr-2))
            {
                if(j==k)
                {
                    I[k]=1;
                    dmax=a(k,k);
                    j=k+1;
                    L(j,k)=a(j,k)/dmax;
					a(j,j)-=L(j,k)*a(k,j);
					a(k,j)=a(j,k);
                }
				else
				{
					I[k]=2;
					I[k+1]=0;
					k++;
				}
            }
            else
            {
                I[k]=0;
            }
        }
    }
	vector v(mr);
	for(k=0;k<mr;k++)
	{
		delta=b[k];
		for(int j=0;j<k;j++)
		delta-=v[j]*L(k,j);
		v[k]=delta;
	}
    for(k=0;k<mr;k++)
    {
        double data;
        if(I[k]>1)
        {
			fmindir(v[k],v[k+1],a(k,k),a(k+1,k+1),a(k+1,k));
			k++;
        }
        else
        {
			data=fabs(a(k,k));
            if(data>0.0000001)
			v[k]/=-data;
            else
			v[k]=-b[k];
        }
    }
	for(k=mr-1;k>=0;k--)
	{
		delta=v[k];
		for(int j=k+1;j<mr;j++)
		delta-=b[j]*L(j,k);
		b[k]=delta;
	}
	if(S>0)
	for(k=S-1;k>=0;k--)
	{
		int j=Li[k];
		int i=Ri[k];
		delta=b[j];
		b[j]=b[i];
		b[i]=delta;
	}
}
catch(char* str)
{
    cout<<str<<endl;
}
catch(...)
{
    cout<<"Solve MNewton directon other exception"<<endl;
}
	delete []I;
    delete []Li;
    delete []Ri;
	return 1;
}

static void ppp(matrix& a,vector& e,vector& s,matrix& v,int m,int n)
{
	int i,j;
    double d;
try
{
    if (m>=n) i=n;
    else i=m;
    for (j=1; j<=i-1; j++){
		a[j-1][j-1]=s[j-1];
        a[j-1][j]=e[j-1];
	}
    a[i-1][i-1]=s[i-1];
    if (m<n) a[i-1][i]=e[i-1];
    for (i=1; i<=n-1; i++)
		for (j=i+1; j<=n; j++){
 			d=v[i-1][j-1]; v[i-1][j-1]=v[j-1][i-1];
			v[j-1][i-1]=d;
		}
}
catch(char* str)
{
    cout<<str<<endl;
}
catch(...)
{
    cout<<"Solve MNewton directon other exception"<<endl;
}
}

static void sss(double fg[],double cs[])
{
	double r,d;
try
{
    if ((fabs(fg[0])+fabs(fg[1]))<0.000000001){
		cs[0]=1.0; cs[1]=0.0; d=0.0;
	}
    else
    {
		d=sqrt(fg[0]*fg[0]+fg[1]*fg[1]);
        if (fabs(fg[0])>fabs(fg[1])){
			d=fabs(d);
            if (fg[0]<0.0) d=-d;
		}
        if (fabs(fg[1])>=fabs(fg[0])){
			d=fabs(d);
            if (fg[1]<0.0) d=-d;
		}
        cs[0]=fg[0]/d; cs[1]=fg[1]/d;
	}
    r=1.0;
    if (fabs(fg[0])>fabs(fg[1])) r=cs[1];
    else
        if (fabs(cs[0])>0.0000000001) r=1.0/cs[0];
	fg[0]=d; fg[1]=r;
}
catch(char* str)
{
    cout<<str<<endl;
}
catch(...)
{
    cout<<"Solve MNewton directon other exception"<<endl;
}
}
void svd(matrix& a, matrix& u, matrix& v,double eps)
{
	int m=a.mrow(),n=a.mcol();
	int ka=MAX(m,n)+1;
	int i,j,k,l,it,ll,kk,mm,nn,m1,ks;
    double d,dd,t,sm,sm1,em1,sk,ek,b,c,shh,fg[2],cs[2];
    vector s(ka),e(ka),w(ka);
    it=60; k=n;
    if (m-1<n) k=m-1;
    l=m;
    if (n-2<m) l=n-2;
    if (l<0) l=0;
    ll=k;
    if (l>k) ll=l;
    if (ll>=1){
		for (kk=1; kk<=ll; kk++){
			if (kk<=k){
				d=0.0;
                for (i=kk; i<=m; i++)
					d=d+a[i-1][kk-1]*a[i-1][kk-1];
                s[kk-1]=sqrt(d);
                if (s[kk-1]>0.000000001)
                {
                    if (fabs(a[kk-1][kk-1])>0.000000001){
						s[kk-1]=fabs(s[kk-1]);
                        if (a[kk-1][kk-1]<0.0)
							s[kk-1]=-s[kk-1];
					}
                    for (i=kk; i<=m; i++)
                        a[i-1][kk-1]/=s[kk-1]; 
                    a[kk-1][kk-1]+=1.0;
				}
                s[kk-1]=-s[kk-1];
              }
            if (n>=kk+1){
				for (j=kk+1; j<=n; j++){
                    if ((kk<=k)&&(fabs(s[kk-1])>0.000000001)){
						d=0.0;
                        for (i=kk; i<=m; i++) 
                            d+=a[i-1][kk-1]*a[i-1][j-1];  
						d=-d/a[kk-1][kk-1];
                        for (i=kk; i<=m; i++)
                            a[i-1][j-1]+=d*a[i-1][kk-1];
					}
                    e[j-1]=a[kk-1][j-1];
				}
			}
            if (kk<=k)
				for (i=kk; i<=m; i++)
					u[i-1][kk-1]=a[i-1][kk-1];            
			if (kk<=l){
				d=0.0;
                for (i=kk+1; i<=n; i++)
					d=d+e[i-1]*e[i-1];
                e[kk-1]=sqrt(d);
                if (e[kk-1]>0.000000001){
                    if (fabs(e[kk])>0.000000001){
						e[kk-1]=fabs(e[kk-1]);
                        if (e[kk]<0.0)
							e[kk-1]=-e[kk-1];
					}
                    for (i=kk+1; i<=n; i++)
						e[i-1]/=e[kk-1];
                    e[kk]=1.0+e[kk];
				}
                e[kk-1]=-e[kk-1];
                if ((kk+1<=m)&&(e[kk-1]!=0.0)){
					for (i=kk+1; i<=m; i++)
						w[i-1]=0.0;
                    for (j=kk+1; j<=n; j++)
						for (i=kk+1; i<=m; i++)
							w[i-1]=w[i-1]+e[j-1]*a[i-1][j-1];
					for (j=kk+1; j<=n; j++)
						for (i=kk+1; i<=m; i++)                       
							a[i-1][j-1]-=w[i-1]*e[j-1]/e[kk];
				}
                for (i=kk+1; i<=n; i++)
					v[i-1][kk-1]=e[i-1];
			}
		}
	}
    mm=n;
    if (m+1<n) mm=m+1;
    if (k<n) s[k]=a[k][k];
    if (m<mm) s[mm-1]=0.0;
    if (l+1<mm) e[l]=a[l][mm-1];
    e[mm-1]=0.0;
    nn=m;
    if (m>n) nn=n;
    if (nn>=k+1)
		for (j=k+1; j<=nn; j++){
			for (i=1; i<=m; i++)
				u[i-1][j-1]=0.0;
            u[j-1][j-1]=1.0;
		}
    if (k>=1){
		for (ll=1; ll<=k; ll++){
			kk=k-ll+1;  
            if (s[kk-1]!=0.0){
				if (nn>=kk+1)
					for (j=kk+1; j<=nn; j++){
						for (d=0.0,i=kk; i<=m; i++)
							d+=u[i-1][kk-1]*u[i-1][j-1]/u[kk-1][kk-1];
						d=-d;
						for (i=kk; i<=m; i++)
							u[i-1][j-1]+=d*u[i-1][kk-1];
                    }
				for (i=kk; i<=m; i++)
					u[i-1][kk-1]=-u[i-1][kk-1];
				u[kk-1][kk-1]+=1.0;
				if (kk-1>=1)
                    for (i=1; i<=kk-1; i++)
						u[i-1][kk-1]=0.0;
			}
            else{
				for (i=1; i<=m; i++)
					u[i-1][kk-1]=0.0;
                u[kk-1][kk-1]=1.0;
			}
		}
	}
    for (ll=1; ll<=n; ll++){
		kk=n-ll+1; 
        if ((kk<=l)&&(fabs(e[kk-1])>0.000000001)){
			for (j=kk+1; j<=n; j++){
				for (d=0.0,i=kk+1; i<=n; i++)
                    d+=v[i-1][kk-1]*v[i-1][j-1]/v[kk][kk-1];d=-d;
                for (i=kk+1; i<=n; i++)
                    v[i-1][j-1]=v[i-1][j-1]+d*v[i-1][kk-1];
			}
		}
        for (i=1; i<=n; i++)
			v[i-1][kk-1]=0.0;
        v[kk-1][kk-1]=1.0;
	}
    for (i=1; i<=m; i++)
		for (j=1; j<=n; j++)
			a[i-1][j-1]=0.0;
	m1=mm; it=60;
    while (1){
		if (mm==0){
			ppp(a,e,s,v,m,n);
            return;
          }
        if (it==0){
			ppp(a,e,s,v,m,n);
//            AfxMessageBox("叠代 60 步,尚未求得某个奇异值");
			return;
		}
        kk=mm-1;
		while ((kk!=0)&&(fabs(e[kk-1])!=0.0)){
			d=fabs(s[kk-1])+fabs(s[kk]);
            dd=fabs(e[kk-1]);
            if (dd>eps*d) kk=kk-1;
            else e[kk-1]=0.0;
		}
        if (kk==mm-1){
			kk++;
            if (s[kk-1]<0.0){
				s[kk-1]=-s[kk-1];
                for (i=1; i<=n; i++)
					v[i-1][kk-1]=-v[i-1][kk-1];
			}
            while ((kk!=m1)&&(s[kk-1]<s[kk])){
				d=s[kk-1]; s[kk-1]=s[kk]; s[kk]=d;
                if (kk<n)
					for (i=1; i<=n; i++){
					 	d=v[i-1][kk-1];
						v[i-1][kk-1]=v[i-1][kk];
						v[i-1][kk-1]=d;
                    }
                if (kk<m)
					for (i=1; i<=m; i++){
						d=u[i-1][kk-1];
						u[i-1][kk-1]=u[i-1][kk];
						u[i-1][kk]=d;
                    }
					kk++;
			}
            it=60;
            mm--;
		}
        else{
			ks=mm;
            while ((ks>kk)&&(fabs(s[ks-1])!=0.0)){
				d=0.0;
                if (ks!=mm) d=d+fabs(e[ks-1]);
                if (ks!=kk+1) d=d+fabs(e[ks-2]);
                dd=fabs(s[ks-1]);
                if (dd>eps*d) ks=ks-1;
                else s[ks-1]=0.0;
			}
            if (ks==kk){
				kk=kk+1;
                d=fabs(s[mm-1]);
                t=fabs(s[mm-2]);
                if (t>d) d=t;
                t=fabs(e[mm-2]);
                if (t>d) d=t;
                t=fabs(s[kk-1]);
                if (t>d) d=t;
                t=fabs(e[kk-1]);
                if (t>d) d=t;
                if(d>0.000000001)
                {
                    sm=s[mm-1]/d; sm1=s[mm-2]/d;
                    em1=e[mm-2]/d;
                    sk=s[kk-1]/d; ek=e[kk-1]/d;
                }
                b=((sm1+sm)*(sm1-sm)+em1*em1)/2.0;
                c=sm*em1; c=c*c; shh=0.0;
                if ((fabs(b)>0.000000001)||(c>0.000000001)){
					shh=sqrt(b*b+c);
					if (b<0.0) shh=-shh;
                    shh=c/(b+shh);
				}
                fg[0]=(sk+sm)*(sk-sm)-shh;
                fg[1]=sk*ek;
                for (i=kk; i<mm; i++){
					sss(fg,cs);
                    if (i!=kk) e[i-2]=fg[0];
                    fg[0]=cs[0]*s[i-1]+cs[1]*e[i-1];
                    e[i-1]=cs[0]*e[i-1]-cs[1]*s[i-1];
                    fg[1]=cs[1]*s[i];
                    s[i]=cs[0]*s[i];
                    if ((cs[0]!=1.0)||(cs[1]!=0.0))
						for (j=1; j<=n; j++){
							d=cs[0]*v[j-1][i-1]+cs[1]*v[j-1][i];
							v[j-1][i]=-cs[1]*v[j-1][i-1]+cs[0]*v[j-1][i];
							v[j-1][i-1]=d;
                        }
						sss(fg,cs);
                    s[i-1]=fg[0];
                    fg[0]=cs[0]*e[i-1]+cs[1]*s[i];
                    s[i]=-cs[1]*e[i-1]+cs[0]*s[i];
                    fg[1]=cs[1]*e[i];
                    e[i]=cs[0]*e[i];
                    if (i<m)
                      if ((cs[0]!=1.0)||(cs[1]!=0.0))
                        for (j=1; j<=m; j++){
						    d=cs[0]*u[j-1][i-1]+cs[1]*u[j-1][i];
                            u[j-1][i]=-cs[1]*u[j-1][i-1]+cs[0]*u[j-1][i];
                            u[j-1][i-1]=d;
						}
				}
                e[mm-2]=fg[0];
                it--;
			}
            else{
				if (ks==mm){
					kk++;
                    fg[1]=e[mm-2]; e[mm-2]=0.0;
                    for (ll=kk; ll<mm; ll++){
						i=mm+kk-ll-1;
                        fg[0]=s[i-1];
                        sss(fg,cs);
                        s[i-1]=fg[0];
                        if (i!=kk){
							fg[1]=-cs[1]*e[i-2];
                            e[i-2]=cs[0]*e[i-2];
						}
                        if ((cs[0]!=1.0)||(cs[1]!=0.0))
							for (j=1; j<=n; j++){
 								d=cs[0]*v[j-1][i-1]+cs[1]*v[j-1][mm-1];
								v[j-1][mm-1]=-cs[1]*v[j-1][i-1]+cs[0]*v[j-1][mm-1];
								v[j-1][i-1]=d;
                            }
					}
				}
                else{
					kk=ks+1;
                    fg[1]=e[kk-2];
                    e[kk-2]=0.0;
                    for (i=kk; i<=mm; i++){
						fg[0]=s[i-1];
                        sss(fg,cs);
                        s[i-1]=fg[0];
                        fg[1]=-cs[1]*e[i-1];
                        e[i-1]=cs[0]*e[i-1];

⌨️ 快捷键说明

复制代码 Ctrl + C
搜索代码 Ctrl + F
全屏模式 F11
切换主题 Ctrl + Shift + D
显示快捷键 ?
增大字号 Ctrl + =
减小字号 Ctrl + -