📄 matrix.cpp
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s[kk-1]=-s[kk-1];
}
if (n>=kk+1)
{ for (j=kk+1; j<=n; j++)
{ if ((kk<=k)&&(s[kk-1]!=0.0))
{ d=0.0;
for (i=kk; i<=m; i++)
{ ix=(i-1)*n+kk-1;
iy=(i-1)*n+j-1;
d=d+a[ix]*a[iy];
}
d=-d/a[(kk-1)*n+kk-1];
for (i=kk; i<=m; i++)
{ ix=(i-1)*n+j-1;
iy=(i-1)*n+kk-1;
a[ix]=a[ix]+d*a[iy];
}
}
e[j-1]=a[(kk-1)*n+j-1];
}
}
if (kk<=k)
{ for (i=kk; i<=m; i++)
{ ix=(i-1)*m+kk-1; iy=(i-1)*n+kk-1;
u[ix]=a[iy];
}
}
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]!=0.0)
{ if (e[kk]!=0.0)
{ 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[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)*n+j-1];
for (j=kk+1; j<=n; j++)
for (i=kk+1; i<=m; i++)
{ ix=(i-1)*n+j-1;
a[ix]=a[ix]-w[i-1]*e[j-1]/e[kk];
}
}
for (i=kk+1; i<=n; i++)
v[(i-1)*n+kk-1]=e[i-1];
}
}
}
mm=n;
if (m+1<n) mm=m+1;
if (k<n) s[k]=a[k*n+k];
if (m<mm) s[mm-1]=0.0;
if (l+1<mm) e[l]=a[l*n+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)*m+j-1]=0.0;
u[(j-1)*m+j-1]=1.0;
}
}
if (k>=1)
{ for (ll=1; ll<=k; ll++)
{ kk=k-ll+1; iz=(kk-1)*m+kk-1;
if (s[kk-1]!=0.0)
{ if (nn>=kk+1)
for (j=kk+1; j<=nn; j++)
{ d=0.0;
for (i=kk; i<=m; i++)
{ ix=(i-1)*m+kk-1;
iy=(i-1)*m+j-1;
d=d+u[ix]*u[iy]/u[iz];
}
d=-d;
for (i=kk; i<=m; i++)
{ ix=(i-1)*m+j-1;
iy=(i-1)*m+kk-1;
u[ix]=u[ix]+d*u[iy];
}
}
for (i=kk; i<=m; i++)
{ ix=(i-1)*m+kk-1; u[ix]=-u[ix];}
u[iz]=1.0+u[iz];
if (kk-1>=1)
for (i=1; i<=kk-1; i++)
u[(i-1)*m+kk-1]=0.0;
}
else
{ for (i=1; i<=m; i++)
u[(i-1)*m+kk-1]=0.0;
u[(kk-1)*m+kk-1]=1.0;
}
}
}
for (ll=1; ll<=n; ll++)
{ kk=n-ll+1; iz=kk*n+kk-1;
if ((kk<=l)&&(e[kk-1]!=0.0))
{ for (j=kk+1; j<=n; j++)
{ d=0.0;
for (i=kk+1; i<=n; i++)
{ ix=(i-1)*n+kk-1; iy=(i-1)*n+j-1;
d=d+v[ix]*v[iy]/v[iz];
}
d=-d;
for (i=kk+1; i<=n; i++)
{ ix=(i-1)*n+j-1; iy=(i-1)*n+kk-1;
v[ix]=v[ix]+d*v[iy];
}
}
}
for (i=1; i<=n; i++)
v[(i-1)*n+kk-1]=0.0;
v[iz-n]=1.0;
}
for (i=1; i<=m; i++)
for (j=1; j<=n; j++)
a[(i-1)*n+j-1]=0.0;
m1=mm; it=60;
while (1==1)
{ if (mm==0)
{ ppp(a,e,s,v,m,n);
delete [] s;
delete [] e;
delete [] w;
return true;
}
if (it==0)
{ ppp(a,e,s,v,m,n);
delete [] s;
delete [] e;
delete [] w;
return false;
}
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=kk+1;
if (s[kk-1]<0.0)
{ s[kk-1]=-s[kk-1];
for (i=1; i<=n; i++)
{ ix=(i-1)*n+kk-1; v[ix]=-v[ix];}
}
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++)
{ ix=(i-1)*n+kk-1; iy=(i-1)*n+kk;
d=v[ix]; v[ix]=v[iy]; v[iy]=d;
}
if (kk<m)
for (i=1; i<=m; i++)
{ ix=(i-1)*m+kk-1; iy=(i-1)*m+kk;
d=u[ix]; u[ix]=u[iy]; u[iy]=d;
}
kk=kk+1;
}
it=60;
mm=mm-1;
}
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;
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 ((b!=0.0)||(c!=0.0))
{ 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-1; 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++)
{ ix=(j-1)*n+i-1;
iy=(j-1)*n+i;
d=cs[0]*v[ix]+cs[1]*v[iy];
v[iy]=-cs[1]*v[ix]+cs[0]*v[iy];
v[ix]=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++)
{ ix=(j-1)*m+i-1;
iy=(j-1)*m+i;
d=cs[0]*u[ix]+cs[1]*u[iy];
u[iy]=-cs[1]*u[ix]+cs[0]*u[iy];
u[ix]=d;
}
}
e[mm-2]=fg[0];
it=it-1;
}
else
{ if (ks==mm)
{ kk=kk+1;
fg[1]=e[mm-2]; e[mm-2]=0.0;
for (ll=kk; ll<=mm-1; 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++)
{ ix=(j-1)*n+i-1;
iy=(j-1)*n+mm-1;
d=cs[0]*v[ix]+cs[1]*v[iy];
v[iy]=-cs[1]*v[ix]+cs[0]*v[iy];
v[ix]=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];
if ((cs[0]!=1.0)||(cs[1]!=0.0))
for (j=1; j<=m; j++)
{ ix=(j-1)*m+i-1;
iy=(j-1)*m+kk-2;
d=cs[0]*u[ix]+cs[1]*u[iy];
u[iy]=-cs[1]*u[ix]+cs[0]*u[iy];
u[ix]=d;
}
}
}
}
}
}
return true;
}
void CMatrix::ppp(double *a, double *e, double *s, double *v,int m, int n)
{
int i,j,p,q;
double d;
if (m>=n) i=n;
else i=m;
for (j=1; j<=i-1; j++)
{ a[(j-1)*n+j-1]=s[j-1];
a[(j-1)*n+j]=e[j-1];
}
a[(i-1)*n+i-1]=s[i-1];
if (m<n) a[(i-1)*n+i]=e[i-1];
for (i=1; i<=n-1; i++)
for (j=i+1; j<=n; j++)
{ p=(i-1)*n+j-1; q=(j-1)*n+i-1;
d=v[p]; v[p]=v[q]; v[q]=d;
}
return;
}
void CMatrix::sss(double fg[2], double cs[2])
{
double r,d;
if ((fabs(fg[0])+fabs(fg[1]))==0.0)
{ 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 (cs[0]!=0.0) r=1.0/cs[0];
fg[0]=d; fg[1]=r;
return;
}
BOOL CMatrix::InvertNew(double *src, int matrSize, double *des)
{
int n = matrSize;
double *a = new double[n * n];
memcpy(a, src, sizeof(double) * n * n);
int i,j,k,m;
double w,g,*b;
b=new double[n];
for (k=0; k<=n-1; k++)
{ w=a[0];
if (fabs(w)+1.0==1.0)
{ delete [] b;
return false;
}
m=n-k-1;
for (i=1; i<=n-1; i++)
{ g=a[i*n]; b[i]=g/w;
if (i<=m) b[i]=-b[i];
for (j=1; j<=i; j++)
a[(i-1)*n+j-1]=a[i*n+j]+g*b[j];
}
a[n*n-1]=1.0/w;
for (i=1; i<=n-1; i++)
a[(n-1)*n+i-1]=b[i];
}
for (i=0; i<=n-2; i++)
for (j=i+1; j<=n-1; j++)
a[i*n+j]=a[j*n+i];
memcpy(des, a, sizeof(double) * n * n);
delete [] b;
delete [] a;
return true;
}
//---------------------均值向量---------------------------------------------
BOOL CMatrix::Average(double *src, int height ,int width,double *dest){
if( src == NULL ||dest == NULL || width <= 0 || height <= 0)
return false;
for(int i = 0 ;i < height ; i++){
for(int j = 0 ;j < width ; j++){
dest[i] += * (src + i * width + j);
}
dest[i] /=width;
}
return true;
}
//--------------------协方差矩阵------------------------------------------
BOOL CMatrix::CovMatrix(double *src, int height ,int width,double *dest ){
if( src == NULL ||dest == NULL ||width <= 0 || height <= 0)
return false;
double * average = new double [height]; //height*1
double * disperse = new double [height]; //height *1
double * transpose = new double [height]; // 1* height
double * tempdest = new double [height*height];
memset( average, 0, height * sizeof( double ));
memset( disperse, 0, height * sizeof( double ));
memset( transpose, 0, height * sizeof( double ));
memset( tempdest, 0, height *height * sizeof( double ));
Average(src, height ,width ,average);
for(int i = 0 ; i< width ; i++){
//symmetric
for(int j = 0 ;j < height ; j++){
disperse[j] = *(src+ i + j * width) - *(average+j);
}
Transpose(disperse, height, 1, transpose);
Mul(disperse, height, 1, transpose, 1, height, tempdest);
Add(dest, tempdest, dest, height, height);
}
Scale(dest , dest , 1.0 /( width -1 ), height ,height);
return true;
}
//--------------------------逆矩阵--------------------------------------------
//求pMatrix的逆矩阵,并存结果于矩阵_pMatrix中
void CMatrix:: ContraryMatrix(double *pMatrix, double * _pMatrix, int dim)
{
double *tMatrix = new double[2*dim*dim];
for (int i=0; i<dim; i++){
for (int j=0; j<dim; j++)
tMatrix[i*dim*2+j] = pMatrix[i*dim+j];
}
for (i=0; i<dim; i++){
for (int j=dim; j<dim*2; j++)
tMatrix[i*dim*2+j] = 0.0;
tMatrix[i*dim*2+dim+i] = 1.0;
}
//Initialization over!
for (i=0; i<dim; i++)//Process Cols
{
double base = tMatrix[i*dim*2+i];
if (fabs(base) < 1E-300){
AfxMessageBox("求逆矩阵过程中被零除,无法求解!" );
exit(0);
}
for (int j=0; j<dim; j++)//row
{
if (j == i) continue;
double times = tMatrix[j*dim*2+i]/base;
for (int k=0; k<dim*2; k++)//col
{
tMatrix[j*dim*2+k] = tMatrix[j*dim*2+k] - times*tMatrix[i*dim*2+k];
}
}
for (int k=0; k<dim*2; k++){
tMatrix[i*dim*2+k] /= base;
}
}
for (i=0; i<dim; i++)
{
for (int j=0; j<dim; j++)
_pMatrix[i*dim+j] = tMatrix[i*dim*2+j+dim];
}
delete[] tMatrix;
}
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