Matrix, Vector and Cube Classes
Member Functions of Matrix, Vector and Cube Classes
Other Classes
Generated Vectors/Matrices/Cubes
Functions Individually Applied to Each Element of a Matrix/Cube
Scalar Valued Functions of Vectors/Matrices/Cubes
Scalar/Vector Valued Functions of Vectors/Matrices
Vector/Matrix/Cube Valued Functions of Vectors/Matrices/Cubes
Decompositions, Inverse and Related Functions
Miscellaneous
Matrix, Vector and Cube Classes
Mat<type>
mat
cx_mat
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The root template matrix class is Mat<type>, where type can be one of:
char, int, float, double, std::complex<double>, etc.
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For convenience the following typedefs have been defined:
imat
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=
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Mat<s32>
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umat
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=
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Mat<u32>
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fmat
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=
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Mat<float>
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mat
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=
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Mat<double>
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cx_fmat
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=
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Mat<cx_float>
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cx_mat
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=
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Mat<cx_double>
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Data is stored with column-major ordering (i.e. column by column).
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Functions which are wrappers for LAPACK or ATLAS functions (generally
matrix decompositions) are only valid for the following types:
fmat, mat, cx_fmat, cx_mat.
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In this documentation the mat type is used for convenience.
It is possible to use other types instead, e.g. fmat.
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Constructors:
- mat()
- mat(n_rows, n_cols)
- mat(mat)
- mat(rowvec)
- mat(colvec)
- cx_mat(mat,mat) (for constructing a complex matrix out of two real matrices)
-
Advanced constructors:
- mat(aux_mem*, n_rows, n_cols, copy_aux_mem = true)
Create a matrix using data from writeable auxiliary memory.
By default the matrix allocates its own memory and copies data from the auxiliary memory.
However, if copy_aux_mem is set to false, the matrix will instead directly use the auxiliary memory
-- this can be dangerous unless you know what you're doing!
- mat(const aux_mem*, n_rows, n_cols)
Create a matrix by copying data from read-only auxiliary memory.
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Examples:
mat A = rand<mat>(5,5); double x = A(1,2); mat B = A + A; mat C = A * B; mat D = A % B; B.zeros(); B.set_size(10,10); B.zeros(10,10);
cx_mat X(A,B);
Caveat:
For mathematical correctness, scalars are treated as 1x1 matrices
during initialisation.
As such, the code below will not generate a 5x5 matrix with
every element equal to 123.0:
mat A(5,5); A = 123.0;
Use the following code instead:
mat A(5,5); A.fill(123.0);
Or:
mat A = 123.0 * ones<mat>(5,5);
Col<type>
colvec
vec
Caveat:
For mathematical correctness, scalars are treated as 1x1 matrices
during initialisation.
As such, the code below will not generate a column vector with
every element equal to 123.0:
colvec q(5); q = 123.0;
Use the following code instead:
colvec q(5); q.fill(123.0);
Or:
colvec q = 123.0 * ones<colvec>(5,1);
Row<type>
rowvec
Caveat:
For mathematical correctness, scalars are treated as 1x1 matrices
during initialisation.
As such, the code below will not generate a row vector with
every element equal to 123.0:
rowvec r(5); r = 123.0;
Use the following code instead:
rowvec r(5); r.fill(123.0);
Or:
rowvec r = 123.0 * ones<rowvec>(1,5);
Cube<type>
cube
cx_cube
-
Classes for cubes (aka "3D matrices" or sets of matrices with contiguous memory)
-
The root template cube class is Cube<type>, where type can be one of:
char, int, float, double, std::complex<double>, etc.
-
For convenience the following typedefs have been defined:
icube
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=
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Cube<s32>
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ucube
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=
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Cube<u32>
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fcube
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=
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Cube<float>
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cube
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=
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Cube<double>
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cx_fcube
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=
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Cube<cx_float>
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cx_cube
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=
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Cube<cx_double>
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-
In this documentation the cube type is used for convenience.
It is possible to use other types instead, e.g. fcube.
-
Functions which take Mat as input can generally also take cube slices as input.
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Constructors:
cube()
cube(cube)
cube(n_rows, n_cols, n_slices)
cx_cube(cube, cube) (for constructing a complex cube out of two real cubes)
-
Advanced constructors:
- cube(aux_mem*, n_rows, n_cols, n_slices, copy_aux_mem = true)
Create a cube using data from writeable auxiliary memory.
By default the cube allocates its own memory and copies data from the auxiliary memory.
However, if copy_aux_mem is set to false, the cube will instead directly use the auxiliary memory
-- this can be dangerous unless you know what you're doing!
- cube(const aux_mem*, n_rows, n_cols, n_slices)
Create a cube by copying data from read-only auxiliary memory.
-
Examples:
cube x(1,2,3); cube y = rand<cube>(4,5,6);
mat A = y.slice(1); // extract a slice from the cube // (each slice is a matrix)
mat B = rand<mat>(4,5); y.slice(2) = B; // set a slice in the cube
cube q = y + y; // cube addition cube r = y % y; // element-wise cube multiplication
Caveats
For mathematical correctness, scalars are treated as 1x1x1 cubes
during initialisation.
As such, the code below will not generate a cube with
every element equal to 123.0:
cube c(5,6,7); c = 123.0;
Use the following code instead:
cube c(5,6,7); c.fill(123.0);
Or:
cube c = 123.0 * ones<cube>(5,6,7);
Member Functions of Matrix, Vector and Cube Classes
.copy_size(A)
.diag(k=0)
element/object access via (), [] and .at()
-
Provide access to individual elements or objects stored in a container
object (i.e., mat, colvec, rowvec, cube, field).
(n)
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For colvec and rowvec, access the n-th element.
For mat, cube and field, access the n-th element/object under the assumption of a flat layout,
with column-major ordering of data (i.e. column by column).
An exception is thrown if the requested element is out of bounds.
The bounds check can be optionally disabled if the ARMA_NO_DEBUG or NDEBUG macro is defined.
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[n]
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As for (n), but without a bounds check.
Not recommended for use unless your code has been thoroughly debugged.
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(i,j)
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For mat and field classes, access the element/object stored at the i-th row and j-th column.
An exception is thrown if the requested element is out of bounds.
The bounds check can be optionally disabled if the ARMA_NO_DEBUG or NDEBUG macro is defined.
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.at(i,j)
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As for (i,j), but without a bounds check.
Not recommended for use unless your code has been thoroughly debugged. |
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(i,j,k)
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Access the element stored at the i-th row, j-th column and k-th slice of a cube.
An exception is thrown if the requested element is out of bounds.
The bounds check can be optionally disabled if the ARMA_NO_DEBUG or NDEBUG macro is defined.
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.at(i,j,k)
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As for (i,j,k), but without a bounds check.
Not recommended for use unless your code has been thoroughly debugged. |
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Examples:
mat A = rand<mat>(10,10); A(9,9) = 123.0; double x = A.at(9,9); double y = A[99];
colvec p = rand<colvec>(10,1); p(9) = 123.0; double z = p[9];
.fill(value)
.is_finite()
-
Member function of mat, colvec, rowvec and cube classes.
- Returns true if all elements of the object are finite.
- Returns false if one or more elements of the object is non-finite.
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Examples:
mat A = rand<mat>(5,5); mat B = rand<mat>(5,5);
B(1,1) = 0.0 / 0.0; // create a NaN
cout << A.is_finite() << endl; cout << B.is_finite() << endl;
.n_rows
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(number of rows)
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.n_cols
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(number of columns)
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.n_elem
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(number of elements)
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.n_slices
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(number of slices)
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.n_elem_slice
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(number of elements per slice)
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.ones()
.ones(n_elem)
.ones(n_rows, n_cols)
.ones(n_rows, n_cols, n_slices)
See also: ones() (stand alone function)
operators + - * / % == != <= >= < >
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Overloaded operators for mat, colvec, rowvec and cube classes.
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Meanings:
+ |
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Addition of two objects. |
- |
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Subtraction of one object from another or negation of an object. |
/ |
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Element-wise division of an object by another object or a scalar. |
* |
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Matrix multiplication of two objects. Not applicable to the cube class unless multiplying a cube by a scalar. |
% |
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Schur product: element-wise multiplication of two objects. |
== |
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Element-wise equality evaluation of two objects. Generates a matrix of type umat with entries that indicate whether at a given position the two elements from the two objects are equal (1) or not equal (0). |
!= |
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Element-wise non-equality evaluation of two objects. |
>= |
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As for ==, but the check is for "greater than or equal to". |
<= |
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As for ==, but the check is for "less than or equal to". |
> |
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As for ==, but the check is for "greater than". |
< |
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As for ==, but the check is for "less than". |
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An exception is thrown if incompatible object sizes are used.
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If the +, - and % operators are chained, Armadillo will try to avoid
the generation of temporaries. No temporaries are
generated if all given objects are of the same type and size.
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If the * operator is chained, Armadillo will try to find an
efficient ordering of the matrix multiplications.
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Caveat: operators involving an equality comparison (i.e., ==, !=, >=, <=)
may not work as expected for floating point element types (i.e., float, double)
due to the necessarily limited precision of these types.
In other words, these operators are not recommended for matrices of type mat or fmat.
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Examples:
mat A = rand<mat>(5,10); mat B = rand<mat>(5,10); mat C = rand<mat>(10,5);
mat P = A + B; mat Q = A - B; mat R = -B; mat S = A / 123.0; mat T = A % B; mat U = A * C;
// V is constructed without temporaries mat V = A + B + A + B;
imat AA = "1 2 3; 4 5 6; 7 8 9;"; imat BB = "3 2 1; 6 5 4; 9 8 7;";
// compare elements umat ZZ = (AA >= BB);
.print(header="")
.print(stream, header="")
.print_trans(header="")
.print_trans(stream, header="")
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Member function of mat, colvec and rowvec.
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Similar to .print(), with the difference being that a transposed version of the object is printed.
.raw_print(header="")
.raw_print(stream, header="")
.raw_print_trans(header="")
.raw_print_trans(stream, header="")
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Member function of mat, colvec and rowvec.
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Similar to .raw_print(), with the difference being that a transposed version of the object is printed.
.reset()
.save(name, file_type = arma_binary)
.load(name, file_type = auto_detect)
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Store/retrieve data in files
- Member functions of mat, colvec, rowvec and cube classes.
- load() will reset the object to have no elements if the loading
process failed (e.g. wrong filename, unsupported file type, etc).
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The following file formats are supported:
auto_detect |
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load(): try to automatically detect the file type as one of the formats described below.
This is the default operation.
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raw_ascii |
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Numerical data stored in raw ASCII format (no header),
with the numbers separated by white space.
The number of columns must be the same in each row.
load() can read data which was saved in Matlab/Octave using the -ascii option, except for complex numbers.
Complex numbers are stored in standard C++ notation (a tuple surrounded by brackets: e.g. (1.23,4.56) indicates 1.24 + 4.56i).
Cubes are loaded as one slice.
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arma_ascii |
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Numerical data stored in human readable text format, with a simple header to speed up loading.
The header indicates the type of matrix as well as the number of rows and columns.
For cubes, the header additionally specifies the number of slices.
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arma_binary |
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Numerical data stored in machine dependent binary format, with a simple header to speed up loading.
The header indicates the type of matrix as well as the number of rows and columns.
For cubes, the header additionally specifies the number of slices.
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pgm_binary |
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Image data stored in Portable Gray Map (PGM) format.
Applicable to mat only.
Saving int, float or double matrices is a lossy operation, as each element is copied and converted to an 8 bit representation.
As such the matrix should have values in the [0,255] interval, otherwise the resulting image may not display correctly.
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ppm_binary |
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Image data stored in Portable Pixel Map (PPM) format.
Applicable to cube and field classes only.
Saving int, float or double matrices is a lossy operation, as each element is copied and converted to an 8 bit representation.
As such the cube/field should have values in the [0,255] interval, otherwise the resulting image may not display correctly.
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-
Examples:
mat A = rand<mat>(5,5);
// default save format is arma_binary A.save("A1.mat"); A.save("A2.mat", arma_ascii);
mat B; // automatically detect format type B.load("A1.mat");
mat C; // force loading in the arma_ascii format C.load("A2.mat", arma_ascii);
.set_size(n_elem) |
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(member function of colvec, rowvec, and field)
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.set_size(n_rows, n_cols) |
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(member function of mat and field)
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.set_size(n_rows, n_cols, n_slices) |
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(member function of cube)
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sub-cube views and slices
- A collection of member functions of the cube class that provide sub-cube views.
.slice( slice_number )
.slices( first_slice, last_slice )
.subcube( first_row, first_column, first_slice, last_row, last_column, last_slice )
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The size of individual slices can't be changed.
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Examples:
cube A = rand<cube>(2,3,4); mat B = A.slice(1); A.slice(0) = rand<mat>(2,3); A.subcube(0,0,1, 1,1,2) = rand<cube>(2,2,2); A.slice(0)(1,2) = 99.0;
sub-matrix views
- A collection of member functions of mat, colvec and rowvec classes that provide sub-matrix views.
.row( row_number )
.col( column_number )
.rows( first_row, last_row )
.cols( first_column, last_column )
.submat( first_row, first_column, last_row, last_column )
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Examples:
mat A = zeros<mat>(5,10); mat B = A.submat(0,1,2,3); A.submat(0,1,2,3) = rand<mat>(3,3); A.row(1) = rand<mat>(1,10);
.swap_rows(row1, row2)
.swap_cols(col1, col2)
.zeros()
.zeros(n_elem)
.zeros(n_rows, n_cols)
.zeros(n_rows, n_cols, n_slices)
See also: zeros() (stand alone function)
Other Classes
field<object type>
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Class for one and two dimensional fields of arbitrary objects
-
Constructors (where object type is another class, e.g. mat, colvec, rowvec, std::string, etc):
field<object type>(n_elem=0)
field<object type>(n_rows, n_cols)
field<object type>(field<object type>)
- Stored objects can be accessed via the () operator, or via the [] operator.
- The () operator has a bounds check that can be optionally disabled if the ARMA_NO_DEBUG or NDEBUG macro is defined
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The [] operator has no bounds check -- this not recommended for use unless your code has been thoroughly debugged
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The field class has several member functions for accessing sub-fields:
.row( row_number )
.col( column_number )
.rows( first_row, last_row )
.cols( first_column, last_column )
.subfield( first_row, first_column, last_row, last_column )
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Fields with objects of type mat, colvec, rowvec and std::string
can be saved or loaded via field's .save() and .load() member functions.
The interface is similar to the .save()/.load() functions in the Mat class,
with the main difference being that different file formats are supported:
auto_detect |
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load(): try to automatically detect the field format type as one of the formats described below.
This is the default operation.
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arma_binary |
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Objects are stored in machine dependent binary format.
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Default type for fields of type mat, colvec or rowvec.
-
Only applicable to fields of type mat, colvec or rowvec.
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ppm_binary |
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Image data stored in Portable Pixmap Map (PPM) format.
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Only applicable to fields of type mat, colvec or rowvec.
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.load(): Loads the specified image and stores the red, green and blue components as three separate matrices.
The resulting field is comprised of the three matrices,
with the red, green and blue components in the first, second and third matrix, respectively.
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.save(): Saves a field with exactly three matrices of equal size as an image.
It is assumed that the red, green and blue components are stored in the first, second and third matrix, respectively.
Saving int, float or double matrices is a lossy operation,
as each matrix element is copied and converted to an 8 bit representation.
|
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Fields with objects of type std::string are saved and loaded as raw text files.
The text files do not have a header.
Each string is separated by a whitespace.
The .load() function will only accept text files that have the same number of strings on each line.
The strings can have variable lengths.
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Examples:
// create a colvec field with 3 rows and 2 columns field<colvec> F(3,2);
// access components of the field F(0,0) = colvec(5); F(1,1) = rand<colvec>(6); F(2,0).set_size(7);
// access element 1 of the colvec stored at 2,0 double x = F(2,0)(1);
// copy rows F.row(0) = F.row(2);
// extract a row of colvecs from F field<colvec> G = F.row(1);
// print the field to the standard output G.print("G =");
// save the field to a binary file G.save("colvec_field");
// create a field of strings field<std::string> S(3,2);
S(0,0) = "hello"; S(1,0) = "there";
// string fields can be saved as plain text files S.save("string_field");
running_stat<type>
See also:
running_stat_vec<type>(calc_cov = false)
See also:
wall_clock
-
Simple wall clock timer class, for measuring the number of elapsed seconds between two intervals.
-
Examples:
wall_clock timer;
mat A = rand<mat>(4,4); mat B = rand<mat>(4,4); mat C;
timer.tic(); for(u32 i=0; i<100000; ++i) C = A + B + A + B;
double n_secs = timer.toc(); cout << "took " << n_secs << " seconds" << endl;
Generated Vectors/Matrices
eye(n_rows, n_cols)
linspace(start, end, N, dim=0)
-
Generate a vector with N elements.
The values of the elements linearly increase from start upto (and including) end.
-
dim=0 indicates a column vector, while dim=1 indicates a row vector.
-
Examples:
double start = 10.0; double end = 20.0; u32 N = 5;
mat X = linspace(start, end, N); mat Y = linspace(start, end, N, 1);
colvec q = linspace(start, end, N); rowvec r = linspace(start, end, N, 1);
ones(n_elem)
ones(n_rows, n_cols)
ones(n_rows, n_cols, n_slices)
-
Generate a vector, matrix or cube with all elements set to one.
-
Usage:
- vector_type v = ones<vector_type>(n_elem)
- matrix_type X = ones<matrix_type>(n_rows, n_cols)
- cube_type X = ones<cube_type>(n_rows, n_cols, n_slices)
-
Examples:
mat A = ones<mat>(5,6); mat B = 123.0 * ones<mat>(5,6); cube C = 123.0 * ones<cube>(5,6,7);
See also: .ones() (member function of Mat, Col, Row and Cube)
rand(n_elem)
rand(n_rows, n_cols)
rand(n_rows, n_cols, n_slices)
randn(n_elem)
randn(n_rows, n_cols)
randn(n_rows, n_cols, n_slices)
-
Generate a vector, matrix or cube with the elements set to random values.
- rand() uses a uniform distribution in the [0,1] interval.
- randn() uses a normal/Gaussian distribution with zero mean and unit variance.
-
Usage:
- vector_type v = rand<vector_type>(n_elem)
- matrix_type X = rand<matrix_type>(n_rows, n_cols)
- cube_type C = rand<cube_type>(n_rows, n_cols, n_slices)
-
Examples:
colvec q = rand<colvec>(5); rowvec r = rand<rowvec>(5); mat A = rand<mat>(5,6); cube C = rand<cube>(5,6,7);
repmat(mat A, n_copies_per_row, n_copies_per_col)
zeros(n_elem)
zeros(n_rows, n_cols)
zeros(n_rows, n_cols, n_slices)
-
Generate a vector, matrix or cube with the elements set to zero.
-
Usage:
- vector_type v = zeros<vector_type>(n_elem)
- matrix_type X = zeros<matrix_type>(n_rows, n_cols)
- cube_type X = zeros<cube_type>(n_rows, n_cols, n_slices)
-
Examples:
colvec q = zeros<colvec>(5); rowvec r = zeros<rowvec>(5); mat A = zeros<mat>(5,6); cube C = zeros<cube>(5,6,7);
See also: .zeros() (member function of Mat, Col, Row and Cube)
Functions Individually Applied to Each Element of a Matrix/Cube
abs(mat)
abs(cube)
abs(cx_mat)
abs(cx_cube)
eps(mat)
eps(cx_mat)
eps(float)
eps(double)
eps(cx_float)
eps(cx_double)
See also:
misc functions (exp, log, log10, pow, sqrt, square)
trigonometric functions
Scalar Valued Functions of Vectors/Matrices/Cubes
accu(mat)
accu(cube)
-
Accumulate (sum) all elements
-
Examples:
mat A = rand<mat>(5,5); double x = accu(A);
// % performs element-wise multiplication, hence // accu(A % B) is a "multiply-and-accumulate" operation mat B = rand<mat>(5,5); double y = accu(A % B);
See also: sum()
as_scalar(expression)
See also: conv_to()
det(mat)
dot(A, B)
norm_dot(A, B)
norm(X, p)
rank(mat)
rank(cx_mat)
See also:
trace(mat)
Scalar/Vector Valued Functions of Vectors/Matrices
min(mat, dim=0)
min(rowvec)
min(colvec)
max(mat, dim=0)
max(rowvec)
max(colvec)
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For a matrix argument, return the minimum/maximum value for each column (dim=0), or each row (dim=1).
-
For a vector argument, return the minimum/maximum value.
-
Examples:
colvec q = rand<colvec>(10,1); double x = max(q);
mat A = rand<mat>(10,10); rowvec b = max(A);
// same result as max(A) // the 0 explicitly indicates "traverse across rows" rowvec c = max(A,0);
// the 1 explicitly indicates "traverse across columns" colvec d = max(A,1);
// find the overall maximum value double y = max(max(A));
prod(mat, dim=0)
prod(rowvec)
prod(colvec)
-
For a matrix argument, return the product of elements in each column (dim=0), or each row (dim=1).
-
For a vector argument, return the product of all elements.
-
Examples:
colvec q = rand<colvec>(10,1); double x = prod(q);
mat A = rand<mat>(10,10); rowvec b = prod(A);
// same result as prod(A) // the 0 explicitly indicates "traverse across rows" rowvec c = prod(A,0);
// 1 explicitly indicates "traverse across columns" colvec d = prod(A,1);
// find the overall product double y = prod(prod(A));
See also: Schur product
sum(mat, dim=0)
sum(rowvec)
sum(colvec)
-
For a matrix argument, return the sum of elements in each column (dim=0), or each row (dim=1).
-
For a vector argument, return the sum of all elements.
-
Examples:
colvec q = rand<colvec>(10,1); double x = sum(q);
mat A = rand<mat>(10,10); rowvec b = sum(A);
// same result as sum(A) // the 0 explicitly indicates "traverse across rows" rowvec c = sum(A,0);
// 1 explicitly indicates "traverse across columns" colvec d = sum(A,1);
// find the overall sum double y = sum(sum(A));
See also: accu()
statistics: mean, median, stddev, var
See also:
Vector/Matrix/Cube Valued Functions of Vectors/Matrices/Cubes
conv_to<type>::from(X)
See also: as_scalar()
conj(cx_mat)
conj(cx_cube)
cor(mat, mat, norm_type=0)
cor(rowvec, rowvec, norm_type=0)
cor(colvec, colvec, norm_type=0)
cor(colvec, rowvec, norm_type=0)
cor(rowvec, colvec, norm_type=0)
cor(mat, norm_type=0)
cor(rowvec, norm_type=0)
cor(colvec, norm_type=0)
See also:
cov(mat, mat, norm_type=0)
cov(rowvec, rowvec, norm_type=0)
cov(colvec, colvec, norm_type=0)
cov(colvec, rowvec, norm_type=0)
cov(rowvec, colvec, norm_type=0)
cov(mat, norm_type=0)
cov(rowvec, norm_type=0)
cov(colvec, norm_type=0)
See also:
diagmat(mat)
diagmat(rowvec)
diagmat(colvec)
htrans(cx_mat)
htrans(cx_colvec)
htrans(cx_rowvec)
imag(cx_mat)
imag(cx_cube)
real(cx_mat)
real(cx_cube)
kron(mat,mat)
kron(cx_mat,cx_mat)
kron(mat,cx_mat)
kron(cx_mat,mat)
See also:
reshape(mat, n_rows, n_cols, dim=0)
reshape(cube, n_rows, n_cols, n_slices, dim=0)
shuffle(mat, dim=0)
shuffle(rowvec, dim=0)
shuffle(colvec, dim=0)
sort(mat, sort_type=0, dim=0)
sort(rowvec, sort_type=0)
sort(colvec, sort_type=0)
sort_index(colvec, sort_type=0)
sort_index(rowvec, sort_type=0)
trans(mat)
trans(colvec)
trans(rowvec)
Decompositions and Related Functions
chol(R, X)
R = chol(X)
See also: Cholesky decomposition in MathWorld
eig_sym(colvec eigval, mat X)
eig_sym(colvec eigval, cx_mat X)
colvec eigval = eig_sym(mat X)
colvec eigval = eig_sym(cx_mat X)
eig_sym(colvec eigval, mat eigvec, mat X)
eig_sym(colvec eigval, cx_mat eigvec, cx_mat X)
-
Eigen decomposition of symmetric/hermitian matrix X.
- The eigenvalues and corresponding eigenvectors are stored in eigval and eigvec, respectively.
-
The eigenvalues are not guaranteed to be ordered.
-
An exception is thrown if X is not square.
-
There is currently no check for symmetry of X.
-
Examples:
mat A = rand<mat>(10,10); mat B = trans(A)*A; // generate a symmetric matrix
colvec eigval; mat eigvec;
eig_sym(eigval, eigvec, B);
See also: eigen decomposition in MathWorld
eig_gen(cx_colvec eigval, cx_mat eigvec, mat X, side='r')
eig_gen(cx_colvec eigval, cx_mat eigvec, cx_mat X, side='r')
eig_gen(cx_colvec eigval, mat l_eigvec, mat r_eigvec, mat X)
eig_gen(cx_colvec eigval, cx_mat l_eigvec, cx_mat r_eigvec, cx_mat X)
See also: eigen decomposition in MathWorld
inv(mat)
See also:
lu(mat L, mat U, mat X)
lu(mat L, mat U, mat P, mat X)
-
Lower-upper decomposition (with partial pivoting) of matrix X.
-
L is a lower-triangular matrix, U is an upper-triangular matrix and P is an optional permutation matrix.
-
The second form provides the permutation matrix P, such that P*X = L*U and X = trans(P)*L*U.
-
The second form is currently considerably slower than the first form.
-
Examples:
mat A = rand<mat>(10,10);
mat L; mat U; mat P;
lu(L, U, P, A);
mat B = trans(P)*L*U;
See also: LU decomposition in Wikipedia
pinv(mat A, tol = 0)
pinv(cx_mat A, tol = 0)
See also:
qr(Q,R,X)
-
Decomposition of matrix X into an orthogonal (Q) and a right triangular matrix (R), such that Q*R = X.
-
Examples:
mat X = rand<mat>(5,5); mat Q, R;
qr(Q,R,X);
See also: QR decomposition in MathWorld
solve(colvec x, mat A, colvec b)
solve(mat X, mat A, mat B),
colvec x = solve(mat A, colvec b)
mat X = solve(mat A, mat B)
- Solve a system of linear equations, i.e., A*X = B, where X is unknown.
- For a square matrix A, this function is conceptually the same as X = inv(A)*B, but is done more efficiently.
- The number of rows in A and B must be the same.
- This function will also try to provide approximate solutions to
under-determined as well as over-determined systems (non-square A
matrices).
- Similar functionality to the "\" (left division operator) operator in Matlab/Octave, i.e., X = A\B.
-
NOTE: ATLAS 3.6 provides an implementation of the LAPACK library that may crash when solving under/over determined systems.
Later versions of ATLAS may work (not yet tested).
Using the standard LAPACK library works without problems.
-
Examples:
mat A = rand<mat>(5,5); colvec b = rand<colvec>(5); mat B = rand<mat>(5,5);
colvec x = solve(A,b); mat X = solve(A,B);
See also: linear system of equations in MathWorld
svd(colvec s, mat X),
svd(colvec s, cx_mat X)
colvec s = svd(mat X)
colvec s = svd(cx_mat X)
svd(mat U, colvec s, mat V, mat X)
svd(cx_mat U, colvec s, cx_mat V, cx_mat X)
-
The single- and two-argument versions compute the singular values of X
-
The three argument version computes the singular value decomposition of X, such that:
- X = U*diagmat(s)*trans(V), if X has real numbers
- X = U*diagmat(s)*htrans(V), if X has complex numbers
-
Examples:
mat X = rand<mat>(5,5);
mat U; colvec s; mat V; svd(U,s,V,X);
See also: singular value decomposition in MathWorld
Miscellaneous
math constants (pi, e, euler, gratio, sqrt2, eps, log_min, log_max)
physical constants (speed of light, etc)
See also: physical constant entry in Wikipedia.
log_add(log_a, log_b)
-
Safe replacement for log(exp(log_a) + exp(log_b))
-
Usage:
-
scalar_type log_c = log_add(log_a, log_b)
-
scalar_type is either float or double
-
log_a, log_b and log_c must have the same type
s32, u32
-
s32 is a typedef for a 32 bit wide signed int
-
u32 is a typedef for a 32 bit wide unsigned int
cx_float, cx_double
-
cx_float is a typedef for std::complex<float>
-
cx_double is a typedef for std::complex<double>
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