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authorDaniel Baumann <daniel.baumann@progress-linux.org>2024-05-05 12:08:03 +0000
committerDaniel Baumann <daniel.baumann@progress-linux.org>2024-05-05 12:08:18 +0000
commit5da14042f70711ea5cf66e034699730335462f66 (patch)
tree0f6354ccac934ed87a2d555f45be4c831cf92f4a /src/ml/dlib/examples/matrix_ex.cpp
parentReleasing debian version 1.44.3-2. (diff)
downloadnetdata-5da14042f70711ea5cf66e034699730335462f66.tar.xz
netdata-5da14042f70711ea5cf66e034699730335462f66.zip
Merging upstream version 1.45.3+dfsg.
Signed-off-by: Daniel Baumann <daniel.baumann@progress-linux.org>
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+// The contents of this file are in the public domain. See LICENSE_FOR_EXAMPLE_PROGRAMS.txt
+
+/*
+ This is an example illustrating the use of the matrix object
+ from the dlib C++ Library.
+*/
+
+
+#include <iostream>
+#include <dlib/matrix.h>
+
+using namespace dlib;
+using namespace std;
+
+// ----------------------------------------------------------------------------------------
+
+int main()
+{
+ // Let's begin this example by using the library to solve a simple
+ // linear system.
+ //
+ // We will find the value of x such that y = M*x where
+ //
+ // 3.5
+ // y = 1.2
+ // 7.8
+ //
+ // and M is
+ //
+ // 54.2 7.4 12.1
+ // M = 1 2 3
+ // 5.9 0.05 1
+
+
+ // First let's declare these 3 matrices.
+ // This declares a matrix that contains doubles and has 3 rows and 1 column.
+ // Moreover, it's size is a compile time constant since we put it inside the <>.
+ matrix<double,3,1> y;
+ // Make a 3 by 3 matrix of doubles for the M matrix. In this case, M is
+ // sized at runtime and can therefore be resized later by calling M.set_size().
+ matrix<double> M(3,3);
+
+ // You may be wondering why someone would want to specify the size of a
+ // matrix at compile time when you don't have to. The reason is two fold.
+ // First, there is often a substantial performance improvement, especially
+ // for small matrices, because it enables a number of optimizations that
+ // otherwise would be impossible. Second, the dlib::matrix object checks
+ // these compile time sizes to ensure that the matrices are being used
+ // correctly. For example, if you attempt to compile the expression y*y you
+ // will get a compiler error since that is not a legal matrix operation (the
+ // matrix dimensions don't make sense as a matrix multiplication). So if
+ // you know the size of a matrix at compile time then it is always a good
+ // idea to let the compiler know about it.
+
+
+
+
+ // Now we need to initialize the y and M matrices and we can do so like this:
+ M = 54.2, 7.4, 12.1,
+ 1, 2, 3,
+ 5.9, 0.05, 1;
+
+ y = 3.5,
+ 1.2,
+ 7.8;
+
+
+ // The solution to y = M*x can be obtained by multiplying the inverse of M
+ // with y. As an aside, you should *NEVER* use the auto keyword to capture
+ // the output from a matrix expression. So don't do this: auto x = inv(M)*y;
+ // To understand why, read the matrix_expressions_ex.cpp example program.
+ matrix<double> x = inv(M)*y;
+
+ cout << "x: \n" << x << endl;
+
+ // We can check that it really worked by plugging x back into the original equation
+ // and subtracting y to see if we get a column vector with values all very close
+ // to zero (Which is what happens. Also, the values may not be exactly zero because
+ // there may be some numerical error and round off).
+ cout << "M*x - y: \n" << M*x - y << endl;
+
+
+ // Also note that we can create run-time sized column or row vectors like so
+ matrix<double,0,1> runtime_sized_column_vector;
+ matrix<double,1,0> runtime_sized_row_vector;
+ // and then they are sized by saying
+ runtime_sized_column_vector.set_size(3);
+
+ // Similarly, the x matrix can be resized by calling set_size(num rows, num columns). For example
+ x.set_size(3,4); // x now has 3 rows and 4 columns.
+
+
+
+ // The elements of a matrix are accessed using the () operator like so:
+ cout << M(0,1) << endl;
+ // The above expression prints out the value 7.4. That is, the value of
+ // the element at row 0 and column 1.
+
+ // If we have a matrix that is a row or column vector. That is, it contains either
+ // a single row or a single column then we know that any access is always either
+ // to row 0 or column 0 so we can omit that 0 and use the following syntax.
+ cout << y(1) << endl;
+ // The above expression prints out the value 1.2
+
+
+ // Let's compute the sum of elements in the M matrix.
+ double M_sum = 0;
+ // loop over all the rows
+ for (long r = 0; r < M.nr(); ++r)
+ {
+ // loop over all the columns
+ for (long c = 0; c < M.nc(); ++c)
+ {
+ M_sum += M(r,c);
+ }
+ }
+ cout << "sum of all elements in M is " << M_sum << endl;
+
+ // The above code is just to show you how to loop over the elements of a matrix. An
+ // easier way to find this sum is to do the following:
+ cout << "sum of all elements in M is " << sum(M) << endl;
+
+
+
+
+ // Note that you can always print a matrix to an output stream by saying:
+ cout << M << endl;
+ // which will print:
+ // 54.2 7.4 12.1
+ // 1 2 3
+ // 5.9 0.05 1
+
+ // However, if you want to print using comma separators instead of spaces you can say:
+ cout << csv << M << endl;
+ // and you will instead get this as output:
+ // 54.2, 7.4, 12.1
+ // 1, 2, 3
+ // 5.9, 0.05, 1
+
+ // Conversely, you can also read in a matrix that uses either space, tab, or comma
+ // separated values by uncommenting the following:
+ // cin >> M;
+
+
+
+ // ----------------------------- Comparison with MATLAB ------------------------------
+ // Here I list a set of Matlab commands and their equivalent expressions using the dlib
+ // matrix. Note that there are a lot more functions defined for the dlib::matrix. See
+ // the HTML documentation for a full listing.
+
+ matrix<double> A, B, C, D, E;
+ matrix<int> Aint;
+ matrix<long> Blong;
+
+ // MATLAB: A = eye(3)
+ A = identity_matrix<double>(3);
+
+ // MATLAB: B = ones(3,4)
+ B = ones_matrix<double>(3,4);
+
+ // MATLAB: B = rand(3,4)
+ B = randm(3,4);
+
+ // MATLAB: C = 1.4*A
+ C = 1.4*A;
+
+ // MATLAB: D = A.*C
+ D = pointwise_multiply(A,C);
+
+ // MATLAB: E = A * B
+ E = A*B;
+
+ // MATLAB: E = A + B
+ E = A + C;
+
+ // MATLAB: E = A + 5
+ E = A + 5;
+
+ // MATLAB: E = E'
+ E = trans(E); // Note that if you want a conjugate transpose then you need to say conj(trans(E))
+
+ // MATLAB: E = B' * B
+ E = trans(B)*B;
+
+ double var;
+ // MATLAB: var = A(1,2)
+ var = A(0,1); // dlib::matrix is 0 indexed rather than starting at 1 like Matlab.
+
+ // MATLAB: C = round(C)
+ C = round(C);
+
+ // MATLAB: C = floor(C)
+ C = floor(C);
+
+ // MATLAB: C = ceil(C)
+ C = ceil(C);
+
+ // MATLAB: C = diag(B)
+ C = diag(B);
+
+ // MATLAB: B = cast(A, "int32")
+ Aint = matrix_cast<int>(A);
+
+ // MATLAB: A = B(1,:)
+ A = rowm(B,0);
+
+ // MATLAB: A = B([1:2],:)
+ A = rowm(B,range(0,1));
+
+ // MATLAB: A = B(:,1)
+ A = colm(B,0);
+
+ // MATLAB: A = [1:5]
+ Blong = range(1,5);
+
+ // MATLAB: A = [1:2:5]
+ Blong = range(1,2,5);
+
+ // MATLAB: A = B([1:3], [1:2])
+ A = subm(B, range(0,2), range(0,1));
+ // or equivalently
+ A = subm(B, rectangle(0,0,1,2));
+
+
+ // MATLAB: A = B([1:3], [1:2:4])
+ A = subm(B, range(0,2), range(0,2,3));
+
+ // MATLAB: B(:,:) = 5
+ B = 5;
+ // or equivalently
+ set_all_elements(B,5);
+
+
+ // MATLAB: B([1:2],[1,2]) = 7
+ set_subm(B,range(0,1), range(0,1)) = 7;
+
+ // MATLAB: B([1:3],[2:3]) = A
+ set_subm(B,range(0,2), range(1,2)) = A;
+
+ // MATLAB: B(:,1) = 4
+ set_colm(B,0) = 4;
+
+ // MATLAB: B(:,[1:2]) = 4
+ set_colm(B,range(0,1)) = 4;
+
+ // MATLAB: B(:,1) = B(:,2)
+ set_colm(B,0) = colm(B,1);
+
+ // MATLAB: B(1,:) = 4
+ set_rowm(B,0) = 4;
+
+ // MATLAB: B(1,:) = B(2,:)
+ set_rowm(B,0) = rowm(B,1);
+
+ // MATLAB: var = det(E' * E)
+ var = det(trans(E)*E);
+
+ // MATLAB: C = pinv(E)
+ C = pinv(E);
+
+ // MATLAB: C = inv(E)
+ C = inv(E);
+
+ // MATLAB: [A,B,C] = svd(E)
+ svd(E,A,B,C);
+
+ // MATLAB: A = chol(E,'lower')
+ A = chol(E);
+
+ // MATLAB: var = min(min(A))
+ var = min(A);
+}
+
+// ----------------------------------------------------------------------------------------
+
+