informatique 3
template<class T>
matrix matrix::CholeskyFactor()
{
//on sous-entend que la matrice est SDP.
int dim =
getRowSize();
matrix<T> A(dim, T());
vector<T> v(dim);
int pos = 0;
T value;
for (int j=1;
j<=dim; j++)
{
for
(int i=j; i<=dim; i++)
{
v.at(i-1)
= getElement(i,j);
for (int k=1;
k<=j-1; k++)
{
v.at(i-1)
-= A(j,k)*A(i,k);
}
value
= v.at(i-1)/sqrt(v.at(j-1));
A.setElement(i,
j, value);
}
}
return A;
};
template<class T>
matrix matrix::EigenVectors(matrix& sigma)
{
};
template<class T>
matrix matrix::EigenValues(matrix& sigma)
{
};
template<class T> bool matrix::isSymmetric() const
{
if (isSquared())
{
int dim =
getJump();
for (int i=0;
i<dim; i++)
{
for
(int j=i+1; j<dim; j++)
{
if
(operator()(i+1, j+1) != operator()(j+1, i+1))
return
false;
}
}
return
true;
}
return false;
};
template<class T> bool matrix::isSquaredDiag() const
{
int dim =
getJump();
T value;
if (isSquared())
{
for
(int i=0; i<dim; i++)
{
for
(int j=i+1; j<dim; j++)
{
value
= operator()(i+1, j+1);
if
(value != T())
return
false;
else
{
if
(value != operator()(i+1, j+1))
return
false;
}
}
}
return
true;
}
return false;
};
//Is the matrix definite positive.
template<class T> bool matrix::isSdp() const
{
return true;
};
template<class T>
matrix matrix::getSubMatrix(vector& indices)
const
{
//on sous-entend que la liste d'indices est bien
proportionnée.
int size = indices.size();
int total =
size*size;
vector<T>
elem(total);
int pos1;
int pos2;
T value;
for (int i= 0;
i<size; i++)
{
pos1
= indices[i];
for
(int j=0; j<size; j++)
{
pos2
= indices[j];
value
= operator()(pos1, pos2);
elem[i*size+j]
= value;
}
}
return matrix(elem,
size);
};
//External.
//operator+
template<class T> matrix operator+(T value)
{
vector<T>
elem1 = this.getElem();
int size =
elem1.size();
vector<T>
elem = vector(size);
for (int i=0;
i<size; i++)
{
elem[i]
= elem1[i] + value;
}
return
matrix<T>(elem, this.getJump());
};
template<class T>
matrix operator+(const matrix& x, T value)
{
vector<T>
elem1 = x.getElem();
int size =
elem1.size();
vector<T>
elem = vector(size);
for (int i=0;
i<size; i++)
{
elem[i]
= elem1[i] + value;
}
return
matrix<T>(elem, x.getJump());
};
template<class T>
matrix operator+(T value, const matrix& x)
{
vector<T>
elem1 = x.getElem();
int size =
elem1.size();
vector<T> elem
= vector(size);
for (int i=0;
i<size; i++)
{
elem[i]
= elem1[i] + value;
}
return
matrix<T>(elem, x.getJump());
};
//operator-
template<class T> matrix operator-(T value)
{
vector<T>
elem1 = this.getElem();
int size =
elem1.size();
vector<T>
elem = vector(size);
for (int i=0;
i<size; i++)
{
elem[i]
= elem1[i] - value;
}
return
matrix<T>(elem, this.getJump());
};
template<class T>
matrix operator-(const matrix& x, T value)
{
vector<T>
elem1 = x.getElem();
int size =
elem1.size();
vector<T>
elem = vector(size);
for (int i=0;
i<size; i++)
{
elem[i]
= elem1[i] - value;
}
return
matrix<T>(elem, x.getJump());
};
template<class T>
matrix operator-(T value, const matrix& x)
{
vector<T>
elem1 = x.getElem();
int size =
elem1.size();
vector<T>
elem = vector(size);
for (int i=0;
i<size; i++)
{
elem[i]
= value-elem1[i];
}
return
matrix<T>(elem, x.getJump());
};
//operator*
template<class T> matrix operator*(matrix&
x, T value)
{
vector<T>
elem1 = x.getElem();
int size =
elem1.size();
vector<T>
elem = vector(size);
for (int i=0;
i<size; i++)
{
elem[i]
= elem1[i] * value;
}
return
matrix<T>(elem, x.getJump());
};
template<class T>
matrix operator*(T value, matrix& x)
{
vector<T>
elem1 = x.getElem();
int size =
elem1.size();
vector<T>
elem = vector(size);
for (int i=0;
i<size; i++)
{
elem[i]
= elem1[i] * value;
}
return
matrix<T>(elem, x.getJump());
};
//operator+=
template<class T> matrix&
operator+=(matrix& x, T value)
{
vector<T>
elem2 = x.itsElem;
int size =
elem2.size();
for (int i=0;
i<size; i++)
x.itsElem[i]
+= value;
return x;
};
//operator-=
template<class T> matrix&
operator-=(matrix& x, T value)
{
vector<T> elem2
= x.getElem();
int size =
elem2.size();
for (int i=0;
i<size; i++)
(x.getElem())[i]
-= value;
return x;
};
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Dernière mise à jour de cette page le 21/03/2008