C++ 矩阵运算库
boost::ublas
https://www.boost.org/doc/libs/1_49_0/libs/numeric/ublas/doc/index.htm
矩阵转置、乘积、范数等ublas有函数
求逆需要通过方法实现
| #include <boost/numeric/ublas/matrix.hpp> #include <boost/numeric/ublas/io.hpp> #include <boost/numeric/ublas/lu.hpp> #include <exception> namespace ublas = boost::numeric::ublas; template<typename T> static bool invertMatrix(const ublas::matrix<T> &inputMatrix, ublas::matrix<T> &outputInverseMatrix) { using namespace boost::numeric::ublas; typedef permutation_matrix<std::size_t> pmatrix; try { matrix<T> A(inputMatrix); pmatrix pm(A.size1()); int res = lu_factorize(A, pm); if (res != 0) { return false; } outputInverseMatrix.assign(ublas::identity_matrix<T>(A.size1())); lu_substitute(A, pm, outputInverseMatrix); } catch (std::exception &e) { std::cout<<"invertMatrix exception: "<<e.what()<<std::endl; return false; } return true; } /* ublas::matrix<double> h(2, 1); ublas::matrix<double> G(2, 2); ublas::matrix<double> Gt(2, 2); ublas::matrix<double> Delta(2, 1); ublas::matrix<double> T(2,2); ublas::matrix<double> T_inverse(2,2); ublas::matrix<double> K(2,2); Gt = ublas::trans(G); T = ublas::prod(Gt,G); //Gt*G invertMatrix(T, T_inverse);/Gt*G inverse K = ublas::prod(T_inverse, Gt);//(Gt*G)-1 * Gt Delta = ublas::prod(K, h);//(Gt*G)-1 * Gt *h */ |
Eigen
源码下载下来后，编写的程序包含头文件即可
http://eigen.tuxfamily.org/dox/group__QuickRefPage.html
http://eigen.tuxfamily.org/dox/group__TutorialMatrixArithmetic.html
| #include <iostream> #include <Eigen/Dense> #include <exception> using namespace Eigen; /* MatrixXd h(2, 1); MatrixXd G(2, 2); MatrixXd Gt(2, 2); MatrixXd Delta(2, 1); MatrixXd T(2,2); MatrixXd T_inverse(2,2); MatrixXd K(2,2); Gt = G.transpose(); T = Gt*G; //Gt*G T_inverse = T.inverse(); K = T_inverse*Gt;//(Gt*G)-1 * Gt Delta = K*h;//(Gt*G)-1 * Gt *h */ |