1.2 eigen中矩阵和向量的运算
1.2 矩阵和向量的运算
1.介绍
eigen给矩阵和向量的算术运算提供重载的c++算术运算符例如+,–,*或这一些点乘dot(),叉乘cross()等等。对于矩阵类(矩阵和向量,之后统称为矩阵
类),算术运算只重载线性代数的运算。例如matrix1*matrix2表示矩阵的乘法,同时向量+标量是不允许的!如果你想进行所有的数组算术运算,请看下
一节!
2.加减法
因为eigen库无法自动进行类型转换,因此矩阵类的加减法必须是两个同类型同维度的矩阵类相加减。
这些运算有:
双目运算符:+,a+b
双目运算符:–,a-b
单目运算符:–,-a
复合运算符:+=,a+=b
复合运算符:-=,a-=b
例子:
#include <iostream> #include <Eigen/Dense> using namespace Eigen; int main() { Matrix2d a; a << 1, 2, 3, 4; MatrixXd b(2,2); b << 2, 3, 1, 4; std::cout << "a + b =\n" << a + b << std::endl; std::cout << "a - b =\n" << a - b << std::endl; std::cout << "Doing a += b;" << std::endl; a += b; std::cout << "Now a =\n" << a << std::endl; Vector3d v(1,2,3); Vector3d w(1,0,0); std::cout << "-v + w - v =\n" << -v + w - v << std::endl; }
3.标量乘法和除法
标量的乘除法非常简单:
双目运算符:*,matrix*scalar
双目运算符:*,scalar*matrix
即乘法满足交换律
双目运算符:/,matrix/scalar
矩阵中的每一个元素除以标量
复合运算符:*=,matrix*=scalar
复合运算符:/=,matrix/=scalar
#include <iostream> #include <Eigen/Dense> using namespace Eigen; int main() { Matrix2d a; a << 1, 2, 3, 4; Vector3d v(1,2,3); std::cout << "a * 2.5 =\n" << a * 2.5 << std::endl; std::cout << "0.1 * v =\n" << 0.1 * v << std::endl; std::cout << "Doing v *= 2;" << std::endl; v *= 2; std::cout << "Now v =\n" << v << std::endl; } //output a * 2.5 = 2.5 5 7.5 10 0.1 * v = 0.1 0.2 0.3 Doing v *= 2; Now v = 2 4 6
4.对表达式模板的注释
在eigen中,+号算术运算符不会通过自身函数执行任何计算,它们只是返回一个表达式,来描述计算的过程。实际的计算是在执行等号时,整个表达式开
始进行计算。
比如:
VectorXf a(50), b(50), c(50), d(50); ... a = 3*b + 4*c + 5*d;
eigen把它编译成一个循环,这样数组只执行依次运算,就像下列循环一样:
for(int i = 0; i < 50; ++i) a[i] = 3*b[i] + 4*c[i] + 5*d[i];
因此,在eigen 中,你不必担心使用相当大的算术运算表达式,它会提供给eigen更多优化代码的机会。
5.转置和共轭
矩阵类的成员函数transpose(),conjugate(),adjoint(),分别对应矩阵的转置,共轭
,共轭转置矩阵
,特此说明adjoint()并不表示伴随矩
阵,而是共轭转置矩阵!!!!
例子:
MatrixXcf a = MatrixXcf::Random(2,2);//生成随机的复数类型矩阵 cout << "Here is the matrix a\n" << a << endl; cout << "Here is the matrix a^T\n" << a.transpose() << endl; cout << "Here is the conjugate of a\n" << a.conjugate() << endl; cout << "Here is the matrix a^*\n" << a.adjoint() << endl; //output Here is the matrix a (-0.211,0.68) (-0.605,0.823) (0.597,0.566) (0.536,-0.33) Here is the matrix a^T (-0.211,0.68) (0.597,0.566) (-0.605,0.823) (0.536,-0.33) Here is the conjugate of a (-0.211,-0.68) (-0.605,-0.823) (0.597,-0.566) (0.536,0.33) Here is the matrix a^* (-0.211,-0.68) (0.597,-0.566) (-0.605,-0.823) (0.536,0.33)
对于实矩阵,是没有共轭矩阵的,同时它的共轭转置矩阵(adjoint())等于它的转置(transpose()).
对于基本的算术运算,转置和共轭转置函数返回的是矩阵的引用,而不会实际转换矩阵对象。如果你对b做b=a.transpose(),这个将在求转置矩阵的同时,
将结果赋值给b。但是如果将a=a.transpose(),eigen将会在计算a的转置完成之前开始赋值结果给a,因此,这样的赋值将不会将a替换成它的转置,而是:
Matrix2i a; a << 1, 2, 3, 4; cout << "Here is the matrix a:\n" << a << endl; a = a.transpose(); // !!! do NOT do this !!! cout << "and the result of the aliasing effect:\n" << a << endl; //output Here is the matrix a: 1 2 3 4 and the result of the aliasing effect: 1 2 2 4
结果不再是a的转置,而是发生了混叠(aliasing issue).在调试模式中,在到达断点之前,这样的错误很容易被检测到。
为了将a替换为a的转置矩阵,可以使用transposeInPlace()函数:
MatrixXf a(2,3); a << 1, 2, 3, 4, 5, 6; cout << "Here is the initial matrix a:\n" << a << endl; a.transposeInPlace(); cout << "and after being transposed:\n" << a << endl; //output Here is the initial matrix a: 1 2 3 4 5 6 and after being transposed: 1 4 2 5 3 6
同样地,对于共轭转置矩阵(adjoint())也有类似的成员函数(adjointInPlace()).
6.矩阵–矩阵乘法和矩阵–向量乘法
矩阵乘法使用*运算符;
双目运算符:a*b
复合运算符:a*=b
#include <iostream> #include <Eigen/Dense> using namespace Eigen; int main() { Matrix2d mat; mat << 1, 2, 3, 4; Vector2d u(-1,1), v(2,0); std::cout << "Here is mat*mat:\n" << mat*mat << std::endl; std::cout << "Here is mat*u:\n" << mat*u << std::endl; std::cout << "Here is u^T*mat:\n" << u.transpose()*mat << std::endl; std::cout << "Here is u^T*v:\n" << u.transpose()*v << std::endl; std::cout << "Here is u*v^T:\n" << u*v.transpose() << std::endl; std::cout << "Let\'s multiply mat by itself" << std::endl; mat = mat*mat; std::cout << "Now mat is mat:\n" << mat << std::endl; } //output Here is mat*mat: 7 10 15 22 Here is mat*u: 1 1 Here is u^T*mat: 2 2 Here is u^T*v: -2 Here is u*v^T: -2 -0 2 0 Let\'s multiply mat by itself Now mat is mat: 7 10 15 22
说明,前述表达式m=m*m可能会引起混叠的问题,但是对于矩阵乘法而言,不必担心:eigen将矩阵的乘法看作一种特殊的情况,它引入一个临时变量,
因此它将编译成以下代码:
tmp = m*m;
m = tmp;
如果你想让矩阵乘法安全的进行计算而没有混叠问题,你可以使用noalias()成员函数来避免临时变量的问题,例如:
c.noalias() += a * b;
7.点乘和叉乘
点乘dot(),叉乘cross().点乘也可以使用u.adjoint()*v。
例子:
#include <iostream> #include <Eigen/Dense> using namespace Eigen; using namespace std; int main() { Vector3d v(1,2,3); Vector3d w(0,1,2); cout << "Dot product: " << v.dot(w) << endl;//点乘 double dp = v.adjoint()*w; // automatic conversion of the inner product to a scalar cout << "Dot product via a matrix product: " << dp << endl; cout << "Cross product:\n" << v.cross(w) << endl;//叉乘 } //output Dot product: 8 Dot product via a matrix product: 8 Cross product: 1 -2 1
注意:叉乘只能用于维数为3的向量,点乘使用于任何维数的向量。当使用复数时,第一个变量是共轭线性运算,第二个是线性运算。
8.基本的算术化简计算
eigen提供一些简化计算将给定的矩阵或向量编程单个值,比如对矩阵的所有元素求和sum(),求积prod(),求最大值maxCoeff()和求最小值
minCoeff():
#include <iostream> #include <Eigen/Dense> using namespace std; int main() { Eigen::Matrix2d mat; mat << 1, 2, 3, 4; cout << "Here is mat.sum(): " << mat.sum() << endl;//对矩阵所有元素求和 cout << "Here is mat.prod(): " << mat.prod() << endl;//对矩阵所有元素求积 cout << "Here is mat.mean(): " << mat.mean() << endl;//对矩阵所有元素求平均值 cout << "Here is mat.minCoeff(): " << mat.minCoeff() << endl;//取矩阵的元素最小值 cout << "Here is mat.maxCoeff(): " << mat.maxCoeff() << endl;//取矩阵元素的最大值 cout << "Here is mat.trace(): " << mat.trace() << endl;//取矩阵元素的迹 } //output Here is mat.sum(): 10 Here is mat.prod(): 24 Here is mat.mean(): 2.5 Here is mat.minCoeff(): 1 Here is mat.maxCoeff(): 4 Here is mat.trace(): 5
矩阵的迹返回的是矩阵对角线元素的和,等价于a.diagonal().sum().
同时求最大值和最小值的函数可以接受引用的实参,来表示其最大最小值的行数和列数:
Matrix3f m = Matrix3f::Random(); std::ptrdiff_t i, j;//i,j是一个整型类型 float minOfM = m.minCoeff(&i,&j);//矩阵可以接受两个引用参数 cout << "Here is the matrix m:\n" << m << endl; cout << "Its minimum coefficient (" << minOfM << ") is at position (" << i << "," << j << ")\n\n";//输出最小值所在行数列数 RowVector4i v = RowVector4i::Random(); int maxOfV = v.maxCoeff(&i);//向量只接受一个引用参数 cout << "Here is the vector v: " << v << endl; cout << "Its maximum coefficient (" << maxOfV << ") is at position " << i << endl;//输出最大值所在列数 //output Here is the matrix m: 0.68 0.597 -0.33 -0.211 0.823 0.536 0.566 -0.605 -0.444 Its minimum coefficient (-0.605) is at position (2,1) Here is the vector v: 1 0 3 -3 Its maximum coefficient (3) is at position 2
9.运算的有效性
eigen库会检查你定义的运算。通常它在编译时检查并产生错误信息。这些错误信息可能很长很丑,但是eigen将重要信息用大写字母来显示出,例如:
Matrix3f m; Vector4f v; v = m*v; // Compile-time error: YOU_MIXED_MATRICES_OF_DIFFERENT_SIZES
在许多情况下,当使用动态绑定矩阵时,编译器将不会在编译时检查,eigen将会在运行时检查,yejiuis说程序有可能因为不合法的运算而中断。
MatrixXf m(3,3); VectorXf v(4); v = m * v; // Run-time assertion failure here: "invalid matrix product"
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