Matrix and linear algebra functions. More...
#include <sphinxbase_export.h>
#include <prim_type.h>
Go to the source code of this file.
Functions | |
SPHINXBASE_EXPORT float64 | determinant (float32 **a, int32 len) |
Calculate the determinant of a positive definite matrix. | |
SPHINXBASE_EXPORT int32 | invert (float32 **out_ainv, float32 **a, int32 len) |
Invert (if possible) a positive definite matrix. | |
SPHINXBASE_EXPORT int32 | solve (float32 **a, float32 *b, float32 *out_x, int32 n) |
Solve (if possible) a positive-definite system of linear equations AX=B for X. | |
SPHINXBASE_EXPORT void | outerproduct (float32 **out_a, float32 *x, float32 *y, int32 len) |
Calculate the outer product of two vectors. | |
SPHINXBASE_EXPORT void | matrixmultiply (float32 **out_c, float32 **a, float32 **b, int32 n) |
Multiply C=AB where A and B are symmetric matrices. | |
SPHINXBASE_EXPORT void | scalarmultiply (float32 **inout_a, float32 x, int32 n) |
Multiply a symmetric matrix by a constant in-place. | |
SPHINXBASE_EXPORT void | matrixadd (float32 **inout_a, float32 **b, int32 n) |
Add A += B. |
Matrix and linear algebra functions.
This file contains some basic matrix and linear algebra operations. In general these operate on positive definite matrices ONLY, because all matrices we're likely to encounter are either covariance matrices or are derived from them, and therefore a non-positive-definite matrix indicates some kind of pathological condition.
Definition in file matrix.h.
SPHINXBASE_EXPORT float64 determinant | ( | float32 ** | a, | |
int32 | len | |||
) |
Calculate the determinant of a positive definite matrix.
a | The input matrix, must be positive definite. | |
len | The dimension of the input matrix. |
Definition at line 86 of file matrix.c.
References ckd_calloc_2d, ckd_free_2d(), and determinant().
Referenced by determinant().
SPHINXBASE_EXPORT int32 invert | ( | float32 ** | out_ainv, | |
float32 ** | a, | |||
int32 | len | |||
) |
Invert (if possible) a positive definite matrix.
out_ainv | The inverse of a will be stored here. | |
a | The input matrix, must be positive definite. | |
len | The dimension of the input matrix. |
Definition at line 141 of file matrix.c.
References ckd_calloc_2d, ckd_free_2d(), and invert().
Referenced by invert().
SPHINXBASE_EXPORT void matrixadd | ( | float32 ** | inout_a, | |
float32 ** | b, | |||
int32 | n | |||
) |
Add A += B.
inout_a | The A matrix to add. | |
b | The B matrix to add to A. | |
n | dimension of a and b. |
Definition at line 210 of file matrix.c.
References matrixadd().
Referenced by matrixadd().
SPHINXBASE_EXPORT void matrixmultiply | ( | float32 ** | out_c, | |
float32 ** | a, | |||
float32 ** | b, | |||
int32 | n | |||
) |
Multiply C=AB where A and B are symmetric matrices.
out_c | The output matrix C. | |
a | The input matrix A. | |
b | The input matrix B. | |
n | Dimensionality of A and B. |
Definition at line 168 of file matrix.c.
References matrixmultiply().
Referenced by matrixmultiply().
SPHINXBASE_EXPORT void outerproduct | ( | float32 ** | out_a, | |
float32 * | x, | |||
float32 * | y, | |||
int32 | len | |||
) |
Calculate the outer product of two vectors.
out_a | A (pre-allocated) len x len array. The outer product will be stored here. | |
x | A vector of length len. | |
y | A vector of length len. | |
len | The length of the input vectors. |
Definition at line 182 of file matrix.c.
References outerproduct().
Referenced by outerproduct().
SPHINXBASE_EXPORT void scalarmultiply | ( | float32 ** | inout_a, | |
float32 | x, | |||
int32 | n | |||
) |
Multiply a symmetric matrix by a constant in-place.
inout_a | The matrix to multiply. | |
x | The constant to multiply it by. | |
n | dimension of a. |
Definition at line 196 of file matrix.c.
References scalarmultiply().
Referenced by scalarmultiply().
SPHINXBASE_EXPORT int32 solve | ( | float32 ** | a, | |
float32 * | b, | |||
float32 * | out_x, | |||
int32 | n | |||
) |
Solve (if possible) a positive-definite system of linear equations AX=B for X.
a | The A matrix on the left-hand side of the equation, must be positive-definite. | |
b | The B vector on the right-hand side of the equation. | |
out_x | The X vector will be stored here. | |
n | The dimension of the A matrix (n by n) and the B and X vectors. |
Definition at line 113 of file matrix.c.
References ckd_calloc_2d, ckd_free_2d(), and solve().
Referenced by solve().