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Diffstat (limited to 'src/kalman/matrix.5c')
| -rw-r--r-- | src/kalman/matrix.5c | 157 |
1 files changed, 157 insertions, 0 deletions
diff --git a/src/kalman/matrix.5c b/src/kalman/matrix.5c new file mode 100644 index 00000000..667648f5 --- /dev/null +++ b/src/kalman/matrix.5c @@ -0,0 +1,157 @@ +/* + * Copyright © 2011 Keith Packard <keithp@keithp.com> + * + * This program is free software; you can redistribute it and/or modify + * it under the terms of the GNU General Public License as published by + * the Free Software Foundation; version 2 of the License. + * + * This program is distributed in the hope that it will be useful, but + * WITHOUT ANY WARRANTY; without even the implied warranty of + * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU + * General Public License for more details. + * + * You should have received a copy of the GNU General Public License along + * with this program; if not, write to the Free Software Foundation, Inc., + * 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA. + */ + +namespace matrix { + public typedef real[*] vec_t; + public typedef real[*,*] mat_t; + + public mat_t transpose(mat_t m) { + int[2] d = dims(m); + return (real[d[1],d[0]]) { [i,j] = m[j,i] }; + } + + public void print_mat(string name, mat_t m) { + int[2] d = dims(m); + printf ("%s {\n", name); + for (int y = 0; y < d[0]; y++) { + for (int x = 0; x < d[1]; x++) + printf (" %14.8f", m[y,x]); + printf ("\n"); + } + printf ("}\n"); + } + + public void print_vec(string name, vec_t v) { + int d = dim(v); + printf ("%s {", name); + for (int x = 0; x < d; x++) + printf (" %14.8f", v[x]); + printf (" }\n"); + } + + public mat_t multiply(mat_t a, mat_t b) { + int[2] da = dims(a); + int[2] db = dims(b); + + assert(da[1] == db[0], "invalid matrix dimensions"); + + real dot(int rx, int ry) { + real r = 0.0; + for (int i = 0; i < da[1]; i++) + r += a[ry, i] * b[i, rx]; + return imprecise(r); + } + + mat_t r = (real[da[0], db[1]]) { [ry,rx] = dot(rx,ry) }; + return r; + } + + public mat_t multiply_mat_val(mat_t m, real value) { + int[2] d = dims(m); + for (int j = 0; j < d[1]; j++) + for (int i = 0; i < d[0]; i++) + m[i,j] *= value; + return m; + } + + public mat_t add(mat_t a, mat_t b) { + int[2] da = dims(a); + int[2] db = dims(b); + + assert(da[0] == db[0] && da[1] == db[1], "mismatching dim in plus"); + return (real[da[0], da[1]]) { [y,x] = a[y,x] + b[y,x] }; + } + + public mat_t subtract(mat_t a, mat_t b) { + int[2] da = dims(a); + int[2] db = dims(b); + + assert(da[0] == db[0] && da[1] == db[1], "mismatching dim in minus"); + return (real[da[0], da[1]]) { [y,x] = a[y,x] - b[y,x] }; + } + + public mat_t inverse(mat_t m) { + int[2] d = dims(m); + + real[1,1] inverse_1(real[1,1] m) { + return (real[1,1]) { { 1/m[0,0] } }; + } + + if (d[0] == 1 && d[1] == 1) + return inverse_1(m); + + real[2,2] inverse_2(real[2,2] m) { + real a = m[0,0], b = m[0,1]; + real c = m[1,0], d = m[1,1]; + real det = a * d - b * c; + return multiply_mat_val((real[2,2]) { + { d, -b }, { -c, a } }, 1/det); + } + + if (d[0] == 2 && d[1] == 2) + return inverse_2(m); + + real[3,3] inverse_3(real[3,3] m) { + real a = m[0,0], b = m[0,1], c = m[0, 2]; + real d = m[1,0], e = m[1,1], f = m[1, 2]; + real g = m[2,0], h = m[2,1], k = m[2, 2]; + real Z = a*(e*k-f*h) + b*(f*g - d*k) + c*(d*h-e*g); + real A = (e*k-f*h), B = (c*h-b*k), C=(b*f-c*e); + real D = (f*g-d*k), E = (a*k-c*g), F=(c*d-a*f); + real G = (d*h-e*g), H = (b*g-a*h), K=(a*e-b*d); + return multiply_mat_val((real[3,3]) { + { A, B, C }, { D, E, F }, { G, H, K }}, + 1/Z); + } + + if (d[0] == 3 && d[1] == 3) + return inverse_3(m); + assert(false, "cannot invert %v\n", d); + return m; + } + + public mat_t identity(int d) { + return (real[d,d]) { [i,j] = (i == j) ? 1 : 0 }; + } + + public vec_t vec_subtract(vec_t a, vec_t b) { + int da = dim(a); + int db = dim(b); + + assert(da == db, "mismatching dim in minus"); + return (real[da]) { [x] = a[x] - b[x] }; + } + + public vec_t vec_add(vec_t a, vec_t b) { + int da = dim(a); + int db = dim(b); + + assert(da == db, "mismatching dim in plus"); + return (real[da]) { [x] = a[x] + b[x] }; + } + + public vec_t multiply_vec_mat(vec_t v, mat_t m) { + mat_t r2 = matrix::multiply((real[dim(v),1]) { [y,x] = v[y] }, m); + return (real[dim(v)]) { [y] = r2[y,0] }; + } + + public vec_t multiply_mat_vec(mat_t m, vec_t v) { + mat_t r2 = matrix::multiply(m, (real[dim(v), 1]) { [y,x] = v[y] }); + int[2] d = dims(m); + return (real[d[0]]) { [y] = r2[y,0] }; + } +} |