What's the easiest way to compute a 3x3 matrix inverse?
I'm just looking for a short code snippet that'll do the trick for non-singular matrices, possibly using Cramer's rule. It doesn't need to be highly optimized. I'd prefer simplicity over speed. I'd rather not link in additional libraries.
Here's a version of batty's answer, but this computes the correct inverse. batty's version computes the transpose of the inverse.
// computes the inverse of a matrix m
double det = m(0, 0) * (m(1, 1) * m(2, 2) - m(2, 1) * m(1, 2)) -
m(0, 1) * (m(1, 0) * m(2, 2) - m(1, 2) * m(2, 0)) +
m(0, 2) * (m(1, 0) * m(2, 1) - m(1, 1) * m(2, 0));
double invdet = 1 / det;
Matrix33d minv; // inverse of matrix m
minv(0, 0) = (m(1, 1) * m(2, 2) - m(2, 1) * m(1, 2)) * invdet;
minv(0, 1) = (m(0, 2) * m(2, 1) - m(0, 1) * m(2, 2)) * invdet;
minv(0, 2) = (m(0, 1) * m(1, 2) - m(0, 2) * m(1, 1)) * invdet;
minv(1, 0) = (m(1, 2) * m(2, 0) - m(1, 0) * m(2, 2)) * invdet;
minv(1, 1) = (m(0, 0) * m(2, 2) - m(0, 2) * m(2, 0)) * invdet;
minv(1, 2) = (m(1, 0) * m(0, 2) - m(0, 0) * m(1, 2)) * invdet;
minv(2, 0) = (m(1, 0) * m(2, 1) - m(2, 0) * m(1, 1)) * invdet;
minv(2, 1) = (m(2, 0) * m(0, 1) - m(0, 0) * m(2, 1)) * invdet;
minv(2, 2) = (m(0, 0) * m(1, 1) - m(1, 0) * m(0, 1)) * invdet;
This piece of code computes the transposed inverse of the matrix A:
double determinant = +A(0,0)*(A(1,1)*A(2,2)-A(2,1)*A(1,2))
-A(0,1)*(A(1,0)*A(2,2)-A(1,2)*A(2,0))
+A(0,2)*(A(1,0)*A(2,1)-A(1,1)*A(2,0));
double invdet = 1/determinant;
result(0,0) = (A(1,1)*A(2,2)-A(2,1)*A(1,2))*invdet;
result(1,0) = -(A(0,1)*A(2,2)-A(0,2)*A(2,1))*invdet;
result(2,0) = (A(0,1)*A(1,2)-A(0,2)*A(1,1))*invdet;
result(0,1) = -(A(1,0)*A(2,2)-A(1,2)*A(2,0))*invdet;
result(1,1) = (A(0,0)*A(2,2)-A(0,2)*A(2,0))*invdet;
result(2,1) = -(A(0,0)*A(1,2)-A(1,0)*A(0,2))*invdet;
result(0,2) = (A(1,0)*A(2,1)-A(2,0)*A(1,1))*invdet;
result(1,2) = -(A(0,0)*A(2,1)-A(2,0)*A(0,1))*invdet;
result(2,2) = (A(0,0)*A(1,1)-A(1,0)*A(0,1))*invdet;
Though the question stipulated non-singular matrices, you might still want to check if determinant equals zero (or very near zero) and flag it in some way to be safe.
Why don't you try to code it yourself? Take it as a challenge. :)
For a 3×3 matrix
(source: wolfram.com)
the matrix inverse is
(source: wolfram.com)
I'm assuming you know what the determinant of a matrix |A| is.
Images (c) Wolfram|Alpha and
mathworld.wolfram (06-11-09,
22.06)
With all due respect to our unknown (yahoo) poster, I look at code like that and just die a little inside. Alphabet soup is just so insanely difficult to debug. A single typo anywhere in there can really ruin your whole day. Sadly, this particular example lacked variables with underscores. It's so much more fun when we have a_b-c_d*e_f-g_h. Especially when using a font where _ and - have the same pixel length.
Taking up Suvesh Pratapa on his suggestion, I note:
Given 3x3 matrix:
y0x0 y0x1 y0x2
y1x0 y1x1 y1x2
y2x0 y2x1 y2x2
Declared as double matrix [/*Y=*/3] [/*X=*/3];
(A) When taking a minor of a 3x3 array, we have 4 values of interest. The lower X/Y index is always 0 or 1. The higher X/Y index is always 1 or 2. Always! Therefore:
double determinantOfMinor( int theRowHeightY,
int theColumnWidthX,
const double theMatrix [/*Y=*/3] [/*X=*/3] )
{
int x1 = theColumnWidthX == 0 ? 1 : 0; /* always either 0 or 1 */
int x2 = theColumnWidthX == 2 ? 1 : 2; /* always either 1 or 2 */
int y1 = theRowHeightY == 0 ? 1 : 0; /* always either 0 or 1 */
int y2 = theRowHeightY == 2 ? 1 : 2; /* always either 1 or 2 */
return ( theMatrix [y1] [x1] * theMatrix [y2] [x2] )
- ( theMatrix [y1] [x2] * theMatrix [y2] [x1] );
}
(B) Determinant is now: (Note the minus sign!)
double determinant( const double theMatrix [/*Y=*/3] [/*X=*/3] )
{
return ( theMatrix [0] [0] * determinantOfMinor( 0, 0, theMatrix ) )
- ( theMatrix [0] [1] * determinantOfMinor( 0, 1, theMatrix ) )
+ ( theMatrix [0] [2] * determinantOfMinor( 0, 2, theMatrix ) );
}
(C) And the inverse is now:
bool inverse( const double theMatrix [/*Y=*/3] [/*X=*/3],
double theOutput [/*Y=*/3] [/*X=*/3] )
{
double det = determinant( theMatrix );
/* Arbitrary for now. This should be something nicer... */
if ( ABS(det) < 1e-2 )
{
memset( theOutput, 0, sizeof theOutput );
return false;
}
double oneOverDeterminant = 1.0 / det;
for ( int y = 0; y < 3; y ++ )
for ( int x = 0; x < 3; x ++ )
{
/* Rule is inverse = 1/det * minor of the TRANSPOSE matrix. *
* Note (y,x) becomes (x,y) INTENTIONALLY here! */
theOutput [y] [x]
= determinantOfMinor( x, y, theMatrix ) * oneOverDeterminant;
/* (y0,x1) (y1,x0) (y1,x2) and (y2,x1) all need to be negated. */
if( 1 == ((x + y) % 2) )
theOutput [y] [x] = - theOutput [y] [x];
}
return true;
}
And round it out with a little lower-quality testing code:
void printMatrix( const double theMatrix [/*Y=*/3] [/*X=*/3] )
{
for ( int y = 0; y < 3; y ++ )
{
cout << "[ ";
for ( int x = 0; x < 3; x ++ )
cout << theMatrix [y] [x] << " ";
cout << "]" << endl;
}
cout << endl;
}
void matrixMultiply( const double theMatrixA [/*Y=*/3] [/*X=*/3],
const double theMatrixB [/*Y=*/3] [/*X=*/3],
double theOutput [/*Y=*/3] [/*X=*/3] )
{
for ( int y = 0; y < 3; y ++ )
for ( int x = 0; x < 3; x ++ )
{
theOutput [y] [x] = 0;
for ( int i = 0; i < 3; i ++ )
theOutput [y] [x] += theMatrixA [y] [i] * theMatrixB [i] [x];
}
}
int
main(int argc, char **argv)
{
if ( argc > 1 )
SRANDOM( atoi( argv[1] ) );
double m[3][3] = { { RANDOM_D(0,1e3), RANDOM_D(0,1e3), RANDOM_D(0,1e3) },
{ RANDOM_D(0,1e3), RANDOM_D(0,1e3), RANDOM_D(0,1e3) },
{ RANDOM_D(0,1e3), RANDOM_D(0,1e3), RANDOM_D(0,1e3) } };
double o[3][3], mm[3][3];
if ( argc <= 2 )
cout << fixed << setprecision(3);
printMatrix(m);
cout << endl << endl;
SHOW( determinant(m) );
cout << endl << endl;
BOUT( inverse(m, o) );
printMatrix(m);
printMatrix(o);
cout << endl << endl;
matrixMultiply (m, o, mm );
printMatrix(m);
printMatrix(o);
printMatrix(mm);
cout << endl << endl;
}
Afterthought:
You may also want to detect very large determinants as round-off errors will affect your accuracy!
Don't try to do this yourself if you're serious about getting edge cases right. So while they many naive/simple methods are theoretically exact, they can have nasty numerical behavior for nearly singular matrices. In particular you can get cancelation/round-off errors that cause you to get arbitrarily bad results.
A "correct" way is Gaussian elimination with row and column pivoting so that you're always dividing by the largest remaining numerical value. (This is also stable for NxN matrices.). Note that row pivoting alone doesn't catch all the bad cases.
However IMO implementing this right and fast is not worth your time - use a well tested library and there are a heap of header only ones.
I have just created a QMatrix class. It uses the built in vector > container. QMatrix.h
It uses the Jordan-Gauss method to compute the inverse of a square matrix.
You can use it as follows:
#include "QMatrix.h"
#include <iostream>
int main(){
QMatrix<double> A(3,3,true);
QMatrix<double> Result = A.inverse()*A; //should give the idendity matrix
std::cout<<A.inverse()<<std::endl;
std::cout<<Result<<std::endl; // for checking
return 0;
}
The inverse function is implemented as follows:
Given a class with the following fields:
template<class T> class QMatrix{
public:
int rows, cols;
std::vector<std::vector<T> > A;
the inverse() function:
template<class T>
QMatrix<T> QMatrix<T>:: inverse(){
Identity<T> Id(rows); //the Identity Matrix as a subclass of QMatrix.
QMatrix<T> Result = *this; // making a copy and transforming it to the Identity matrix
T epsilon = 0.000001;
for(int i=0;i<rows;++i){
//check if Result(i,i)==0, if true, switch the row with another
for(int j=i;j<rows;++j){
if(std::abs(Result(j,j))<epsilon) { //uses Overloading()(int int) to extract element from Result Matrix
Result.replace_rows(i,j+1); //switches rows i with j+1
}
else break;
}
// main part, making a triangular matrix
Id(i)=Id(i)*(1.0/Result(i,i));
Result(i)=Result(i)*(1.0/Result(i,i)); // Using overloading ()(int) to get a row form the matrix
for(int j=i+1;j<rows;++j){
T temp = Result(j,i);
Result(j) = Result(j) - Result(i)*temp;
Id(j) = Id(j) - Id(i)*temp; //doing the same operations to the identity matrix
Result(j,i)=0; //not necessary, but looks nicer than 10^-15
}
}
// solving a triangular matrix
for(int i=rows-1;i>0;--i){
for(int j=i-1;j>=0;--j){
T temp = Result(j,i);
Id(j) = Id(j) - temp*Id(i);
Result(j)=Result(j)-temp*Result(i);
}
}
return Id;
}
A rather nice (I think) header file containing macros for most 2x2, 3x3 and 4x4 matrix operations has been available with most OpenGL toolkits. Not as standard but I've seen it at various places.
You can check it out here. At the end of it you will find both inverse of 2x2, 3x3 and 4x4.
vvector.h
I would also recommend Ilmbase, which is part of OpenEXR. It's a good set of templated 2,3,4-vector and matrix routines.
# include <conio.h>
# include<iostream.h>
const int size = 9;
int main()
{
char ch;
do
{
clrscr();
int i, j, x, y, z, det, a[size], b[size];
cout << " **** MATRIX OF 3x3 ORDER ****"
<< endl
<< endl
<< endl;
for (i = 0; i <= size; i++)
a[i]=0;
for (i = 0; i < size; i++)
{
cout << "Enter "
<< i + 1
<< " element of matrix=";
cin >> a[i];
cout << endl
<<endl;
}
clrscr();
cout << "your entered matrix is "
<< endl
<<endl;
for (i = 0; i < size; i += 3)
cout << a[i]
<< " "
<< a[i+1]
<< " "
<< a[i+2]
<< endl
<<endl;
cout << "Transpose of given matrix is"
<< endl
<< endl;
for (i = 0; i < 3; i++)
cout << a[i]
<< " "
<< a[i+3]
<< " "
<< a[i+6]
<< endl
<< endl;
cout << "Determinent of given matrix is = ";
x = a[0] * (a[4] * a[8] -a [5] * a[7]);
y = a[1] * (a[3] * a[8] -a [5] * a[6]);
z = a[2] * (a[3] * a[7] -a [4] * a[6]);
det = x - y + z;
cout << det
<< endl
<< endl
<< endl
<< endl;
if (det == 0)
{
cout << "As Determinent=0 so it is singular matrix and its inverse cannot exist"
<< endl
<< endl;
goto quit;
}
b[0] = a[4] * a[8] - a[5] * a[7];
b[1] = a[5] * a[6] - a[3] * a[8];
b[2] = a[3] * a[7] - a[4] * a[6];
b[3] = a[2] * a[7] - a[1] * a[8];
b[4] = a[0] * a[8] - a[2] * a[6];
b[5] = a[1] * a[6] - a[0] * a[7];
b[6] = a[1] * a[5] - a[2] * a[4];
b[7] = a[2] * a[3] - a[0] * a[5];
b[8] = a[0] * a[4] - a[1] * a[3];
cout << "Adjoint of given matrix is"
<< endl
<< endl;
for (i = 0; i < 3; i++)
{
cout << b[i]
<< " "
<< b[i+3]
<< " "
<< b[i+6]
<< endl
<<endl;
}
cout << endl
<<endl;
cout << "Inverse of given matrix is "
<< endl
<< endl
<< endl;
for (i = 0; i < 3; i++)
{
cout << b[i]
<< "/"
<< det
<< " "
<< b[i+3]
<< "/"
<< det
<< " "
<< b[i+6]
<< "/"
<< det
<< endl
<<endl;
}
quit:
cout << endl
<< endl;
cout << "Do You want to continue this again press (y/yes,n/no)";
cin >> ch;
cout << endl
<< endl;
} /* end do */
while (ch == 'y');
getch ();
return 0;
}
#include <iostream>
using namespace std;
int main()
{
double A11, A12, A13;
double A21, A22, A23;
double A31, A32, A33;
double B11, B12, B13;
double B21, B22, B23;
double B31, B32, B33;
cout << "Enter all number from left to right, from top to bottom, and press enter after every number: ";
cin >> A11;
cin >> A12;
cin >> A13;
cin >> A21;
cin >> A22;
cin >> A23;
cin >> A31;
cin >> A32;
cin >> A33;
B11 = 1 / ((A22 * A33) - (A23 * A32));
B12 = 1 / ((A13 * A32) - (A12 * A33));
B13 = 1 / ((A12 * A23) - (A13 * A22));
B21 = 1 / ((A23 * A31) - (A21 * A33));
B22 = 1 / ((A11 * A33) - (A13 * A31));
B23 = 1 / ((A13 * A21) - (A11 * A23));
B31 = 1 / ((A21 * A32) - (A22 * A31));
B32 = 1 / ((A12 * A31) - (A11 * A32));
B33 = 1 / ((A11 * A22) - (A12 * A21));
cout << B11 << "\t" << B12 << "\t" << B13 << endl;
cout << B21 << "\t" << B22 << "\t" << B23 << endl;
cout << B31 << "\t" << B32 << "\t" << B33 << endl;
return 0;
}
//Title: Matrix Header File
//Writer: Say OL
//This is a beginner code not an expert one
//No responsibilty for any errors
//Use for your own risk
using namespace std;
int row,col,Row,Col;
double Coefficient;
//Input Matrix
void Input(double Matrix[9][9],int Row,int Col)
{
for(row=1;row<=Row;row++)
for(col=1;col<=Col;col++)
{
cout<<"e["<<row<<"]["<<col<<"]=";
cin>>Matrix[row][col];
}
}
//Output Matrix
void Output(double Matrix[9][9],int Row,int Col)
{
for(row=1;row<=Row;row++)
{
for(col=1;col<=Col;col++)
cout<<Matrix[row][col]<<"\t";
cout<<endl;
}
}
//Copy Pointer to Matrix
void CopyPointer(double (*Pointer)[9],double Matrix[9][9],int Row,int Col)
{
for(row=1;row<=Row;row++)
for(col=1;col<=Col;col++)
Matrix[row][col]=Pointer[row][col];
}
//Copy Matrix to Matrix
void CopyMatrix(double MatrixInput[9][9],double MatrixTarget[9][9],int Row,int Col)
{
for(row=1;row<=Row;row++)
for(col=1;col<=Col;col++)
MatrixTarget[row][col]=MatrixInput[row][col];
}
//Transpose of Matrix
double MatrixTran[9][9];
double (*(Transpose)(double MatrixInput[9][9],int Row,int Col))[9]
{
for(row=1;row<=Row;row++)
for(col=1;col<=Col;col++)
MatrixTran[col][row]=MatrixInput[row][col];
return MatrixTran;
}
//Matrix Addition
double MatrixAdd[9][9];
double (*(Addition)(double MatrixA[9][9],double MatrixB[9][9],int Row,int Col))[9]
{
for(row=1;row<=Row;row++)
for(col=1;col<=Col;col++)
MatrixAdd[row][col]=MatrixA[row][col]+MatrixB[row][col];
return MatrixAdd;
}
//Matrix Subtraction
double MatrixSub[9][9];
double (*(Subtraction)(double MatrixA[9][9],double MatrixB[9][9],int Row,int Col))[9]
{
for(row=1;row<=Row;row++)
for(col=1;col<=Col;col++)
MatrixSub[row][col]=MatrixA[row][col]-MatrixB[row][col];
return MatrixSub;
}
//Matrix Multiplication
int mRow,nCol,pCol,kcol;
double MatrixMult[9][9];
double (*(Multiplication)(double MatrixA[9][9],double MatrixB[9][9],int mRow,int nCol,int pCol))[9]
{
for(row=1;row<=mRow;row++)
for(col=1;col<=pCol;col++)
{
MatrixMult[row][col]=0.0;
for(kcol=1;kcol<=nCol;kcol++)
MatrixMult[row][col]+=MatrixA[row][kcol]*MatrixB[kcol][col];
}
return MatrixMult;
}
//Interchange Two Rows
double RowTemp[9][9];
double MatrixInter[9][9];
double (*(InterchangeRow)(double MatrixInput[9][9],int Row,int Col,int iRow,int jRow))[9]
{
CopyMatrix(MatrixInput,MatrixInter,Row,Col);
for(col=1;col<=Col;col++)
{
RowTemp[iRow][col]=MatrixInter[iRow][col];
MatrixInter[iRow][col]=MatrixInter[jRow][col];
MatrixInter[jRow][col]=RowTemp[iRow][col];
}
return MatrixInter;
}
//Pivote Downward
double MatrixDown[9][9];
double (*(PivoteDown)(double MatrixInput[9][9],int Row,int Col,int tRow,int tCol))[9]
{
CopyMatrix(MatrixInput,MatrixDown,Row,Col);
Coefficient=MatrixDown[tRow][tCol];
if(Coefficient!=1.0)
for(col=1;col<=Col;col++)
MatrixDown[tRow][col]/=Coefficient;
if(tRow<Row)
for(row=tRow+1;row<=Row;row++)
{
Coefficient=MatrixDown[row][tCol];
for(col=1;col<=Col;col++)
MatrixDown[row][col]-=Coefficient*MatrixDown[tRow][col];
}
return MatrixDown;
}
//Pivote Upward
double MatrixUp[9][9];
double (*(PivoteUp)(double MatrixInput[9][9],int Row,int Col,int tRow,int tCol))[9]
{
CopyMatrix(MatrixInput,MatrixUp,Row,Col);
Coefficient=MatrixUp[tRow][tCol];
if(Coefficient!=1.0)
for(col=1;col<=Col;col++)
MatrixUp[tRow][col]/=Coefficient;
if(tRow>1)
for(row=tRow-1;row>=1;row--)
{
Coefficient=MatrixUp[row][tCol];
for(col=1;col<=Col;col++)
MatrixUp[row][col]-=Coefficient*MatrixUp[tRow][col];
}
return MatrixUp;
}
//Pivote in Determinant
double MatrixPiv[9][9];
double (*(Pivote)(double MatrixInput[9][9],int Dim,int pTarget))[9]
{
CopyMatrix(MatrixInput,MatrixPiv,Dim,Dim);
for(row=pTarget+1;row<=Dim;row++)
{
Coefficient=MatrixPiv[row][pTarget]/MatrixPiv[pTarget][pTarget];
for(col=1;col<=Dim;col++)
{
MatrixPiv[row][col]-=Coefficient*MatrixPiv[pTarget][col];
}
}
return MatrixPiv;
}
//Determinant of Square Matrix
int dCounter,dRow;
double Det;
double MatrixDet[9][9];
double Determinant(double MatrixInput[9][9],int Dim)
{
CopyMatrix(MatrixInput,MatrixDet,Dim,Dim);
Det=1.0;
if(Dim>1)
{
for(dRow=1;dRow<Dim;dRow++)
{
dCounter=dRow;
while((MatrixDet[dRow][dRow]==0.0)&(dCounter<=Dim))
{
dCounter++;
Det*=-1.0;
CopyPointer(InterchangeRow(MatrixDet,Dim,Dim,dRow,dCounter),MatrixDet,Dim,Dim);
}
if(MatrixDet[dRow][dRow]==0)
{
Det=0.0;
break;
}
else
{
Det*=MatrixDet[dRow][dRow];
CopyPointer(Pivote(MatrixDet,Dim,dRow),MatrixDet,Dim,Dim);
}
}
Det*=MatrixDet[Dim][Dim];
}
else Det=MatrixDet[1][1];
return Det;
}
//Matrix Identity
double MatrixIdent[9][9];
double (*(Identity)(int Dim))[9]
{
for(row=1;row<=Dim;row++)
for(col=1;col<=Dim;col++)
if(row==col)
MatrixIdent[row][col]=1.0;
else
MatrixIdent[row][col]=0.0;
return MatrixIdent;
}
//Join Matrix to be Augmented Matrix
double MatrixJoin[9][9];
double (*(JoinMatrix)(double MatrixA[9][9],double MatrixB[9][9],int Row,int ColA,int ColB))[9]
{
Col=ColA+ColB;
for(row=1;row<=Row;row++)
for(col=1;col<=Col;col++)
if(col<=ColA)
MatrixJoin[row][col]=MatrixA[row][col];
else
MatrixJoin[row][col]=MatrixB[row][col-ColA];
return MatrixJoin;
}
//Inverse of Matrix
double (*Pointer)[9];
double IdentMatrix[9][9];
int Counter;
double MatrixAug[9][9];
double MatrixInv[9][9];
double (*(Inverse)(double MatrixInput[9][9],int Dim))[9]
{
Row=Dim;
Col=Dim+Dim;
Pointer=Identity(Dim);
CopyPointer(Pointer,IdentMatrix,Dim,Dim);
Pointer=JoinMatrix(MatrixInput,IdentMatrix,Dim,Dim,Dim);
CopyPointer(Pointer,MatrixAug,Row,Col);
for(Counter=1;Counter<=Dim;Counter++)
{
Pointer=PivoteDown(MatrixAug,Row,Col,Counter,Counter);
CopyPointer(Pointer,MatrixAug,Row,Col);
}
for(Counter=Dim;Counter>1;Counter--)
{
Pointer=PivoteUp(MatrixAug,Row,Col,Counter,Counter);
CopyPointer(Pointer,MatrixAug,Row,Col);
}
for(row=1;row<=Dim;row++)
for(col=1;col<=Dim;col++)
MatrixInv[row][col]=MatrixAug[row][col+Dim];
return MatrixInv;
}
//Gauss-Jordan Elemination
double MatrixGJ[9][9];
double VectorGJ[9][9];
double (*(GaussJordan)(double MatrixInput[9][9],double VectorInput[9][9],int Dim))[9]
{
Row=Dim;
Col=Dim+1;
Pointer=JoinMatrix(MatrixInput,VectorInput,Dim,Dim,1);
CopyPointer(Pointer,MatrixGJ,Row,Col);
for(Counter=1;Counter<=Dim;Counter++)
{
Pointer=PivoteDown(MatrixGJ,Row,Col,Counter,Counter);
CopyPointer(Pointer,MatrixGJ,Row,Col);
}
for(Counter=Dim;Counter>1;Counter--)
{
Pointer=PivoteUp(MatrixGJ,Row,Col,Counter,Counter);
CopyPointer(Pointer,MatrixGJ,Row,Col);
}
for(row=1;row<=Dim;row++)
for(col=1;col<=1;col++)
VectorGJ[row][col]=MatrixGJ[row][col+Dim];
return VectorGJ;
}
//Generalized Gauss-Jordan Elemination
double MatrixGGJ[9][9];
double VectorGGJ[9][9];
double (*(GeneralizedGaussJordan)(double MatrixInput[9][9],double VectorInput[9][9],int Dim,int vCol))[9]
{
Row=Dim;
Col=Dim+vCol;
Pointer=JoinMatrix(MatrixInput,VectorInput,Dim,Dim,vCol);
CopyPointer(Pointer,MatrixGGJ,Row,Col);
for(Counter=1;Counter<=Dim;Counter++)
{
Pointer=PivoteDown(MatrixGGJ,Row,Col,Counter,Counter);
CopyPointer(Pointer,MatrixGGJ,Row,Col);
}
for(Counter=Dim;Counter>1;Counter--)
{
Pointer=PivoteUp(MatrixGGJ,Row,Col,Counter,Counter);
CopyPointer(Pointer,MatrixGGJ,Row,Col);
}
for(row=1;row<=Row;row++)
for(col=1;col<=vCol;col++)
VectorGGJ[row][col]=MatrixGGJ[row][col+Dim];
return VectorGGJ;
}
//Matrix Sparse, Three Diagonal Non-Zero Elements
double MatrixSpa[9][9];
double (*(Sparse)(int Dimension,double FirstElement,double SecondElement,double ThirdElement))[9]
{
MatrixSpa[1][1]=SecondElement;
MatrixSpa[1][2]=ThirdElement;
MatrixSpa[Dimension][Dimension-1]=FirstElement;
MatrixSpa[Dimension][Dimension]=SecondElement;
for(int Counter=2;Counter<Dimension;Counter++)
{
MatrixSpa[Counter][Counter-1]=FirstElement;
MatrixSpa[Counter][Counter]=SecondElement;
MatrixSpa[Counter][Counter+1]=ThirdElement;
}
return MatrixSpa;
}
Copy and save the above code as Matrix.h then try the following code:
#include<iostream>
#include<conio.h>
#include"Matrix.h"
int Dim;
double Matrix[9][9];
int main()
{
cout<<"Enter your matrix dimension: ";
cin>>Dim;
Input(Matrix,Dim,Dim);
cout<<"Your matrix:"<<endl;
Output(Matrix,Dim,Dim);
cout<<"The inverse:"<<endl;
Output(Inverse(Matrix,Dim),Dim,Dim);
getch();
}
//Function for inverse of the input square matrix 'J' of dimension 'dim':
vector<vector<double > > inverseVec33(vector<vector<double > > J, int dim)
{
//Matrix of Minors
vector<vector<double > > invJ(dim,vector<double > (dim));
for(int i=0; i<dim; i++)
{
for(int j=0; j<dim; j++)
{
invJ[i][j] = (J[(i+1)%dim][(j+1)%dim]*J[(i+2)%dim][(j+2)%dim] -
J[(i+2)%dim][(j+1)%dim]*J[(i+1)%dim][(j+2)%dim]);
}
}
//determinant of the matrix:
double detJ = 0.0;
for(int j=0; j<dim; j++)
{ detJ += J[0][j]*invJ[0][j];}
//Inverse of the given matrix.
vector<vector<double > > invJT(dim,vector<double > (dim));
for(int i=0; i<dim; i++)
{
for(int j=0; j<dim; j++)
{
invJT[i][j] = invJ[j][i]/detJ;
}
}
return invJT;
}
void main()
{
//given matrix:
vector<vector<double > > Jac(3,vector<double > (3));
Jac[0][0] = 1; Jac[0][1] = 2; Jac[0][2] = 6;
Jac[1][0] = -3; Jac[1][1] = 4; Jac[1][2] = 3;
Jac[2][0] = 5; Jac[2][1] = 1; Jac[2][2] = -4;`
//Inverse of the matrix Jac:
vector<vector<double > > JacI(3,vector<double > (3));
//call function and store inverse of J as JacI:
JacI = inverseVec33(Jac,3);
}
Related
I'm trying to implement logistic regression in C++, but the predictions I'm getting are not even close to what I am expecting. I'm not sure if there is an error in my understanding of logistic regression or the code.
I have reviewed the algorithms and messed with the learning rate, but the results are very inconsistent.
double theta[4] = {0,0,0,0};
double x[2][3] = {
{1,1,1},
{9,9,9},
};
double y[2] = {0,1};
//prediction data
double test_x[1][3] = {
{9,9,9},
};
int test_m = sizeof(test_x) / sizeof(test_x[0]);
int m = sizeof(x) / sizeof(x[0]);
int n = sizeof(theta) / sizeof(theta[0]);
int xn = n - 1;
struct Logistic
{
double sigmoid(double total)
{
double e = 2.71828;
double sigmoid_x = 1 / (1 + pow(e, -total));
return sigmoid_x;
}
double h(int x_row)
{
double total = theta[0] * 1;
for(int c1 = 0; c1 < xn; ++c1)
{
total += theta[c1 + 1] * x[x_row][c1];
}
double final_total = sigmoid(total);
//cout << "final total: " << final_total;
return final_total;
}
double cost()
{
double hyp;
double temp_y;
double error;
for(int c1 = 0; c1 < m; ++c1)
{
//passes row of x to h to calculate sigmoid(xi * thetai)
hyp = h(c1);
temp_y = y[c1];
error += temp_y * log(hyp) + (1 - temp_y) * log(1 - hyp);
}// 1 / m
double final_error = -.5 * error;
return final_error;
}
void gradient_descent()
{
double alpha = .01;
for(int c1 = 0; c1 < n; ++c1)
{
double error = cost();
cout << "final error: " << error << "\n";
theta[c1] = theta[c1] - alpha * error;
cout << "theta: " << c1 << " " << theta[c1] << "\n";
}
}
void train()
{
for(int epoch = 0; epoch <= 10; ++epoch)
{
gradient_descent();
cout << "epoch: " << epoch << "\n";
}
}
vector<double> predict()
{
double temp_total;
double total;
vector<double> final_total;
//hypothesis equivalent function
temp_total = theta[0] * 1;
for(int c1 = 0; c1 < test_m; ++c1)
{
for(int c2 = 0; c2 < xn; ++c2)
{
temp_total += theta[c2 + 1] * test_x[c1][c2];
}
total = sigmoid(temp_total);
//cout << "final total: " << final_total;
final_total.push_back(total);
}
return final_total;
}
};
int main()
{
Logistic test;
test.train();
vector<double> prediction = test.predict();
for(int c1 = 0; c1 < test_m; ++c1)
{
cout << "prediction: " << prediction[c1] << "\n";
}
}
start with a very small learning rate wither larger iteration number at try. Haven`t tested ur code. But I guess the cost/error/energy jumps from hump to hump.
Somewhat unrelated to your question, but rather than computing e^-total using pow, use exp instead (it's a hell of a lot faster!). Also there is no need to make the sigmoid function a member func, make it static or just a normal C func (it doesn't require any member variable from your struct).
static double sigmoid(double total)
{
return 1.0 / (1.0 + exp(-total));
}
I am used to write C++ project in CodeBlocks, but for some stupid reasons I have to show it to my teacher in VisualStudio. I tried to make a console app or an empty project, and copied my main file there, but with the first one I get bunch of erorrs and the second one I get 'The system cannot find the way specified'. What is different in VisualStudio? I don't understand at all what is wrong.
here is my code
#include <iostream>
#include <fstream>
#include <math.h>
using namespace std;
const int kroku = 1000;
const double aa = 0; //pocatecni bod intervalu
const double bb = 1; //konečný bod intervalu
double a; //parametr
const double h = (bb - aa) / kroku; //krok
double p(double t) { //(py')' - qy = f
return exp(a*pow(t, 2));
}
double q(double t) {
return -exp(a*pow(t, 2))*pow(a, 2)*pow(t, 2);
}
double dp(double t) {
return 2 * t*a*exp(a*pow(t, 2));
}
double y[kroku + 1]; //řešení původní rce
double dydx[kroku + 1];
double z[kroku + 1]; //řešení dílčí rce
double dzdx[kroku + 1];
double x[kroku + 1]; //rozdělení intervalu (aa, bb) po krocích h
void generateX() { //generuje hodnoty x
for (int k = 0; k <= kroku; k++) {
x[k] = aa + k*h;
}
}
double partial(double pp1, double pp2, double w[kroku + 1], double dwdx[kroku + 1], double v)//řešení rce (pw')' - qw = g s pp
{
w[v] = pp1; //inicializace - počáteční podmínka
dwdx[v] = pp2; //inicialzace - počáteční podmínka
for (int i = 0; i <= kroku; i++) { //substituce dwdx proměnná -> dwdx = (w_(n+1) - w_n)/h) && dwdx =
w[i + 1] = h*dwdx[i] + w[i];
dwdx[i + 1] = (h / p(aa + h*i))*(q(aa + h*i)*w[i] - dp(aa + h*i)*dwdx[i]) + dwdx[i];
}
return 0;
}
double omega1, omega2; //nové počáteční podmínky omega1 = y(x0), omega2 = y'(x0)
void print(double N[kroku + 1])
{
fstream file;
file.open("data.dat", ios::out | ios::in | ios::trunc);//otevření/vytvoření(trunc) souboru
if (file.is_open()) //zápis do souboru
{
cout << "Writing";
file << "#" << "X" << " " << "Y" << endl;
for (int j = 0; j <= kroku; j++) {
file << x[j] << " " << N[j] << endl;
}
file << "#end";
}
else
{
cout << "Somethinq went wrong!";
}
file.close();
}
int main()
{
double alpha; //pocatecni podminka y(aa) = alpha
double beta; //y(bb) = beta
cout << "Assign the value of beta " << endl;
cin >> beta;
cout << "Assign the value of alpha " << endl;
cin >> alpha;
cout << "Assign the value of parameter a" << endl;
cin >> a;
double alpha1 = 0; //alpha1*p(aa)*y'(aa) - beta1*y(aa) = gamma1
//double alpha2 = 0; //alpha2*p(bb)*y'(bb) + beta2*y(bb) = gamma2
double beta1 = -1;
double beta2 = 1;
double gamma1 = alpha;
double gamma2 = beta;
generateX();
partial(alpha1, beta1 / p(aa), z, dzdx, aa); //(pz')'-qz = 0
omega1 = gamma2 / beta2;
omega2 = 1 / (z[kroku] * p(bb))*(gamma1 + dzdx[kroku] * p(bb));
partial(omega1, omega2, y, dydx, aa);//(py')' - qy = f = 0
print(y);
return 0;
strong text}
when I add
#include "stdafx.h"
I get four errors
2x 'Expression must have integral or unscoped enum type'
2x 'subscript is not of integral type'
for these lines
w[v] = pp1;
dwdx[v] = pp2;
Could anyone please help me? Thank you a lot
array subscript v in your line
w[v]
can not be double. It must be of interger type.
I'm having trouble compiling this program with #include. I see that if I comment out this line it compiles.
MatrixXd A = (1.0 / (double) d) * (p * U * p.transpose() - (p * u) * (p * u).transpose()).inverse();
I am unable to change the header since I need to run this code in ROS and I have to use the Eigen library built within. I am using the code as described in this link
How to fit a bounding ellipse around a set of 2D points.
Any help is greatly appricated.
pound include iostream
pound include Eigen/Dense
using namespace std;
using Eigen::MatrixXd;
int main ( )
{
//The tolerance for error in fitting the ellipse
double tolerance = 0.2;
int n = 12; // number of points
int d = 2; // dimension
MatrixXd p(d,n); //Fill matrix with random points
p(0,0) = -2.644722;
p(0,1) = -2.644961;
p(0,2) = -2.647504;
p(0,3) = -2.652942;
p(0,4) = -2.652745;
p(0,5) = -2.649508;
p(0,6) = -2.651345;
p(0,7) = -2.654530;
p(0,8) = -2.651370;
p(0,9) = -2.653966;
p(0,10) = -2.661322;
p(0,11) = -2.648208;
p(1,0) = 4.764553;
p(1,1) = 4.718605;
p(1,2) = 4.676985;
p(1,3) = 4.640509;
p(1,4) = 4.595640;
p(1,5) = 4.546657;
p(1,6) = 4.506177;
p(1,7) = 4.468277;
p(1,8) = 4.421263;
p(1,9) = 4.383508;
p(1,10) = 4.353276;
p(1,11) = 4.293307;
cout << p << endl;
MatrixXd q = p;
q.conservativeResize(p.rows() + 1, p.cols());
for(size_t i = 0; i < q.cols(); i++)
{
q(q.rows() - 1, i) = 1;
}
int count = 1;
double err = 1;
const double init_u = 1.0 / (double) n;
MatrixXd u = MatrixXd::Constant(n, 1, init_u);
while(err > tolerance)
{
MatrixXd Q_tr = q.transpose();
cout << "1 " << endl;
MatrixXd X = q * u.asDiagonal() * Q_tr;
cout << "1a " << endl;
MatrixXd M = (Q_tr * X.inverse() * q).diagonal();
cout << "1b " << endl;
int j_x, j_y;
double maximum = M.maxCoeff(&j_x, &j_y);
double step_size = (maximum - d - 1) / ((d + 1) * (maximum + 1));
MatrixXd new_u = (1 - step_size) * u;
new_u(j_x, 0) += step_size;
cout << "2 " << endl;
//Find err
MatrixXd u_diff = new_u - u;
for(size_t i = 0; i < u_diff.rows(); i++)
{
for(size_t j = 0; j < u_diff.cols(); j++)
u_diff(i, j) *= u_diff(i, j); // Square each element of the matrix
}
err = sqrt(u_diff.sum());
count++;
u = new_u;
}
cout << "3 " << endl;
MatrixXd U = u.asDiagonal();
MatrixXd A = (1.0 / (double) d) * (p * U * p.transpose() - (p * u) * (p * u).transpose()).inverse();
MatrixXd c = p * u;
cout << A << endl;
cout << c << endl;
return 0;
}
If I replace the obvious pound include bogus by
#include <iostream>
#include <Eigen/Dense>
it compiles just fine. It also runs, prints some numbers and returns 0.
I'm trying to write a simple MD program in C/C++ (I'm used to C but I'm trying to learning C++, so my code is a little "mix"... I know that this is suboptimal and I will move to full C++ as soon as I fully understand it).
Everything seems to run but I have divergences in Kinetic energy, the system does not thermalize and temperature (prop to K) goes from order(10°K) to order(10000°K) in a single step.
I'm working with a low time-step of 0.002 (total time of simulation: 30) so I should not have this enormous error...
This is my code, if something is not clear I can try to explain it better
int main(){
...
int n, t, m, i;
double r, K, U, E,P, totalE, temperature, d, x,y,z, temp;
...
double data[5][PARTICELLE], vel[3][PARTICELLE],dataNew[3][PARTICELLE]; //0,1,2 are x,y,z. 3, 4 for data are Energy and Pressure
double force[3][PARTICELLE], forceNew[3][PARTICELLE];
double velQ[PARTICELLE]; //square velocity
ofstream out(OUTDATA);
//inizio MD
for(t=0; t<PASSI; t++){
//inizialization
K=0;
U=0;
E=0;
P=0;
fill(data[3], data[3]+PARTICELLE, 0); //E=0 for each particle
fill(data[4], data[4]+PARTICELLE, 0);
fill(velQ, velQ+PARTICELLE, 0);
for(i=0; i<3; i++){
fill(force[i], force[i]+PARTICELLE, 0);
fill(forceNew[i], forceNew[i]+PARTICELLE, 0);
}
for(n=0; n<PARTICELLE; n++) { //for on the n_ particle. A step is a move of n=PARTICELLE particles
for (i = 0; i < 3; i++) { //compute vSquare
velQ[n] += vel[i][n] * vel[i][n];
}
K += 0.5 * MASSA * velQ[n]; //compute Kinetic Energy
for(m=0; m<PARTICELLE; m++){ //loop on m!=n to compute F, E, P
if(m!=n){
r=0;
for(i=0; i<3; i++){ //calculation of radius and x,y,z
d = data[i][m] - data[i][n];
d = d - (NINT(d / LATO) * LATO);
if(i==0)x=d;
if(i==1)y=d;
if(i==2)z=d;
r += d * d;
}
//if (t<2) cout << "x y z" << x << " " << y << " " << z << endl;
r=sqrt(r);
if (r < R) {
data[3][n] += energy(r); //update Energy of n
for(i=0; i<3; i++){
if(i==0)temp=x;
if(i==1)temp=y;
if(i==2)temp=z;
force[i][n]+=forza(r,temp); //compute force (cartesian components)
//if(t<2)cout << "force " <<n << " " << m << " "<< force[i][n] << endl;
}
if (m < n)data[4][n] += (-energy(r) * (1 + r)); //pressure
}
}
}
U+=data[3][n]; //total potential energy
P+=data[4][n]; //total pressure
for (i = 0; i < 3; i++) { //Verlet update, part 1
dataNew[i][n] = data[i][n] + vel[i][n] * DeltaT + 0.5 * force[i][n] * DeltaT * DeltaT / MASSA;
}
for(m=0; m<PARTICELLE; m++){ //update force
if(m!=n){
r=0;
for(i=0; i<3; i++){
d = data[i][m] - dataNew[i][n];
d = d - (NINT(d / LATO) * LATO);
if(i==0)x=d;
if(i==1)y=d;
if(i==2)z=d;
r += d * d;
}
r=sqrt(r);
if (r < R) {
for(i=0; i<3; i++) {
if (i == 0)temp = x;
if (i == 1)temp = y;
if (i == 2)temp = z;
forceNew[i][n] += forza(r, temp);
}
}
}
}
for(i=0; i<3; i++){ //new position and Verlet part 2
data[i][n]=dataNew[i][n];
vel[i][n]=vel[i][n] + DeltaT * 0.5*(forceNew[i][n] + force[i][n]) / MASSA;
}
}
totalE=U+K; //total energy
temperature = 2*K/(PARTICELLE*3);
out << t*DeltaT << " " << U << " " << P << " " << totalE << " " << temperature << endl;
}
out.close();
return 0;
}
where my system is under a potential e^-r/r, so I have:
double energy( double r){
return (A*SIGMA*exp(-r/SIGMA)/r);
}
double forza(double r, double h){ //h is for x,y,z
double bubba;
bubba= (A*SIGMA*(exp(-r)*h*(r+1)/(r*r*r)));
return bubba;
}
Thanks for any help. I'm working on this code since April and still I have no solution...
edit: to be clearer: CAPITAL terms and DeltaT are values defined in DEFINE
Here is my code so far. There seems to be soemthing wrong since I keep getting an incorrect answer. I am writing in a text file that is formatted:
2
3.0 1.0
2 being the size of the array and then 3.0 and 1.0 being the coefficients. Hopefully I didnt miss much in my explanation. Any help would be greatly appreciated.
Thanks
double polyeval(double* polyarray, double x, int arraySize)
{
//int result = 0;
if(arraySize == 0)
{
return polyarray[arraySize];
}
//result += x*(polyarray[arraySize]+polyeval(polyarray,x,arraySize-1));
return polyarray[arraySize-1]+ (x* (polyeval(polyarray,x,arraySize-1)));
//return result;
}
int main ()
{
int arraySize;
double x;
double *polyarray;
ifstream input;
input.open("polynomial.txt");
input >> arraySize;
polyarray = new double [arraySize];
for (int a = arraySize - 1; a >= 0; a--)
{
input >> polyarray[a];
}
cout << "For what value x would you like to evaluate?" << endl;
cin >> x;
cout << "Polynomial Evaluation: " << polyeval(polyarray, x, arraySize);
delete [] polyarray;
}
the idea that if i read in a text file of that format varying in size that it will solve for any value x given by the user
Jut taking a wild guess
for (int a = arraySize - 1; a >= 0; a--)
// ^^
{
input >> polyarray[a];
}
One error is here:
for (int a = arraySize - 1; a > 0; a--)
{ //^^should be a >=0
input >> polyarray[a];
}
You are missing some entry this way.
The recursive function should look like the following:
int polyeval(double* polyarray, double x, int arraySize)
{
if(arraySize == 1)
{
return polyarray[arraySize-1];
}
return x*(polyarray[arraySize-1]+polyeval(polyarray,x,arraySize-1));
}
The problem is mainly with the definition of the polynomial coefficients.
Your code assumes a polynomial on the form:
x( p(n) + x( p(n-1) + x( p(n-2) + ... x(p(1) + p(0)))..))
This line:
result += x*(polyarray[arraySize]+polyeval(polyarray,x,arraySize-1));
Should become:
result += pow(x,arraySize)*polyarray[arraySize]+polyeval(polyarray,x,arraySize-1);
This way the polynomial is defined correctly as p(n)x^n + p(n-1)x^(n-1) ... + p1 x + p0
Couldn't work out exactly what you were trying to do, or why you were using recursion. So I whipped up a non-recursive version that seems to give the right results.
#include <iostream>
using namespace std;
double polyeval(const double* polyarray, double x, int arraySize) {
if(arraySize <= 0) { return 0; }
double value = 0;
const double * p = polyarray + (arraySize-1);
for(int i=0; i<arraySize; ++i) {
value *= x;
value += *p;
p--;
}
return value;
}
int main () {
const int arraySize = 3;
const double polyarrayA[3] = {0.0,0.0,1.0}; // 0 + 0 x + 1 x^2
const double polyarrayB[3] = {0.0,1.0,0.0}; // 0 + 1 x + 0 x^2
const double polyarrayC[3] = {1.0,0.0,0.0}; // 1 + 0 x + 0 x^2
cout << "Polynomial Evaluation A f(x) = " << polyeval(polyarrayA, 0.5, arraySize)<<std::endl;
cout << "Polynomial Evaluation B f(x) = " << polyeval(polyarrayB, 0.5, arraySize)<<std::endl;
cout << "Polynomial Evaluation C f(x) = " << polyeval(polyarrayC, 0.5, arraySize)<<std::endl;
}
You can see it running here:
http://ideone.com/HE4r6x