NextCloud/dlib
1
0
Fork 0
mirror of https://github.com/davisking/dlib.git synced 2024-11-01 10:14:53 +08:00
Code Issues Packages Projects Releases Wiki Activity

Optimized the pinv function a little

Browse Source 
--HG--
extra : convert_revision : svn%3Afdd8eb12-d10e-0410-9acb-85c331704f74/trunk%402396
This commit is contained in:
Davis King 2008-07-10 01:04:45 +00:00
parent 5808343f71
commit b68878b412
2 changed files with 17 additions and 7 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

23
dlib/matrix/matrix_utilities.h
View File

@ -2412,19 +2412,28 @@ namespace dlib
)
{
typename matrix_exp<EXP>::matrix_type u;
matrix<typename EXP::type, EXP::NC, EXP::NC, typename EXP::mem_manager_type> w, v;
svd(m,u,w,v);
typedef typename EXP::mem_manager_type MM1;
matrix<typename EXP::type, EXP::NC, EXP::NC,MM1 > v;
typedef typename matrix_exp<EXP>::type T;
v.set_size(m.nc(),m.nc());
typedef typename matrix_exp<EXP>::type T;
u = m;
matrix<T,matrix_exp<EXP>::NC,1,MM1> w(m.nc(),1);
matrix<T,matrix_exp<EXP>::NC,1,MM1> rv1(m.nc(),1);
nric::svdcmp(u,w,v,rv1);
const double machine_eps = std::numeric_limits<typename EXP::type>::epsilon();
// compute a reasonable epsilon below which we round to zero before doing the
// reciprocal
const double eps = machine_eps*std::max(m.nr(),m.nc())*max(diag(w));
// compute the reciprocal of the diagonal of w
matrix<typename EXP::type,EXP::NC,1, typename EXP::mem_manager_type> w_diag = reciprocal(round_zeros(diag(w),eps));
const double eps = machine_eps*std::max(m.nr(),m.nc())*max(w);
// now compute the pseudoinverse
return tmp(scale_columns(v,w_diag))*trans(u);
return tmp(scale_columns(v,reciprocal(round_zeros(w,eps))))*trans(u);
}
// ----------------------------------------------------------------------------------------

1
dlib/test/matrix.cpp
View File

@ -912,6 +912,7 @@ namespace
matrix<double> mi = pinv(m );
DLIB_CASSERT(mi.nr() == m.nc(),"");
DLIB_CASSERT(mi.nc() == m.nr(),"");
DLIB_CASSERT((equal(round_zeros(mi*m,0.000001) , identity_matrix<double,2>())),"");
}
{