C++矩阵对称正交化 C++实现矩阵对称正交化的代码实例
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1.python代码
import numpy as np import pandas as pd df=pd.DataFrame() df['fac_01']=(34, 45, 65) df['fac_02']=(56, 25, 94) print(df) print('------------------矩阵的特征跟D、和特征向量U-----------------------') D,U=np.linalg.eig(np.dot(df.T, df)) # 求矩阵的特征跟D、和特征向量U print(D,U,sep='\n') print('\n------------------对角矩阵-----------------------') print(np.diag(D**(-0.5))) print('\n------------------对称正交后的矩阵-----------------------') S = np.dot(np.dot(U, np.diag(D**(-0.5))), U.T) # 求过渡矩阵S = U* DEx *U' F_hat = np.dot(df, S) # 求对称正交后的矩阵 print(F_hat)
2.C++的Eigen库实现
#include "Eigen/Dense" using namespace Eigen; int main() { //初始化 MatrixXf A(3, 2); A(0,0) = 34;A(0,1) = 56; A(1,0) = 45;A(1,1) = 25; A(2,0) = 65;A(2,1) = 94; //生成正交矩阵 MatrixXf AEx = A.transpose() * A; int nRowSize = AEx.rows(); int nColSize = AEx.cols(); //求特征根、特征向量 SelfAdjointEigenSolver<Matrix2f> eigensolver(AEx); MatrixXf D = eigensolver.eigenvalues(); MatrixXf U = eigensolver.eigenvectors(); std::cout<<"特征根如下:" <<std::endl; nRowSize = D.rows(); nColSize = D.cols(); for(size_t i=0; i<nRowSize; i++) { for(size_t j=0; j<nColSize; j++) { std::cout<<D(i,j)<<" "; } std::cout<<std::endl; } std::cout<<"特征向量如下:" <<std::endl; nRowSize = U.rows(); nColSize = U.cols(); for(size_t i=0; i<nRowSize; i++) { for(size_t j=0; j<nColSize; j++) { std::cout<<U(i,j)<<" "; } std::cout<<std::endl; } //生成np.diag(D**(-0.5)))对角线矩阵 MatrixXf DEx(2,2); for(size_t i=0; i<2; i++) { for(size_t j=0; j<2; j++) { if(i == j) { DEx(i,j) = pow(D(i,0),-0.5); } else { DEx(i,j) = 0; } } } nRowSize = DEx.rows(); nColSize = DEx.cols(); std::cout<<"对角线矩阵如下:" <<std::endl; for(size_t i=0; i<nRowSize; i++) { for(size_t j=0; j<nColSize; j++) { std::cout<<DEx(i,j)<<" "; } std::cout<<std::endl; } //生成过度矩阵S MatrixXf S = U * DEx * U.transpose(); //生成正交化矩阵 MatrixXf R = A * S; nRowSize = R.rows(); nColSize = R.cols(); std::cout<<"正交化结果如下:" <<std::endl; for(size_t i=0; i<nRowSize; i++) { for(size_t j=0; j<nColSize; j++) { std::cout<<R(i,j)<<" "; } std::cout<<std::endl; } return 0; }
3.结果对比
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