- #include <iostream>
- using namespace std;
- #include <ctime>
- // Eigen 核心部分
- #include <Eigen/Core>
- // 稠密矩阵的代数运算(逆,特征值等)
- #include <Eigen/Dense>
- using namespace Eigen;
- #define MATRIX_SIZE 50
- /****************************
- * 本程序演示了 Eigen 基本类型的使用
- ****************************/
- int main(int argc, char **argv) {
- // Eigen 中所有向量和矩阵都是Eigen::Matrix,它是一个模板类。它的前三个参数为:数据类型,行,列
- // 声明一个2*3的float矩阵
- Matrix<float, 2, 3> matrix_23;
- // 同时,Eigen 通过 typedef 提供了许多内置类型,不过底层仍是Eigen::Matrix
- // 例如 Vector3d 实质上是 Eigen::Matrix<double, 3, 1>,即三维向量
- Vector3d v_3d;
- // 这是一样的
- Matrix<float, 3, 1> vd_3d;
- // Matrix3d 实质上是 Eigen::Matrix<double, 3, 3>
- Matrix3d matrix_33 = Matrix3d::Zero(); //初始化为零
- // 如果不确定矩阵大小,可以使用动态大小的矩阵
- Matrix<double, Dynamic, Dynamic> matrix_dynamic;
- // 更简单的
- MatrixXd matrix_x;
- // 这种类型还有很多,我们不一一列举
- // 下面是对Eigen阵的操作
- // 输入数据(初始化)
- matrix_23 << 1, 2, 3, 4, 5, 6;
- // 输出
- cout << "matrix 2x3 from 1 to 6: \n" << matrix_23 << endl;
- // 用()访问矩阵中的元素
- cout << "print matrix 2x3: " << endl;
- for (int i = 0; i < 2; i++) {
- for (int j = 0; j < 3; j++) cout << matrix_23(i, j) << "\t";
- cout << endl;
- }
- // 矩阵和向量相乘(实际上仍是矩阵和矩阵)
- v_3d << 3, 2, 1;
- vd_3d << 4, 5, 6;
- // 但是在Eigen里你不能混合两种不同类型的矩阵,像这样是错的
- // Matrix<double, 2, 1> result_wrong_type = matrix_23 * v_3d;
- // 应该显式转换
- Matrix<double, 2, 1> result = matrix_23.cast<double>() * v_3d;
- cout << "[1,2,3;4,5,6]*[3,2,1]=" << result.transpose() << endl;
- Matrix<float, 2, 1> result2 = matrix_23 * vd_3d;
- cout << "[1,2,3;4,5,6]*[4,5,6]: " << result2.transpose() << endl;
- // 同样你不能搞错矩阵的维度
- // 试着取消下面的注释,看看Eigen会报什么错
- // Eigen::Matrix<double, 2, 3> result_wrong_dimension = matrix_23.cast<double>() * v_3d;
- // 一些矩阵运算
- // 四则运算就不演示了,直接用+-*/即可。
- matrix_33 = Matrix3d::Random(); // 随机数矩阵
- cout << "random matrix: \n" << matrix_33 << endl;
- cout << "transpose: \n" << matrix_33.transpose() << endl; // 转置
- cout << "sum: " << matrix_33.sum() << endl; // 各元素和
- cout << "trace: " << matrix_33.trace() << endl; // 迹
- cout << "times 10: \n" << 10 * matrix_33 << endl; // 数乘
- cout << "inverse: \n" << matrix_33.inverse() << endl; // 逆
- cout << "det: " << matrix_33.determinant() << endl; // 行列式
- // 特征值
- // 实对称矩阵可以保证对角化成功
- SelfAdjointEigenSolver<Matrix3d> eigen_solver(matrix_33.transpose() * matrix_33);
- cout << "Eigen values = \n" << eigen_solver.eigenvalues() << endl;
- cout << "Eigen vectors = \n" << eigen_solver.eigenvectors() << endl;
- // 解方程
- // 我们求解 matrix_NN * x = v_Nd 这个方程
- // N的大小在前边的宏里定义,它由随机数生成
- // 直接求逆自然是最直接的,但是求逆运算量大
- Matrix<double, MATRIX_SIZE, MATRIX_SIZE> matrix_NN
- = MatrixXd::Random(MATRIX_SIZE, MATRIX_SIZE);
- matrix_NN = matrix_NN * matrix_NN.transpose(); // 保证半正定
- Matrix<double, MATRIX_SIZE, 1> v_Nd = MatrixXd::Random(MATRIX_SIZE, 1);
- clock_t time_stt = clock(); // 计时
- // 直接求逆
- Matrix<double, MATRIX_SIZE, 1> x = matrix_NN.inverse() * v_Nd;
- cout << "time of normal inverse is "
- << 1000 * (clock() - time_stt) / (double) CLOCKS_PER_SEC << "ms" << endl;
- cout << "x = " << x.transpose() << endl;
- // 通常用矩阵分解来求,例如QR分解,速度会快很多
- time_stt = clock();
- x = matrix_NN.colPivHouseholderQr().solve(v_Nd);
- cout << "time of Qr decomposition is "
- << 1000 * (clock() - time_stt) / (double) CLOCKS_PER_SEC << "ms" << endl;
- cout << "x = " << x.transpose() << endl;
- // 对于正定矩阵,还可以用cholesky分解来解方程
- time_stt = clock();
- x = matrix_NN.ldlt().solve(v_Nd);
- cout << "time of ldlt decomposition is "
- << 1000 * (clock() - time_stt) / (double) CLOCKS_PER_SEC << "ms" << endl;
- cout << "x = " << x.transpose() << endl;
- return 0;
- }
运行结果:
- matrix 2x3 from 1 to 6:
- 1 2 3
- 4 5 6
- print matrix 2x3:
- 1 2 3
- 4 5 6
- [1,2,3;4,5,6]*[3,2,1]=10 28
- [1,2,3;4,5,6]*[4,5,6]: 32 77
- random matrix:
- 0.680375 0.59688 -0.329554
- -0.211234 0.823295 0.536459
- 0.566198 -0.604897 -0.444451
- transpose:
- 0.680375 -0.211234 0.566198
- 0.59688 0.823295 -0.604897
- -0.329554 0.536459 -0.444451
- sum: 1.61307
- trace: 1.05922
- times 10:
- 6.80375 5.9688 -3.29554
- -2.11234 8.23295 5.36459
- 5.66198 -6.04897 -4.44451
- inverse:
- -0.198521 2.22739 2.8357
- 1.00605 -0.555135 -1.41603
- -1.62213 3.59308 3.28973
- det: 0.208598
- Eigen values =
- 0.0242899
- 0.992154
- 1.80558
- Eigen vectors =
- -0.549013 -0.735943 0.396198
- 0.253452 -0.598296 -0.760134
- -0.796459 0.316906 -0.514998
- time of normal inverse is 0ms
- x = -55.7896 -298.793 130.113 -388.455 -159.312 160.654 -40.0416 -193.561 155.844 181.144 185.125 -62.7786 19.8333 -30.8772 -200.746 55.8385 -206.604 26.3559 -14.6789 122.719 -221.449 26.233 -318.95 -78.6931 50.1446 87.1986 -194.922 132.319 -171.78 -4.19736 11.876 -171.779 48.3047 84.1812 -104.958 -47.2103 -57.4502 -48.9477 -19.4237 28.9419 111.421 92.1237 -288.248 -23.3478 -275.22 -292.062 -92.698 5.96847 -93.6244 109.734
- time of Qr decomposition is 0ms
- x = -55.7896 -298.793 130.113 -388.455 -159.312 160.654 -40.0416 -193.561 155.844 181.144 185.125 -62.7786 19.8333 -30.8772 -200.746 55.8385 -206.604 26.3559 -14.6789 122.719 -221.449 26.233 -318.95 -78.6931 50.1446 87.1986 -194.922 132.319 -171.78 -4.19736 11.876 -171.779 48.3047 84.1812 -104.958 -47.2103 -57.4502 -48.9477 -19.4237 28.9419 111.421 92.1237 -288.248 -23.3478 -275.22 -292.062 -92.698 5.96847 -93.6244 109.734
- time of ldlt decomposition is 10ms
- x = -55.7896 -298.793 130.113 -388.455 -159.312 160.654 -40.0416 -193.561 155.844 181.144 185.125 -62.7786 19.8333 -30.8772 -200.746 55.8385 -206.604 26.3559 -14.6789 122.719 -221.449 26.233 -318.95 -78.6931 50.1446 87.1986 -194.922 132.319 -171.78 -4.19736 11.876 -171.779 48.3047 84.1812 -104.958 -47.2103 -57.4502 -48.9477 -19.4237 28.9419 111.421 92.1237 -288.248 -23.3478 -275.22 -292.062 -92.698 5.96847 -93.6244 109.734