总结:
eigen代码:
#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
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