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Matrix_hub

矩阵运算库--C语言

A lib for Matrix Operations in C language. (矩阵运算库--C语言)

Author: Amoiensis (Xiping.Yu)

Email: [email protected]

Data: 2020.02.12~2023.08.21


更多资料和信息:

https://github.com/Amoiensis/Matrix_hub

[Releases 快速下载]: Matrix_Hub_v1.52.zip


具体应用例子:

Optimization-Algorithm(最优化算法):https://github.com/Amoiensis/Optimization-Algorithm


具体: Folder_--lib.lib文件_+_.h文件

Folder_--_code_.c文件_+_.h文件

操作-函数

操作 Func Name Operation (detailed)
生成矩阵 Matrix_gen Generate a new Matrix.
复制矩阵 Matrix_copy Copy to a new Matrix.
释放内存 M_free Free the memory of the Matrix (create).
矩阵显示 M_print Print, Display.
单位矩阵(生成) M_I Generate a identity Matrix (create).
生成(全)零矩阵 M_Zeros Generation All-Zeros-Matrix (create).
生成(全)一矩阵 M_Ones Generation All-Ones-Matrix (create).
生成希尔伯特矩阵 Hilbert Generate Hilbert Matrix (create).
加减法 M_add_sub Addition/ subtraction (create).
乘法 M_mul Matrix multiplication (create new one, abbr. create).
矩阵数乘 M_numul Number Multiplication (create).
矩阵对应元素乘/除 (哈达玛积) M_pmuldiv Hadamard Product : Multiply / Divide every element in the two Matrix-s (create).
矩阵对矩阵,对各行进行数乘 M_numul_m Matrix Number Multiplication (using matrix transfer)
求逆 M_Inverse Inverse (create).
伪逆 M_pinv left and right inverses / pseudo-inverse of Matrix. (create).
转置 M_T Transpose (create).
行列式 M_det Determinant.
M_tr Trace.
范数 M_norm Norm (1/ 2/ p/ INF/ FRO).
矩阵求秩 M_rank Rank.
矩阵求条件数 M_cond Conditon Value of the Matrix.
矩阵最大特征值、特征向量 M_eigen_max The maximum eigenvalue/ eigen-vector of the Matrix (create).
矩阵特征值 M_eigen_val The eigenvalues of the Matrix (create).
矩阵特征值, 及其对应特征向量(矩阵) M_eigen The eigenvalues and eigen-vectors of the Matrix (create).
矩阵绝对值 M_abs Absolute the value of elements in the Matrix (create).
矩阵行(列)调换 M_Swap Swap row or cloumn of the Matrix.
矩阵基本变换 M_E_trans Matrix elementary transformation.
基本变换矩阵 Etrans_2_Matrix Transforms the elementary transformation into Matrix (create).
基本变换矩阵的逆矩阵 Etrans_4_Inverse Inverse Matrix of elementary transformations (create).
上三角化 M_Uptri_ Upper-Triangulation transformation on the Matrix (create).
下三角化 M_Lowtri_ Lower-Triangulation transformation on the Matrix (create).
对角化 M_Diatri_ Diagonalization (create).
对角矩阵求逆 M_Dia_Inv The inverse of the diagonal Matrix (create).
上三角化(求逆用) M_Uptri_4inv For inverse, upper-triangulation transformation on the Matrix (create).
下三角化(求逆用) M_Lowtri_4inv For inverse , lower-triangulation transformation on the Matrix (create).
向量householder变换, 返回变换矩阵H householder Householder transformation for the Vector, return Transformating-Matrix: H (create).
矩阵householder变换 M_householder Householder transformation for the Matrix, return Transformated-Matrix: H_Mat (create).
矩阵QR分解 M_QR QR Decomposition (create).
矩阵SVD分解 M_SVD SVD Decomposition. (create).
切取部分矩阵 M_Cut Cut out a part-matrix from the Matrix (create).
从矩阵中抽取/采样特定的行/列. M_Sample Sample some row/col from Matrix. (create).
填充 M_full Full the Matrix with data (create).
(使用矩阵)填充矩阵 M_matFull Full the Matrix with another Matrix.
矩阵按列求和/向量元素和 M_sum Matrix Column-Summation (create). / Vector element Sum (create) .
寻找矩阵对应值位置(列优先) M_find Find all the positions with a certain value in the Matrix (create).
矩阵按列最小行位置 /向量最小元素位置 M_min Minimum-value position for each row in the Matrix (create) . / Vector minimum element position (create) .
矩阵按列最大行位置 /向量最大元素位置 M_max Maximum-value position for each row in the Matrix (create)./ Vector Maximum element position (create) .
矩阵各列指定行位置的值 M_minax_val The value of those given (row) positions for each column in the matrix (create).
矩阵各位置与给定值比较 (返回矩阵,取值0/1) M_logic_equal Compare every element /pisition of the Matrix with certain value (create). [ More : Return a new Matrix, whose every value is 0/1. ]
两矩阵对应位置逻辑运算 M_logic Logical operation of corresponding positions of two matrices
矩阵批量赋值(使用矩阵传递) M_setval Setting Values of a Matrix with another Matrix.
(函数: M_rank) 释放初等变换内存空间 Etrans_free (In Func: M_rank) Free memory for Elementary Transformation.
帮助 help Help.

Demo.c (Matrix_hub)

/*
\ \     __  ___     __      _       __ __     __
 \ \   /  |/  /__ _/ /_____(_)_ __ / // /_ __/ /
 / /  / /|_/ / _ `/ __/ __/ /\ \ // _  / // / _ \
/ /  /_/  /_/\_,_/\__/_/ /_//_\_\/_//_/\_,_/_.__/
* [INFORMATION]
    MATRIX_HUB
    AUTHOR: Xiping.Yu
    E-MAIL: [email protected]
    GITHUB: https://github.com/Amoiensis/Matrix_hub
    DATE: 2020.02.12-2023.08.21
    VERSION: 1.5.2
    CASE: Matrix Operation (C)
    DETAILS: The demo-code for Matrix_Hub.
    LICENSE: Apache-2.0
*/

#include <stdio.h>
#include <stdlib.h>
#include "matrix.h"
// # include "./solver_plugin/plugin_LP_Sover.h"


int main(int argc, char *argv[]) {

/* [Setting Matrix]*/
    //	Mat_1
    ...
    [ 具体矩阵赋值,见 demo.c ]

/* [Matrix Operation]*/
// 乘法
    Matrix *mat_3 = M_mul(mat_2, mat_1);
    M_print(mat_3);
    // 加减法
    Matrix *mat_diff = M_add_sub(1, mat_21, 1, mat_21b);
    M_print(mat_diff);
    // 初等变换
    Etrans_struct _Etrans_;
    _Etrans_.minuend_line = 2;
    _Etrans_.subtractor_line = 1;
    _Etrans_.scale = 2;
    _Etrans_.next_E_trans = NULL;
    _Etrans_.forward_E_trans = NULL;
    M_E_trans(mat_2, &_Etrans_, _ROW_);
    M_print(mat_2);
    // 单位矩阵
    M_print(M_I(5));
    // 初等变换to矩阵
    Matrix *mat_4 = Etrans_2_Matrix(&_Etrans_, 5, _ROW_);
    M_print(mat_4);
    // 上三角变换
    Uptri_struct *_Uptri_ = M_Uptri_(mat_21);
    M_print(_Uptri_->trans_matrix);
    M_print(_Uptri_->Uptri_matrix);
    // 下三角变换
    Lowtri_struct *_Lowtri_ = M_Lowtri_(mat_21);
    M_print(_Lowtri_->Lowtri_matrix);
    M_print(_Lowtri_->trans_matrix);
    // 对角化
    Dia_struct *_Dia_ = M_Diatri_(mat_21);
    M_print(_Dia_->trans_leftmatrix);
    M_print(_Dia_->Diatri_matrix);
    M_print(_Dia_->trans_rightmatrix);
    // 矩阵求逆
    Matrix *_mat_inv = M_Inverse(mat_21);
    M_print(_mat_inv);
    // 行列交换
    M_Swap(_mat_inv, 1, 2, _ROW_);
    M_print(_mat_inv);
    // 切割部分
    Matrix *_mat_cut = M_Cut(_mat_inv, _END_, _END_, 2, 3);
    M_print(_mat_cut);
    // 转置
    Matrix *_mat_T = M_T(_mat_inv);
    M_print(_mat_T);
    // 迹
    MATRIX_TYPE _tr_mat = M_tr(_mat_inv);
    printf("Trace(Matrix_%x) = %.4lf\n", _mat_inv, _tr_mat);
    // 行列式
    MATRIX_TYPE _det_mat = M_det(_mat_inv);
    printf("Det(Matrix_%x) = %.4lf\n", mat_21, _det_mat);
    // 填充
    Matrix *mat_full = M_full(mat_2, 1, 1, 1, 1, 0);
    M_print(mat_full);
    M_print(mat_2);
    // 范数
    printf("NORM_L1(mat_%x) = %lf\n",mat_b, M_norm(mat_b, 1));
    printf("NORM_L2(mat_%x) = %lf\n",mat_b, M_norm(mat_b, 2));
    // 秩
    printf("Rank(mat_%x) = %d\n", mat_A10, M_rank(mat_A10));
    printf("Rank(mat_%x) = %d\n", mat_full, M_rank(mat_full));
    // Hilbert 希尔伯特矩阵
    M_print(Hilbert(5));
    // 条件数计算
    printf("->> Condition_Value = %lf\n", M_cond(Hilbert(5),1));
    // 矩阵householder变换
    Matrix * M_H = M_householder(Hilbert(5));
    M_print(M_H);
    // 矩阵特征值 + 特征向量
    Matrix *target = mat_eigen_test;
    M_print(target);
    Matrix ** M_eigen_val_vec = M_eigen(target);
    enum{val=0, vec=1};
    M_print(M_eigen_val_vec[val]);
    M_print(M_eigen_val_vec[vec]);
    //  矩阵QR分解
    Matrix ** M_Q_R = M_QR(Hilbert(5));
    enum{q=0, r=1};
    M_print(M_Q_R[q]);
    M_print(M_Q_R[r]);
    // 矩阵 SVD 分解.
    Matrix ** mat_list_SVD = M_SVD(mat_1);
    enum{U=0, Dia=1, V=2};
    M_print(mat_list_SVD[U]);
    M_print(mat_list_SVD[Dia]);
    M_print(mat_list_SVD[V]);
    // 矩阵求伪逆
    Matrix * mat_pinv = M_pinv(mat_1, _SVD_);
    M_print(mat_pinv);

/* [Application]*/
    /* [CASE 1: LP]
    |    min CX
    |s.t. AX=b,X>=0
    LP: linear programming, 求解线性规划.
    [Note.] 需要在main文件引入 "plugin_LP_Sover.h"
    # include "./solver_plugin/plugin_LP_Sover.h"
    */
    M_LP_struct* LP_result = NULL;
    // [LP-Case 1]
    enum LP_method{_Simplex=1,};
    printf("*** LP-SOLVER START ***\n");
    LP_result = LP_Solver(mat_A_lp, mat_B_lp,mat_C_lp, _Simplex); // 使用单纯形法解线性规划.
    printf("*** LP-SOLVER END ***\n");
    if (LP_result != NULL){
        printf("[COST]\n"); // mat_C_lp, C矩阵, 成本矩阵.
        M_print(LP_result->_matrix_c);
        printf("[BASE]\n"); // 最优解的基构成
        M_print(LP_result->_matrix_base);
        printf("[VALUES]\n"); // 最优值
        M_print(M_T(LP_result->_matrix_b));
        printf("[MAT_A]\n"); // 最后的变换系数矩阵.
        M_print(LP_result->_matrix_A);
        printf("[DELTA]\n"); // 各基的delta.
        M_print(LP_result->_matrix_delta);
        printf(">> OPT-VALUES: %lf\n", LP_result->values_opt); // 求解状态.
        printf(">> iter-num: %d\n", LP_result->iter_num);
        printf(">> [Note.] Please Check is Feasible or Not.\n"); // 求解迭代次数.
        LP_free(LP_result);
    }else{
        system("pause");
        printf("[NO FEASIBLE.] SEARCH ALL BRANCHES.\n");
    }

    // [ CASE 2: linear equations solver]linear equations,
    // 解线性方程. e.g. mat_A*x = mat_b
    printf("# Solver:mat_A*x = mat_b\n");
    Matrix *_mat_result = M_mul(M_Inverse(mat_A10), mat_b10);
    M_print(_mat_result);(M_Inverse(mat_A10), mat_b10);
    M_print(_mat_result);

/* [Others]*/
    // Free Memory of Matrix, 释放矩阵内存.
    M_free(_mat_T);

/* [Help]*/
    help("help");
    help("M_rank");
    help("Update");
    help("MatrixHub");

    system("pause");
    return 0;
}

[Matrix Hub v1.52] 2023.08.21

  1. 新增函数, 详情见下表 M_SVD: SVD分解/ M_pinv:矩阵伪逆/ M_Sample:矩阵采样 ;
操作 Func Name Operation (detailed)
矩阵SVD分解 M_SVD SVD Decomposition. (create).
伪逆 M_pinv left and right inverses / pseudo-inverse of Matrix. (create).
从矩阵中抽取/采样特定的行/列. M_Sample Sample some row/col from Matrix. (create).

[Note.] 目前 M_pinv , 支持 左/右逆直接计算、SVD分解计算伪逆;

  1. 新增 Matrix_Hub 插件部分 “solver_plugin”.

    i. 已添加 LP (线性规划) 求解器, 基于 Simplex-Method (单纯形法), 后续将考虑添加 简易MIP 和 部分其他优化算法.

    ii. 欢迎关注和使用本项目的同学, 分享和贡献 在您使用场景中的插件功能.

    iii. 其他一些具体优化的应用 可以查看 Github/Amoiensis: Optimization-Algorithm.

    iv. [Note.] 矩阵的基础功能 和 插件部分 是解耦的, 如果在您的项目中不需要使用 插件部分, 不引入插件部分即可.

  2. 非常感谢 645770225同学, wtyhainan同学 对于 特征值计算/householder变换, 相关函数的BUG提出和修改建议.

    已经在版本 Matrix_Hub_v1.52 中得到修正, 具体问题请查看 [ISSUE-8]/ [ISSUE-9]/ [ISSUE-10]/ [ISSUE-11].

  3. 在版本 Matrix_Hub_v1.52 中, 考虑部分嵌入式设备的需要, 使用 memcpy/memset 实现赋值操作较多的函数, 替换原先逐个赋值的操作.

    值得注意的是:

    i. 在一定情况下, 编译器会对逐一赋值进行优化;

    ii. 因为矩阵是行优先结构存储在内存中, 对于特定场景, 该修改不一定能效改善性能;

    iii. 如果有需求也可以将 "memcpy/memset" 修改回"逐个赋值", 该部分作为注释已在源码中, 您可以在 "matrix.h" 中修改即可.

[Matrix Hub v1.51] 2022.05.28

  1. 新增函数, 详情见下表 M_eigen_max/ householder/ M_householder/ M_QR/ M_eigen_val;
操作 Func Name Operation (detailed)
矩阵最大特征值、特征向量 M_eigen_max The maximum eigenvalue/ eigen-vector of the Matrix (create).
向量householder变换, 返回变换矩阵H householder Householder transformation for the Vector, return Transformating-Matrix: H (create).
矩阵householder变换 M_householder Householder transformation for the Matrix, return Transformated-Matrix: H_Mat (create).
矩阵QR分解 M_QR QR Decomposition (create).
矩阵特征值 M_eigen_val The eigenvalues of the Matrix (create).
矩阵特征值, 及其对应特征向量(矩阵) M_eigen The eigenvalues and eigen-vectors of the Matrix (create).
  1. 新增 运算过程的"显示详细等级"(The Level of Details of Output).

    位置: DETAILED (state.h)

    档位: 0/1/2/3 四等级: 0->3 逐渐详细 ( 默认设置为 2级)

    level - 显示详情的函数

    0 - M_print (除设定的输出外,不额外显示其他计算细节信息)

    1 - M_Uptri_/ M_Lowtri_/ M_Diatri_ ;

    2 - M_full/ M_Inverse/ M_eigen_val/ M_rank / M_Uptri_/ M_Lowtri_/ M_Diatri_/ M_print ;

    3 - M_free/ M_mul/ M_full/ M_Inverse/ M_rank/ M_mul / M_Uptri_/ M_Lowtri_/ M_Diatri_/ M_print ;

  2. 解决求逆运算中存在的问题(感谢@1u2e): 结构体释放问题、一维矩阵求逆; 详见:#4

  3. 本版本已完成内存测试,目前测试后暂无内存泄漏问题;

  4. 更新"README", 参考"功能表"中 OPERATION 列, 如返回值为新开辟空间则标记有 "create", 用于提供内存管理的参考, 具体请参考对应 OPERATION 说明 help("README").

  5. 自Matrix_Hub v1.51 起, 可以使用 help("MatrixHub") 查看当前版本号.

[Matrix Hub v1.50] 2022.04.29

  1. 新增函数, 矩阵求条件数 M_cond (matrix.h);

  2. 进一步克服 v1.44 内存问题, 完善内存管理, 可使用 help("Memory_Manager") 查看;

    注意:本次更新内存管理大幅改善,已修复v1.4x内存问题。

[Matrix Hub v1.44] 2022.04.28

  1. 新增函数 矩阵求秩: M_rank (matrix.h);

  2. 新增函数 Etrans_free, 实现 M_rank 初等变换内存释放; 详见 help("Etrans_free"), (matrix.h)

  3. 新增希尔伯特矩阵(病态矩阵)生成: Hilbert (matrix.h);

  4. 新增矩阵不可逆报错, Error: M_Dia_Inv_023: "@ERROR: Matrix is not invertible!" (state.h);

  5. 已修复 v1.43 计算不稳定问题;

    注意:本次更新内存和计算速度都得到提高,已修复v1.43稳定性问题。

[Matrix Hub v1.43] 2021.10.26

  1. 更新矩阵求逆算法,所有基于求逆的运算速度提升,更新"M_Inverse"函数;

  2. 修复初等变换的内存问题,程序运行内存占用减少;

  3. 删除“Etrans_2_Inverse”函数;新增“Etrans_4_Inverse”函数,用于加速矩阵求逆;

  4. 更新“M_Uptri_4inv”、“M_Lowtri_4inv”用于加速矩阵求逆;

    注意:推荐目前请使用 [Matrix Hub v1.42]v1.42版本,本次更新内存和计算速度都得到提高,但是存在一些稳定性问题,正在修复。

[Matrix Hub v1.42] 2021.08.06

  1. 新增求解矩阵最大特征值函数:M_eigen_max(),可使用help("M_eigen_max")查看具体使用;
  2. 新增矩阵取绝对值函数 M_abs(),可使用help("M_abs")查看具体使用;
  3. 完善向量和矩阵的各种范数运算M_norm():新增1范数(1)、2范数(2)、无穷范数(INF)、F范数(FRO)等方法,修正了矩阵二范数计算错误的问题,可使用help("M_norm")查看具体使用;

[Matrix Hub v1.4] 2021.02.02

  1. 新增 help() 函数,可以输入各函数名称,查看具体使用方法;如,help("help")、help("Matrix_gen")、help("README")、help("Update"),等;

  2. 新增函数“M_numul_m ()”,用于矩阵数乘 ,矩阵对于矩阵进行操作,各行对应数乘 ;

  3. 将原 M_matFull() 函数中,最左侧,和最上侧,row_up和column_left取值从“0”设置为“1(HEAD)”;

  4. 修正原代码中"Matirx"的误写,修正为"Matrix";

ATTENTION

Please feel free to contact with me for any questions, thank you!

Don't spread the files without permission!

所有文件仅仅供学习交流!


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A lib of Matrix operation for C language. (矩阵运算库--C语言)

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