LinearAlgebraCV.h

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// Filename:  LinearAlgebraCV.h
// Author:    Pedram Azad
// Date:      2005
// ****************************************************************************


#ifndef _LINEAR_ALGEBRA_CV_H_
#define _LINEAR_ALGEBRA_CV_H_


// ****************************************************************************
// Forward declarations
// ****************************************************************************

class CFloatMatrix;
class CFloatVector;
class CDoubleMatrix;
class CDoubleVector;
struct Mat3d;
struct Vec2d;



// ****************************************************************************
// LinearAlgebraCV
// ****************************************************************************

namespace LinearAlgebraCV
{
        // operating on CFloatMatrix and CFloatVector

        // singular value decomposition
        void SVD(const CFloatMatrix *A, CFloatMatrix *W, CFloatMatrix *U = 0, CFloatMatrix *V = 0,
                bool bAllowModifyA = false, bool bReturnUTransposed = false, bool bReturnVTransposed = false);

        // linear least squares
        void SolveLinearLeastSquaresSimple(const CFloatMatrix *A, const CFloatVector *b, CFloatVector *x);
        void SolveLinearLeastSquaresSVD(const CFloatMatrix *A, const CFloatVector *b, CFloatVector *x);
        void SolveLinearLeastSquaresHomogeneousSVD(const CFloatMatrix *A, CFloatVector *x);
                
        // calculation of pseudoinverse
        void CalculatePseudoInverseSVD(const CFloatMatrix *pInputMatrix, CFloatMatrix *pOutputMatrix);
        void CalculatePseudoInverseSimple(const CFloatMatrix *pInputMatrix, CFloatMatrix *pResultMatrix);
        
        // basic operations on matrices
        void Multiply(const CFloatMatrix *A, const CFloatMatrix *B, CFloatMatrix *pResultMatrix, bool bTransposeB = false);
        void Invert(const CFloatMatrix *A, const CFloatMatrix *pResultMatrix);
        void Transpose(const CFloatMatrix *A, const CFloatMatrix *pResultMatrix);
        void SelfProduct(const CFloatMatrix *pMatrix, CFloatMatrix *pResultMatrix, bool bTransposeSecond = false);
        
        // 2d homographies
        bool DetermineAffineTransformation(const Vec2d *pSourcePoints, const Vec2d *pTargetPoints, int nPoints, Mat3d &A, bool bUseSVD = false);
        bool DetermineHomography(const Vec2d *pSourcePoints, const Vec2d *pTargetPoints, int nPoints, Mat3d &A, bool bUseSVD = false);
        
        // covariance matrix
        void CalculateCovarianceMatrix(const CFloatMatrix *pMatrix, CFloatMatrix *pCovarianceMatrix);
        
        // PCA
        void PCA(const CFloatMatrix *pData, CFloatMatrix *pTransformationMatrix, CFloatMatrix *pTransformedData, int nTargetDimension);
        void PCA(const CFloatMatrix *pData, CFloatMatrix *pTransformationMatrix, CFloatMatrix *pEigenValues);



        // operating on CDoubleMatrix and CDoubleVector

        // singular value decomposition
        void SVD(const CDoubleMatrix *A, CDoubleMatrix *W, CDoubleMatrix *U = 0, CDoubleMatrix *V = 0,
                bool bAllowModifyA = false, bool bReturnUTransposed = false, bool bReturnVTransposed = false);

        // linear least squares
        void SolveLinearLeastSquaresSimple(const CDoubleMatrix *A, const CDoubleVector *b, CDoubleVector *x);
        void SolveLinearLeastSquaresSVD(const CDoubleMatrix *A, const CDoubleVector *b, CDoubleVector *x);
        void SolveLinearLeastSquaresHomogeneousSVD(const CDoubleMatrix *A, CDoubleVector *x);
                
        // calculation of pseudoinverse
        void CalculatePseudoInverseSVD(const CDoubleMatrix *pInputMatrix, CDoubleMatrix *pOutputMatrix);
        void CalculatePseudoInverseSimple(const CDoubleMatrix *pInputMatrix, CDoubleMatrix *pResultMatrix);
        
        // basic operations on matrices
        void Multiply(const CDoubleMatrix *A, const CDoubleMatrix *B, CDoubleMatrix *pResultMatrix, bool bTransposeB = false);
        void Invert(const CDoubleMatrix *A, const CDoubleMatrix *pResultMatrix);
        void Transpose(const CDoubleMatrix *A, const CDoubleMatrix *pResultMatrix);
}



#endif /* _LINEAR_ALGEBRA_CV_H_ */