| namespace Eigen { |
| |
| /** \eigenManualPage TutorialReductionsVisitorsBroadcasting Reductions, visitors and broadcasting |
| |
| This page explains Eigen's reductions, visitors and broadcasting and how they are used with |
| \link MatrixBase matrices \endlink and \link ArrayBase arrays \endlink. |
| |
| \eigenAutoToc |
| |
| \section TutorialReductionsVisitorsBroadcastingReductions Reductions |
| In Eigen, a reduction is a function taking a matrix or array, and returning a single |
| scalar value. One of the most used reductions is \link DenseBase::sum() .sum() \endlink, |
| returning the sum of all the coefficients inside a given matrix or array. |
| |
| <table class="example"> |
| <tr><th>Example:</th><th>Output:</th></tr> |
| <tr><td> |
| \include tut_arithmetic_redux_basic.cpp |
| </td> |
| <td> |
| \verbinclude tut_arithmetic_redux_basic.out |
| </td></tr></table> |
| |
| The \em trace of a matrix, as returned by the function \c trace(), is the sum of the diagonal coefficients and can equivalently be computed <tt>a.diagonal().sum()</tt>. |
| |
| |
| \subsection TutorialReductionsVisitorsBroadcastingReductionsNorm Norm computations |
| |
| The (Euclidean a.k.a. \f$\ell^2\f$) squared norm of a vector can be obtained \link MatrixBase::squaredNorm() squaredNorm() \endlink. It is equal to the dot product of the vector by itself, and equivalently to the sum of squared absolute values of its coefficients. |
| |
| Eigen also provides the \link MatrixBase::norm() norm() \endlink method, which returns the square root of \link MatrixBase::squaredNorm() squaredNorm() \endlink. |
| |
| These operations can also operate on matrices; in that case, a n-by-p matrix is seen as a vector of size (n*p), so for example the \link MatrixBase::norm() norm() \endlink method returns the "Frobenius" or "Hilbert-Schmidt" norm. We refrain from speaking of the \f$\ell^2\f$ norm of a matrix because that can mean different things. |
| |
| If you want other coefficient-wise \f$\ell^p\f$ norms, use the \link MatrixBase::lpNorm lpNorm<p>() \endlink method. The template parameter \a p can take the special value \a Infinity if you want the \f$\ell^\infty\f$ norm, which is the maximum of the absolute values of the coefficients. |
| |
| The following example demonstrates these methods. |
| |
| <table class="example"> |
| <tr><th>Example:</th><th>Output:</th></tr> |
| <tr><td> |
| \include Tutorial_ReductionsVisitorsBroadcasting_reductions_norm.cpp |
| </td> |
| <td> |
| \verbinclude Tutorial_ReductionsVisitorsBroadcasting_reductions_norm.out |
| </td></tr></table> |
| |
| \b Operator \b norm: The 1-norm and \f$\infty\f$-norm <a href="https://en.wikipedia.org/wiki/Operator_norm">matrix operator norms</a> can easily be computed as follows: |
| <table class="example"> |
| <tr><th>Example:</th><th>Output:</th></tr> |
| <tr><td> |
| \include Tutorial_ReductionsVisitorsBroadcasting_reductions_operatornorm.cpp |
| </td> |
| <td> |
| \verbinclude Tutorial_ReductionsVisitorsBroadcasting_reductions_operatornorm.out |
| </td></tr></table> |
| See below for more explanations on the syntax of these expressions. |
| |
| \subsection TutorialReductionsVisitorsBroadcastingReductionsBool Boolean reductions |
| |
| The following reductions operate on boolean values: |
| - \link DenseBase::all() all() \endlink returns \b true if all of the coefficients in a given Matrix or Array evaluate to \b true . |
| - \link DenseBase::any() any() \endlink returns \b true if at least one of the coefficients in a given Matrix or Array evaluates to \b true . |
| - \link DenseBase::count() count() \endlink returns the number of coefficients in a given Matrix or Array that evaluate to \b true. |
| |
| These are typically used in conjunction with the coefficient-wise comparison and equality operators provided by Array. For instance, <tt>array > 0</tt> is an %Array of the same size as \c array , with \b true at those positions where the corresponding coefficient of \c array is positive. Thus, <tt>(array > 0).all()</tt> tests whether all coefficients of \c array are positive. This can be seen in the following example: |
| |
| <table class="example"> |
| <tr><th>Example:</th><th>Output:</th></tr> |
| <tr><td> |
| \include Tutorial_ReductionsVisitorsBroadcasting_reductions_bool.cpp |
| </td> |
| <td> |
| \verbinclude Tutorial_ReductionsVisitorsBroadcasting_reductions_bool.out |
| </td></tr></table> |
| |
| \subsection TutorialReductionsVisitorsBroadcastingReductionsUserdefined User defined reductions |
| |
| TODO |
| |
| In the meantime you can have a look at the DenseBase::redux() function. |
| |
| \section TutorialReductionsVisitorsBroadcastingVisitors Visitors |
| Visitors are useful when one wants to obtain the location of a coefficient inside |
| a Matrix or Array. The simplest examples are |
| \link MatrixBase::maxCoeff() maxCoeff(&x,&y) \endlink and |
| \link MatrixBase::minCoeff() minCoeff(&x,&y)\endlink, which can be used to find |
| the location of the greatest or smallest coefficient in a Matrix or |
| Array. |
| |
| The arguments passed to a visitor are pointers to the variables where the |
| row and column position are to be stored. These variables should be of type |
| \link Eigen::Index Index \endlink, as shown below: |
| |
| <table class="example"> |
| <tr><th>Example:</th><th>Output:</th></tr> |
| <tr><td> |
| \include Tutorial_ReductionsVisitorsBroadcasting_visitors.cpp |
| </td> |
| <td> |
| \verbinclude Tutorial_ReductionsVisitorsBroadcasting_visitors.out |
| </td></tr></table> |
| |
| Both functions also return the value of the minimum or maximum coefficient. |
| |
| \section TutorialReductionsVisitorsBroadcastingPartialReductions Partial reductions |
| Partial reductions are reductions that can operate column- or row-wise on a Matrix or |
| Array, applying the reduction operation on each column or row and |
| returning a column or row vector with the corresponding values. Partial reductions are applied |
| with \link DenseBase::colwise() colwise() \endlink or \link DenseBase::rowwise() rowwise() \endlink. |
| |
| A simple example is obtaining the maximum of the elements |
| in each column in a given matrix, storing the result in a row vector: |
| |
| <table class="example"> |
| <tr><th>Example:</th><th>Output:</th></tr> |
| <tr><td> |
| \include Tutorial_ReductionsVisitorsBroadcasting_colwise.cpp |
| </td> |
| <td> |
| \verbinclude Tutorial_ReductionsVisitorsBroadcasting_colwise.out |
| </td></tr></table> |
| |
| The same operation can be performed row-wise: |
| |
| <table class="example"> |
| <tr><th>Example:</th><th>Output:</th></tr> |
| <tr><td> |
| \include Tutorial_ReductionsVisitorsBroadcasting_rowwise.cpp |
| </td> |
| <td> |
| \verbinclude Tutorial_ReductionsVisitorsBroadcasting_rowwise.out |
| </td></tr></table> |
| |
| <b>Note that column-wise operations return a row vector, while row-wise operations return a column vector.</b> |
| |
| \subsection TutorialReductionsVisitorsBroadcastingPartialReductionsCombined Combining partial reductions with other operations |
| It is also possible to use the result of a partial reduction to do further processing. |
| Here is another example that finds the column whose sum of elements is the maximum |
| within a matrix. With column-wise partial reductions this can be coded as: |
| |
| <table class="example"> |
| <tr><th>Example:</th><th>Output:</th></tr> |
| <tr><td> |
| \include Tutorial_ReductionsVisitorsBroadcasting_maxnorm.cpp |
| </td> |
| <td> |
| \verbinclude Tutorial_ReductionsVisitorsBroadcasting_maxnorm.out |
| </td></tr></table> |
| |
| The previous example applies the \link DenseBase::sum() sum() \endlink reduction on each column |
| though the \link DenseBase::colwise() colwise() \endlink visitor, obtaining a new matrix whose |
| size is 1x4. |
| |
| Therefore, if |
| \f[ |
| \mbox{m} = \begin{bmatrix} 1 & 2 & 6 & 9 \\ |
| 3 & 1 & 7 & 2 \end{bmatrix} |
| \f] |
| |
| then |
| |
| \f[ |
| \mbox{m.colwise().sum()} = \begin{bmatrix} 4 & 3 & 13 & 11 \end{bmatrix} |
| \f] |
| |
| The \link DenseBase::maxCoeff() maxCoeff() \endlink reduction is finally applied |
| to obtain the column index where the maximum sum is found, |
| which is the column index 2 (third column) in this case. |
| |
| |
| \section TutorialReductionsVisitorsBroadcastingBroadcasting Broadcasting |
| The concept behind broadcasting is similar to partial reductions, with the difference that broadcasting |
| constructs an expression where a vector (column or row) is interpreted as a matrix by replicating it in |
| one direction. |
| |
| A simple example is to add a certain column vector to each column in a matrix. |
| This can be accomplished with: |
| |
| <table class="example"> |
| <tr><th>Example:</th><th>Output:</th></tr> |
| <tr><td> |
| \include Tutorial_ReductionsVisitorsBroadcasting_broadcast_simple.cpp |
| </td> |
| <td> |
| \verbinclude Tutorial_ReductionsVisitorsBroadcasting_broadcast_simple.out |
| </td></tr></table> |
| |
| We can interpret the instruction <tt>mat.colwise() += v</tt> in two equivalent ways. It adds the vector \c v |
| to every column of the matrix. Alternatively, it can be interpreted as repeating the vector \c v four times to |
| form a four-by-two matrix which is then added to \c mat: |
| \f[ |
| \begin{bmatrix} 1 & 2 & 6 & 9 \\ 3 & 1 & 7 & 2 \end{bmatrix} |
| + \begin{bmatrix} 0 & 0 & 0 & 0 \\ 1 & 1 & 1 & 1 \end{bmatrix} |
| = \begin{bmatrix} 1 & 2 & 6 & 9 \\ 4 & 2 & 8 & 3 \end{bmatrix}. |
| \f] |
| The operators <tt>-=</tt>, <tt>+</tt> and <tt>-</tt> can also be used column-wise and row-wise. On arrays, we |
| can also use the operators <tt>*=</tt>, <tt>/=</tt>, <tt>*</tt> and <tt>/</tt> to perform coefficient-wise |
| multiplication and division column-wise or row-wise. These operators are not available on matrices because it |
| is not clear what they would do. If you want multiply column 0 of a matrix \c mat with \c v(0), column 1 with |
| \c v(1), and so on, then use <tt>mat = mat * v.asDiagonal()</tt>. |
| |
| It is important to point out that the vector to be added column-wise or row-wise must be of type Vector, |
| and cannot be a Matrix. If this is not met then you will get compile-time error. This also means that |
| broadcasting operations can only be applied with an object of type Vector, when operating with Matrix. |
| The same applies for the Array class, where the equivalent for VectorXf is ArrayXf. As always, you should |
| not mix arrays and matrices in the same expression. |
| |
| To perform the same operation row-wise we can do: |
| |
| <table class="example"> |
| <tr><th>Example:</th><th>Output:</th></tr> |
| <tr><td> |
| \include Tutorial_ReductionsVisitorsBroadcasting_broadcast_simple_rowwise.cpp |
| </td> |
| <td> |
| \verbinclude Tutorial_ReductionsVisitorsBroadcasting_broadcast_simple_rowwise.out |
| </td></tr></table> |
| |
| \subsection TutorialReductionsVisitorsBroadcastingBroadcastingCombined Combining broadcasting with other operations |
| Broadcasting can also be combined with other operations, such as Matrix or Array operations, |
| reductions and partial reductions. |
| |
| Now that broadcasting, reductions and partial reductions have been introduced, we can dive into a more advanced example that finds |
| the nearest neighbour of a vector <tt>v</tt> within the columns of matrix <tt>m</tt>. The Euclidean distance will be used in this example, |
| computing the squared Euclidean distance with the partial reduction named \link MatrixBase::squaredNorm() squaredNorm() \endlink: |
| |
| <table class="example"> |
| <tr><th>Example:</th><th>Output:</th></tr> |
| <tr><td> |
| \include Tutorial_ReductionsVisitorsBroadcasting_broadcast_1nn.cpp |
| </td> |
| <td> |
| \verbinclude Tutorial_ReductionsVisitorsBroadcasting_broadcast_1nn.out |
| </td></tr></table> |
| |
| The line that does the job is |
| \code |
| (m.colwise() - v).colwise().squaredNorm().minCoeff(&index); |
| \endcode |
| |
| We will go step by step to understand what is happening: |
| |
| - <tt>m.colwise() - v</tt> is a broadcasting operation, subtracting <tt>v</tt> from each column in <tt>m</tt>. The result of this operation |
| is a new matrix whose size is the same as matrix <tt>m</tt>: \f[ |
| \mbox{m.colwise() - v} = |
| \begin{bmatrix} |
| -1 & 21 & 4 & 7 \\ |
| 0 & 8 & 4 & -1 |
| \end{bmatrix} |
| \f] |
| |
| - <tt>(m.colwise() - v).colwise().squaredNorm()</tt> is a partial reduction, computing the squared norm column-wise. The result of |
| this operation is a row vector where each coefficient is the squared Euclidean distance between each column in <tt>m</tt> and <tt>v</tt>: \f[ |
| \mbox{(m.colwise() - v).colwise().squaredNorm()} = |
| \begin{bmatrix} |
| 1 & 505 & 32 & 50 |
| \end{bmatrix} |
| \f] |
| |
| - Finally, <tt>minCoeff(&index)</tt> is used to obtain the index of the column in <tt>m</tt> that is closest to <tt>v</tt> in terms of Euclidean |
| distance. |
| |
| */ |
| |
| } |