Décomposition de Cholesky

Hello,

Je suis un débutant en c++ qui cherche à calculer la racine carrée d'une matrice par la décomposition de Cholesky.
J'ai trouvé une bibliothèque qui fournit une fonction Cholesky. http://www.robertnz.net/download.html.
Cette fonction demande en paramètre une matrice de variance-covariance de type const SymmetricMatrix&.
C'est la que ça coince, je n'arrive pas à construire la classe SymmetricMatrix (ça pourra également coincer plus tard mais je n'en suis qu'au début). Lorsque j'essaie de mettre des données dans la matrice de type const SymmetricMatrix, j'ai droit à plusieurs erreurs.


Erreur 1:

'initializing' : cannot convert from 'int' to 'SymmetricMatrix &'


Erreur 2:

error C2679: binary '<<' : no operator found which takes a right-hand operand of type 'Correl' (or there is no acceptable conversion)

Avec ces suggestions:

1> c:\program files\microsoft visual studio 8\vc\include\newmat.h(520): could be 'void GeneralMatrix::operator <<(const double *)'
1> c:\program files\microsoft visual studio 8\vc\include\newmat.h(521): or 'void GeneralMatrix::operator <<(const float *)'
1> c:\program files\microsoft visual studio 8\vc\include\newmat.h(522): or 'void GeneralMatrix::operator <<(const int *)'
1> c:\program files\microsoft visual studio 8\vc\include\newmat.h(523): or 'void GeneralMatrix::operator <<(const BaseMatrix &)'
1> c:\program files\microsoft visual studio 8\vc\include\newmat.h(576): or 'MatrixInput GeneralMatrix::operator <<(double)'
1> c:\program files\microsoft visual studio 8\vc\include\newmat.h(577): or 'MatrixInput GeneralMatrix::operator <<(float)'
1> c:\program files\microsoft visual studio 8\vc\include\newmat.h(578): or 'MatrixInput GeneralMatrix::operator <<(int)'
1> while trying to match the argument list '(SymmetricMatrix, Correl)'
1>h:\vba appl\alpha_project\alpha_project\alpha_project.cpp(36) :


Erreur 3:
error C2679: binary '=' : no operator found which takes a right-hand operand of type 'Correl' (or there is no acceptable conversion)

Avec ces suggestions:


1> c:\program files\microsoft visual studio 8\vc\include\newmat.h(633): could be 'void Matrix::operator =(const BaseMatrix &)'
1> c:\program files\microsoft visual studio 8\vc\include\newmat.h(634): or 'void Matrix::operator =(Real)'
1> c:\program files\microsoft visual studio 8\vc\include\newmat.h(635): or 'void Matrix::operator =(const Matrix &)'
1> while trying to match the argument list '(Matrix, Correl)'
1>Build log was saved at "file://h:\VBA appl\Alpha_Project\Alpha_Project\Debug\BuildLog.htm"
1>Alpha_Project - 3 error(s), 0 warning(s)
========== Build: 0 succeeded, 1 failed, 0 up-to-date, 0 skipped ==========

Code:

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#include "stdafx.h" #include "newmatap.h" #include <math.h> #include <vector> #include <iostream>     class Correl { public: double Input[2][2]; Correl(double covx, double covyx, double covxy, double covyy) { Input[0][0]=covx; Input[0][1]=covyx; Input[1][0]=covxy; Input[1][1]=covyy; } };   int _tmain(int argc, _TCHAR* argv[]) {       Correl PourTruc(1,1,1,1); Matrix lb(2,2);   SymmetricMatrix& Truc(2); Truc << PourTruc; lb=PourTruc; return 0; }

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En gros mon problème est comment passer en paramètres la matrice d'input.
Si quelqu'un à une solution qui passe par une autre voie que la librairy newmat, je suis également preneur...


Merci par avance,

Trop de fichier dans ta lib. Donne nous la definition et le code de la class SymmetricMatrix ( ou SMatrix )

Voici le code de SymmetricMatrix....

Code:

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class SymmetricMatrix : public GeneralMatrix { GeneralMatrix* Image() const; // copy of matrix public: SymmetricMatrix() {} ~SymmetricMatrix() {} SymmetricMatrix(ArrayLengthSpecifier); SymmetricMatrix(const BaseMatrix&); void operator=(const BaseMatrix&); void operator=(Real f) { GeneralMatrix::operator=(f); } void operator=(const SymmetricMatrix& m) { Eq(m); } Real& operator()(int, int); // access element Real& element(int, int); // access element Real operator()(int, int) const; // access element Real element(int, int) const; // access element #ifdef SETUP_C_SUBSCRIPTS Real* operator[](int m) { return store+(m*(m+1))/2; } const Real* operator[](int m) const { return store+(m*(m+1))/2; } #endif MatrixType type() const; SymmetricMatrix(const SymmetricMatrix& gm) : GeneralMatrix() { GetMatrix(&gm); } Real sum_square() const; Real sum_absolute_value() const; Real sum() const; Real trace() const; void GetRow(MatrixRowCol&); void GetCol(MatrixRowCol&); void GetCol(MatrixColX&); void RestoreCol(MatrixRowCol&) {} void RestoreCol(MatrixColX&); GeneralMatrix* Transpose(TransposedMatrix*, MatrixType); void resize(int); // change dimensions void ReSize(int m) { resize(m); } void resize_keep(int); void resize(const GeneralMatrix& A); void ReSize(const GeneralMatrix& A) { resize(A); } void operator+=(const SymmetricMatrix& M) { PlusEqual(M); } void operator-=(const SymmetricMatrix& M) { MinusEqual(M); } void operator+=(Real f) { GeneralMatrix::Add(f); } void operator-=(Real f) { GeneralMatrix::Add(-f); } void swap(SymmetricMatrix& gm) { GeneralMatrix::swap((GeneralMatrix&)gm); } NEW_DELETE(SymmetricMatrix) };

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La classe SymmetricMatrix hérite de la classe GeneralMatrix

Code:

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class GeneralMatrix : public BaseMatrix // declarable matrix types { virtual GeneralMatrix* Image() const; // copy of matrix protected: int tag_val; // shows whether can reuse int nrows_val, ncols_val; // dimensions int storage; // total store required Real* store; // point to store (0=not set) GeneralMatrix(); // initialise with no store GeneralMatrix(ArrayLengthSpecifier); // constructor getting store void Add(GeneralMatrix*, Real); // sum of GM and Real void Add(Real); // add Real to this void NegAdd(GeneralMatrix*, Real); // Real - GM void NegAdd(Real); // this = this - Real void Multiply(GeneralMatrix*, Real); // product of GM and Real void Multiply(Real); // multiply this by Real void Negate(GeneralMatrix*); // change sign void Negate(); // change sign void ReverseElements(); // internal reverse of elements void ReverseElements(GeneralMatrix*); // reverse order of elements void operator=(Real); // set matrix to constant Real* GetStore(); // get store or copy GeneralMatrix* BorrowStore(GeneralMatrix*, MatrixType); // temporarily access store void GetMatrix(const GeneralMatrix*); // used by = and initialise void Eq(const BaseMatrix&, MatrixType); // used by = void Eq(const GeneralMatrix&); // version with no conversion void Eq(const BaseMatrix&, MatrixType, bool);// used by << void Eq2(const BaseMatrix&, MatrixType); // cut down version of Eq int search(const BaseMatrix*) const; virtual GeneralMatrix* Transpose(TransposedMatrix*, MatrixType); void CheckConversion(const BaseMatrix&); // check conversion OK void resize(int, int, int); // change dimensions virtual short SimpleAddOK(const GeneralMatrix*) { return 0; } // see bandmat.cpp for explanation virtual void MiniCleanUp() { store = 0; storage = 0; nrows_val = 0; ncols_val = 0; tag_val = -1;} // CleanUp when the data array has already been deleted void PlusEqual(const GeneralMatrix& gm); void MinusEqual(const GeneralMatrix& gm); void PlusEqual(Real f); void MinusEqual(Real f); void swap(GeneralMatrix& gm); // swap values public: GeneralMatrix* Evaluate(MatrixType mt=MatrixTypeUnSp); virtual MatrixType type() const = 0; // type of a matrix MatrixType Type() const { return type(); } int Nrows() const { return nrows_val; } // get dimensions int Ncols() const { return ncols_val; } int Storage() const { return storage; } Real* Store() const { return store; } // updated names int nrows() const { return nrows_val; } // get dimensions int ncols() const { return ncols_val; } int size() const { return storage; } Real* data() { return store; } const Real* data() const { return store; } const Real* const_data() const { return store; } virtual ~GeneralMatrix(); // delete store if set void tDelete(); // delete if tag_val permits bool reuse(); // true if tag_val allows reuse void protect() { tag_val=-1; } // cannot delete or reuse void Protect() { tag_val=-1; } // cannot delete or reuse int tag() const { return tag_val; } int Tag() const { return tag_val; } bool is_zero() const; // test matrix has all zeros bool IsZero() const { return is_zero(); } // test matrix has all zeros void Release() { tag_val=1; } // del store after next use void Release(int t) { tag_val=t; } // del store after t accesses void ReleaseAndDelete() { tag_val=0; } // delete matrix after use void release() { tag_val=1; } // del store after next use void release(int t) { tag_val=t; } // del store after t accesses void release_and_delete() { tag_val=0; } // delete matrix after use void operator<<(const double*); // assignment from an array void operator<<(const float*); // assignment from an array void operator<<(const int*); // assignment from an array void operator<<(const BaseMatrix& X) { Eq(X,this->type(),true); } // = without checking type void inject(const GeneralMatrix&); // copy stored els only void Inject(const GeneralMatrix& GM) { inject(GM); } void operator+=(const BaseMatrix&); void operator-=(const BaseMatrix&); void operator*=(const BaseMatrix&); void operator|=(const BaseMatrix&); void operator&=(const BaseMatrix&); void operator+=(Real); void operator-=(Real r) { operator+=(-r); } void operator*=(Real); void operator/=(Real r) { operator*=(1.0/r); } virtual GeneralMatrix* MakeSolver(); // for solving virtual void Solver(MatrixColX&, const MatrixColX&) {} virtual void GetRow(MatrixRowCol&) = 0; // Get matrix row virtual void RestoreRow(MatrixRowCol&) {} // Restore matrix row virtual void NextRow(MatrixRowCol&); // Go to next row virtual void GetCol(MatrixRowCol&) = 0; // Get matrix col virtual void GetCol(MatrixColX&) = 0; // Get matrix col virtual void RestoreCol(MatrixRowCol&) {} // Restore matrix col virtual void RestoreCol(MatrixColX&) {} // Restore matrix col virtual void NextCol(MatrixRowCol&); // Go to next col virtual void NextCol(MatrixColX&); // Go to next col Real sum_square() const; Real sum_absolute_value() const; Real sum() const; Real maximum_absolute_value1(int& i) const; Real minimum_absolute_value1(int& i) const; Real maximum1(int& i) const; Real minimum1(int& i) const; Real maximum_absolute_value() const; Real maximum_absolute_value2(int& i, int& j) const; Real minimum_absolute_value() const; Real minimum_absolute_value2(int& i, int& j) const; Real maximum() const; Real maximum2(int& i, int& j) const; Real minimum() const; Real minimum2(int& i, int& j) const; LogAndSign log_determinant() const; virtual bool IsEqual(const GeneralMatrix&) const; // same type, same values void CheckStore() const; // check store is non-zero virtual void SetParameters(const GeneralMatrix*) {} // set parameters in GetMatrix operator ReturnMatrix() const; // for building a ReturnMatrix ReturnMatrix for_return() const; ReturnMatrix ForReturn() const; //virtual bool SameStorageType(const GeneralMatrix& A) const; //virtual void ReSizeForAdd(const GeneralMatrix& A, const GeneralMatrix& B); //virtual void ReSizeForSP(const GeneralMatrix& A, const GeneralMatrix& B); virtual void resize(const GeneralMatrix& A); virtual void ReSize(const GeneralMatrix& A) { resize(A); } MatrixInput operator<<(double); // for loading a list MatrixInput operator<<(float); // for loading a list MatrixInput operator<<(int f); // ReturnMatrix Reverse() const; // reverse order of elements void cleanup(); // to clear store   friend class Matrix; friend class SquareMatrix; friend class nricMatrix; friend class SymmetricMatrix; friend class UpperTriangularMatrix; friend class LowerTriangularMatrix; friend class DiagonalMatrix; friend class CroutMatrix; friend class RowVector; friend class ColumnVector; friend class BandMatrix; friend class LowerBandMatrix; friend class UpperBandMatrix; friend class SymmetricBandMatrix; friend class BaseMatrix; friend class AddedMatrix; friend class MultipliedMatrix; friend class SubtractedMatrix; friend class SPMatrix; friend class KPMatrix; friend class ConcatenatedMatrix; friend class StackedMatrix; friend class SolvedMatrix; friend class ShiftedMatrix; friend class NegShiftedMatrix; friend class ScaledMatrix; friend class TransposedMatrix; friend class ReversedMatrix; friend class NegatedMatrix; friend class InvertedMatrix; friend class RowedMatrix; friend class ColedMatrix; friend class DiagedMatrix; friend class MatedMatrix; friend class GetSubMatrix; friend class ReturnMatrix; friend class LinearEquationSolver; friend class GenericMatrix; NEW_DELETE(GeneralMatrix) };

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Cette classe hérite à son tour d'une classe Janitor... Comme ça continue ainsi de suite de classes en classes, j'attends de savoir tu as besoin d'autres éléments.
Merci de ton aide,
@+
Merci pour ton aide...

Ben il faut que tu utilise ce constructeur je crois :
"SymmetricMatrix(const BaseMatrix&);"
A toi de chercher comment on crée un "BaseMatrix".

L'opérateur << n'a pas l'air d'etre implementer dans la class SymmetricMatrix.
Pour setter les valeurs de ta matrice SymmetricMatrix du doit utiliser le constructeur :

Code:

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SymmetricMatrix(const BaseMatrix&);

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Maitenant il te reste a savoir comment setter les valeurs d'une BaseMatrix...
Mais il me semble que tu ne dois pas declarer toi meme faire une class Matrix (Correl dans ton cas)