Reputation: 3
I have about 1000 lines of code that I wrote in C for a linear programming solver (interior point algorithm). I realized that I need to use Eigen to calculate a matrix inverse, so now I am running my code in C++ instead (runs just fine, it seems). Now I have a bunch of arrays declared in C format, for example: A[30][30];
In my program, I do a bunch of matrix calculations and then need to find an inverse of a matrix at some point, let's call it matrix L[30][30]
. To use Eigen, I need to have it in a special Eigen matrix format to call the function m.inverse like this:
//cout << "The inverse of L is:\n" << L.inverse() << endl;
My goal is to find a way... ANY way, to get my data from L to a format that Eigen will accept so I can run this thing. I've spent the last 2 hours researching this and have come up with nothing. :-( I'm fairly new to C, so please be as thorough as you can. I want the most simple method possible. I've read about mappings, but I'm not very clear on pointers sadly (which seems to be an integral part). Is there a way to just loop through each row and column and copy them into an Eigen matrix?
While I'm asking, will I need to take the resultant Eigen matrix and turn it back into a C array? How would that process work? Thanks in advance for any help! I've spent about 50-60 hours on this and it's due this week! This is the LAST thing I need to do and I'll be done with my term project. It's a math class, so the programming side of things are a little fuzzy for me but I'm learning a lot.
Possibly relevant information: -Running on Windows 10 i7 processor Sony VAIO -Compiling with CodeBlocks in C++, but originally written in C -This code is all in a while loop that may be iterated through 10 times or so. -The matrix inverse needs to be calculated for this matrix L each iteration, and the data will be different each time.
Please help! I'm willing to learn, but I need guidance and this class is online so I have virtually none. Thanks so much in advance!
Edit - I saw this and tried to implement it to no avail, but it seems like the solution if I can figure this out:
"Suppose you have an array with double values of size nRows x nCols.
double *X; // non-NULL pointer to some data
You can create an nRows x nCols size double matrix using the Map functionality like this:
MatrixXd eigenX = Map<MatrixXd>( X, nRows, nCols );
The Map operation maps the existing memory region into the Eigen’s data structures. A single line like this allows to avoid to write ugly code of matrix creation, for loop with copying each element in good order etc."
This seems to be a nice solution, but I am clueless on how to do anything with that "double *X" that says to "point to some data". I began looking up pointers and such and it didn't help clarify - I saw all kinds of things about pointing to multi-dimensional arrays that didn't seem to help.
I also don't quite understand the format of the second line. Is every capital X there just going to be the same as the matrix *X in the line before? What would I need to declare/create for that? Or is there an easier way that all of this?
EDIT2: Here is what I have in my program, essentially - this is significantly shrunken down, sorry if it's still too long.
#include <iostream>
#include <Eigen/Dense>
using namespace Eigen;
using namespace std;
#include <stdio.h>
#include <stdlib.h>
#include <conio.h>
#include <math.h>
typedef Matrix<double, 30, 30> Matrix30d;
double L[30][30] ={{0}};
double Ax[30][30] = {{0}}; //[A] times [x]
double At[30][30] = {{0}}; //A transpose
double ct[30][30] = {{0}}; //c transpose
double x[30][30] = {{0}}; //primal solution
double w[30][30] = {{0}}; //omega, dual solution
double s[30][30] = {{0}}; //dual slack
double u[30][30] = {{0}}; //[c]t - [A]t x [w] - [s]
double Atxw[30][30] = {{0}}; //A transpose times omega
double t[30][30] = {{0}}; //RHS - [A]x[x]
double v[30][30] = {{0}}; //mu - xij * sij
double p[30][30] = {{0}}; //vij / xij
double D2[30][30] = {{0}}; //diagonal of xij/sij
double AD2[30][30] = {{0}}; //[A] x [D2]
double AD2xAt[30][30] = {{0}}; //[AD2] x [At]
double uminp[30][30] = {{0}}; //[u] - [p]
double AD2xuminp[30][30] = {{0}}; //[AD2] x [uminp]
double z[30][30] = {{0}}; //[AD2] x [uminp] + [t]
double Atxdw[30][30] = {{0}}; //[At] x [dw]
double xt[30][30] = {{0}}; //x transpose
double bt[30][30] = {{0}}; //b transpose
Matrix30d Inv; //C++ style matrix for Eigen, maybe needed?
int main(){
int r1; //rows of A
int c1; //columns of A
int i; //row and column counters
int j;
int k;
double sum = 0;
double size; //size of square matrix being inverted [L]
double *pointer[30][30];
FILE *myLPproblem;
myLPproblem = fopen("LPproblem.txt", "r"); //Opens file and reads in data
float firstLine[4];
int Anz;
for (i = 0; i < 4; i++)
{
fscanf(myLPproblem, "%f", &firstLine[i]);
}
r1 = firstLine[0];
c1 = firstLine[1];
Anz = firstLine[2];
double A[r1][c1];
double b[r1][1];
double c[1][c1];
int Ap[c1+1];
int Ai[Anz];
double Ax2[Anz];
for(i=0; i<r1; i++){
for(j=0; j<c1; j++){
A[i][j]=0;
}
}
for (i = 0; i < (c1 + 1); i++)
{
fscanf(myLPproblem, "%d", &Ap[i]);
}
for (i = 0; i < (Anz); i++)
{
fscanf(myLPproblem, "%d", &Ai[i]);
}
for (i = 0; i < (Anz); i++)
{
fscanf(myLPproblem, "%lf", &Ax2[i]);
}
for (i = 0; i < (r1); i++)
{
fscanf(myLPproblem, "%lf", &b[i][0]);
}
for (i = 0; i < (c1); i++)
{
fscanf(myLPproblem, "%lf", &c[0][i]);
}
fclose(myLPproblem);
int row;
double xval;
int Apj;
int Apj2;
for(j=0; j<c1; j++){
Apj = Ap[j];
Apj2 = Ap[j+1];
for(i=Apj; i<Apj2; i++){
row = Ai[i];
xval = Ax2[i];
A[row][j] = xval;
}
}
size = r1;
for(i=0; i<c1; i++) //Create c transpose
{
ct[i][0] = c[0][i];
}
for(i=0; i<r1; i++) //Create b transpose
{
bt[i][0] = b[0][i];
}
for(i=0; i<c1; i++) //Create A transpose
{
for(j=0; j<r1; j++)
{
At[i][j] = A[j][i];
}
}
while(1){ //Main loop for iterations
for (i = 0; i <= r1; i++) { //Multiply [A] times [x]
for (j = 0; j <= 1; j++) {
sum = 0;
for (k = 0; k <= c1; k++) {
sum = sum + A[i][k] * x[k][j];
}
Ax[i][j] = sum;
}
}
sum = 0; //Multiply [At] times [w]
for (i = 0; i <= c1; i++){
for (j = 0; j <= 1; j++) {
sum = 0;
for (k = 0; k <= r1; k++) {
sum = sum + At[i][k] * w[k][j];
}
Atxw[i][j] = sum;
}
}
for(i=0; i<c1; i++) //Subtraction to create matrix u
{for(j=0; j<1; j++)
{
u[i][j] = (ct[i][j]) - (Atxw[i][j]) - (s[i][j]);
}
}
for(i=0; i<r1; i++) //Subtraction to create matrix t
{for(j=0; j<1; j++)
{
t[i][j] = (b[i][j]) - (Ax[i][j]);
}
}
for(i=0; i<c1; i++) //Subtract and multiply to make matrix v
{for(j=0; j<1; j++)
{
v[i][j] = mu - x[i][j]*s[i][j];
}
}
for(i=0; i<c1; i++) //create matrix p
{for(j=0; j<1; j++)
{
p[i][j] = v[i][j] / x[i][j];
}
}
for(i=0; i<c1; i++) //create matrix D2
{for(j=0; j<c1; j++)
{
if(i == j){
D2[i][j] = x[i][0] / s[i][0];
}else{
D2[i][j] = 0;
}
}
}
sum = 0;
for (i = 0; i <= r1; i++) { //Multiply [A] times [D2]
for (j = 0; j <= c1; j++) {
sum = 0;
for (k = 0; k <= c1; k++) {
sum = sum + A[i][k] * D2[k][j];
}
AD2[i][j] = sum;
}
}
sum = 0;
for (i = 0; i <= r1; i++) { //Multiply [AD2] times [At], to be inverted!
for (j = 0; j <= r1; j++) {
sum = 0;
for (k = 0; k <= c1; k++) {
sum = sum + AD2[i][k] * At[k][j];
}
AD2xAt[i][j] = sum;
}
}
//Here is where I need to calculate the inverse (and determinant probably) of matrix AD2xAt. I'd like to inverse to then be stored as [L].
//cout << "The determinant of AD2xAt is " << AD2xAt.determinant() << endl;
//cout << "The inverse of AD2xAt is:\n" << AD2xAt.inverse() << endl;
printf("\n\nThe inverse of AD2xAt, L, is : \n\n"); //print matrix L
for (i=0; i<size; i++)
{
for (j=0; j<size; j++)
{
printf("%.3f\t",AD2xAt[i][j]);
}
printf("\n");
}
}
return 0;
}
In a nutshell, it reads matrices from a file, calculates a bunch of matrices, then needs to invert AD2xAt and store it as L. The critical part is at the end, where I need to take the inverse (scroll to the bottom - I have it commented).
Upvotes: 0
Views: 789
Reputation: 19415
Have you tried
Map<MatrixXd>(A[0],30,30).inverse()
?? – ggaelWhat you're proposing seems like it would be doing both at once or something?
Right, the Map<MatrixXd>()
returns the Eigen's MatrixXd
, on which the method inverse()
is called.
May I ask what the [0] is after A?
[0]
is the array subscript operator []
designating the 0
-th element; A[0]
is the initial row of the matrix A[30][30]
and is converted to the pointer to A[0][0]
corresponding to the X
you saw.
Upvotes: 1