Matrix inverse calculation - arrays

can we calculate the inverse of a matrix in codesys?
I am trying to write a code for the following equation.

For Codesys there is a paid matrix library. For TwinCAT there is the free and open source TcMatrix.

This is a case where you don't need to calculate the inverse explicitly and indeed are better not to, both for performance and accuracy.
Changing notation, so that it's easier to type here, you want
V = inv( I + A'*A) *A'*B
This can be calculated like this:
compute
b = A'*B
C = I + A'*A
solve
C = L*L' for lower triangular L
This is cholesky decomposition, which can be done in place, and you should read up on
solve
L*x = b for x
L'*v = x for v
Note that because L is lower triangular (and so L' upper triangular) each of the above solutions can be done in O(dim*dim) and can be done in place if desired.
V is what you wanted.

Related

Masking vector A for elements that does not match vector B

If I have a vector v = {10,9,8}, and a vector y = {10,5,7}. How can I write this so that it results in a vector x = {1,0,0}. In other Words, set ones where elements match, and zeroes if not? How would one write this in a mathematical way, or by using functional language terms like filter, map or such.
Although the question might be considered off-topic, the Kronecker delta comes to mind. If n is a nonnegative integer, and v,y in R^n, one can define the desired vector as x:={x_1,...,x_n} where x_i = delta_v_i,y_i for each i in {1,...n}.

Strassen algorithm - is it possible to do pxq matrix multiplication?

I am trying to find a pxq matrix multiplication implementation in c using the Strassen algorithm. I am not sure it is possible.
In wikipedia the algorithm is written like this:
M1 = (A + D) * (E + H) = AE + AH + DE + DH
M2 = (A + B) * H = AH + BH
but that will not work for a pxq matrix. This approach is defined for 2x2 matrix, not a pxq matrix. For that a loop of some kind is necessary, but I am not sure what kind? It may not be possible?
UPDATE:
WHY I AM ASKING THIS ?
I am pretty sure that the Strassen algorithm is a super fast one (no personal experaince. just reviews) even I have to write some code for large matrix multiplications (contains number of rows and columns), and then number of rows and columns which will keep changing every time. So, I need to write one for pxq matrix. So, I want to confirm whether it is possible...
Strassen_algorithm: http://en.wikipedia.org/wiki/Strassen_algorithm

Mahalanobis distance inverting the covariance matrix

I am writing a function to take the Mahalanobis distance between two vectors. I understand that this is achieved using the equation a'*C^-1*b, where a and b are vectors and C is the covariance matrix. My question is, is there an efficient way to find the inverse of the matrix without using Gauss-Jordan elimination, or is there no way around this? I'm looking for a way to do this myself, not with any predefined functions.
I know that C is a Hermitian, positive definite matrix, so is there any way that I can algorithmically take advantage of this fact? Or is there some clever way compute the Mahalanobis distance without calculating the inverse of the covariance at all? Any help would be appreciated.
***Edit: The Mahalanobis distance equation above is incorrect. It should be
x'*C^-1*x where x = (b-a), and b and a are the two vectors whose distance we are trying to find (thanks LRPurser). The solution posited in the selected answer is therefore as follows:
d=x'*b, where b = C^-1*x
C*b = x, so solve for b using LU factorization or LDL' factorization.
You can (and should!) use LU decomposition instead of explicitly inverting the matrix: solving C x = b using a decomposition has better numeric properties than computing C^-1 and multiplying the vector b.
Since your matrix is symmetric, an LU decomposition is effectively equivalent to an LDL* decomposition, which is what you should actually use in your case. Since your matrix is also positive-definite, you should be able to perform this decomposition without pivoting.
Edit: note that, for this application, you don't need to solve the full C x = b problem.
Instead, given C = L D L* and difference vector v = a-b, solve L* y = v for y (which is half as much work as the full LU solver).
Then, y^t D^-1 y = v^t C^-1 v can be computed in linear time.
First Mahalanobis Distance (MD) is the normed distance with respect to uncertainty in the measurement of two vectors. When C=Indentity matrix, MD reduces to the Euclidean distance and thus the product reduces to the vector norm. Also MD is always positive definite or greater than zero for all non-zero vectors. By your formulation with the appropriate choice of the vectors a and b, a*C^-1*b can be less than zero. Hopefully the difference of vectors you are looking for is x=(a-b) which makes the calculation x^t*C^-1*x where x^t is the transpose of the vector x. Also note that MD=sqrt(x^t*C^-1*x)
Since your matrix is symmetric and positive definite then you can utilize the Cholesky decomposition (MatLab-chol) which uses half of the operations as LU and is numerically more stable. chol(C)=L where C=L*L^t where L is a lower triangular matrix and L^t is the transpose of L which make it upper triangular. Your algorithm should go something like this
(Matlab)
x=a-b;
L=chol(C);
z=L\x;
MD=z'*z;
MD=sqrt(MD);
# Mahalanobis Distance Matrix
import numpy as np
from scipy.spatial import distance
from scipy.spatial.distance import mahalanobis
from scipy.spatial.distance import pdist
from scipy.spatial.distance import squareform
# Example
Data = np.array([[1,2],[3,2],[4,3]])
Cov = np.cov(np.transpose([[1,2],[3,2],[4,3]]))
invCov = np.linalg.inv(Cov)
Y = pdist(Data, 'mahalanobis', invCov)
MD = squareform(Y)

How is it possible to take an exponential of a matrix in MATLAB?

I have a MATLAB code which I have to convert to C language. According to the MATLAB code,
n1 = 11; x1 = randn(2,n1) + repmat([-1 1]’,1,n1);
w = [0 0]’;
here acccording to my calculation, the output of
w’*x1
will be a 1x3 matrix, that is a row vector as far as I know.
Then what will be the output of the following code,
z = exp(repmat(b,1,n1)+w’*x1);
where repmat() also creates a 1xn1 matrix (I'm not sure about this, figured it out from manual). My understanding is that addition of two 1x3 matrices will not give a scalar.
How is an exponential is taken here? Can exponential be applied to a matrix?
Like many MATLAB functions, the exp function operates element-wise when applied to arrays. For further details, please refer to the documentation.
Yes, you can apply exponentation to a matrix. From the Wikipedia article: Matrix exponential
Let X be an n×n real or complex matrix. The exponential of X, denoted by eX or exp(X), is the n×n matrix given by the power series
e^X = Sum(k=0, infinity) 1/k! * X^k
As #John Bartholomew pointed though, this is not what the exp() of Matlab does.

Permutation with Repetition: Avoiding Overflow

Background:
Given n balls such that:
'a' balls are of colour GREEN
'b' balls are of colour BLUE
'c' balls are of colour RED
...
(of course a + b + c + ... = n)
The number of permutations in which these balls can be arranged is given by:
perm = n! / (a! b! c! ..)
Question 1:
How can I 'elegantly' calculate perm so as to avoid an integer overflow as as long as possible, and be sure that when I am done calculating, I either have the correct value of perm, or I know that the final result will overflow?
Basically, I want to avoid using something like GNU GMP.
Optionally, Question 2:
Is this a really bad idea, and should I just go ahead and use GMP?
These are known as the multinomial coefficients, which I shall denote by m(a,b,...).
And you can efficiently calculate them avoiding overflow by exploiting this identity (which should be fairly simple to prove):
m(a,b,c,...) = m(a-1,b,c,...) + m(a,b-1,c,...) + m(a,b,c-1,...) + ...
m(0,0,0,...) = 1 // base case
m(anything negative) = 0 // base case 2
Then it's a simple matter of using recursion to calculate the coefficients. Note that to avoid an exponential running time, you need to either cache your results (to avoid recomputation) or use dynamic programming.
To check for overflow, just make sure the sums won't overflow.
And yes, it's a very bad idea to use arbitrary precision libraries to do this simple task.
If you have globs of cpu time, you can make lists out of all the factorials, then find the prime factorization of all the numbers in the lists, then cancel all the numbers on the top with those on the bottom, until the numbers are completely reduced.
The overflow-safest way is the way Dave suggested. You find the exponent with which the prime p divides n! by the summation
m = n;
e = 0;
do{
m /= p;
e += m;
}while(m > 0);
Subtract the exponents of p in the factorisations of a! etc. Do that for all primes <= n, and you have the factorisation of the multinomial coefficient. That calculation overflows if and only if the final result overflows. But the multinomial coefficients grow rather fast, so you will have overflow already for fairly small n. For substantial calculations, you will need a bignum library (if you don't need exact results, you can get by a bit longer using doubles).
Even if you use a bignum library, it is worthwhile to keep intermediate results from getting too large, so instead of calculating the factorials and dividing huge numbers, it is better to calculate the parts in sequence,
n!/(a! * b! * c! * ...) = n! / (a! * (n-a)!) * (n-a)! / (b! * (n-a-b)!) * ...
and to compute each of these factors, let's take the second for illustration,
(n-a)! / (b! * (n-a-b)!) = \prod_{i = 1}^b (n-a+1-i)/i
is calculated with
prod = 1
for i = 1 to b
prod = prod * (n-a+1-i)
prod = prod / i
Finally multiply the parts. This requires n divisions and n + number_of_parts - 1 multiplications, keeping the intermediate results moderately small.
According to this link, you can calculate multinomial coefficients as a product of several binomial coefficients, controlling integer overflow on the way.
This reduces original problem to overflow-controlled computation of a binomial coefficient.
Notations: n! = prod(1,n) where prod you may guess what does.
It's very easy, but first you must know that for any 2 positive integers (i, n > 0) that expression is a positive integer:
prod(i,i+n-1)/prod(1,n)
Thus the idea is to slice the computation of n! in small chunks and to divide asap.
With a, than with b and so on.
perm = (a!/a!) * (prod(a+1, a+b)/b!) * ... * (prod(a+b+c+...y+1,n)/z!)
Each of these factors is an integer, so if perm will not overflow, neither one of its factors will do.
Though, in the calculation of a such factor could be an overflow in numerator or denominator but that's avoidable doing a multiplication in numerator then a division in alternance:
prod(a+1, a+b)/b! = (a+1)(a+2)/2*(a+3)/3*..*(a+b)/b
In that way every division will yield an integer.

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