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Carlos Becker9d440052010-06-25 20:16:12 -04001namespace Eigen {
2
Gael Guennebaud93ee82b2013-01-05 16:37:11 +01003/** \eigenManualPage TutorialMatrixArithmetic Matrix and vector arithmetic
Carlos Becker9d440052010-06-25 20:16:12 -04004
Benoit Jacobe078bb22010-06-26 14:00:00 -04005\li \b Previous: \ref TutorialMatrixClass
6\li \b Next: \ref TutorialArrayClass
7
8This tutorial aims to provide an overview and some details on how to perform arithmetic
9between matrices, vectors and scalars with Eigen.
Carlos Becker9d440052010-06-25 20:16:12 -040010
Gael Guennebaud93ee82b2013-01-05 16:37:11 +010011\eigenAutoToc
Carlos Becker9d440052010-06-25 20:16:12 -040012
Benoit Jacobe078bb22010-06-26 14:00:00 -040013\section TutorialArithmeticIntroduction Introduction
Carlos Becker9d440052010-06-25 20:16:12 -040014
Benoit Jacobe078bb22010-06-26 14:00:00 -040015Eigen offers matrix/vector arithmetic operations either through overloads of common C++ arithmetic operators such as +, -, *,
16or through special methods such as dot(), cross(), etc.
17For the Matrix class (matrices and vectors), operators are only overloaded to support
18linear-algebraic operations. For example, \c matrix1 \c * \c matrix2 means matrix-matrix product,
19and \c vector \c + \c scalar is just not allowed. If you want to perform all kinds of array operations,
Jitse Niesen2c03ca32010-07-09 11:46:07 +010020not linear algebra, see the \ref TutorialArrayClass "next page".
Benoit Jacobe078bb22010-06-26 14:00:00 -040021
Jitse Niesen30701642010-06-29 11:42:51 +010022\section TutorialArithmeticAddSub Addition and subtraction
Benoit Jacobe078bb22010-06-26 14:00:00 -040023
24The left hand side and right hand side must, of course, have the same numbers of rows and of columns. They must
25also have the same \c Scalar type, as Eigen doesn't do automatic type promotion. The operators at hand here are:
26\li binary operator + as in \c a+b
27\li binary operator - as in \c a-b
28\li unary operator - as in \c -a
29\li compound operator += as in \c a+=b
30\li compound operator -= as in \c a-=b
31
Gael Guennebaudf66fe262010-10-19 11:40:49 +020032<table class="example">
33<tr><th>Example:</th><th>Output:</th></tr>
34<tr><td>
35\include tut_arithmetic_add_sub.cpp
Jitse Niesen2c03ca32010-07-09 11:46:07 +010036</td>
37<td>
Gael Guennebaudf66fe262010-10-19 11:40:49 +020038\verbinclude tut_arithmetic_add_sub.out
Jitse Niesen2c03ca32010-07-09 11:46:07 +010039</td></tr></table>
Benoit Jacobe078bb22010-06-26 14:00:00 -040040
41\section TutorialArithmeticScalarMulDiv Scalar multiplication and division
42
43Multiplication and division by a scalar is very simple too. The operators at hand here are:
44\li binary operator * as in \c matrix*scalar
45\li binary operator * as in \c scalar*matrix
46\li binary operator / as in \c matrix/scalar
47\li compound operator *= as in \c matrix*=scalar
48\li compound operator /= as in \c matrix/=scalar
49
Gael Guennebaudf66fe262010-10-19 11:40:49 +020050<table class="example">
51<tr><th>Example:</th><th>Output:</th></tr>
52<tr><td>
53\include tut_arithmetic_scalar_mul_div.cpp
Jitse Niesen2c03ca32010-07-09 11:46:07 +010054</td>
55<td>
Gael Guennebaudf66fe262010-10-19 11:40:49 +020056\verbinclude tut_arithmetic_scalar_mul_div.out
Jitse Niesen2c03ca32010-07-09 11:46:07 +010057</td></tr></table>
58
Benoit Jacobe078bb22010-06-26 14:00:00 -040059
60\section TutorialArithmeticMentionXprTemplates A note about expression templates
61
Jitse Niesen2c03ca32010-07-09 11:46:07 +010062This is an advanced topic that we explain on \ref TopicEigenExpressionTemplates "this page",
Benoit Jacobe078bb22010-06-26 14:00:00 -040063but it is useful to just mention it now. In Eigen, arithmetic operators such as \c operator+ don't
64perform any computation by themselves, they just return an "expression object" describing the computation to be
65performed. The actual computation happens later, when the whole expression is evaluated, typically in \c operator=.
66While this might sound heavy, any modern optimizing compiler is able to optimize away that abstraction and
67the result is perfectly optimized code. For example, when you do:
Carlos Becker9d440052010-06-25 20:16:12 -040068\code
Benoit Jacobe078bb22010-06-26 14:00:00 -040069VectorXf a(50), b(50), c(50), d(50);
70...
71a = 3*b + 4*c + 5*d;
Carlos Becker9d440052010-06-25 20:16:12 -040072\endcode
Jitse Niesen30701642010-06-29 11:42:51 +010073Eigen compiles it to just one for loop, so that the arrays are traversed only once. Simplifying (e.g. ignoring
Benoit Jacobe078bb22010-06-26 14:00:00 -040074SIMD optimizations), this loop looks like this:
Carlos Becker9d440052010-06-25 20:16:12 -040075\code
Benoit Jacobe078bb22010-06-26 14:00:00 -040076for(int i = 0; i < 50; ++i)
77 a[i] = 3*b[i] + 4*c[i] + 5*d[i];
Carlos Becker9d440052010-06-25 20:16:12 -040078\endcode
Benoit Jacobe078bb22010-06-26 14:00:00 -040079Thus, you should not be afraid of using relatively large arithmetic expressions with Eigen: it only gives Eigen
80more opportunities for optimization.
81
Gael Guennebaudde1220a2010-06-28 00:05:11 +020082\section TutorialArithmeticTranspose Transposition and conjugation
83
Jitse Niesen2c03ca32010-07-09 11:46:07 +010084The transpose \f$ a^T \f$, conjugate \f$ \bar{a} \f$, and adjoint (i.e., conjugate transpose) \f$ a^* \f$ of a matrix or vector \f$ a \f$ are obtained by the member functions \link DenseBase::transpose() transpose()\endlink, \link MatrixBase::conjugate() conjugate()\endlink, and \link MatrixBase::adjoint() adjoint()\endlink, respectively.
Gael Guennebaudde1220a2010-06-28 00:05:11 +020085
Gael Guennebaudf66fe262010-10-19 11:40:49 +020086<table class="example">
87<tr><th>Example:</th><th>Output:</th></tr>
88<tr><td>
89\include tut_arithmetic_transpose_conjugate.cpp
Gael Guennebaudde1220a2010-06-28 00:05:11 +020090</td>
91<td>
Gael Guennebaudf66fe262010-10-19 11:40:49 +020092\verbinclude tut_arithmetic_transpose_conjugate.out
Gael Guennebaudde1220a2010-06-28 00:05:11 +020093</td></tr></table>
94
Benoit Jacob07f24062010-11-24 08:23:17 -050095For real matrices, \c conjugate() is a no-operation, and so \c adjoint() is equivalent to \c transpose().
Gael Guennebaudde1220a2010-06-28 00:05:11 +020096
Jitse Niesen2c03ca32010-07-09 11:46:07 +010097As for basic arithmetic operators, \c transpose() and \c adjoint() simply return a proxy object without doing the actual transposition. If you do <tt>b = a.transpose()</tt>, then the transpose is evaluated at the same time as the result is written into \c b. However, there is a complication here. If you do <tt>a = a.transpose()</tt>, then Eigen starts writing the result into \c a before the evaluation of the transpose is finished. Therefore, the instruction <tt>a = a.transpose()</tt> does not replace \c a with its transpose, as one would expect:
Gael Guennebaudf66fe262010-10-19 11:40:49 +020098<table class="example">
99<tr><th>Example:</th><th>Output:</th></tr>
100<tr><td>
101\include tut_arithmetic_transpose_aliasing.cpp
Gael Guennebaudde1220a2010-06-28 00:05:11 +0200102</td>
103<td>
Gael Guennebaudf66fe262010-10-19 11:40:49 +0200104\verbinclude tut_arithmetic_transpose_aliasing.out
Gael Guennebaudde1220a2010-06-28 00:05:11 +0200105</td></tr></table>
Jitse Niesen2c03ca32010-07-09 11:46:07 +0100106This is the so-called \ref TopicAliasing "aliasing issue". In "debug mode", i.e., when \ref TopicAssertions "assertions" have not been disabled, such common pitfalls are automatically detected.
107
108For \em in-place transposition, as for instance in <tt>a = a.transpose()</tt>, simply use the \link DenseBase::transposeInPlace() transposeInPlace()\endlink function:
Gael Guennebaudf66fe262010-10-19 11:40:49 +0200109<table class="example">
110<tr><th>Example:</th><th>Output:</th></tr>
111<tr><td>
112\include tut_arithmetic_transpose_inplace.cpp
Gael Guennebaudde1220a2010-06-28 00:05:11 +0200113</td>
114<td>
Gael Guennebaudf66fe262010-10-19 11:40:49 +0200115\verbinclude tut_arithmetic_transpose_inplace.out
Gael Guennebaudde1220a2010-06-28 00:05:11 +0200116</td></tr></table>
Jitse Niesen2c03ca32010-07-09 11:46:07 +0100117There is also the \link MatrixBase::adjointInPlace() adjointInPlace()\endlink function for complex matrices.
Gael Guennebaudde1220a2010-06-28 00:05:11 +0200118
Benoit Jacobe078bb22010-06-26 14:00:00 -0400119\section TutorialArithmeticMatrixMul Matrix-matrix and matrix-vector multiplication
120
121Matrix-matrix multiplication is again done with \c operator*. Since vectors are a special
122case of matrices, they are implicitly handled there too, so matrix-vector product is really just a special
123case of matrix-matrix product, and so is vector-vector outer product. Thus, all these cases are handled by just
124two operators:
125\li binary operator * as in \c a*b
Jitse Niesen2c03ca32010-07-09 11:46:07 +0100126\li compound operator *= as in \c a*=b (this multiplies on the right: \c a*=b is equivalent to <tt>a = a*b</tt>)
Benoit Jacobe078bb22010-06-26 14:00:00 -0400127
Gael Guennebaudf66fe262010-10-19 11:40:49 +0200128<table class="example">
129<tr><th>Example:</th><th>Output:</th></tr>
130<tr><td>
131\include tut_arithmetic_matrix_mul.cpp
Jitse Niesen2c03ca32010-07-09 11:46:07 +0100132</td>
133<td>
Gael Guennebaudf66fe262010-10-19 11:40:49 +0200134\verbinclude tut_arithmetic_matrix_mul.out
Jitse Niesen2c03ca32010-07-09 11:46:07 +0100135</td></tr></table>
Benoit Jacobe078bb22010-06-26 14:00:00 -0400136
137Note: if you read the above paragraph on expression templates and are worried that doing \c m=m*m might cause
138aliasing issues, be reassured for now: Eigen treats matrix multiplication as a special case and takes care of
139introducing a temporary here, so it will compile \c m=m*m as:
Carlos Becker9d440052010-06-25 20:16:12 -0400140\code
Benoit Jacobe078bb22010-06-26 14:00:00 -0400141tmp = m*m;
142m = tmp;
Carlos Becker9d440052010-06-25 20:16:12 -0400143\endcode
Jitse Niesen2c03ca32010-07-09 11:46:07 +0100144If you know your matrix product can be safely evaluated into the destination matrix without aliasing issue, then you can use the \link MatrixBase::noalias() noalias()\endlink function to avoid the temporary, e.g.:
Gael Guennebaud75da2542010-06-28 00:42:57 +0200145\code
146c.noalias() += a * b;
147\endcode
Benoit Jacob07f24062010-11-24 08:23:17 -0500148For more details on this topic, see the page on \ref TopicAliasing "aliasing".
Carlos Becker9d440052010-06-25 20:16:12 -0400149
Gael Guennebaud75da2542010-06-28 00:42:57 +0200150\b Note: for BLAS users worried about performance, expressions such as <tt>c.noalias() -= 2 * a.adjoint() * b;</tt> are fully optimized and trigger a single gemm-like function call.
151
Benoit Jacobe078bb22010-06-26 14:00:00 -0400152\section TutorialArithmeticDotAndCross Dot product and cross product
Carlos Becker9d440052010-06-25 20:16:12 -0400153
Benoit Jacob07f24062010-11-24 08:23:17 -0500154For dot product and cross product, you need the \link MatrixBase::dot() dot()\endlink and \link MatrixBase::cross() cross()\endlink methods. Of course, the dot product can also be obtained as a 1x1 matrix as u.adjoint()*v.
Gael Guennebaudf66fe262010-10-19 11:40:49 +0200155<table class="example">
156<tr><th>Example:</th><th>Output:</th></tr>
157<tr><td>
158\include tut_arithmetic_dot_cross.cpp
Jitse Niesen2c03ca32010-07-09 11:46:07 +0100159</td>
160<td>
Gael Guennebaudf66fe262010-10-19 11:40:49 +0200161\verbinclude tut_arithmetic_dot_cross.out
Jitse Niesen2c03ca32010-07-09 11:46:07 +0100162</td></tr></table>
Carlos Becker9d440052010-06-25 20:16:12 -0400163
Benoit Jacobe078bb22010-06-26 14:00:00 -0400164Remember that cross product is only for vectors of size 3. Dot product is for vectors of any sizes.
165When using complex numbers, Eigen's dot product is conjugate-linear in the first variable and linear in the
166second variable.
Carlos Becker9d440052010-06-25 20:16:12 -0400167
Benoit Jacobe078bb22010-06-26 14:00:00 -0400168\section TutorialArithmeticRedux Basic arithmetic reduction operations
Jitse Niesen2c03ca32010-07-09 11:46:07 +0100169Eigen also provides some reduction operations to reduce a given matrix or vector to a single value such as the sum (computed by \link DenseBase::sum() sum()\endlink), product (\link DenseBase::prod() prod()\endlink), or the maximum (\link DenseBase::maxCoeff() maxCoeff()\endlink) and minimum (\link DenseBase::minCoeff() minCoeff()\endlink) of all its coefficients.
Carlos Becker9d440052010-06-25 20:16:12 -0400170
Gael Guennebaudf66fe262010-10-19 11:40:49 +0200171<table class="example">
172<tr><th>Example:</th><th>Output:</th></tr>
173<tr><td>
174\include tut_arithmetic_redux_basic.cpp
Gael Guennebauddbefd7a2010-06-28 13:30:10 +0200175</td>
176<td>
Gael Guennebaudf66fe262010-10-19 11:40:49 +0200177\verbinclude tut_arithmetic_redux_basic.out
Gael Guennebauddbefd7a2010-06-28 13:30:10 +0200178</td></tr></table>
Carlos Becker9d440052010-06-25 20:16:12 -0400179
Jitse Niesen2c03ca32010-07-09 11:46:07 +0100180The \em trace of a matrix, as returned by the function \link MatrixBase::trace() trace()\endlink, is the sum of the diagonal coefficients and can also be computed as efficiently using <tt>a.diagonal().sum()</tt>, as we will see later on.
Carlos Becker9d440052010-06-25 20:16:12 -0400181
Gael Guennebauddbefd7a2010-06-28 13:30:10 +0200182There also exist variants of the \c minCoeff and \c maxCoeff functions returning the coordinates of the respective coefficient via the arguments:
Carlos Becker9d440052010-06-25 20:16:12 -0400183
Gael Guennebaudf66fe262010-10-19 11:40:49 +0200184<table class="example">
185<tr><th>Example:</th><th>Output:</th></tr>
186<tr><td>
187\include tut_arithmetic_redux_minmax.cpp
Gael Guennebauddbefd7a2010-06-28 13:30:10 +0200188</td>
189<td>
Gael Guennebaudf66fe262010-10-19 11:40:49 +0200190\verbinclude tut_arithmetic_redux_minmax.out
Gael Guennebauddbefd7a2010-06-28 13:30:10 +0200191</td></tr></table>
Carlos Becker9d440052010-06-25 20:16:12 -0400192
Carlos Becker9d440052010-06-25 20:16:12 -0400193
Gael Guennebauddbefd7a2010-06-28 13:30:10 +0200194\section TutorialArithmeticValidity Validity of operations
Benoit Jacobe078bb22010-06-26 14:00:00 -0400195Eigen checks the validity of the operations that you perform. When possible,
Jitse Niesen2c03ca32010-07-09 11:46:07 +0100196it checks them at compile time, producing compilation errors. These error messages can be long and ugly,
Benoit Jacobe078bb22010-06-26 14:00:00 -0400197but Eigen writes the important message in UPPERCASE_LETTERS_SO_IT_STANDS_OUT. For example:
198\code
199 Matrix3f m;
200 Vector4f v;
201 v = m*v; // Compile-time error: YOU_MIXED_MATRICES_OF_DIFFERENT_SIZES
202\endcode
Carlos Becker9d440052010-06-25 20:16:12 -0400203
Benoit Jacobe078bb22010-06-26 14:00:00 -0400204Of course, in many cases, for example when checking dynamic sizes, the check cannot be performed at compile time.
Jitse Niesen2c03ca32010-07-09 11:46:07 +0100205Eigen then uses runtime assertions. This means that the program will abort with an error message when executing an illegal operation if it is run in "debug mode", and it will probably crash if assertions are turned off.
Carlos Becker9d440052010-06-25 20:16:12 -0400206
Benoit Jacobe078bb22010-06-26 14:00:00 -0400207\code
208 MatrixXf m(3,3);
209 VectorXf v(4);
210 v = m * v; // Run-time assertion failure here: "invalid matrix product"
211\endcode
212
213For more details on this topic, see \ref TopicAssertions "this page".
214
215\li \b Next: \ref TutorialArrayClass
Carlos Becker9d440052010-06-25 20:16:12 -0400216
217*/
218
219}