-added create_identity_matrix based on SGMatrix

shogun-toolbox · Jun 3, 2012 · 96dc418 · 96dc418
1 parent e04a0e6
commit 96dc418
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diff --git a/src/shogun/mathematics/Math.cpp b/src/shogun/mathematics/Math.cpp
@@ -266,6 +266,45 @@ void CMath::display_matrix(
 			name, prefix);
 }
 
+template <>
+SGMatrix<float64_t> CMath::create_identity_matrix(index_t size, float64_t scale)
+{
+	SGMatrix<float64_t> I(size, size);
+	for (index_t i=0; i<size; ++i)
+	{
+		for (index_t j=0; j<size; ++j)
+			I(i,j)=i==j ? scale : 0.0;
+	}
+
+	return I;
+}
+
+template <>
+SGMatrix<float32_t> CMath::create_identity_matrix(index_t size, float32_t scale)
+{
+	SGMatrix<float32_t> I(size, size);
+	for (index_t i=0; i<size; ++i)
+	{
+		for (index_t j=0; j<size; ++j)
+			I(i,j)=i==j ? scale : 0.0;
+	}
+
+	return I;
+}
+
+template <>
+SGMatrix<int32_t> CMath::create_identity_matrix(index_t size, int32_t scale)
+{
+	SGMatrix<int32_t> I(size, size);
+	for (index_t i=0; i<size; ++i)
+	{
+		for (index_t j=0; j<size; ++j)
+			I(i,j)=i==j ? scale : 0;
+	}
+
+	return I;
+}
+
 }
 
 SGVector<float64_t> CMath::fishers_exact_test_for_multiple_2x3_tables(SGMatrix<float64_t> tables)

diff --git a/src/shogun/mathematics/Math.h b/src/shogun/mathematics/Math.h
@@ -493,6 +493,14 @@ class CMath : public CSGObject
 			}
 		}
 
+		/** returns the identity matrix, scaled by a factor
+		 *
+		 * @param size size of square idenity matrix
+		 * @param scale (optional) scaling factor
+		 */
+		template <class T>
+		static SGMatrix<T> create_identity_matrix(index_t size, T scale);
+
 #ifdef HAVE_LAPACK
 		/** compute eigenvalues and eigenvectors of symmetric matrix using
 		 * LAPACK