C语言实现常见的矩阵运算函数

1.矩阵转置函数

void matrix_t(double **a_matrix, const double **b_matrix, int krow, int kline)

//  a_matrix:转置后的矩阵
//  b_matrix:转置前的矩阵
//  krow    :行数
//  kline   :列数

{
    int k, k2;   

    for (k = 0; k < krow; k++)
    {
        for(k2 = 0; k2 < kline; k2++)
        {
            a_matrix[k2][k] = b_matrix[k][k2];
        }
    }
}

2.矩阵加（减）法函数

void matrix_a(double **a_matrix, const double **b_matrix, const double **c_matrix, 
                    int krow, int kline, int ktrl)

//  a_matrix=b_matrix+c_matrix
//   krow   :行数
//   kline  :列数
//   ktrl   :大于0: 加法  不大于0:减法

{
    int k, k2;

    for (k = 0; k < krow; k++)
    {
        for(k2 = 0; k2 < kline; k2++)
        {
            a_matrix[k][k2] = b_matrix[k][k2]
                + ((ktrl > 0) ? c_matrix[k][k2] : -c_matrix[k][k2]); 
        }
    }
}

3.矩阵乘法函数

void matrix_m(double **a_matrix, const double **b_matrix, const double **c_matrix,
                int krow, int kline, int kmiddle, int ktrl)

//  a_matrix=b_matrix*c_matrix
//  krow  :行数
//  kline :列数
//  ktrl  : 大于0:两个正数矩阵相乘 不大于0:正数矩阵乘以负数矩阵

{
    int k, k2, k4;
    double stmp;

    for (k = 0; k < krow; k++)     
    {
        for (k2 = 0; k2 < kline; k2++)   
        {
            stmp = 0.0;
            for (k4 = 0; k4 < kmiddle; k4++)  
            {
                stmp += b_matrix[k][k4] * c_matrix[k4][k2];
            }
            a_matrix[k][k2] = stmp;
        }
    }
    if (ktrl <= 0)   
    {
        for (k = 0; k < krow; k++)
        {
            for (k2 = 0; k2 < kline; k2++)
            {
                a_matrix[k][k2] = -a_matrix[k][k2];
            }
        }
    }
}

4.矩阵求逆函数

int  matrix_inv(double **a_matrix, int ndimen)

//  a_matrix:矩阵
//  ndimen :维数

{
    double tmp, tmp2, b_tmp[20], c_tmp[20];
    int k, k1, k2, k3, j, i, j2, i2, kme[20], kmf[20];
    i2 = j2 = 0;

    for (k = 0; k < ndimen; k++)  
    {
        tmp2 = 0.0;
        for (i = k; i < ndimen; i++)  
        {
            for (j = k; j < ndimen; j++)  
            {
                if (fabs(a_matrix[i][j] ) <= fabs(tmp2)) 
                    continue;
                tmp2 = a_matrix[i][j];
                i2 = i;
                j2 = j;
            }  
        }
        if (i2 != k) 
        {
            for (j = 0; j < ndimen; j++)   
            {
                tmp = a_matrix[i2][j];
                a_matrix[i2][j] = a_matrix[k][j];
                a_matrix[k][j] = tmp;
            }
        }
        if (j2 != k) 
        {
            for (i = 0; i < ndimen; i++)  
            {
                tmp = a_matrix[i][j2];
                a_matrix[i][j2] = a_matrix[i][k];
                a_matrix[i][k] = tmp;
            }    
        }
        kme[k] = i2;
        kmf[k] = j2;
        for (j = 0; j < ndimen; j++)  
        {
            if (j == k)   
            {
                b_tmp[j] = 1.0 / tmp2;
                c_tmp[j] = 1.0;
            }
            else 
            {
                b_tmp[j] = -a_matrix[k][j] / tmp2;
                c_tmp[j] = a_matrix[j][k];
            }
            a_matrix[k][j] = 0.0;
            a_matrix[j][k] = 0.0;
        }
        for (i = 0; i < ndimen; i++)  
        {
            for (j = 0; j < ndimen; j++)  
            {
                a_matrix[i][j] = a_matrix[i][j] + c_tmp[i] * b_tmp[j];
            }  
        }
    }
    for (k3 = 0; k3 < ndimen;  k3++)   
    {
        k  = ndimen - k3 - 1;
        k1 = kme[k];
        k2 = kmf[k];
        if (k1 != k)   
        {
            for (i = 0; i < ndimen; i++)  
            {
                tmp = a_matrix[i][k1];
                a_matrix[i][k1] = a_matrix[i][k];
                a_matrix[i][k] = tmp;
            }  
        }
        if (k2 != k)   
        {
            for(j = 0; j < ndimen; j++)  
            {
                tmp = a_matrix[k2][j];
                a_matrix[k2][j] = a_matrix[k][j];
                a_matrix[k][j] = tmp;
            }
        }
    }
    return (0);
}

5.矩阵乔里斯基分解函数

void chol(double **a_matrix, const double **b_matrix, int ndimen)

//  输入参数:
//      b_matrix:  对称正定方阵    ndimen: 矩阵维数
//  返回值:
//      a_matrix: 下三角矩阵

{
    int i, j, r;
    double m = 0;   
    static double **c_matrix;
    static int flag = 0;

    if (flag == 0)
    {
        flag = 1;
        c_matrix = (double **)malloc(ndimen * sizeof(double *));

        for (i = 0; i < ndimen; i++)
            c_matrix[i] = (double *)malloc(ndimen * sizeof(double));
    }

    for (i = 0; i < ndimen; i++)
    {
        for (j = 0; j < ndimen; j++) 
            c_matrix[i][j] = 0;
    }

    c_matrix[0][0] = sqrt(b_matrix[0][0]);

    for (i = 1; i < ndimen; i++)
    {
        if (c_matrix[0][0] != 0) 
            c_matrix[i][0] = b_matrix[i][0] / c_matrix[0][0];
    }

    for (i = 1; i < ndimen; i++)
    {
        for (r = 0; r < i; r++)      m = m + c_matrix[i][r] * c_matrix[i][r];

        c_matrix[i][i] = sqrt(b_matrix[i][i] - m);
        m = 0.0;

        for (j = i + 1; j < ndimen; j++)
        {
            for (r = 0; r < i; r++)      m = m + c_matrix[i][r] * c_matrix[j][r];
            c_matrix[j][i] = (b_matrix[i][j] - m) / c_matrix[i][i];
            m = 0;
        }
    }

    for (i = 0; i < ndimen; i++)
    {
        for (j = 0; j < ndimen; j++) 
            a_matrix[i][j] = c_matrix[i][j];
    }
}