黑客帝国的背景效果cmatrix

1、解压文件夹。

unzip 2017082504005367.zip 

 

2、进入到解压后的目录

 

3、配置、编译、安装

./configure

sudo  make 

 

 sudo make install

 

 

4、测试一下

 

 Usage: cmatrix -[abBfhlsVx] [-u delay] [-C color]
 -a: Asynchronous scroll
 -b: Bold characters on
 -B: All bold characters (overrides -b)
 -f: Force the linux $TERM type to be on
 -l: Linux mode (uses matrix console font)
 -o: Use old-style scrolling
 -h: Print usage and exit
 -n: No bold characters (overrides -b and -B, default)
 -s: "Screensaver" mode, exits on first keystroke
 -x: X window mode, use if your xterm is using mtx.pcf
 -V: Print version information and exit
 -u delay (0 - 10, default 4): Screen update delay
 -C [color]: Use this color for matrix (default green)
 -r: rainbow mode

 cmatrix

 

显示不同的颜色:

cmatrix -C yellow

 

 

其它测试,请参看帮助文档。

cmatrix --help 

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Introduction ============ This is a class for symmetric matrix related computations. It can be used for symmetric matrix diagonalization and inversion. If given the covariance matrix, users can utilize the class for principal component analysis(PCA) and fisher discriminant analysis(FDA). It can also be used for some elementary matrix and vector computations. Usage ===== It's a C++ program for symmetric matrix diagonalization, inversion and principal component anlaysis(PCA). To use it, you need to define an instance of CMatrix class, initialize matrix, call the public funtions, and finally, free the matrix. For example, for PCA, CMarix theMat; // define CMatrix instance float** C; // define n*n matrix C = theMat.allocMat( n ); Calculate the matrix (e.g., covariance matrix from data); float *phi, *lambda; // eigenvectors and eigenvalues int vecNum; // number of eigenvectors (<=n) phi = new float [n*vecNum]; lambda = new float [vecNum]; theMat.PCA( C, n, phi, lambda, vecNum ); delete phi; delete lambda; theMat.freeMat( C, n ); The matrix diagonalization function can also be applied to the computation of singular value decomposition (SVD), Fisher linear discriminant analysis (FLDA) and kernel PCA (KPCA) if forming the symmetric matrix appropriately. For data of very high dimensionality (n), the computation of nxn matrix is very expensive on personal computer. But if the number m of samples (vectors) is smaller than dimenionality, the problem can be converted to the computation of mxm matrix. The users are recommended to read the paper KPCA for how to form mxm matrix: B. Sch枚lkopf, A. Smola, K.-R. M眉ller. Nonlinear component analysis as a kernel eigenvalue problem, Neural Computation, 10(5): 1299-1319, 1998. Example ======= Refer to `example' directory for a simple demonstration.
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